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

* 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>

exchanges/gateio/gateio_test.go

@@ -3676,3 +3676,13 @@ func TestMarshalJSONNumber(t *testing.T) {
 		assert.Equal(t, tc.expected, string(payload), "MarshalJSON should return expected value")
 	}
 }
+
+func TestUnmarshalJSONOrderbookLevels(t *testing.T) {
+	t.Parallel()
+	var ob OrderbookLevels
+	require.NoError(t, ob.UnmarshalJSON([]byte(`[{"p":"123.45","s":"0.001"}]`)))
+	assert.Equal(t, 123.45, ob[0].Price, "Price should be correct")
+	assert.Equal(t, 0.001, ob[0].Amount, "Amount should be correct")
+
+	require.Error(t, ob.UnmarshalJSON([]byte(`["p":"123.45","s":"0.001"]`)))
+}

exchanges/gateio/gateio_types.go

@@ -7,6 +7,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/encoding/json"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
 	"github.com/thrasher-corp/gocryptotrader/types"
 )
 
@@ -519,26 +520,41 @@ type Ticker struct {
 
 // OrderbookData holds orderbook ask and bid datas.
 type OrderbookData struct {
-	ID      int64             `json:"id"`
-	Current types.Time        `json:"current"` // The timestamp of the response data being generated (in milliseconds)
-	Update  types.Time        `json:"update"`  // The timestamp of when the orderbook last changed (in milliseconds)
-	Asks    [][2]types.Number `json:"asks"`
-	Bids    [][2]types.Number `json:"bids"`
+	ID      int64                            `json:"id"`
+	Current types.Time                       `json:"current"` // The timestamp of the response data being generated (in milliseconds)
+	Update  types.Time                       `json:"update"`  // The timestamp of when the orderbook last changed (in milliseconds)
+	Asks    orderbook.LevelsArrayPriceAmount `json:"asks"`
+	Bids    orderbook.LevelsArrayPriceAmount `json:"bids"`
 }
 
 // MakeOrderbook converts OrderbookData into an Orderbook
 func (a *OrderbookData) MakeOrderbook() *Orderbook {
-	asks := make([]OrderbookItem, len(a.Asks))
-	for x := range a.Asks {
-		asks[x].Price = a.Asks[x][0]
-		asks[x].Amount = a.Asks[x][1]
+	return &Orderbook{ID: a.ID, Current: a.Current, Update: a.Update, Asks: OrderbookLevels(a.Asks.Levels()), Bids: OrderbookLevels(a.Bids.Levels())}
+}
+
+// OrderbookLevels represents a slice of orderbook levels.
+type OrderbookLevels orderbook.Levels
+
+// UnmarshalJSON implements the json.Unmarshaler interface for OrderbookLevels.
+func (o *OrderbookLevels) UnmarshalJSON(data []byte) error {
+	var levels []OrderbookItem
+	if err := json.Unmarshal(data, &levels); err != nil {
+		return err
 	}
-	bids := make([]OrderbookItem, len(a.Bids))
-	for x := range a.Bids {
-		bids[x].Price = a.Bids[x][0]
-		bids[x].Amount = a.Bids[x][1]
+
+	*o = make(OrderbookLevels, len(levels))
+	for x := range levels {
+		(*o)[x] = orderbook.Level{
+			Price:  levels[x].Price.Float64(),
+			Amount: levels[x].Amount.Float64(),
+		}
 	}
-	return &Orderbook{ID: a.ID, Current: a.Current, Update: a.Update, Asks: asks, Bids: bids}
+	return nil
+}
+
+// Levels converts OrderbookLevels to orderbook.Levels.
+func (o *OrderbookLevels) Levels() orderbook.Levels {
+	return orderbook.Levels(*o)
 }
 
