Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)

* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type

exchanges/binance/binance_types.go

@@ -67,11 +67,11 @@ type OrderbookItem struct {
 
 // OrderBookData is resp data from orderbook endpoint
 type OrderBookData struct {
-	Code         int        `json:"code"`
-	Msg          string     `json:"msg"`
-	LastUpdateID int64      `json:"lastUpdateId"`
-	Bids         [][]string `json:"bids"`
-	Asks         [][]string `json:"asks"`
+	Code         int         `json:"code"`
+	Msg          string      `json:"msg"`
+	LastUpdateID int64       `json:"lastUpdateId"`
+	Bids         [][2]string `json:"bids"`
+	Asks         [][2]string `json:"asks"`
 }
 
 // OrderBook actual structured data that can be used for orderbook

exchanges/binance/binance_websocket.go

@@ -13,6 +13,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 )
@@ -62,6 +63,8 @@ func (b *Binance) WsConnect() error {
 	}
 
 	b.WebsocketConn.URL = wsurl
+	b.WebsocketConn.Verbose = b.Verbose
+
 	err = b.WebsocketConn.Dial(&dialer, http.Header{})
 	if err != nil {
 		return fmt.Errorf("%v - Unable to connect to Websocket. Error: %s",
@@ -131,7 +134,7 @@ func (b *Binance) WsHandleData() {
 				b.Websocket.DataHandler <- wshandler.TradeData{
 					CurrencyPair: currency.NewPairFromFormattedPairs(trade.Symbol, b.GetEnabledPairs(asset.Spot),
 						b.GetPairFormat(asset.Spot, true)),
-					Timestamp: time.Unix(0, trade.TimeStamp),
+					Timestamp: time.Unix(0, trade.TimeStamp*int64(time.Millisecond)),
 					Price:     price,
 					Amount:    amount,
 					Exchange:  b.Name,
@@ -149,25 +152,25 @@ func (b *Binance) WsHandleData() {
 					continue
 				}
 
-				b.Websocket.DataHandler <- wshandler.TickerData{
-					Exchange:    b.Name,
-					Open:        t.OpenPrice,
-					Close:       t.ClosePrice,
-					Volume:      t.TotalTradedVolume,
-					QuoteVolume: t.TotalTradedQuoteVolume,
-					High:        t.HighPrice,
-					Low:         t.LowPrice,
-					Bid:         t.BestBidPrice,
-					Ask:         t.BestAskPrice,
-					Last:        t.LastPrice,
-					Timestamp:   time.Unix(0, t.EventTime),
-					AssetType:   asset.Spot,
+				b.Websocket.DataHandler <- &ticker.Price{
+					ExchangeName: b.Name,
+					Open:         t.OpenPrice,
+					Close:        t.ClosePrice,
+					Volume:       t.TotalTradedVolume,
+					QuoteVolume:  t.TotalTradedQuoteVolume,
+					High:         t.HighPrice,
+					Low:          t.LowPrice,
+					Bid:          t.BestBidPrice,
+					Ask:          t.BestAskPrice,
+					Last:         t.LastPrice,
+					LastUpdated:  time.Unix(0, t.EventTime*int64(time.Millisecond)),
+					AssetType:    asset.Spot,
 					Pair: currency.NewPairFromFormattedPairs(t.Symbol, b.GetEnabledPairs(asset.Spot),
 						b.GetPairFormat(asset.Spot, true)),
 				}
 
 				continue
-			case "kline":
+			case "kline_1m":
 				kline := KlineStream{}
 				err := json.Unmarshal(multiStreamData.Data, &kline)
 				if err != nil {
@@ -178,13 +181,13 @@ func (b *Binance) WsHandleData() {
 				}
 
 				var wsKline wshandler.KlineData
-				wsKline.Timestamp = time.Unix(0, kline.EventTime)
+				wsKline.Timestamp = time.Unix(0, kline.EventTime*int64(time.Millisecond))
 				wsKline.Pair = currency.NewPairFromFormattedPairs(kline.Symbol, b.GetEnabledPairs(asset.Spot),
 					b.GetPairFormat(asset.Spot, true))
 				wsKline.AssetType = asset.Spot
 				wsKline.Exchange = b.Name
-				wsKline.StartTime = time.Unix(0, kline.Kline.StartTime)
-				wsKline.CloseTime = time.Unix(0, kline.Kline.CloseTime)
+				wsKline.StartTime = time.Unix(0, kline.Kline.StartTime*int64(time.Millisecond))
+				wsKline.CloseTime = time.Unix(0, kline.Kline.CloseTime*int64(time.Millisecond))
 				wsKline.Interval = kline.Kline.Interval
 				wsKline.OpenPrice, _ = strconv.ParseFloat(kline.Kline.OpenPrice, 64)
 				wsKline.ClosePrice, _ = strconv.ParseFloat(kline.Kline.ClosePrice, 64)
@@ -249,7 +252,6 @@ func (b *Binance) SeedLocalCache(p currency.Pair) error {
 		})
 	}
 
-	newOrderBook.LastUpdated = time.Unix(orderbookNew.LastUpdateID, 0)
 	newOrderBook.Pair = p
 	newOrderBook.AssetType = asset.Spot
 	newOrderBook.ExchangeName = b.Name

exchanges/bitfinex/bitfinex_types.go

@@ -385,7 +385,7 @@ type WebsocketChanInfo struct {
 // WebsocketBook holds booking information
 type WebsocketBook struct {
 	Price  float64
-	ID     int
+	ID     int64
 	Amount float64
 }
 
@@ -395,6 +395,10 @@ type WebsocketTrade struct {
 	Timestamp int64
 	Price     float64
 	Amount    float64
+	// Funding rate of the trade
+	Rate float64
+	// Funding offer period in days
+	Period int64
 }
 
