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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

2
exchanges/bitstamp/bitstamp.go
View File

@@ -639,7 +639,7 @@ func parseTime(dateTime string) (time.Time, error) {
return time.Parse(bitstampTimeLayout, dateTime)
}
func filterOrderbookZeroBidPrice(ob *orderbook.Base) {
func filterOrderbookZeroBidPrice(ob *orderbook.Book) {
if len(ob.Bids) == 0 || ob.Bids[len(ob.Bids)-1].Price != 0 {
return
}

6
exchanges/bitstamp/bitstamp_test.go
View File

@@ -941,14 +941,14 @@ func TestGetHistoricTrades(t *testing.T) {
func TestOrderbookZeroBidPrice(t *testing.T) {
t.Parallel()
ob := &orderbook.Base{
ob := &orderbook.Book{
Exchange: "Bitstamp",
Pair: btcusdPair,
Asset: asset.Spot,
}
filterOrderbookZeroBidPrice(ob)
ob.Bids = orderbook.Tranches{
ob.Bids = orderbook.Levels{
{Price: 69, Amount: 1337},
{Price: 0, Amount: 69},
}
@@ -957,7 +957,7 @@ func TestOrderbookZeroBidPrice(t *testing.T) {
t.Error("invalid orderbook bid values")
}
ob.Bids = orderbook.Tranches{
ob.Bids = orderbook.Levels{
{Price: 59, Amount: 1337},
{Price: 42, Amount: 8595},
}

16
exchanges/bitstamp/bitstamp_websocket.go
View File

@@ -296,9 +296,9 @@ func (b *Bitstamp) handleWSOrderbook(msg []byte) error {
return err
}
obUpdate := &orderbook.Base{
Bids: make(orderbook.Tranches, len(wsOrderBookResp.Data.Bids)),
Asks: make(orderbook.Tranches, len(wsOrderBookResp.Data.Asks)),
obUpdate := &orderbook.Book{
Bids: make(orderbook.Levels, len(wsOrderBookResp.Data.Bids)),
Asks: make(orderbook.Levels, len(wsOrderBookResp.Data.Asks)),
Pair: p,
LastUpdated: wsOrderBookResp.Data.Microtimestamp.Time(),
Asset: asset.Spot,
@@ -334,24 +334,24 @@ func (b *Bitstamp) seedOrderBook(ctx context.Context) error {
return err
}
newOrderBook := &orderbook.Base{
newOrderBook := &orderbook.Book{
Pair: p[x],
Asset: asset.Spot,
Exchange: b.Name,
VerifyOrderbook: b.CanVerifyOrderbook,
Bids: make(orderbook.Tranches, len(orderbookSeed.Bids)),
Asks: make(orderbook.Tranches, len(orderbookSeed.Asks)),
Bids: make(orderbook.Levels, len(orderbookSeed.Bids)),
Asks: make(orderbook.Levels, len(orderbookSeed.Asks)),
LastUpdated: orderbookSeed.Timestamp,
}
for i := range orderbookSeed.Asks {
newOrderBook.Asks[i] = orderbook.Tranche{
newOrderBook.Asks[i] = orderbook.Level{
Price: orderbookSeed.Asks[i].Price,
Amount: orderbookSeed.Asks[i].Amount,
}
}
for i := range orderbookSeed.Bids {
newOrderBook.Bids[i] = orderbook.Tranche{
newOrderBook.Bids[i] = orderbook.Level{
Price: orderbookSeed.Bids[i].Price,
Amount: orderbookSeed.Bids[i].Amount,
}

12
exchanges/bitstamp/bitstamp_wrapper.go
View File

@@ -288,14 +288,14 @@ func (b *Bitstamp) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBui
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitstamp) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (b *Bitstamp) 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,
@@ -311,9 +311,9 @@ func (b *Bitstamp) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTy
return book, err
}
book.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
book.Bids = make(orderbook.Levels, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Tranche{
book.Bids[x] = orderbook.Level{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
}
@@ -321,9 +321,9 @@ func (b *Bitstamp) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTy
filterOrderbookZeroBidPrice(book)
book.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
book.Asks = make(orderbook.Levels, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Tranche{
book.Asks[x] = orderbook.Level{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
}