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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

18
exchanges/bybit/bybit_websocket.go
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@@ -653,16 +653,6 @@ func (e *Exchange) wsProcessOrderbook(assetType asset.Item, resp *WebsocketRespo
if err != nil {
return err
}
asks := make([]orderbook.Level, len(result.Asks))
for i := range result.Asks {
asks[i].Price = result.Asks[i][0].Float64()
asks[i].Amount = result.Asks[i][1].Float64()
}
bids := make([]orderbook.Level, len(result.Bids))
for i := range result.Bids {
bids[i].Price = result.Bids[i][0].Float64()
bids[i].Amount = result.Bids[i][1].Float64()
}
if resp.Type == "snapshot" {
return e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
@@ -672,14 +662,14 @@ func (e *Exchange) wsProcessOrderbook(assetType asset.Item, resp *WebsocketRespo
LastUpdated: resp.OrderbookLastUpdated.Time(),
LastUpdateID: result.UpdateID,
LastPushed: resp.PushTimestamp.Time(),
Asks: asks,
Bids: bids,
Asks: result.Asks.Levels(),
Bids: result.Bids.Levels(),
})
}
return e.Websocket.Orderbook.Update(&orderbook.Update{
Pair: cp,
Asks: asks,
Bids: bids,
Asks: result.Asks.Levels(),
Bids: result.Bids.Levels(),
Asset: assetType,
UpdateID: result.UpdateID,
UpdateTime: resp.OrderbookLastUpdated.Time(),