 // WebsocketCandle candle data

exchanges/bitfinex/bitfinex_websocket.go

@@ -17,6 +17,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -122,6 +123,12 @@ func (b *Bitfinex) WsDataHandler() {
 					}
 				case "[]interface {}":
 					chanData := result.([]interface{})
+					if hb, ok := chanData[1].(string); ok {
+						// Capturing heart beat
+						if hb == "hb" {
+							continue
+						}
+					}
 					chanID := int(chanData[0].(float64))
 					chanInfo, ok := b.WebsocketSubdChannels[chanID]
 					if !ok && chanID != 0 {
@@ -135,14 +142,14 @@ func (b *Bitfinex) WsDataHandler() {
 						var newOrderbook []WebsocketBook
 						curr := currency.NewPairFromString(chanInfo.Pair)
 						if obSnapBundle, ok := chanData[1].([]interface{}); ok {
-							switch snapshot := obSnapBundle[0].(type) {
+							switch id := obSnapBundle[0].(type) {
 							case []interface{}:
-								for i := range snapshot {
-									obSnap := snapshot[i].([]interface{})
+								for i := range obSnapBundle {
+									data := obSnapBundle[i].([]interface{})
 									newOrderbook = append(newOrderbook, WebsocketBook{
-										ID:     int(obSnap[0].(float64)),
-										Price:  obSnap[1].(float64),
-										Amount: obSnap[2].(float64)})
+										ID:     int64(data[0].(float64)),
+										Price:  data[1].(float64),
+										Amount: data[2].(float64)})
 								}
 								err := b.WsInsertSnapshot(curr,
 									asset.Spot,
@@ -153,7 +160,7 @@ func (b *Bitfinex) WsDataHandler() {
 								}
 							case float64:
 								newOrderbook = append(newOrderbook, WebsocketBook{
-									ID:     int(snapshot),
+									ID:     int64(id),
 									Price:  obSnapBundle[1].(float64),
 									Amount: obSnapBundle[2].(float64)})
 								err := b.WsUpdateOrderbook(curr,
@@ -205,38 +212,50 @@ func (b *Bitfinex) WsDataHandler() {
 						continue
 					case wsTicker:
 						tickerData := chanData[1].([]interface{})
-						b.Websocket.DataHandler <- wshandler.TickerData{
-							Exchange:  b.Name,
-							Bid:       tickerData[0].(float64),
-							Ask:       tickerData[2].(float64),
-							Last:      tickerData[6].(float64),
-							Volume:    tickerData[7].(float64),
-							High:      tickerData[8].(float64),
-							Low:       tickerData[9].(float64),
-							AssetType: asset.Spot,
-							Pair:      currency.NewPairFromString(chanInfo.Pair),
+						b.Websocket.DataHandler <- &ticker.Price{
+							ExchangeName: b.Name,
+							Bid:          tickerData[0].(float64),
+							Ask:          tickerData[2].(float64),
+							Last:         tickerData[6].(float64),
+							Volume:       tickerData[7].(float64),
+							High:         tickerData[8].(float64),
+							Low:          tickerData[9].(float64),
+							AssetType:    asset.Spot,
+							Pair:         currency.NewPairFromString(chanInfo.Pair),
 						}
 						continue
 					case wsTrades:
 						var trades []WebsocketTrade
 						switch len(chanData) {
 						case 2:
-							data := chanData[1].([]interface{})
-							for i := range data {
-								y := data[i].([]interface{})
-								if _, ok := y[0].(string); ok {
+							snapshot := chanData[1].([]interface{})
+							for i := range snapshot {
+								elem := snapshot[i].([]interface{})
+								if len(elem) == 5 {
+									trades = append(trades,
+										WebsocketTrade{
+											ID:        int64(elem[0].(float64)),
+											Timestamp: int64(elem[1].(float64)),
+											Amount:    elem[3].(float64),
+											Rate:      elem[4].(float64),
+											Period:    int64(elem[4].(float64)),
+										})
 									continue
 								}
 								trades = append(trades,
 									WebsocketTrade{
-										ID:        int64(y[0].(float64)),
-										Timestamp: int64(y[1].(float64)),
-										Price:     y[3].(float64),
-										Amount:    y[2].(float64)})
+										ID:        int64(elem[0].(float64)),
+										Timestamp: int64(elem[1].(float64)),
+										Price:     elem[3].(float64),
+										Amount:    elem[2].(float64),
+									})
 							}
 						case 3:
-							if chanData[1].(string) == wsTradeExecuted {
-								// the te update contains less data then the "tu"
+							if chanData[1].(string) == wsTradeExecutionUpdate ||
+								chanData[1].(string) == wsFundingTradeUpdate {
+								// "(f)te - trade executed" && "(f)tu - trade updated"
+								// contain the same amount of data
+								// "(f)te" gets sent first so we can drop "(f)tu"
 								continue
 							}
 							data := chanData[2].([]interface{})
@@ -246,27 +265,42 @@ func (b *Bitfinex) WsDataHandler() {
 								Price:     data[3].(float64),
 								Amount:    data[2].(float64)})
 						}
-						if len(trades) > 0 {
-							for i := range trades {
-								side := order.Buy.String()
-								newAmount := trades[i].Amount
-								if newAmount < 0 {
-									side = order.Sell.String()
-									newAmount *= -1
-								}
-								b.Websocket.DataHandler <- wshandler.TradeData{
+
+						for i := range trades {
+							side := order.Buy.String()
+							newAmount := trades[i].Amount
+							if newAmount < 0 {
+								side = order.Sell.String()
+								newAmount *= -1
+							}
+
+							if trades[i].Rate > 0 {
+								b.Websocket.DataHandler <- wshandler.FundingData{
 									CurrencyPair: currency.NewPairFromString(chanInfo.Pair),
-									Timestamp:    time.Unix(trades[i].Timestamp, 0),
-									Price:        trades[i].Price,
+									Timestamp:    time.Unix(0, trades[i].Timestamp*int64(time.Millisecond)),
 									Amount:       newAmount,
 									Exchange:     b.Name,
 									AssetType:    asset.Spot,
 									Side:         side,
+									Rate:         trades[i].Rate,
+									Period:       trades[i].Period,
 								}
+								continue
+							}
+
+							b.Websocket.DataHandler <- wshandler.TradeData{
+								CurrencyPair: currency.NewPairFromString(chanInfo.Pair),
+								Timestamp:    time.Unix(0, trades[i].Timestamp*int64(time.Millisecond)),
+								Price:        trades[i].Price,
+								Amount:       newAmount,
+								Exchange:     b.Name,
+								AssetType:    asset.Spot,
+								Side:         side,
 							}
-							continue
 						}
+						continue
 					}
+
 					if authResp, ok := chanData[1].(string); ok {
 						switch authResp {
 						case wsHeartbeat, pong:
@@ -608,15 +642,19 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
 	}
 	var bid, ask []orderbook.Item
 	for i := range books {
-		if books[i].Amount >= 0 {
-			bid = append(bid, orderbook.Item{Amount: books[i].Amount, Price: books[i].Price})
+		if books[i].Amount > 0 {
+			bid = append(bid, orderbook.Item{
+				ID:     books[i].ID,
+				Amount: books[i].Amount,
+				Price:  books[i].Price})
 		} else {
-			ask = append(ask, orderbook.Item{Amount: books[i].Amount * -1, Price: books[i].Price})
+			ask = append(ask, orderbook.Item{
+				ID:     books[i].ID,
+				Amount: books[i].Amount * -1,
+				Price:  books[i].Price})
 		}
 	}
-	if len(bid) == 0 && len(ask) == 0 {
-		return errors.New("bitfinex.go error - no orderbooks in item lists")
-	}
+
 	var newOrderBook orderbook.Base
 	newOrderBook.Asks = ask
 	newOrderBook.AssetType = assetType
@@ -638,29 +676,41 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
 // orderbook sides
 func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book []WebsocketBook) error {
 	orderbookUpdate := wsorderbook.WebsocketOrderbookUpdate{
-		Asks:  []orderbook.Item{},
-		Bids:  []orderbook.Item{},
 		Asset: assetType,
 		Pair:  p,
 	}
 
