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Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)

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* Exchanges: Add config variable to set bypassing of orderbook verification

* Exchanges: Consolidate orderbook variables into config struct

* Exchanges: Addr nit; set verification bypass on websocket book implementations
This commit is contained in:
Ryan O'Hara-Reid
2021-01-06 12:56:30 +11:00
committed by GitHub
parent 010fab02ca
commit 7431bf8866
56 changed files with 291 additions and 128 deletions
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10
cmd/exchange_template/wrapper_file.tmpl
View File

@@ -161,7 +161,7 @@ func ({{.Variable}} *{{.CapitalName}}) Setup(exch *config.ExchangeConfig) error
// NOTE: PLEASE ENSURE YOU SET THE ORDERBOOK BUFFER SETTINGS CORRECTLY
{{.Variable}}.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
exch.OrderbookConfig.WebsocketBufferLimit,
true,
true,
false,
@@ -272,7 +272,13 @@ func ({{.Variable}} *{{.CapitalName}}) FetchOrderbook(currency currency.Pair, as
// UpdateOrderbook updates and returns the orderbook for a currency pair
func ({{.Variable}} *{{.CapitalName}}) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: {{.Variable}}.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: {{.Variable}}.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: {{.Variable}}.OrderbookVerificationBypass,
}
// NOTE: UPDATE ORDERBOOK EXAMPLE
/*
orderbookNew, err := {{.Variable}}.GetOrderBook(exchange.FormatExchangeCurrency({{.Variable}}.Name, p).String(), 1000)

4
config/config.go
View File

@@ -1041,12 +1041,12 @@ func (c *Config) CheckExchangeConfigValues() error {
defaultWebsocketTrafficTimeout)
c.Exchanges[i].WebsocketTrafficTimeout = defaultWebsocketTrafficTimeout
}
if c.Exchanges[i].WebsocketOrderbookBufferLimit <= 0 {
if c.Exchanges[i].OrderbookConfig.WebsocketBufferLimit <= 0 {
log.Warnf(log.ConfigMgr,
"Exchange %s Websocket orderbook buffer limit value not set, defaulting to %v.",
c.Exchanges[i].Name,
defaultWebsocketOrderbookBufferLimit)
c.Exchanges[i].WebsocketOrderbookBufferLimit = defaultWebsocketOrderbookBufferLimit
c.Exchanges[i].OrderbookConfig.WebsocketBufferLimit = defaultWebsocketOrderbookBufferLimit
}
err := c.CheckPairConsistency(c.Exchanges[i].Name)
if err != nil {

4
config/config_test.go
View File

@@ -1459,7 +1459,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
// Test websocket and HTTP timeout values
cfg.Exchanges[0].WebsocketResponseMaxLimit = 0
cfg.Exchanges[0].WebsocketResponseCheckTimeout = 0
cfg.Exchanges[0].WebsocketOrderbookBufferLimit = 0
cfg.Exchanges[0].OrderbookConfig.WebsocketBufferLimit = 0
cfg.Exchanges[0].WebsocketTrafficTimeout = 0
cfg.Exchanges[0].HTTPTimeout = 0
err = cfg.CheckExchangeConfigValues()
@@ -1471,7 +1471,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
t.Errorf("expected exchange %s to have updated WebsocketResponseMaxLimit value",
cfg.Exchanges[0].Name)
}
if cfg.Exchanges[0].WebsocketOrderbookBufferLimit == 0 {
if cfg.Exchanges[0].OrderbookConfig.WebsocketBufferLimit == 0 {
t.Errorf("expected exchange %s to have updated WebsocketOrderbookBufferLimit value",
cfg.Exchanges[0].Name)
}

