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

@@ -275,13 +275,12 @@ func (b *Base) Process() error {
b.LastUpdated = time.Now()
}
if !b.HasChecksumValidation {
if !b.VerificationBypass && !b.HasChecksumValidation {
err := b.Verify()
if err != nil {
return err
}
}
return service.Update(b)
}

View File

@@ -85,6 +85,9 @@ type Base struct {
NotAggregated bool `json:"-"`
IsFundingRate bool `json:"fundingRate"`
// VerificationBypass is a complete orderbook verification bypass set by
// user configuration
VerificationBypass bool `json:"-"`
// HasChecksumValidation defines an allowance to bypass internal
// verification if the book has been verified by checksum.
HasChecksumValidation bool `json:"-"`