-	for i := 0; i < len(book); i++ {
+	for i := range book {
 		switch {
 		case book[i].Price > 0:
+			orderbookUpdate.Action = "update/insert"
 			if book[i].Amount > 0 {
 				// update bid
-				orderbookUpdate.Bids = append(orderbookUpdate.Bids, orderbook.Item{Amount: book[i].Amount, Price: book[i].Price})
+				orderbookUpdate.Bids = append(orderbookUpdate.Bids,
+					orderbook.Item{
+						ID:     book[i].ID,
+						Amount: book[i].Amount,
+						Price:  book[i].Price})
 			} else if book[i].Amount < 0 {
 				// update ask
-				orderbookUpdate.Asks = append(orderbookUpdate.Asks, orderbook.Item{Amount: book[i].Amount * -1, Price: book[i].Price})
+				orderbookUpdate.Asks = append(orderbookUpdate.Asks,
+					orderbook.Item{
+						ID:     book[i].ID,
+						Amount: book[i].Amount * -1,
+						Price:  book[i].Price})
 			}
 		case book[i].Price == 0:
+			orderbookUpdate.Action = "delete"
 			if book[i].Amount == 1 {
 				// delete bid
-				orderbookUpdate.Bids = append(orderbookUpdate.Bids, orderbook.Item{Amount: 0, Price: book[i].Price})
+				orderbookUpdate.Bids = append(orderbookUpdate.Bids,
+					orderbook.Item{
+						ID: book[i].ID})
 			} else if book[i].Amount == -1 {
 				// delete ask
-				orderbookUpdate.Asks = append(orderbookUpdate.Asks, orderbook.Item{Amount: 0, Price: book[i].Price})
+				orderbookUpdate.Asks = append(orderbookUpdate.Asks,
+					orderbook.Item{
+						ID: book[i].ID})
 			}
 		}
 	}
@@ -716,6 +766,7 @@ func (b *Bitfinex) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscr
 	req := make(map[string]interface{})
 	req["event"] = "subscribe"
 	req["channel"] = channelToSubscribe.Channel
+
 	if channelToSubscribe.Currency.String() != "" {
 		if channelToSubscribe.Channel == wsCandles {
 			// TODO: Add ability to select timescale
@@ -726,11 +777,13 @@ func (b *Bitfinex) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscr
 				asset.Spot).String()
 		}
 	}
+
 	if len(channelToSubscribe.Params) > 0 {
 		for k, v := range channelToSubscribe.Params {
 			req[k] = v
 		}
 	}
+
 	return b.WebsocketConn.SendMessage(req)
 }
 
@@ -775,14 +828,6 @@ func (b *Bitfinex) WsSendAuth() error {
 	return nil
 }
 
-// WsSendUnauth sends an unauthenticated payload
-func (b *Bitfinex) WsSendUnauth() error {
-	req := make(map[string]string)
-	req["event"] = "unauth"
-
-	return b.WebsocketConn.SendMessage(req)
-}
-
 // WsAddSubscriptionChannel adds a new subscription channel to the
 // WebsocketSubdChannels map in bitfinex.go (Bitfinex struct)
 func (b *Bitfinex) WsAddSubscriptionChannel(chanID int, channel, pair string) {

exchanges/bitfinex/bitfinex_wrapper.go

@@ -185,10 +185,10 @@ func (b *Bitfinex) Setup(exch *config.ExchangeConfig) error {
 
 	b.Websocket.Orderbook.Setup(
 		exch.WebsocketOrderbookBufferLimit,
+		false,
+		false,
+		false,
 		true,
-		false,
-		false,
-		false,
 		exch.Name)
 	return nil
 }

exchanges/btcmarkets/btcmarkets_websocket.go

@@ -14,7 +14,9 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
 )
@@ -153,6 +155,8 @@ func (b *BTCMarkets) WsHandleData() {
 					Exchange:     b.Name,
 					Price:        trade.Price,
 					Amount:       trade.Volume,
+					Side:         order.SideUnknown.String(),
+					EventType:    order.Unknown.String(),
 				}
 			case tick:
 				var tick WsTick
@@ -163,17 +167,18 @@ func (b *BTCMarkets) WsHandleData() {
 				}
 
 				p := currency.NewPairFromString(tick.Currency)
-				b.Websocket.DataHandler <- wshandler.TickerData{
-					Exchange:  b.Name,
-					Volume:    tick.Volume,
-					High:      tick.High24,
-					Low:       tick.Low24h,
-					Bid:       tick.Bid,
-					Ask:       tick.Ask,
-					Last:      tick.Last,
-					Timestamp: tick.Timestamp,
-					AssetType: asset.Spot,
-					Pair:      p,
+
+				b.Websocket.DataHandler <- &ticker.Price{
+					ExchangeName: b.Name,
+					Volume:       tick.Volume,
+					High:         tick.High24,
+					Low:          tick.Low24h,
+					Bid:          tick.Bid,
+					Ask:          tick.Ask,
+					Last:         tick.Last,
+					LastUpdated:  tick.Timestamp,
+					AssetType:    asset.Spot,
+					Pair:         p,
 				}
 			case fundChange:
 				var transferData WsFundTransfer