42
config/config_types.go
View File

@@ -113,24 +113,23 @@ type ConnectionMonitorConfig struct {
// ExchangeConfig holds all the information needed for each enabled Exchange.
type ExchangeConfig struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
UseSandbox bool `json:"useSandbox,omitempty"`
HTTPTimeout time.Duration `json:"httpTimeout"`
HTTPUserAgent string `json:"httpUserAgent,omitempty"`
HTTPDebugging bool `json:"httpDebugging,omitempty"`
WebsocketResponseCheckTimeout time.Duration `json:"websocketResponseCheckTimeout"`
WebsocketResponseMaxLimit time.Duration `json:"websocketResponseMaxLimit"`
WebsocketTrafficTimeout time.Duration `json:"websocketTrafficTimeout"`
WebsocketOrderbookBufferLimit int `json:"websocketOrderbookBufferLimit"`
WebsocketOrderbookBufferEnabled bool `json:"websocketOrderbookBufferEnabled"`
ProxyAddress string `json:"proxyAddress,omitempty"`
BaseCurrencies currency.Currencies `json:"baseCurrencies"`
CurrencyPairs *currency.PairsManager `json:"currencyPairs"`
API APIConfig `json:"api"`
Features *FeaturesConfig `json:"features"`
BankAccounts []banking.Account `json:"bankAccounts,omitempty"`
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
UseSandbox bool `json:"useSandbox,omitempty"`
HTTPTimeout time.Duration `json:"httpTimeout"`
HTTPUserAgent string `json:"httpUserAgent,omitempty"`
HTTPDebugging bool `json:"httpDebugging,omitempty"`
WebsocketResponseCheckTimeout time.Duration `json:"websocketResponseCheckTimeout"`
WebsocketResponseMaxLimit time.Duration `json:"websocketResponseMaxLimit"`
WebsocketTrafficTimeout time.Duration `json:"websocketTrafficTimeout"`
ProxyAddress string `json:"proxyAddress,omitempty"`
BaseCurrencies currency.Currencies `json:"baseCurrencies"`
CurrencyPairs *currency.PairsManager `json:"currencyPairs"`
API APIConfig `json:"api"`
Features *FeaturesConfig `json:"features"`
BankAccounts []banking.Account `json:"bankAccounts,omitempty"`
OrderbookConfig `json:"orderbook"`
// Deprecated settings which will be removed in a future update
AvailablePairs *currency.Pairs `json:"availablePairs,omitempty"`
@@ -380,3 +379,10 @@ type APIConfig struct {
Credentials APICredentialsConfig `json:"credentials"`
CredentialsValidator *APICredentialsValidatorConfig `json:"credentialsValidator,omitempty"`
}
// OrderbookConfig stores the orderbook configuration variables
type OrderbookConfig struct {
VerificationBypass bool `json:"verificationBypass"`
WebsocketBufferLimit int `json:"websocketBufferLimit"`
WebsocketBufferEnabled bool `json:"websocketBufferEnabled"`
}

2
docs/ADD_NEW_EXCHANGE.md
View File

@@ -1095,7 +1095,7 @@ func (f *FTX) Setup(exch *config.ExchangeConfig) error {
Features: &f.Features.Supports.WebsocketCapabilities, // Defines the capabilities of the websocket outlined in supported features struct. This allows the websocket connection to be flushed appropriately if we have a pair/asset enable/disable change. This is outlined below.
// Orderbook buffer specific variables for processing orderbook updates via websocket feed.
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
// Other orderbook buffer vars:
// BufferEnabled bool
// SortBuffer bool

1
exchanges/binance/binance_websocket.go
View File

@@ -459,6 +459,7 @@ func (b *Binance) SeedLocalCacheWithBook(p currency.Pair, orderbookNew *OrderBoo
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = b.Name
newOrderBook.LastUpdateID = orderbookNew.LastUpdateID
newOrderBook.VerificationBypass = b.OrderbookVerificationBypass
return b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

11
exchanges/binance/binance_wrapper.go
View File

@@ -182,8 +182,8 @@ func (b *Binance) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
@@ -401,7 +401,12 @@ func (b *Binance) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
orderbookNew, err := b.GetOrderBook(OrderBookDataRequestParams{
Symbol: p,
Limit: 1000})

1
exchanges/bitfinex/bitfinex_websocket.go
View File

@@ -968,6 +968,7 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
book.NotAggregated = true
book.HasChecksumValidation = true
book.IsFundingRate = fundingRate
book.VerificationBypass = b.OrderbookVerificationBypass
return b.Websocket.Orderbook.LoadSnapshot(&book)
}

