exchanges/websocket: Allow configuration of orderbook publish period (#805)

* Allow configuration of orderbook publish period

For some applications that import GCT it's more interesting to be
immediately notified of an exchange orderbook update instead of
only getting notified every 10 seconds. This option allows that
to happen while keeping the previous default.

* exchanges: allow configuration of orderbook update period

exchanges/stream/buffer/buffer.go

@@ -31,6 +31,7 @@ func (w *Orderbook) Setup(obBufferLimit int,
 	sortBufferByUpdateIDs,
 	updateEntriesByID,
 	verbose bool,
+	publishPeriod time.Duration,
 	exchangeName string,
 	dataHandler chan interface{}) error {
 	if exchangeName == "" {
@@ -51,6 +52,7 @@ func (w *Orderbook) Setup(obBufferLimit int,
 	w.dataHandler = dataHandler
 	w.ob = make(map[currency.Code]map[currency.Code]map[asset.Item]*orderbookHolder)
 	w.verbose = verbose
+	w.publishPeriod = publishPeriod
 	return nil
 }
 
@@ -127,6 +129,17 @@ func (w *Orderbook) Update(u *Update) error {
 		}
 	}
 
+	// a nil ticker means that a zero publish period has been requested,
+	// this means publish now whatever was received with no throttling
+	if book.ticker == nil {
+		go func() {
+			w.dataHandler <- book.ob.Retrieve()
+			book.ob.Publish()
+		}()
+
+		return nil
+	}
+
 	select {
 	case <-book.ticker.C:
 		// Opted to wait for receiver because we are limiting here and the sync
@@ -143,6 +156,7 @@ func (w *Orderbook) Update(u *Update) error {
 			book.ob.Publish()
 		}
 	}
+
 	return nil
 }
 
@@ -252,7 +266,11 @@ func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
 		}
 		depth.AssignOptions(book)
 		buffer := make([]Update, w.obBufferLimit)
-		ticker := time.NewTicker(timerDefault)
+
+		var ticker *time.Ticker
+		if w.publishPeriod != 0 {
+			ticker = time.NewTicker(w.publishPeriod)
+		}
 		holder = &orderbookHolder{
 			ob:     depth,
 			buffer: &buffer,