From 577817c46e677a1ffa70f443a4360c98bdbf885d Mon Sep 17 00:00:00 2001 From: Gareth Kirwan Date: Tue, 15 Aug 2023 06:01:05 +0100 Subject: [PATCH] bitfinex,okx: Fix websocket orderbook LastUpdated timestamps (#1315) * Bitfinex: Fix WS orderbook LastUpdate empty * Okx: Fix WS Orderbook LastUpdated unset by updates --- exchanges/bitfinex/bitfinex_websocket.go | 10 ++++++---- exchanges/okx/okx_websocket.go | 3 ++- 2 files changed, 8 insertions(+), 5 deletions(-) diff --git a/exchanges/bitfinex/bitfinex_websocket.go b/exchanges/bitfinex/bitfinex_websocket.go index 6211358d..ac4f6367 100644 --- a/exchanges/bitfinex/bitfinex_websocket.go +++ b/exchanges/bitfinex/bitfinex_websocket.go @@ -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 { diff --git a/exchanges/okx/okx_websocket.go b/exchanges/okx/okx_websocket.go index 8ba715bb..d8871922 100644 --- a/exchanges/okx/okx_websocket.go +++ b/exchanges/okx/okx_websocket.go @@ -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)