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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

4
exchanges/bybit/bybit.go
View File

@@ -2529,8 +2529,8 @@ func (by *Bybit) GetBrokerEarning(ctx context.Context, businessType, cursor stri
return resp.List, by.SendAuthHTTPRequestV5(ctx, exchange.RestSpot, http.MethodGet, "/v5/broker/earning-record", params, nil, &resp, defaultEPL)
}
func processOB(ob [][2]types.Number) []orderbook.Tranche {
o := make([]orderbook.Tranche, len(ob))
func processOB(ob [][2]types.Number) []orderbook.Level {
o := make([]orderbook.Level, len(ob))
for x := range ob {
o[x].Price = ob[x][0].Float64()
o[x].Amount = ob[x][1].Float64()

4
exchanges/bybit/bybit_types.go
View File

@@ -1741,8 +1741,8 @@ type ServerTime struct {
// Orderbook stores the orderbook data
type Orderbook struct {
UpdateID int64
Bids []orderbook.Tranche
Asks []orderbook.Tranche
Bids []orderbook.Level
Asks []orderbook.Level
Symbol string
GenerationTime time.Time
}

7
exchanges/bybit/bybit_websocket.go
View File

@@ -707,20 +707,19 @@ func (by *Bybit) wsProcessOrderbook(assetType asset.Item, resp *WebsocketRespons
if err != nil {
return err
}
asks := make([]orderbook.Tranche, len(result.Asks))
asks := make([]orderbook.Level, len(result.Asks))
for i := range result.Asks {
asks[i].Price = result.Asks[i][0].Float64()
asks[i].Amount = result.Asks[i][1].Float64()
}
bids := make([]orderbook.Tranche, len(result.Bids))
bids := make([]orderbook.Level, len(result.Bids))
for i := range result.Bids {
bids[i].Price = result.Bids[i][0].Float64()
bids[i].Amount = result.Bids[i][1].Float64()
}
if resp.Type == "snapshot" {
return by.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
return by.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
Pair: cp,
Exchange: by.Name,
Asset: assetType,

12
exchanges/bybit/bybit_wrapper.go
View File

@@ -477,7 +477,7 @@ func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType as
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (by *Bybit) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (by *Bybit) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
@@ -506,22 +506,22 @@ func (by *Bybit) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType
if err != nil {
return nil, err
}
book := &orderbook.Base{
book := &orderbook.Book{
Exchange: by.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: by.CanVerifyOrderbook,
Bids: make([]orderbook.Tranche, len(orderbookNew.Bids)),
Asks: make([]orderbook.Tranche, len(orderbookNew.Asks)),
Bids: make([]orderbook.Level, len(orderbookNew.Bids)),
Asks: make([]orderbook.Level, len(orderbookNew.Asks)),
}
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,
}
}
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,
}