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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

8
exchanges/gemini/gemini_websocket.go
View File

@@ -482,8 +482,8 @@ func (g *Gemini) wsProcessUpdate(result *wsL2MarketData) error {
return err
}
bids := make([]orderbook.Tranche, 0, len(result.Changes))
asks := make([]orderbook.Tranche, 0, len(result.Changes))
bids := make([]orderbook.Level, 0, len(result.Changes))
asks := make([]orderbook.Level, 0, len(result.Changes))
for x := range result.Changes {
price, err := strconv.ParseFloat(result.Changes[x][1], 64)
@@ -494,7 +494,7 @@ func (g *Gemini) wsProcessUpdate(result *wsL2MarketData) error {
if err != nil {
return err
}
obItem := orderbook.Tranche{
obItem := orderbook.Level{
Amount: amount,
Price: price,
}
@@ -506,7 +506,7 @@ func (g *Gemini) wsProcessUpdate(result *wsL2MarketData) error {
}
if isInitial {
var newOrderBook orderbook.Base
var newOrderBook orderbook.Book
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.Asset = asset.Spot

12
exchanges/gemini/gemini_wrapper.go
View File

@@ -287,14 +287,14 @@ func (g *Gemini) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (g *Gemini) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := g.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
book := &orderbook.Book{
Exchange: g.Name,
Pair: p,
Asset: assetType,
@@ -310,17 +310,17 @@ func (g *Gemini) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType
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,
}
}
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,
}