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Kraken: fix websocket orderbook processing (#1279)

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* kraken: fix websocket orderbook processing

* kraken: clean

* glorious: nits also add todo

* more: add required checksum to TODO for future, move variable to top

* glorious: get mad

* orderbook: fix retrieve issue

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2023-07-26 16:35:43 +10:00
committed by GitHub
parent 471f4f21c4
commit 4dd3008fd4
7 changed files with 140 additions and 74 deletions
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6
exchanges/bittrex/bittrex_ws_orderbook.go
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@@ -67,7 +67,6 @@ func (b *Bittrex) ProcessUpdateOB(pair currency.Pair, message *OrderbookUpdateMe
Asset: asset.Spot,
Pair: pair,
UpdateID: message.Sequence,
MaxDepth: orderbookDepth,
Bids: updateBids,
Asks: updateAsks,
})
@@ -115,11 +114,11 @@ func (b *Bittrex) SeedLocalOBCache(ctx context.Context, p currency.Pair) error {
if err != nil {
return err
}
return b.SeedLocalCacheWithOrderBook(p, sequence, ob)
return b.SeedLocalCacheWithOrderBook(p, sequence, ob, orderbookDepth)
}
// SeedLocalCacheWithOrderBook seeds the local orderbook cache
func (b *Bittrex) SeedLocalCacheWithOrderBook(p currency.Pair, sequence int64, orderbookNew *OrderbookData) error {
func (b *Bittrex) SeedLocalCacheWithOrderBook(p currency.Pair, sequence int64, orderbookNew *OrderbookData, maxDepth int) error {
newOrderBook := orderbook.Base{
Pair: p,
Asset: asset.Spot,
@@ -128,6 +127,7 @@ func (b *Bittrex) SeedLocalCacheWithOrderBook(p currency.Pair, sequence int64, o
VerifyOrderbook: b.CanVerifyOrderbook,
Bids: make(orderbook.Items, len(orderbookNew.Bid)),
Asks: make(orderbook.Items, len(orderbookNew.Ask)),
MaxDepth: maxDepth,
}
for i := range orderbookNew.Bid {