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
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

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

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