exchanges/btse/btse_websocket.go

@@ -70,11 +70,6 @@ func (b *BTSE) WsHandleData() {
 			}
 			switch {
 			case strings.Contains(result["topic"].(string), "tradeHistory"):
-				log.Warnf(log.ExchangeSys,
-					"%s: Buy/Sell side functionality is broken for this exchange "+
-						"currently! 'gain' has no correlation with buy side or "+
-						"sell side",
-					b.Name)
 				var tradeHistory wsTradeHistory
 				err = json.Unmarshal(resp.Raw, &tradeHistory)
 				if err != nil {
@@ -87,8 +82,8 @@ func (b *BTSE) WsHandleData() {
 						side = order.Sell.String()
 					}
 					b.Websocket.DataHandler <- wshandler.TradeData{
-						Timestamp:    time.Unix(tradeHistory.Data[x].TransactionTime, 0),
-						CurrencyPair: currency.NewPairFromString(strings.Replace(tradeHistory.Topic, "tradeHistory", "", 1)),
+						Timestamp:    time.Unix(0, tradeHistory.Data[x].TransactionTime*int64(time.Millisecond)),
+						CurrencyPair: currency.NewPairFromString(strings.Replace(tradeHistory.Topic, "tradeHistory:", "", 1)),
 						AssetType:    asset.Spot,
 						Exchange:     b.Name,
 						Price:        tradeHistory.Data[x].Price,

exchanges/btse/btse_wrapper.go

@@ -91,12 +91,10 @@ func (b *BTSE) SetDefaults() {
 				CryptoWithdrawalFee: true,
 			},
 			WebsocketCapabilities: protocol.Features{
-				TickerFetching:    true,
 				OrderbookFetching: true,
+				TradeFetching:     true,
 				Subscribe:         true,
 				Unsubscribe:       true,
-				// TradeHistory is supported but it is currently broken on BTSE's
-				// API so it has been left as unsupported
 			},
 			WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
 		},

exchanges/coinbasepro/coinbasepro_websocket.go

@@ -14,6 +14,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 )
@@ -81,25 +82,25 @@ func (c *CoinbasePro) WsHandleData() {
 				c.Websocket.DataHandler <- errors.New(string(resp.Raw))
 
 			case "ticker":
-				ticker := WebsocketTicker{}
-				err := json.Unmarshal(resp.Raw, &ticker)
+				wsTicker := WebsocketTicker{}
+				err := json.Unmarshal(resp.Raw, &wsTicker)
 				if err != nil {
 					c.Websocket.DataHandler <- err
 					continue
 				}
 
-				c.Websocket.DataHandler <- wshandler.TickerData{
-					Timestamp: ticker.Time,
-					Pair:      ticker.ProductID,
-					AssetType: asset.Spot,
-					Exchange:  c.Name,
-					Open:      ticker.Open24H,
-					High:      ticker.High24H,
-					Low:       ticker.Low24H,
-					Last:      ticker.Price,
-					Volume:    ticker.Volume24H,
-					Bid:       ticker.BestBid,
-					Ask:       ticker.BestAsk,
+				c.Websocket.DataHandler <- &ticker.Price{
+					LastUpdated:  wsTicker.Time,
+					Pair:         wsTicker.ProductID,
+					AssetType:    asset.Spot,
+					ExchangeName: c.Name,
+					Open:         wsTicker.Open24H,
+					High:         wsTicker.High24H,
+					Low:          wsTicker.Low24H,
+					Last:         wsTicker.Price,
+					Volume:       wsTicker.Volume24H,
+					Bid:          wsTicker.BestBid,
+					Ask:          wsTicker.BestAsk,
 				}
 
 			case "snapshot":

exchanges/coinbene/coinbene_websocket.go

@@ -15,6 +15,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 )
@@ -126,26 +127,26 @@ func (c *Coinbene) WsDataHandler() {
 			}
 			switch {
 			case strings.Contains(result[topic].(string), "ticker"):
-				var ticker WsTicker
-				err = json.Unmarshal(stream.Raw, &ticker)
+				var wsTicker WsTicker
+				err = json.Unmarshal(stream.Raw, &wsTicker)
 				if err != nil {
 					c.Websocket.DataHandler <- err
 					continue
 				}
-				for x := range ticker.Data {
-					c.Websocket.DataHandler <- wshandler.TickerData{
-						Volume: ticker.Data[x].Volume24h,
-						Last:   ticker.Data[x].LastPrice,
-						High:   ticker.Data[x].High24h,
-						Low:    ticker.Data[x].Low24h,
-						Bid:    ticker.Data[x].BestBidPrice,
-						Ask:    ticker.Data[x].BestAskPrice,
-						Pair: currency.NewPairFromFormattedPairs(ticker.Data[x].Symbol,
+				for x := range wsTicker.Data {
+					c.Websocket.DataHandler <- &ticker.Price{
+						Volume: wsTicker.Data[x].Volume24h,
+						Last:   wsTicker.Data[x].LastPrice,
+						High:   wsTicker.Data[x].High24h,
+						Low:    wsTicker.Data[x].Low24h,
+						Bid:    wsTicker.Data[x].BestBidPrice,
+						Ask:    wsTicker.Data[x].BestAskPrice,
+						Pair: currency.NewPairFromFormattedPairs(wsTicker.Data[x].Symbol,
 							c.GetEnabledPairs(asset.PerpetualSwap),
 							c.GetPairFormat(asset.PerpetualSwap, true)),
-						Exchange:  c.Name,
-						AssetType: asset.PerpetualSwap,
-						Timestamp: ticker.Data[x].Timestamp,
+						ExchangeName: c.Name,
+						AssetType:    asset.PerpetualSwap,
+						LastUpdated:  wsTicker.Data[x].Timestamp,
 					}
 				}
 			case strings.Contains(result[topic].(string), "tradeList"):

exchanges/coinut/coinut_websocket.go

@@ -16,6 +16,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -133,25 +134,25 @@ func (c *COINUT) wsProcessResponse(resp []byte) {
 	case "hb":
 		channels["hb"] <- resp
 	case "inst_tick":
-		var ticker WsTicker
-		err := json.Unmarshal(resp, &ticker)
+		var wsTicker WsTicker
+		err := json.Unmarshal(resp, &wsTicker)
 		if err != nil {
 			c.Websocket.DataHandler <- err
 			return
 		}
 
