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/ftx/ftx_websocket.go

@@ -513,6 +513,7 @@ func (f *FTX) WsProcessPartialOB(data *WsOrderbookData, p currency.Pair, a asset
 		Pair:                  p,
 		ExchangeName:          f.Name,
 		HasChecksumValidation: true,
+		VerificationBypass:    f.OrderbookVerificationBypass,
 	}
 	return f.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 }

exchanges/ftx/ftx_wrapper.go

@@ -176,8 +176,8 @@ func (f *FTX) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     f.Unsubscribe,
 		GenerateSubscriptions:            f.GenerateDefaultSubscriptions,
 		Features:                         &f.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 	})
 	if err != nil {
 		return err
@@ -333,7 +333,12 @@ func (f *FTX) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*ord
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (f *FTX) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: f.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       f.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: f.OrderbookVerificationBypass,
+	}
 	formattedPair, err := f.FormatExchangeCurrency(p, assetType)
 	if err != nil {
 		return book, err