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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

48
exchanges/binance/binance_websocket.go
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@@ -449,11 +449,7 @@ func stringToOrderStatus(status string) (order.Status, error) {
// SeedLocalCache seeds depth data
func (e *Exchange) SeedLocalCache(ctx context.Context, p currency.Pair) error {
ob, err := e.GetOrderBook(ctx,
OrderBookDataRequestParams{
Symbol: p,
Limit: 1000,
})
ob, err := e.GetOrderBook(ctx, p, 1000)
if err != nil {
return err
}
@@ -461,28 +457,20 @@ func (e *Exchange) SeedLocalCache(ctx context.Context, p currency.Pair) error {
}
// SeedLocalCacheWithBook seeds the local orderbook cache
func (e *Exchange) SeedLocalCacheWithBook(p currency.Pair, orderbookNew *OrderBook) error {
func (e *Exchange) SeedLocalCacheWithBook(p currency.Pair, orderbookNew *OrderBookResponse) error {
t := orderbookNew.Timestamp.Time()
if t.IsZero() {
t = time.Now() // Time not provided for this REST book.
}
newOrderBook := orderbook.Book{
Pair: p,
Asset: asset.Spot,
Exchange: e.Name,
LastUpdateID: orderbookNew.LastUpdateID,
ValidateOrderbook: e.ValidateOrderbook,
Bids: make(orderbook.Levels, len(orderbookNew.Bids)),
Asks: make(orderbook.Levels, len(orderbookNew.Asks)),
LastUpdated: time.Now(), // Time not provided in REST book.
}
for i := range orderbookNew.Bids {
newOrderBook.Bids[i] = orderbook.Level{
Amount: orderbookNew.Bids[i].Quantity,
Price: orderbookNew.Bids[i].Price,
}
}
for i := range orderbookNew.Asks {
newOrderBook.Asks[i] = orderbook.Level{
Amount: orderbookNew.Asks[i].Quantity,
Price: orderbookNew.Asks[i].Price,
}
Bids: orderbookNew.Bids.Levels(),
Asks: orderbookNew.Asks.Levels(),
LastUpdated: t,
}
return e.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}
@@ -618,23 +606,9 @@ func (e *Exchange) manageSubs(ctx context.Context, op string, subs subscription.
// ProcessOrderbookUpdate processes the websocket orderbook update
func (e *Exchange) ProcessOrderbookUpdate(cp currency.Pair, a asset.Item, ws *WebsocketDepthStream) error {
updateBid := make([]orderbook.Level, len(ws.UpdateBids))
for i := range ws.UpdateBids {
updateBid[i] = orderbook.Level{
Price: ws.UpdateBids[i][0].Float64(),
Amount: ws.UpdateBids[i][1].Float64(),
}
}
updateAsk := make([]orderbook.Level, len(ws.UpdateAsks))
for i := range ws.UpdateAsks {
updateAsk[i] = orderbook.Level{
Price: ws.UpdateAsks[i][0].Float64(),
Amount: ws.UpdateAsks[i][1].Float64(),
}
}
return e.Websocket.Orderbook.Update(&orderbook.Update{
Bids: updateBid,
Asks: updateAsk,
Bids: ws.UpdateBids.Levels(),
Asks: ws.UpdateAsks.Levels(),
Pair: cp,
UpdateID: ws.LastUpdateID,
UpdateTime: ws.Timestamp.Time(),