-		currencyPair := c.instrumentMap.LookupInstrument(ticker.InstID)
-		c.Websocket.DataHandler <- wshandler.TickerData{
-			Exchange:    c.Name,
-			Volume:      ticker.Volume24,
-			QuoteVolume: ticker.Volume24Quote,
-			Bid:         ticker.HighestBuy,
-			Ask:         ticker.LowestSell,
-			High:        ticker.High24,
-			Low:         ticker.Low24,
-			Last:        ticker.Last,
-			Timestamp:   time.Unix(0, ticker.Timestamp),
-			AssetType:   asset.Spot,
+		currencyPair := c.instrumentMap.LookupInstrument(wsTicker.InstID)
+		c.Websocket.DataHandler <- &ticker.Price{
+			ExchangeName: c.Name,
+			Volume:       wsTicker.Volume24,
+			QuoteVolume:  wsTicker.Volume24Quote,
+			Bid:          wsTicker.HighestBuy,
+			Ask:          wsTicker.LowestSell,
+			High:         wsTicker.High24,
+			Low:          wsTicker.Low24,
+			Last:         wsTicker.Last,
+			LastUpdated:  time.Unix(0, wsTicker.Timestamp),
+			AssetType:    asset.Spot,
 			Pair: currency.NewPairFromFormattedPairs(currencyPair,
 				c.GetEnabledPairs(asset.Spot),
 				c.GetPairFormat(asset.Spot, true)),

exchanges/gateio/gateio_websocket.go

@@ -15,6 +15,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -122,9 +123,9 @@ func (g *Gateio) WsHandleData() {
 
 			switch {
 			case strings.Contains(result.Method, "ticker"):
-				var ticker WebsocketTicker
+				var wsTicker WebsocketTicker
 				var c string
-				err = json.Unmarshal(result.Params[1], &ticker)
+				err = json.Unmarshal(result.Params[1], &wsTicker)
 				if err != nil {
 					g.Websocket.DataHandler <- err
 					continue
@@ -136,17 +137,17 @@ func (g *Gateio) WsHandleData() {
 					continue
 				}
 
-				g.Websocket.DataHandler <- wshandler.TickerData{
-					Exchange:    g.Name,
-					Open:        ticker.Open,
-					Close:       ticker.Close,
-					Volume:      ticker.BaseVolume,
-					QuoteVolume: ticker.QuoteVolume,
-					High:        ticker.High,
-					Low:         ticker.Low,
-					Last:        ticker.Last,
-					AssetType:   asset.Spot,
-					Pair:        currency.NewPairFromString(c),
+				g.Websocket.DataHandler <- &ticker.Price{
+					ExchangeName: g.Name,
+					Open:         wsTicker.Open,
+					Close:        wsTicker.Close,
+					Volume:       wsTicker.BaseVolume,
+					QuoteVolume:  wsTicker.QuoteVolume,
+					High:         wsTicker.High,
+					Low:          wsTicker.Low,
+					Last:         wsTicker.Last,
+					AssetType:    asset.Spot,
+					Pair:         currency.NewPairFromString(c),
 				}
 
 			case strings.Contains(result.Method, "trades"):

exchanges/gemini/gemini_websocket.go

@@ -297,11 +297,10 @@ func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pa
 		for i := 0; i < len(result.Events); i++ {
 			if result.Events[i].Type == "trade" {
 				g.Websocket.DataHandler <- wshandler.TradeData{
-					Timestamp:    time.Now(),
+					Timestamp:    time.Unix(0, result.Timestamp),
 					CurrencyPair: pair,
 					AssetType:    asset.Spot,
 					Exchange:     g.Name,
-					EventTime:    result.Timestamp,
 					Price:        result.Events[i].Price,
 					Amount:       result.Events[i].Amount,
 					Side:         result.Events[i].MakerSide,

exchanges/hitbtc/hitbtc_websocket.go

@@ -16,6 +16,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/nonce"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -105,30 +106,30 @@ func (h *HitBTC) WsHandleData() {
 func (h *HitBTC) handleSubscriptionUpdates(resp wshandler.WebsocketResponse, init capture) {
 	switch init.Method {
 	case "ticker":
-		var ticker WsTicker
-		err := json.Unmarshal(resp.Raw, &ticker)
+		var wsTicker WsTicker
+		err := json.Unmarshal(resp.Raw, &wsTicker)
 		if err != nil {
 			h.Websocket.DataHandler <- err
 			return
 		}
-		ts, err := time.Parse(time.RFC3339, ticker.Params.Timestamp)
+		ts, err := time.Parse(time.RFC3339, wsTicker.Params.Timestamp)
 		if err != nil {
 			h.Websocket.DataHandler <- err
 			return
 		}
-		h.Websocket.DataHandler <- wshandler.TickerData{
-			Exchange:    h.Name,
-			Open:        ticker.Params.Open,
-			Volume:      ticker.Params.Volume,
-			QuoteVolume: ticker.Params.VolumeQuote,
-			High:        ticker.Params.High,
-			Low:         ticker.Params.Low,
-			Bid:         ticker.Params.Bid,
-			Ask:         ticker.Params.Ask,
-			Last:        ticker.Params.Last,
-			Timestamp:   ts,
-			AssetType:   asset.Spot,
-			Pair: currency.NewPairFromFormattedPairs(ticker.Params.Symbol,
+		h.Websocket.DataHandler <- &ticker.Price{
+			ExchangeName: h.Name,
+			Open:         wsTicker.Params.Open,
+			Volume:       wsTicker.Params.Volume,
+			QuoteVolume:  wsTicker.Params.VolumeQuote,
+			High:         wsTicker.Params.High,
+			Low:          wsTicker.Params.Low,
+			Bid:          wsTicker.Params.Bid,
+			Ask:          wsTicker.Params.Ask,
+			Last:         wsTicker.Params.Last,
+			LastUpdated:  ts,
+			AssetType:    asset.Spot,
+			Pair: currency.NewPairFromFormattedPairs(wsTicker.Params.Symbol,
 				h.GetEnabledPairs(asset.Spot), h.GetPairFormat(asset.Spot, true)),
 		}
 	case "snapshotOrderbook":

