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

@@ -397,6 +397,7 @@ func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pa
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = pair
newOrderBook.ExchangeName = g.Name
newOrderBook.VerificationBypass = g.OrderbookVerificationBypass
err := g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
g.Websocket.DataHandler <- err

View File

@@ -142,8 +142,8 @@ func (g *Gemini) Setup(exch *config.ExchangeConfig) error {
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: g.WsConnect,
Features: &g.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
}
@@ -294,7 +294,12 @@ func (g *Gemini) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) 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,
}
fPair, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err