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orderbook: consolidate slice array types to orderbook package (#1992)

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* orderbook: consolidate slice array types to orderbook package

* Update exchanges/bybit/bybit_types.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* linter: fix and add test

* cranktakular: nits

* cranktakular: nits

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits consolidation

* gk: rm unifySpotOrderbook func

* gk: nit but different

* linter: fix

* gk: nits

* glorious: nits

* Update exchanges/binance/binance.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/binance/binance_cfutures.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/binanceus/binanceus.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher-:nits

* thrasher-: more nit

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2025-10-02 14:22:20 +10:00
committed by GitHub
parent eb60a3c40e
commit ac91fabcd5
43 changed files with 413 additions and 854 deletions
Download Patch File Download Diff File Expand all files Collapse all files

57
exchanges/binance/binance_test.go
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@@ -25,6 +25,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
@@ -1120,14 +1121,8 @@ func TestFetchTradablePairs(t *testing.T) {
func TestGetOrderBook(t *testing.T) {
t.Parallel()
_, err := e.GetOrderBook(t.Context(),
OrderBookDataRequestParams{
Symbol: currency.NewBTCUSDT(),
Limit: 1000,
})
if err != nil {
t.Error("Binance GetOrderBook() error", err)
}
_, err := e.GetOrderBook(t.Context(), currency.NewBTCUSDT(), 1000)
assert.NoError(t, err)
}
func TestGetMostRecentTrades(t *testing.T) {
@@ -2102,30 +2097,30 @@ func TestWsDepthUpdate(t *testing.T) {
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
e.setupOrderbookManager(t.Context())
seedLastUpdateID := int64(161)
book := OrderBook{
Asks: []OrderbookItem{
{Price: 6621.80000000, Quantity: 0.00198100},
{Price: 6622.14000000, Quantity: 4.00000000},
{Price: 6622.46000000, Quantity: 2.30000000},
{Price: 6622.47000000, Quantity: 1.18633300},
{Price: 6622.64000000, Quantity: 4.00000000},
{Price: 6622.73000000, Quantity: 0.02900000},
{Price: 6622.76000000, Quantity: 0.12557700},
{Price: 6622.81000000, Quantity: 2.08994200},
{Price: 6622.82000000, Quantity: 0.01500000},
{Price: 6623.17000000, Quantity: 0.16831300},
book := OrderBookResponse{
Asks: []orderbook.Level{
{Price: 6621.80000000, Amount: 0.00198100},
{Price: 6622.14000000, Amount: 4.00000000},
{Price: 6622.46000000, Amount: 2.30000000},
{Price: 6622.47000000, Amount: 1.18633300},
{Price: 6622.64000000, Amount: 4.00000000},
{Price: 6622.73000000, Amount: 0.02900000},
{Price: 6622.76000000, Amount: 0.12557700},
{Price: 6622.81000000, Amount: 2.08994200},
{Price: 6622.82000000, Amount: 0.01500000},
{Price: 6623.17000000, Amount: 0.16831300},
},
Bids: []OrderbookItem{
{Price: 6621.55000000, Quantity: 0.16356700},
{Price: 6621.45000000, Quantity: 0.16352600},
{Price: 6621.41000000, Quantity: 0.86091200},
{Price: 6621.25000000, Quantity: 0.16914100},
{Price: 6621.23000000, Quantity: 0.09193600},
{Price: 6621.22000000, Quantity: 0.00755100},
{Price: 6621.13000000, Quantity: 0.08432000},
{Price: 6621.03000000, Quantity: 0.00172000},
{Price: 6620.94000000, Quantity: 0.30506700},
{Price: 6620.93000000, Quantity: 0.00200000},
Bids: []orderbook.Level{
{Price: 6621.55000000, Amount: 0.16356700},
{Price: 6621.45000000, Amount: 0.16352600},
{Price: 6621.41000000, Amount: 0.86091200},
{Price: 6621.25000000, Amount: 0.16914100},
{Price: 6621.23000000, Amount: 0.09193600},
{Price: 6621.22000000, Amount: 0.00755100},
{Price: 6621.13000000, Amount: 0.08432000},
{Price: 6621.03000000, Amount: 0.00172000},
{Price: 6620.94000000, Amount: 0.30506700},
{Price: 6620.93000000, Amount: 0.00200000},
},
LastUpdateID: seedLastUpdateID,
}