exchanges/huobi/huobi_websocket.go

@@ -15,6 +15,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
 )
@@ -250,7 +251,7 @@ func (h *HUOBI) wsHandleMarketData(resp WsMessage) {
 		}
 		data := strings.Split(kline.Channel, ".")
 		h.Websocket.DataHandler <- wshandler.KlineData{
-			Timestamp: time.Unix(0, kline.Timestamp),
+			Timestamp: time.Unix(0, kline.Timestamp*int64(time.Millisecond)),
 			Exchange:  h.Name,
 			AssetType: asset.Spot,
 			Pair: currency.NewPairFromFormattedPairs(data[1],
@@ -274,26 +275,26 @@ func (h *HUOBI) wsHandleMarketData(resp WsMessage) {
 			AssetType: asset.Spot,
 			CurrencyPair: currency.NewPairFromFormattedPairs(data[1],
 				h.GetEnabledPairs(asset.Spot), h.GetPairFormat(asset.Spot, true)),
-			Timestamp: time.Unix(0, trade.Tick.Timestamp),
+			Timestamp: time.Unix(0, trade.Tick.Timestamp*int64(time.Millisecond)),
 		}
 	case strings.Contains(init.Channel, "detail"):
-		var ticker WsTick
-		err := json.Unmarshal(resp.Raw, &ticker)
+		var wsTicker WsTick
+		err := json.Unmarshal(resp.Raw, &wsTicker)
 		if err != nil {
 			h.Websocket.DataHandler <- err
 			return
 		}
-		data := strings.Split(ticker.Channel, ".")
-		h.Websocket.DataHandler <- wshandler.TickerData{
-			Exchange:    h.Name,
-			Open:        ticker.Tick.Open,
-			Close:       ticker.Tick.Close,
-			Volume:      ticker.Tick.Amount,
-			QuoteVolume: ticker.Tick.Volume,
-			High:        ticker.Tick.High,
-			Low:         ticker.Tick.Low,
-			Timestamp:   time.Unix(0, ticker.Timestamp),
-			AssetType:   asset.Spot,
+		data := strings.Split(wsTicker.Channel, ".")
+		h.Websocket.DataHandler <- &ticker.Price{
+			ExchangeName: h.Name,
+			Open:         wsTicker.Tick.Open,
+			Close:        wsTicker.Tick.Close,
+			Volume:       wsTicker.Tick.Amount,
+			QuoteVolume:  wsTicker.Tick.Volume,
+			High:         wsTicker.Tick.High,
+			Low:          wsTicker.Tick.Low,
+			LastUpdated:  time.Unix(0, wsTicker.Timestamp*int64(time.Millisecond)),
+			AssetType:    asset.Spot,
 			Pair: currency.NewPairFromFormattedPairs(data[1],
 				h.GetEnabledPairs(asset.Spot), h.GetPairFormat(asset.Spot, true)),
 		}

exchanges/huobi/huobi_wrapper.go

@@ -623,7 +623,7 @@ func (h *HUOBI) GetOrderInfo(orderID string) (order.Detail, error) {
 		CurrencyPair:   currency.NewPairFromString(respData.Symbol),
 		OrderType:      orderType,
 		OrderSide:      orderSide,
-		OrderDate:      time.Unix(respData.CreatedAt, 0),
+		OrderDate:      time.Unix(0, respData.CreatedAt*int64(time.Millisecond)),
 		Status:         orderStatus,
 		Price:          respData.Price,
 		Amount:         respData.Amount,
@@ -714,7 +714,7 @@ func (h *HUOBI) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, er
 					CurrencyPair:    req.Currencies[i],
 					OrderType:       orderType,
 					OrderSide:       orderSide,
-					OrderDate:       time.Unix(resp.Data[j].CreatedAt, 0),
+					OrderDate:       time.Unix(0, resp.Data[j].CreatedAt*int64(time.Millisecond)),
 					Status:          orderStatus,
 					Price:           resp.Data[j].Price,
 					Amount:          resp.Data[j].OrderAmount,

exchanges/kraken/kraken_websocket.go

@@ -15,6 +15,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -507,18 +508,17 @@ func (k *Kraken) wsProcessTickers(channelData *WebsocketChannelData, data map[st
 		return
 	}
 
-	k.Websocket.DataHandler <- wshandler.TickerData{
-		Exchange:  k.Name,
-		Open:      openPrice,
-		Close:     closePrice,
-		Volume:    quantity,
-		High:      highPrice,
-		Low:       lowPrice,
-		Bid:       bid,
-		Ask:       ask,
-		Timestamp: time.Now(),
-		AssetType: asset.Spot,
-		Pair:      channelData.Pair,
+	k.Websocket.DataHandler <- &ticker.Price{
+		ExchangeName: k.Name,
+		Open:         openPrice,
+		Close:        closePrice,
+		Volume:       quantity,
+		High:         highPrice,
+		Low:          lowPrice,
+		Bid:          bid,
+		Ask:          ask,
+		AssetType:    asset.Spot,
+		Pair:         channelData.Pair,
 	}
 }
 
@@ -576,7 +576,6 @@ func (k *Kraken) wsProcessTrades(channelData *WebsocketChannelData, data []inter
 		k.Websocket.DataHandler <- wshandler.TradeData{
 			AssetType:    asset.Spot,
 			CurrencyPair: channelData.Pair,
-			EventTime:    time.Now().Unix(),
 			Exchange:     k.Name,
 			Price:        price,
 			Amount:       amount,

exchanges/lakebtc/lakebtc_websocket.go

@@ -12,6 +12,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
 	"github.com/toorop/go-pusher"
@@ -152,7 +153,6 @@ func (l *LakeBTC) processTrades(data, channel string) error {
 			AssetType:    asset.Spot,
 			Exchange:     l.Name,
 			EventType:    asset.Spot.String(),
-			EventTime:    tradeData.Trades[i].Date,
 			Price:        tradeData.Trades[i].Price,
 			Amount:       tradeData.Trades[i].Amount,
 			Side:         tradeData.Trades[i].Type,
@@ -233,9 +233,9 @@ func (l *LakeBTC) getCurrencyFromChannel(channel string) currency.Pair {
 	return currency.NewPairFromString(curr)
 }
 