14
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -198,8 +198,8 @@ func (b *Bitfinex) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
UpdateEntriesByID: true,
})
if err != nil {
@@ -387,10 +387,12 @@ func (b *Bitfinex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
o := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
NotAggregated: true}
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
NotAggregated: true,
VerificationBypass: b.OrderbookVerificationBypass,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {

7
exchanges/bitflyer/bitflyer_wrapper.go
View File

@@ -250,7 +250,12 @@ func (b *Bitflyer) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {

7
exchanges/bithumb/bithumb_wrapper.go
View File

@@ -242,7 +242,12 @@ func (b *Bithumb) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bithumb) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
curr := p.Base.String()
orderbookNew, err := b.GetOrderBook(curr)

1
exchanges/bitmex/bitmex_websocket.go
View File

@@ -512,6 +512,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, p currency.
book.AssetType = a
book.Pair = p
book.ExchangeName = b.Name
book.VerificationBypass = b.OrderbookVerificationBypass
err := b.Websocket.Orderbook.LoadSnapshot(&book)
if err != nil {

11
exchanges/bitmex/bitmex_wrapper.go
View File

@@ -154,8 +154,8 @@ func (b *Bitmex) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
UpdateEntriesByID: true,
})
if err != nil {
@@ -334,9 +334,10 @@ func (b *Bitmex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
if assetType == asset.Index {

14
exchanges/bitstamp/bitstamp_websocket.go
View File

@@ -239,12 +239,13 @@ func (b *Bitstamp) wsUpdateOrderbook(update websocketOrderBook, p currency.Pair,
bids = append(bids, orderbook.Item{Price: target, Amount: amount})
}
return b.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
Bids: bids,
Asks: asks,
Pair: p,
LastUpdated: time.Unix(update.Timestamp, 0),
AssetType: assetType,
ExchangeName: b.Name,
Bids: bids,
Asks: asks,
Pair: p,
LastUpdated: time.Unix(update.Timestamp, 0),
AssetType: assetType,
ExchangeName: b.Name,
VerificationBypass: b.OrderbookVerificationBypass,
})
}
@@ -276,6 +277,7 @@ func (b *Bitstamp) seedOrderBook() error {
newOrderBook.Pair = p[x]
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = b.Name
newOrderBook.VerificationBypass = b.OrderbookVerificationBypass
err = b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {

11
exchanges/bitstamp/bitstamp_wrapper.go
View File

@@ -164,8 +164,8 @@ func (b *Bitstamp) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.generateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -316,7 +316,12 @@ func (b *Bitstamp) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitstamp) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

7
exchanges/bittrex/bittrex_wrapper.go
View File

@@ -328,7 +328,12 @@ func (b *Bittrex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

13
exchanges/btcmarkets/btcmarkets_websocket.go
View File

@@ -118,12 +118,13 @@ func (b *BTCMarkets) wsHandleData(respRaw []byte) error {
}
if ob.Snapshot {
err = b.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
Pair: p,
Bids: orderbook.SortBids(bids), // Alignment completely out sort is needed
Asks: asks,
LastUpdated: ob.Timestamp,
AssetType: asset.Spot,
ExchangeName: b.Name,
Pair: p,
Bids: orderbook.SortBids(bids), // Alignment completely out sort is needed
Asks: asks,
LastUpdated: ob.Timestamp,
AssetType: asset.Spot,
ExchangeName: b.Name,
VerificationBypass: b.OrderbookVerificationBypass,
})
} else {
err = b.Websocket.Orderbook.Update(&buffer.Update{

13
exchanges/btcmarkets/btcmarkets_wrapper.go
View File

@@ -155,8 +155,8 @@ func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
Subscriber: b.Subscribe,
GenerateSubscriptions: b.generateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
@@ -352,9 +352,12 @@ func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (*ord
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType, NotAggregated: true}
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
NotAggregated: true,
VerificationBypass: b.OrderbookVerificationBypass,
}
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {

