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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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4
exchanges/stream/buffer/buffer.go
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@@ -87,7 +87,7 @@ func (w *Orderbook) validate(u *orderbook.Update) error {
}
// Update updates a stored pointer to an orderbook.Depth struct containing a
// linked list, this switches between the usage of a buffered update
// bid and ask Tranches, this switches between the usage of a buffered update
func (w *Orderbook) Update(u *orderbook.Update) error {
if err := w.validate(u); err != nil {
return err
@@ -304,7 +304,7 @@ func (o *orderbookHolder) updateByIDAndAction(updts *orderbook.Update) error {
// LoadSnapshot loads initial snapshot of orderbook data from websocket
func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
// Checks if book can deploy to linked list
// Checks if book can deploy to depth
err := book.Verify()
if err != nil {
return err