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orderbook/gateio: add field UpdatePushedAt and InsertedAt for specific websocket updates (#1590)

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* Add in extra field for colocation monitoring

* rm tags

* populate through gateio orderbooks

* populate through incremental updates

* Add insert at field for orderbook depth

* I AM A BAD SPELLLLLLA

* add it in

* c change

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2024-08-15 16:11:22 +10:00
committed by GitHub
parent b602d54bbe
commit 91ff6c5c12
12 changed files with 103 additions and 66 deletions
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6
engine/rpcserver_test.go
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@@ -3486,7 +3486,7 @@ func TestGetOrderbookMovement(t *testing.T) {
{Price: 13, Amount: 1},
{Price: 14, Amount: 1},
}
err = depth.LoadSnapshot(bid, ask, 0, time.Now(), true)
err = depth.LoadSnapshot(bid, ask, 0, time.Now(), time.Now(), true)
if err != nil {
t.Fatal(err)
}
@@ -3599,7 +3599,7 @@ func TestGetOrderbookAmountByNominal(t *testing.T) {
{Price: 13, Amount: 1},
{Price: 14, Amount: 1},
}
err = depth.LoadSnapshot(bid, ask, 0, time.Now(), true)
err = depth.LoadSnapshot(bid, ask, 0, time.Now(), time.Now(), true)
if err != nil {
t.Fatal(err)
}
@@ -3705,7 +3705,7 @@ func TestGetOrderbookAmountByImpact(t *testing.T) {
{Price: 13, Amount: 1},
{Price: 14, Amount: 1},
}
err = depth.LoadSnapshot(bid, ask, 0, time.Now(), true)
err = depth.LoadSnapshot(bid, ask, 0, time.Now(), time.Now(), true)
if err != nil {
t.Fatal(err)
}