-func (l *LakeBTC) processTicker(ticker string) error {
+func (l *LakeBTC) processTicker(wsTicker string) error {
 	var tUpdate map[string]interface{}
-	err := json.Unmarshal([]byte(ticker), &tUpdate)
+	err := json.Unmarshal([]byte(wsTicker), &tUpdate)
 	if err != nil {
 		l.Websocket.DataHandler <- err
 		return err
@@ -266,16 +266,16 @@ func (l *LakeBTC) processTicker(ticker string) error {
 			return p
 		}
 
-		l.Websocket.DataHandler <- wshandler.TickerData{
-			Exchange:  l.Name,
-			Bid:       processTickerItem(tickerData, order.Buy.Lower()),
-			High:      processTickerItem(tickerData, tickerHighString),
-			Last:      processTickerItem(tickerData, tickerLastString),
-			Low:       processTickerItem(tickerData, tickerLowString),
-			Ask:       processTickerItem(tickerData, order.Sell.Lower()),
-			Volume:    processTickerItem(tickerData, tickerVolumeString),
-			AssetType: asset.Spot,
-			Pair:      returnCurrency,
+		l.Websocket.DataHandler <- &ticker.Price{
+			ExchangeName: l.Name,
+			Bid:          processTickerItem(tickerData, order.Buy.Lower()),
+			High:         processTickerItem(tickerData, tickerHighString),
+			Last:         processTickerItem(tickerData, tickerLastString),
+			Low:          processTickerItem(tickerData, tickerLowString),
+			Ask:          processTickerItem(tickerData, order.Sell.Lower()),
+			Volume:       processTickerItem(tickerData, tickerVolumeString),
+			AssetType:    asset.Spot,
+			Pair:         returnCurrency,
 		}
 	}
 	return nil

exchanges/okgroup/okgroup_websocket.go

@@ -17,6 +17,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -410,20 +411,20 @@ func (o *OKGroup) wsProcessTickers(response *WebsocketDataResponse) {
 			c = currency.NewPairWithDelimiter(f[0], f[1], delimiterDash)
 		}
 
-		o.Websocket.DataHandler <- wshandler.TickerData{
-			Exchange:    o.Name,
-			Open:        response.Data[i].Open24h,
-			Close:       response.Data[i].Last,
-			Volume:      response.Data[i].BaseVolume24h,
-			QuoteVolume: response.Data[i].QuoteVolume24h,
-			High:        response.Data[i].High24h,
-			Low:         response.Data[i].Low24h,
-			Bid:         response.Data[i].BestBid,
-			Ask:         response.Data[i].BestAsk,
-			Last:        response.Data[i].Last,
-			Timestamp:   response.Data[i].Timestamp,
-			AssetType:   o.GetAssetTypeFromTableName(response.Table),
-			Pair:        c,
+		o.Websocket.DataHandler <- &ticker.Price{
+			ExchangeName: o.Name,
+			Open:         response.Data[i].Open24h,
+			Close:        response.Data[i].Last,
+			Volume:       response.Data[i].BaseVolume24h,
+			QuoteVolume:  response.Data[i].QuoteVolume24h,
+			High:         response.Data[i].High24h,
+			Low:          response.Data[i].Low24h,
+			Bid:          response.Data[i].BestBid,
+			Ask:          response.Data[i].BestAsk,
+			Last:         response.Data[i].Last,
+			LastUpdated:  response.Data[i].Timestamp,
+			AssetType:    o.GetAssetTypeFromTableName(response.Table),
+			Pair:         c,
 		}
 	}
 }
@@ -446,7 +447,6 @@ func (o *OKGroup) wsProcessTrades(response *WebsocketDataResponse) {
 			Amount:       response.Data[i].Size,
 			AssetType:    o.GetAssetTypeFromTableName(response.Table),
 			CurrencyPair: c,
-			EventTime:    time.Now().Unix(),
 			Exchange:     o.Name,
 			Price:        response.Data[i].WebsocketTradeResponse.Price,
 			Side:         response.Data[i].Side,

exchanges/order/order_types.go

@@ -100,11 +100,12 @@ type Side string
 
 // Order side types
 const (
-	AnySide Side = "ANY"
-	Buy     Side = "BUY"
-	Sell    Side = "SELL"
-	Bid     Side = "BID"
-	Ask     Side = "ASK"
+	AnySide     Side = "ANY"
+	Buy         Side = "BUY"
+	Sell        Side = "SELL"
+	Bid         Side = "BID"
+	Ask         Side = "ASK"
+	SideUnknown Side = "SIDEUNKNOWN"
 )
 
 // Detail holds order detail data

exchanges/poloniex/poloniex_websocket.go

@@ -16,6 +16,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -278,18 +279,17 @@ func (p *Poloniex) wsHandleTickerData(data []interface{}) {
 		return
 	}
 
-	p.Websocket.DataHandler <- wshandler.TickerData{
-		Exchange:    p.Name,
-		Volume:      t.BaseCurrencyVolume24H,
-		QuoteVolume: t.QuoteCurrencyVolume24H,
-		High:        t.HighestBid,
-		Low:         t.LowestAsk,
-		Bid:         t.HighestBid,
-		Ask:         t.LowestAsk,
-		Last:        t.LastPrice,
-		Timestamp:   time.Now(),
-		AssetType:   asset.Spot,
-		Pair:        currencyPair,
+	p.Websocket.DataHandler <- &ticker.Price{
+		ExchangeName: p.Name,
+		Volume:       t.BaseCurrencyVolume24H,
+		QuoteVolume:  t.QuoteCurrencyVolume24H,
+		High:         t.HighestBid,
+		Low:          t.LowestAsk,
+		Bid:          t.HighestBid,
+		Ask:          t.LowestAsk,
+		Last:         t.LastPrice,
+		AssetType:    asset.Spot,
+		Pair:         currencyPair,
 	}
 }
 

exchanges/websocket/wshandler/wshandler_types.go

@@ -60,6 +60,7 @@ type Websocket struct {
 	features          *protocol.Features
 }
 
