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orderbook: Refactor package structure for simplicity and efficiency (#1465)

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* initial purge and benchmarks proof before rn overhaul

* rn LinkedList -> Tranche(s) and purge references

* roll out acrost exchanges

* linterino

* rn silly billy label

* linter strikes AAAAAGAIN!

* fix some things

* rm comment

* Add actual comparison from master to branch benchmark for sorting algorithms

* lower case via git mv YAAY!

* drop code

* convert type name

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2024-05-14 15:51:34 +10:00
committed by GitHub
parent 2a92878afc
commit 4cd4fb06b4
76 changed files with 1575 additions and 2824 deletions
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8
exchanges/bithumb/bithumb_wrapper.go
View File

@@ -291,17 +291,17 @@ func (b *Bithumb) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTyp
return book, err
}
book.Bids = make(orderbook.Items, len(orderbookNew.Data.Bids))
book.Bids = make(orderbook.Tranches, len(orderbookNew.Data.Bids))
for i := range orderbookNew.Data.Bids {
book.Bids[i] = orderbook.Item{
book.Bids[i] = orderbook.Tranche{
Amount: orderbookNew.Data.Bids[i].Quantity,
Price: orderbookNew.Data.Bids[i].Price,
}
}
book.Asks = make(orderbook.Items, len(orderbookNew.Data.Asks))
book.Asks = make(orderbook.Tranches, len(orderbookNew.Data.Asks))
for i := range orderbookNew.Data.Asks {
book.Asks[i] = orderbook.Item{
book.Asks[i] = orderbook.Tranche{
Amount: orderbookNew.Data.Asks[i].Quantity,
Price: orderbookNew.Data.Asks[i].Price,
}

14
exchanges/bithumb/bithumb_ws_orderbook.go
View File

@@ -25,10 +25,10 @@ const (
)
func (b *Bithumb) processBooks(updates *WsOrderbooks) error {
bids := make([]orderbook.Item, 0, len(updates.List))
asks := make([]orderbook.Item, 0, len(updates.List))
bids := make([]orderbook.Tranche, 0, len(updates.List))
asks := make([]orderbook.Tranche, 0, len(updates.List))
for x := range updates.List {
i := orderbook.Item{Price: updates.List[x].Price, Amount: updates.List[x].Quantity}
i := orderbook.Tranche{Price: updates.List[x].Price, Amount: updates.List[x].Quantity}
if updates.List[x].OrderSide == "bid" {
bids = append(bids, i)
continue
@@ -426,16 +426,16 @@ func (b *Bithumb) SeedLocalCache(ctx context.Context, p currency.Pair) error {
// SeedLocalCacheWithBook seeds the local orderbook cache
func (b *Bithumb) SeedLocalCacheWithBook(p currency.Pair, o *Orderbook) error {
var newOrderBook orderbook.Base
newOrderBook.Bids = make(orderbook.Items, len(o.Data.Bids))
newOrderBook.Bids = make(orderbook.Tranches, len(o.Data.Bids))
for i := range o.Data.Bids {
newOrderBook.Bids[i] = orderbook.Item{
newOrderBook.Bids[i] = orderbook.Tranche{
Amount: o.Data.Bids[i].Quantity,
Price: o.Data.Bids[i].Price,
}
}
newOrderBook.Asks = make(orderbook.Items, len(o.Data.Asks))
newOrderBook.Asks = make(orderbook.Tranches, len(o.Data.Asks))
for i := range o.Data.Asks {
newOrderBook.Asks[i] = orderbook.Item{
newOrderBook.Asks[i] = orderbook.Tranche{
Amount: o.Data.Asks[i].Quantity,
Price: o.Data.Asks[i].Price,
}