1
exchanges/btse/btse_websocket.go
View File

@@ -282,6 +282,7 @@ func (b *BTSE) wsHandleData(respRaw []byte) error {
newOB.AssetType = a
newOB.ExchangeName = b.Name
orderbook.Reverse(newOB.Asks) // Reverse asks for correct alignment
newOB.VerificationBypass = b.OrderbookVerificationBypass
err = b.Websocket.Orderbook.LoadSnapshot(&newOB)
if err != nil {
return err

11
exchanges/btse/btse_wrapper.go
View File

@@ -184,8 +184,8 @@ func (b *BTSE) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -319,7 +319,12 @@ func (b *BTSE) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: b.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: b.OrderbookVerificationBypass,
}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

1
exchanges/coinbasepro/coinbasepro_websocket.go
View File

@@ -312,6 +312,7 @@ func (c *CoinbasePro) ProcessSnapshot(snapshot *WebsocketOrderbookSnapshot) erro
base.AssetType = asset.Spot
base.Pair = pair
base.ExchangeName = c.Name
base.VerificationBypass = c.OrderbookVerificationBypass
return c.Websocket.Orderbook.LoadSnapshot(&base)
}

11
exchanges/coinbasepro/coinbasepro_wrapper.go
View File

@@ -166,8 +166,8 @@ func (c *CoinbasePro) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
@@ -400,7 +400,12 @@ func (c *CoinbasePro) FetchOrderbook(p currency.Pair, assetType asset.Item) (*or
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *CoinbasePro) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: c.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: c.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: c.OrderbookVerificationBypass,
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

1
exchanges/coinbene/coinbene_websocket.go
View File

@@ -289,6 +289,7 @@ func (c *Coinbene) wsHandleData(respRaw []byte) error {
newOB.Pair = newPair
newOB.ExchangeName = c.Name
newOB.LastUpdated = time.Unix(orderBook.Data[0].Timestamp, 0)
newOB.VerificationBypass = c.OrderbookVerificationBypass
err = c.Websocket.Orderbook.LoadSnapshot(&newOB)
if err != nil {
return err

11
exchanges/coinbene/coinbene_wrapper.go
View File

@@ -181,8 +181,8 @@ func (c *Coinbene) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
@@ -405,7 +405,12 @@ func (c *Coinbene) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *Coinbene) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: c.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: c.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: c.OrderbookVerificationBypass,
}
if !c.SupportsAsset(assetType) {
return book,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)

1
exchanges/coinut/coinut_websocket.go
View File

@@ -530,6 +530,7 @@ func (c *COINUT) WsProcessOrderbookSnapshot(ob *WsOrderbookSnapshot) error {
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.VerificationBypass = c.OrderbookVerificationBypass
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {

11
exchanges/coinut/coinut_wrapper.go
View File

@@ -149,8 +149,8 @@ func (c *COINUT) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
@@ -453,7 +453,12 @@ func (c *COINUT) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *COINUT) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: c.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: c.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: c.OrderbookVerificationBypass,
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return book, err

1
exchanges/exchange.go
View File

@@ -590,6 +590,7 @@ func (e *Base) SetupDefaults(exch *config.ExchangeConfig) error {
return err
}
e.BaseCurrencies = exch.BaseCurrencies
e.OrderbookVerificationBypass = exch.OrderbookConfig.VerificationBypass
return nil
}

5
exchanges/exchange_types.go
View File

@@ -218,6 +218,7 @@ type Base struct {
WebsocketOrderbookBufferLimit int64
Websocket *stream.Websocket
*request.Requester
Config *config.ExchangeConfig
settingsMutex sync.RWMutex
Config *config.ExchangeConfig
settingsMutex sync.RWMutex
OrderbookVerificationBypass bool
}

15
exchanges/exmo/exmo_wrapper.go
View File

@@ -235,7 +235,12 @@ func (e *EXMO) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
callingBook := &orderbook.Base{ExchangeName: e.Name, Pair: p, AssetType: assetType}
callingBook := &orderbook.Base{
ExchangeName: e.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: e.OrderbookVerificationBypass,
}
enabledPairs, err := e.GetEnabledPairs(assetType)
if err != nil {
return callingBook, err
@@ -253,9 +258,11 @@ func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderboo
for i := range enabledPairs {
book := &orderbook.Base{
ExchangeName: e.Name,
Pair: enabledPairs[i],
AssetType: assetType}
ExchangeName: e.Name,
Pair: enabledPairs[i],
AssetType: assetType,
VerificationBypass: e.OrderbookVerificationBypass,
}
curr, err := e.FormatExchangeCurrency(enabledPairs[i], assetType)
if err != nil {

