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/bitstamp/bitstamp_websocket.go

@@ -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 {

exchanges/bitstamp/bitstamp_wrapper.go

@@ -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