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bitfinex,okx: Fix websocket orderbook LastUpdated timestamps (#1315)

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* Bitfinex: Fix WS orderbook LastUpdate empty

* Okx: Fix WS Orderbook LastUpdated unset by updates
This commit is contained in:
Gareth Kirwan
2023-08-15 06:01:05 +01:00
committed by GitHub
parent 4cfa6c4396
commit 577817c46e
2 changed files with 8 additions and 5 deletions
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10
exchanges/bitfinex/bitfinex_websocket.go
View File

@@ -1402,6 +1402,7 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
book.PriceDuplication = true
book.IsFundingRate = fundingRate
book.VerifyOrderbook = b.CanVerifyOrderbook
book.LastUpdated = time.Now()
return b.Websocket.Orderbook.LoadSnapshot(&book)
}
@@ -1409,10 +1410,11 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
// orderbook sides
func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book []WebsocketBook, channelID int, sequenceNo int64, fundingRate bool) error {
orderbookUpdate := orderbook.Update{
Asset: assetType,
Pair: p,
Bids: make([]orderbook.Item, 0, len(book)),
Asks: make([]orderbook.Item, 0, len(book)),
Asset: assetType,
Pair: p,
Bids: make([]orderbook.Item, 0, len(book)),
Asks: make([]orderbook.Item, 0, len(book)),
UpdateTime: time.Now(),
}
for i := range book {

3
exchanges/okx/okx_websocket.go
View File

@@ -830,7 +830,8 @@ func (ok *Okx) WsProcessSnapshotOrderBook(data WsOrderBookData, pair currency.Pa
// orderbook
func (ok *Okx) WsProcessUpdateOrderbook(data WsOrderBookData, pair currency.Pair, assets []asset.Item) error {
update := orderbook.Update{
Pair: pair,
Pair: pair,
UpdateTime: data.Timestamp.Time(),
}
var err error
update.Asks, err = ok.AppendWsOrderbookItems(data.Asks)