1
exchanges/ftx/ftx_websocket.go
View File

@@ -513,6 +513,7 @@ func (f *FTX) WsProcessPartialOB(data *WsOrderbookData, p currency.Pair, a asset
Pair: p,
ExchangeName: f.Name,
HasChecksumValidation: true,
VerificationBypass: f.OrderbookVerificationBypass,
}
return f.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

11
exchanges/ftx/ftx_wrapper.go
View File

@@ -176,8 +176,8 @@ func (f *FTX) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: f.Unsubscribe,
GenerateSubscriptions: f.GenerateDefaultSubscriptions,
Features: &f.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -333,7 +333,12 @@ func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*ord
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: f.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: f.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: f.OrderbookVerificationBypass,
}
formattedPair, err := f.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

1
exchanges/gateio/gateio_websocket.go
View File

@@ -353,6 +353,7 @@ func (g *Gateio) wsHandleData(respRaw []byte) error {
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = p
newOrderBook.ExchangeName = g.Name
newOrderBook.VerificationBypass = g.OrderbookVerificationBypass
err = g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {

11
exchanges/gateio/gateio_wrapper.go
View File

@@ -163,8 +163,8 @@ func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
Subscriber: g.Subscribe,
GenerateSubscriptions: g.GenerateDefaultSubscriptions,
Features: &g.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -278,7 +278,12 @@ func (g *Gateio) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: g.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: g.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: g.OrderbookVerificationBypass,
}
curr, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

1
exchanges/gemini/gemini_websocket.go
View File

@@ -397,6 +397,7 @@ func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pa
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = pair
newOrderBook.ExchangeName = g.Name
newOrderBook.VerificationBypass = g.OrderbookVerificationBypass
err := g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
g.Websocket.DataHandler <- err

11
exchanges/gemini/gemini_wrapper.go
View File

@@ -142,8 +142,8 @@ func (g *Gemini) Setup(exch *config.ExchangeConfig) error {
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: g.WsConnect,
Features: &g.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
}
@@ -294,7 +294,12 @@ func (g *Gemini) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: g.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: g.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: g.OrderbookVerificationBypass,
}
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

1
exchanges/hitbtc/hitbtc_websocket.go
View File

@@ -330,6 +330,7 @@ func (h *HitBTC) WsProcessOrderbookSnapshot(ob WsOrderbook) error {
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = p
newOrderBook.ExchangeName = h.Name
newOrderBook.VerificationBypass = h.OrderbookVerificationBypass
return h.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

11
exchanges/hitbtc/hitbtc_wrapper.go
View File

@@ -165,8 +165,8 @@ func (h *HitBTC) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
@@ -366,7 +366,12 @@ func (h *HitBTC) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HitBTC) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: h.Name, Pair: c, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: h.Name,
Pair: c,
AssetType: assetType,
VerificationBypass: h.OrderbookVerificationBypass,
}
fpair, err := h.FormatExchangeCurrency(c, assetType)
if err != nil {
return book, err

1
exchanges/huobi/huobi_websocket.go
View File

@@ -465,6 +465,7 @@ func (h *HUOBI) WsProcessOrderbook(update *WsDepth, symbol string) error {
newOrderBook.Pair = p
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = h.Name
newOrderBook.VerificationBypass = h.OrderbookVerificationBypass
return h.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

11
exchanges/huobi/huobi_wrapper.go
View File

@@ -163,8 +163,8 @@ func (h *HUOBI) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -386,7 +386,12 @@ func (h *HUOBI) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderboo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: h.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: h.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: h.OrderbookVerificationBypass,
}
fpair, err := h.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

