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

* 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

exchanges/bitfinex/bitfinex_websocket.go

@@ -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)
 }
 

exchanges/bitfinex/bitfinex_wrapper.go

@@ -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 {