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/lakebtc/lakebtc_websocket.go

@@ -174,10 +174,11 @@ func (l *LakeBTC) processOrderbook(obUpdate, channel string) error {
 	}
 
 	book := orderbook.Base{
-		Pair:         p,
-		LastUpdated:  time.Now(),
-		AssetType:    asset.Spot,
-		ExchangeName: l.Name,
+		Pair:               p,
+		LastUpdated:        time.Now(),
+		AssetType:          asset.Spot,
+		ExchangeName:       l.Name,
+		VerificationBypass: l.OrderbookVerificationBypass,
 	}
 
 	for i := range update.Asks {

exchanges/lakebtc/lakebtc_wrapper.go

@@ -137,8 +137,8 @@ func (l *LakeBTC) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     l.Unsubscribe,
 		GenerateSubscriptions:            l.GenerateDefaultSubscriptions,
 		Features:                         &l.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 	})
 }
 
@@ -269,7 +269,12 @@ func (l *LakeBTC) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (l *LakeBTC) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: l.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       l.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: l.OrderbookVerificationBypass,
+	}
 	fPair, err := l.FormatExchangeCurrency(p, assetType)
 	if err != nil {
 		return book, err