8
exchanges/itbit/itbit_wrapper.go
View File

@@ -186,7 +186,13 @@ func (i *ItBit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderboo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (i *ItBit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: i.Name, Pair: p, AssetType: assetType, NotAggregated: true}
book := &orderbook.Base{
ExchangeName: i.Name,
Pair: p,
AssetType: assetType,
NotAggregated: true,
VerificationBypass: i.OrderbookVerificationBypass,
}
fpair, err := i.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

5
exchanges/kraken/kraken_websocket.go
View File

@@ -791,8 +791,9 @@ func (k *Kraken) wsProcessOrderBook(channelData *WebsocketChannelData, data map[
// wsProcessOrderBookPartial creates a new orderbook entry for a given currency pair
func (k *Kraken) wsProcessOrderBookPartial(channelData *WebsocketChannelData, askData, bidData []interface{}) error {
base := orderbook.Base{
Pair: channelData.Pair,
AssetType: asset.Spot,
Pair: channelData.Pair,
AssetType: asset.Spot,
VerificationBypass: k.OrderbookVerificationBypass,
}
// Kraken ob data is timestamped per price, GCT orderbook data is
// timestamped per entry using the highest last update time, we can attempt

11
exchanges/kraken/kraken_wrapper.go
View File

@@ -186,8 +186,8 @@ func (k *Kraken) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: k.Unsubscribe,
GenerateSubscriptions: k.GenerateDefaultSubscriptions,
Features: &k.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
@@ -425,7 +425,12 @@ func (k *Kraken) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (k *Kraken) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: k.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: k.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: k.OrderbookVerificationBypass,
}
fpair, err := k.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

9
exchanges/lakebtc/lakebtc_websocket.go
View File

@@ -174,10 +174,11 @@ func (l *LakeBTC) processOrderbook(obUpdate, channel string) error {
}
book := orderbook.Base{
Pair: p,
LastUpdated: time.Now(),
AssetType: asset.Spot,
ExchangeName: l.Name,
Pair: p,
LastUpdated: time.Now(),
AssetType: asset.Spot,
ExchangeName: l.Name,
VerificationBypass: l.OrderbookVerificationBypass,
}
for i := range update.Asks {

11
exchanges/lakebtc/lakebtc_wrapper.go
View File

@@ -137,8 +137,8 @@ func (l *LakeBTC) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: l.Unsubscribe,
GenerateSubscriptions: l.GenerateDefaultSubscriptions,
Features: &l.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
}
@@ -269,7 +269,12 @@ func (l *LakeBTC) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *LakeBTC) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: l.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: l.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: l.OrderbookVerificationBypass,
}
fPair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

7
exchanges/lbank/lbank_wrapper.go
View File

@@ -243,7 +243,12 @@ func (l *Lbank) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*o
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *Lbank) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: l.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: l.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: l.OrderbookVerificationBypass,
}
fpair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

7
exchanges/localbitcoins/localbitcoins_wrapper.go
View File

@@ -214,7 +214,12 @@ func (l *LocalBitcoins) FetchOrderbook(p currency.Pair, assetType asset.Item) (*
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *LocalBitcoins) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: l.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: l.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: l.OrderbookVerificationBypass,
}
orderbookNew, err := l.GetOrderbook(p.Quote.String())
if err != nil {
return book, err

2
exchanges/okex/okex_wrapper.go
View File

@@ -700,7 +700,7 @@ func (o *OKEX) GetWithdrawalsHistory(c currency.Code) (resp []exchange.Withdrawa
return nil, common.ErrNotYetImplemented
}
// GetHistoricTrades returns historic trade data within the timeframe provided
// GetRecentTrades returns recent trade data
func (o *OKEX) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = o.FormatExchangeCurrency(p, assetType)

1
exchanges/okgroup/okgroup_websocket.go
View File

@@ -685,6 +685,7 @@ func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketOrderBook, ins
Pair: instrument,
ExchangeName: o.Name,
HasChecksumValidation: true,
VerificationBypass: o.OrderbookVerificationBypass,
}
return o.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

