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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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docs/ADD_NEW_EXCHANGE.md
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@@ -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