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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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10
exchanges/stream/buffer/buffer_test.go
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@@ -933,7 +933,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
t.Fatal(err)
}
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), true)
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), time.Now(), true)
if err != nil {
t.Fatal(err)
}
@@ -968,7 +968,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
t.Fatalf("received: '%v' but expected: '%v'", err, errAmendFailure)
}
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), true)
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), time.Now(), true)
if err != nil {
t.Fatal(err)
}
@@ -1079,7 +1079,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
t.Fatal("did not adjust ask item placement and details")
}
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), true) //nolint:gocritic
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), time.Now(), true) //nolint:gocritic
if err != nil {
t.Fatal(err)
}
@@ -1098,7 +1098,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
t.Fatalf("received: '%v' but expected: '%v'", err, errDeleteFailure)
}
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), true) //nolint:gocritic
err = book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Now(), time.Now(), true) //nolint:gocritic
if err != nil {
t.Fatal(err)
}
@@ -1134,7 +1134,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
t.Fatalf("received: '%v' but expected: '%v'", err, errAmendFailure)
}
err = book.LoadSnapshot(bids, bids, 0, time.Now(), true)
err = book.LoadSnapshot(bids, bids, 0, time.Now(), time.Now(), true)
if err != nil {
t.Fatal(err)
}