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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
gctscript/modules/wrapper_types.go
View File

@@ -29,7 +29,7 @@ var Wrapper GCTExchange
type GCTExchange interface {
Exchanges(enabledOnly bool) []string
IsEnabled(exch string) bool
Orderbook(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error)
Orderbook(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Book, error)
Ticker(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error)
Pairs(exch string, enabledOnly bool, item asset.Item) (*currency.Pairs, error)
QueryOrder(ctx context.Context, exch, orderid string, pair currency.Pair, assetType asset.Item) (*order.Detail, error)

2
gctscript/wrappers/gct/exchange/exchange.go
View File

@@ -45,7 +45,7 @@ func (e Exchange) IsEnabled(exch string) bool {
}
// Orderbook returns current orderbook requested exchange, pair and asset
func (e Exchange) Orderbook(ctx context.Context, exch string, pair currency.Pair, a asset.Item) (*orderbook.Base, error) {
func (e Exchange) Orderbook(ctx context.Context, exch string, pair currency.Pair, a asset.Item) (*orderbook.Book, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return nil, err

8
gctscript/wrappers/validator/validator.go
View File

@@ -46,22 +46,22 @@ func (w Wrapper) IsEnabled(exch string) (v bool) {
}
// Orderbook validator for test execution/scripts
func (w Wrapper) Orderbook(_ context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
func (w Wrapper) Orderbook(_ context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Book, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &orderbook.Base{
return &orderbook.Book{
Exchange: exch,
Asset: item,
Pair: pair,
Bids: []orderbook.Tranche{
Bids: []orderbook.Level{
{
Amount: 1,
Price: 1,
},
},
Asks: []orderbook.Tranche{
Asks: []orderbook.Level{
{
Amount: 1,
Price: 1,