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

@@ -147,6 +147,7 @@ func (z *ZB) wsHandleData(respRaw []byte) error {
book.AssetType = asset.Spot
book.Pair = cPair
book.ExchangeName = z.Name
book.VerificationBypass = z.OrderbookVerificationBypass
err = z.Websocket.Orderbook.LoadSnapshot(&book)
if err != nil {

View File

@@ -166,8 +166,8 @@ func (z *ZB) Setup(exch *config.ExchangeConfig) error {
GenerateSubscriptions: z.GenerateDefaultSubscriptions,
Subscriber: z.Subscribe,
Features: &z.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
@@ -292,7 +292,12 @@ func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.B
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: z.Name, Pair: p, AssetType: assetType}
book := &orderbook.Base{
ExchangeName: z.Name,
Pair: p,
AssetType: assetType,
VerificationBypass: z.OrderbookVerificationBypass,
}
currFormat, err := z.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err