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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

29
exchanges/btcmarkets/btcmarkets.go
View File

@@ -148,22 +148,7 @@ func (e *Exchange) GetOrderbook(ctx context.Context, marketID string, level int6
return nil, err
}
ob := &Orderbook{
MarketID: resp.MarketID,
SnapshotID: resp.SnapshotID,
Bids: make([]OBData, len(resp.Bids)),
Asks: make([]OBData, len(resp.Asks)),
}
for x := range resp.Asks {
ob.Asks[x].Price = resp.Asks[x][0].Float64()
ob.Asks[x].Volume = resp.Asks[x][1].Float64()
}
for x := range resp.Bids {
ob.Bids[x].Price = resp.Bids[x][0].Float64()
ob.Bids[x].Volume = resp.Bids[x][1].Float64()
}
return ob, nil
return &Orderbook{MarketID: resp.MarketID, SnapshotID: resp.SnapshotID, Bids: resp.Bids.Levels(), Asks: resp.Asks.Levels()}, nil
}
// GetMarketCandles gets candles for specified currency pair
@@ -227,16 +212,8 @@ func (e *Exchange) GetMultipleOrderbooks(ctx context.Context, marketIDs []string
orderbooks[i] = Orderbook{
MarketID: resp[i].MarketID,
SnapshotID: resp[i].SnapshotID,
Asks: make([]OBData, len(resp[i].Asks)),
Bids: make([]OBData, len(resp[i].Bids)),
}
for j := range resp[i].Asks {
orderbooks[i].Asks[j].Price = resp[i].Asks[j][0].Float64()
orderbooks[i].Asks[j].Volume = resp[i].Asks[j][1].Float64()
}
for j := range resp[i].Bids {
orderbooks[i].Bids[j].Price = resp[i].Bids[j][0].Float64()
orderbooks[i].Bids[j].Volume = resp[i].Bids[j][1].Float64()
Asks: resp[i].Asks.Levels(),
Bids: resp[i].Bids.Levels(),
}
}
return orderbooks, nil

18
exchanges/btcmarkets/btcmarkets_types.go
View File

@@ -46,24 +46,18 @@ type Trade struct {
// tempOrderbook stores orderbook data
type tempOrderbook struct {
MarketID currency.Pair `json:"marketId"`
SnapshotID int64 `json:"snapshotId"`
Asks [][2]types.Number `json:"asks"`
Bids [][2]types.Number `json:"bids"`
}
// OBData stores orderbook data
type OBData struct {
Price float64
Volume float64
MarketID currency.Pair `json:"marketId"`
SnapshotID int64 `json:"snapshotId"`
Asks orderbook.LevelsArrayPriceAmount `json:"asks"`
Bids orderbook.LevelsArrayPriceAmount `json:"bids"`
}
// Orderbook holds current orderbook information returned from the exchange
type Orderbook struct {
MarketID currency.Pair
SnapshotID int64
Asks []OBData
Bids []OBData
Asks []orderbook.Level
Bids []orderbook.Level
}
// MarketCandle stores candle data for a given pair

47
exchanges/btcmarkets/btcmarkets_wrapper.go
View File

@@ -257,43 +257,28 @@ func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTy
return nil, err
}
book := &orderbook.Book{
fPair, err := e.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
// Retrieve level one book which is the top 50 ask and bids, this is not
// cached.
resp, err := e.GetOrderbook(ctx, fPair.String(), 1)
if err != nil {
return nil, err
}
ob := &orderbook.Book{
Exchange: e.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
ValidateOrderbook: e.ValidateOrderbook,
Asks: resp.Asks,
Bids: resp.Bids,
}
fPair, err := e.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
// Retrieve level one book which is the top 50 ask and bids, this is not
// cached.
tempResp, err := e.GetOrderbook(ctx, fPair.String(), 1)
if err != nil {
return book, err
}
book.Bids = make(orderbook.Levels, len(tempResp.Bids))
for x := range tempResp.Bids {
book.Bids[x] = orderbook.Level{
Amount: tempResp.Bids[x].Volume,
Price: tempResp.Bids[x].Price,
}
}
book.Asks = make(orderbook.Levels, len(tempResp.Asks))
for y := range tempResp.Asks {
book.Asks[y] = orderbook.Level{
Amount: tempResp.Asks[y].Volume,
Price: tempResp.Asks[y].Price,
}
}
err = book.Process()
if err != nil {
return book, err
if err := ob.Process(); err != nil {
return nil, err
}
return orderbook.Get(e.Name, p, assetType)
}