+// WebsocketSetup defines variables for setting up a websocket connection
 type WebsocketSetup struct {
 	Enabled                          bool
 	Verbose                          bool
@@ -103,28 +104,21 @@ type TradeData struct {
 	AssetType    asset.Item
 	Exchange     string
 	EventType    string
-	EventTime    int64
 	Price        float64
 	Amount       float64
 	Side         string
 }
 
-// TickerData defines ticker feed
-type TickerData struct {
-	Exchange    string
-	Open        float64
-	Close       float64
-	Volume      float64
-	QuoteVolume float64
-	High        float64
-	Low         float64
-	Bid         float64
-	Ask         float64
-	Last        float64
-	PriceATH    float64
-	Timestamp   time.Time
-	AssetType   asset.Item
-	Pair        currency.Pair
+// FundingData defines funding data
+type FundingData struct {
+	Timestamp    time.Time
+	CurrencyPair currency.Pair
+	AssetType    asset.Item
+	Exchange     string
+	Amount       float64
+	Rate         float64
+	Period       int64
+	Side         string
 }
 
 // KlineData defines kline feed

exchanges/websocket/wsorderbook/wsorderbook.go

@@ -196,6 +196,29 @@ func (w *WebsocketOrderbookLocal) updateByIDAndAction(o *orderbook.Base, u *Webs
 		sort.Slice(o.Asks, func(i, j int) bool {
 			return o.Asks[i].Price < o.Asks[j].Price
 		})
+
+	case "update/insert":
+	updateBids:
+		for x := range u.Bids {
+			for y := range o.Bids {
+				if o.Bids[y].ID == u.Bids[x].ID {
+					o.Bids[y].Amount = u.Bids[x].Amount
+					continue updateBids
+				}
+			}
+			o.Bids = append(o.Bids, u.Bids[x])
+		}
+
+	updateAsks:
+		for x := range u.Asks {
+			for y := range o.Asks {
+				if o.Asks[y].ID == u.Asks[x].ID {
+					o.Asks[y].Amount = u.Asks[x].Amount
+					continue updateAsks
+				}
+			}
+			o.Asks = append(o.Asks, u.Asks[x])
+		}
 	}
 }
 

exchanges/zb/zb.go

@@ -141,22 +141,13 @@ func (z *ZB) GetOrders(currency string, pageindex, side int64) ([]Order, error)
 func (z *ZB) GetMarkets() (map[string]MarketResponseItem, error) {
 	endpoint := fmt.Sprintf("%s/%s/%s", z.API.Endpoints.URL, zbAPIVersion, zbMarkets)
 
-	var res interface{}
+	var res map[string]MarketResponseItem
 	err := z.SendHTTPRequest(endpoint, &res)
 	if err != nil {
 		return nil, err
 	}
 
-	list := res.(map[string]interface{})
-	result := map[string]MarketResponseItem{}
-	for k, v := range list {
-		item := v.(map[string]interface{})
-		result[k] = MarketResponseItem{
-			AmountScale: item["amountScale"].(float64),
-			PriceScale:  item["priceScale"].(float64),
-		}
-	}
-	return result, nil
+	return res, nil
 }
 
 // GetLatestSpotPrice returns latest spot price of symbol

exchanges/zb/zb_websocket.go

@@ -15,6 +15,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
 	log "github.com/thrasher-corp/gocryptotrader/logger"
 )
@@ -88,25 +89,25 @@ func (z *ZB) WsHandleData() {
 
 			case strings.Contains(result.Channel, "ticker"):
 				cPair := strings.Split(result.Channel, "_")
-				var ticker WsTicker
-				err := json.Unmarshal(fixedJSON, &ticker)
+				var wsTicker WsTicker
+				err := json.Unmarshal(fixedJSON, &wsTicker)
 				if err != nil {
 					z.Websocket.DataHandler <- err
 					continue
 				}
 
-				z.Websocket.DataHandler <- wshandler.TickerData{
-					Exchange:  z.Name,
-					Close:     ticker.Data.Last,
-					Volume:    ticker.Data.Volume24Hr,
-					High:      ticker.Data.High,
-					Low:       ticker.Data.Low,
-					Last:      ticker.Data.Last,
-					Bid:       ticker.Data.Buy,
-					Ask:       ticker.Data.Sell,
-					Timestamp: time.Unix(0, ticker.Date*int64(time.Millisecond)),
-					AssetType: asset.Spot,
-					Pair:      currency.NewPairFromString(cPair[0]),
+				z.Websocket.DataHandler <- &ticker.Price{
+					ExchangeName: z.Name,
+					Close:        wsTicker.Data.Last,
+					Volume:       wsTicker.Data.Volume24Hr,
+					High:         wsTicker.Data.High,
+					Low:          wsTicker.Data.Low,
+					Last:         wsTicker.Data.Last,
+					Bid:          wsTicker.Data.Buy,
+					Ask:          wsTicker.Data.Sell,
+					LastUpdated:  time.Unix(0, wsTicker.Date*int64(time.Millisecond)),
+					AssetType:    asset.Spot,
+					Pair:         currency.NewPairFromString(cPair[0]),
 				}
 
 			case strings.Contains(result.Channel, "depth"):
@@ -170,11 +171,10 @@ func (z *ZB) WsHandleData() {
 				channelInfo := strings.Split(result.Channel, "_")
 				cPair := currency.NewPairFromString(channelInfo[0])
 				z.Websocket.DataHandler <- wshandler.TradeData{
-					Timestamp:    time.Unix(0, t.Date*int64(time.Millisecond)),
+					Timestamp:    time.Unix(t.Date, 0),
 					CurrencyPair: cPair,
 					AssetType:    asset.Spot,
 					Exchange:     z.Name,
-					EventTime:    t.Date,
 					Price:        t.Price,
 					Amount:       t.Amount,
 					Side:         t.TradeType,