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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
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13
exchanges/bitstamp/bitstamp_websocket.go
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@@ -300,23 +300,14 @@ func (e *Exchange) handleWSOrderbook(msg []byte) error {
}
obUpdate := &orderbook.Book{
Bids: make(orderbook.Levels, len(wsOrderBookResp.Data.Bids)),
Asks: make(orderbook.Levels, len(wsOrderBookResp.Data.Asks)),
Bids: wsOrderBookResp.Data.Bids.Levels(),
Asks: wsOrderBookResp.Data.Asks.Levels(),
Pair: p,
LastUpdated: wsOrderBookResp.Data.Microtimestamp.Time(),
Asset: asset.Spot,
Exchange: e.Name,
ValidateOrderbook: e.ValidateOrderbook,
}
for i := range wsOrderBookResp.Data.Asks {
obUpdate.Asks[i].Price = wsOrderBookResp.Data.Asks[i][0].Float64()
obUpdate.Asks[i].Amount = wsOrderBookResp.Data.Asks[i][1].Float64()
}
for i := range wsOrderBookResp.Data.Bids {
obUpdate.Bids[i].Price = wsOrderBookResp.Data.Bids[i][0].Float64()
obUpdate.Bids[i].Amount = wsOrderBookResp.Data.Bids[i][1].Float64()
}
filterOrderbookZeroBidPrice(obUpdate)
return e.Websocket.Orderbook.LoadSnapshot(obUpdate)
}