11
exchanges/okgroup/okgroup_wrapper.go
View File

@@ -49,8 +49,8 @@ func (o *OKGroup) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: o.Unsubscribe,
GenerateSubscriptions: o.GenerateDefaultSubscriptions,
Features: &o.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -79,9 +79,10 @@ func (o *OKGroup) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKGroup) UpdateOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
ExchangeName: o.Name,
Pair: p,
AssetType: a,
ExchangeName: o.Name,
Pair: p,
AssetType: a,
VerificationBypass: o.OrderbookVerificationBypass,
}
if a == asset.Index {

3
exchanges/orderbook/orderbook.go
View File

@@ -275,13 +275,12 @@ func (b *Base) Process() error {
b.LastUpdated = time.Now()
}
if !b.HasChecksumValidation {
if !b.VerificationBypass && !b.HasChecksumValidation {
err := b.Verify()
if err != nil {
return err
}
}
return service.Update(b)
}

3
exchanges/orderbook/orderbook_types.go
View File

@@ -85,6 +85,9 @@ type Base struct {
NotAggregated bool `json:"-"`
IsFundingRate bool `json:"fundingRate"`
// VerificationBypass is a complete orderbook verification bypass set by
// user configuration
VerificationBypass bool `json:"-"`
// HasChecksumValidation defines an allowance to bypass internal
// verification if the book has been verified by checksum.
HasChecksumValidation bool `json:"-"`

1
exchanges/poloniex/poloniex_websocket.go
View File

@@ -506,6 +506,7 @@ func (p *Poloniex) WsProcessOrderbookSnapshot(ob []interface{}, symbol string) e
book.Asks = orderbook.SortAsks(book.Asks)
book.Bids = orderbook.SortBids(book.Bids)
book.AssetType = asset.Spot
book.VerificationBypass = p.OrderbookVerificationBypass
var err error
book.Pair, err = currency.NewPairFromString(symbol)

19
exchanges/poloniex/poloniex_wrapper.go
View File

@@ -166,8 +166,8 @@ func (p *Poloniex) Setup(exch *config.ExchangeConfig) error {
UnSubscriber: p.Unsubscribe,
GenerateSubscriptions: p.GenerateDefaultSubscriptions,
Features: &p.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
@@ -320,7 +320,12 @@ func (p *Poloniex) FetchOrderbook(currencyPair currency.Pair, assetType asset.It
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (p *Poloniex) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
callingBook := &orderbook.Base{ExchangeName: p.Name, Pair: c, AssetType: assetType}
callingBook := &orderbook.Base{
ExchangeName: p.Name,
Pair: c,
AssetType: assetType,
VerificationBypass: p.OrderbookVerificationBypass,
}
orderbookNew, err := p.GetOrderbook("", poloniexMaxOrderbookDepth)
if err != nil {
return callingBook, err
@@ -332,9 +337,11 @@ func (p *Poloniex) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orde
}
for i := range enabledPairs {
book := &orderbook.Base{
ExchangeName: p.Name,
Pair: enabledPairs[i],
AssetType: assetType}
ExchangeName: p.Name,
Pair: enabledPairs[i],
AssetType: assetType,
VerificationBypass: p.OrderbookVerificationBypass,
}
fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
if err != nil {

7
exchanges/yobit/yobit_wrapper.go
View File

@@ -236,7 +236,12 @@ func (y *Yobit) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderboo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (y *Yobit) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: y.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: y.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: y.OrderbookVerificationBypass,
}
fpair, err := y.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err

1
exchanges/zb/zb_websocket.go
View File

@@ -147,6 +147,7 @@ func (z *ZB) wsHandleData(respRaw []byte) error {
book.AssetType = asset.Spot
book.Pair = cPair
book.ExchangeName = z.Name
book.VerificationBypass = z.OrderbookVerificationBypass
err = z.Websocket.Orderbook.LoadSnapshot(&book)
if err != nil {

11
exchanges/zb/zb_wrapper.go
View File

@@ -166,8 +166,8 @@ func (z *ZB) Setup(exch *config.ExchangeConfig) error {
GenerateSubscriptions: z.GenerateDefaultSubscriptions,
Subscriber: z.Subscribe,
Features: &z.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -292,7 +292,12 @@ func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.B
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: z.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: z.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: z.OrderbookVerificationBypass,
}
currFormat, err := z.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err