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/gateio/gateio_websocket.go

@@ -353,6 +353,7 @@ func (g *Gateio) wsHandleData(respRaw []byte) error {
 			newOrderBook.AssetType = asset.Spot
 			newOrderBook.Pair = p
 			newOrderBook.ExchangeName = g.Name
+			newOrderBook.VerificationBypass = g.OrderbookVerificationBypass
 
 			err = g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 			if err != nil {

exchanges/gateio/gateio_wrapper.go

@@ -163,8 +163,8 @@ func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
 		Subscriber:                       g.Subscribe,
 		GenerateSubscriptions:            g.GenerateDefaultSubscriptions,
 		Features:                         &g.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 	})
 	if err != nil {
 		return err
@@ -278,7 +278,12 @@ func (g *Gateio) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: g.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       g.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: g.OrderbookVerificationBypass,
+	}
 	curr, err := g.FormatExchangeCurrency(p, assetType)
 	if err != nil {
 		return book, err