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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/exmo/exmo_wrapper.go
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@@ -266,7 +266,7 @@ func (e *EXMO) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType a
continue
}
book.Asks = make(orderbook.Items, len(data.Ask))
book.Asks = make(orderbook.Tranches, len(data.Ask))
for y := range data.Ask {
var price, amount float64
price, err = strconv.ParseFloat(data.Ask[y][0], 64)
@@ -279,13 +279,13 @@ func (e *EXMO) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType a
return book, err
}
book.Asks[y] = orderbook.Item{
book.Asks[y] = orderbook.Tranche{
Price: price,
Amount: amount,
}
}
book.Bids = make(orderbook.Items, len(data.Bid))
book.Bids = make(orderbook.Tranches, len(data.Bid))
for y := range data.Bid {
var price, amount float64
price, err = strconv.ParseFloat(data.Bid[y][0], 64)
@@ -298,7 +298,7 @@ func (e *EXMO) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType a
return book, err
}
book.Bids[y] = orderbook.Item{
book.Bids[y] = orderbook.Tranche{
Price: price,
Amount: amount,
}