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orderbook: change Base struct name to Book (#1914)

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* orderbook: change Base struct name to Snapshot

* linter: fix

* Update exchanges/exchange.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/depth.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Snapshot -> Book

* Tranche(s) -> Level(s)

* Tranche(s) -> Level(s)

* rm tranche ref

* linter: fix

* linter: rides again

* update tests

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update backtester/eventhandlers/exchange/slippage/slippage.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* fixup tests

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits and rm stuff that is not needed

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2025-06-16 17:09:25 +10:00
committed by GitHub
parent fd021d364a
commit 2958e64afe
93 changed files with 1259 additions and 1391 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
exchanges/bitmex/bitmex_websocket.go
View File

@@ -400,13 +400,13 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, p currency.
switch action {
case bitmexActionInitialData:
book := orderbook.Base{
Asks: make(orderbook.Tranches, 0, len(data)),
Bids: make(orderbook.Tranches, 0, len(data)),
book := orderbook.Book{
Asks: make(orderbook.Levels, 0, len(data)),
Bids: make(orderbook.Levels, 0, len(data)),
}
for i := range data {
item := orderbook.Tranche{
item := orderbook.Level{
Price: data[i].Price,
Amount: float64(data[i].Size),
ID: data[i].ID,
@@ -439,10 +439,10 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, p currency.
return err
}
asks := make([]orderbook.Tranche, 0, len(data))
bids := make([]orderbook.Tranche, 0, len(data))
asks := make([]orderbook.Level, 0, len(data))
bids := make([]orderbook.Level, 0, len(data))
for i := range data {
nItem := orderbook.Tranche{
nItem := orderbook.Level{
Price: data[i].Price,
Amount: float64(data[i].Size),
ID: data[i].ID,

12
exchanges/bitmex/bitmex_wrapper.go
View File

@@ -387,14 +387,14 @@ func (b *Bitmex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
book := &orderbook.Book{
Exchange: b.Name,
Pair: p,
Asset: assetType,
@@ -419,17 +419,17 @@ func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType
return book, err
}
book.Asks = make(orderbook.Tranches, 0, len(orderbookNew))
book.Bids = make(orderbook.Tranches, 0, len(orderbookNew))
book.Asks = make(orderbook.Levels, 0, len(orderbookNew))
book.Bids = make(orderbook.Levels, 0, len(orderbookNew))
for i := range orderbookNew {
switch {
case strings.EqualFold(orderbookNew[i].Side, order.Sell.String()):
book.Asks = append(book.Asks, orderbook.Tranche{
book.Asks = append(book.Asks, orderbook.Level{
Amount: float64(orderbookNew[i].Size),
Price: orderbookNew[i].Price,
})
case strings.EqualFold(orderbookNew[i].Side, order.Buy.String()):
book.Bids = append(book.Bids, orderbook.Tranche{
book.Bids = append(book.Bids, orderbook.Level{
Amount: float64(orderbookNew[i].Size),
Price: orderbookNew[i].Price,
})