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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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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})