 // OrderbookItem stores an orderbook item
@@ -552,8 +568,8 @@ type Orderbook struct {
 	ID      int64           `json:"id"`
 	Current types.Time      `json:"current"` // The timestamp of the response data being generated (in milliseconds)
 	Update  types.Time      `json:"update"`  // The timestamp of when the orderbook last changed (in milliseconds)
-	Bids    []OrderbookItem `json:"bids"`
-	Asks    []OrderbookItem `json:"asks"`
+	Bids    OrderbookLevels `json:"bids"`
+	Asks    OrderbookLevels `json:"asks"`
 }
 
 // Trade represents market trade.
@@ -2053,21 +2069,21 @@ type WsOrderbookTickerData struct {
 
 // WsOrderbookUpdate represents websocket orderbook update push data
 type WsOrderbookUpdate struct {
-	UpdateTime    types.Time        `json:"t"`
-	Pair          currency.Pair     `json:"s"`
-	FirstUpdateID int64             `json:"U"` // First update order book id in this event since last update
-	LastUpdateID  int64             `json:"u"`
-	Bids          [][2]types.Number `json:"b"`
-	Asks          [][2]types.Number `json:"a"`
+	UpdateTime    types.Time                       `json:"t"`
+	Pair          currency.Pair                    `json:"s"`
+	FirstUpdateID int64                            `json:"U"` // First update order book id in this event since last update
+	LastUpdateID  int64                            `json:"u"`
+	Bids          orderbook.LevelsArrayPriceAmount `json:"b"`
+	Asks          orderbook.LevelsArrayPriceAmount `json:"a"`
 }
 
 // WsOrderbookSnapshot represents a websocket orderbook snapshot push data
 type WsOrderbookSnapshot struct {
-	UpdateTime   types.Time        `json:"t"`
-	LastUpdateID int64             `json:"lastUpdateId"`
-	CurrencyPair currency.Pair     `json:"s"`
-	Bids         [][2]types.Number `json:"bids"`
-	Asks         [][2]types.Number `json:"asks"`
+	UpdateTime   types.Time                       `json:"t"`
+	LastUpdateID int64                            `json:"lastUpdateId"`
+	CurrencyPair currency.Pair                    `json:"s"`
+	Bids         orderbook.LevelsArrayPriceAmount `json:"bids"`
+	Asks         orderbook.LevelsArrayPriceAmount `json:"asks"`
 }
 
 // WsSpotOrder represents an order push data through the websocket channel.

exchanges/gateio/gateio_websocket.go

@@ -373,24 +373,14 @@ func (e *Exchange) processOrderbookUpdate(ctx context.Context, incoming []byte,
 	if err := json.Unmarshal(incoming, &data); err != nil {
 		return err
 	}
-	asks := make([]orderbook.Level, len(data.Asks))
-	for x := range data.Asks {
-		asks[x].Price = data.Asks[x][0].Float64()
-		asks[x].Amount = data.Asks[x][1].Float64()
-	}
-	bids := make([]orderbook.Level, len(data.Bids))
-	for x := range data.Bids {
-		bids[x].Price = data.Bids[x][0].Float64()
-		bids[x].Amount = data.Bids[x][1].Float64()
-	}
 	return e.wsOBUpdateMgr.ProcessOrderbookUpdate(ctx, e, data.FirstUpdateID, &orderbook.Update{
 		UpdateID:   data.LastUpdateID,
 		UpdateTime: data.UpdateTime.Time(),
 		LastPushed: lastPushed,
 		Pair:       data.Pair,
 		Asset:      asset.Spot,
-		Asks:       asks,
-		Bids:       bids,
+		Asks:       data.Asks.Levels(),
+		Bids:       data.Bids.Levels(),
 		AllowEmpty: true,
 	})
 }
@@ -401,17 +391,6 @@ func (e *Exchange) processOrderbookSnapshot(incoming []byte, lastPushed time.Tim
 		return err
 	}
 
-	asks := make([]orderbook.Level, len(data.Asks))
-	for x := range data.Asks {
-		asks[x].Price = data.Asks[x][0].Float64()
-		asks[x].Amount = data.Asks[x][1].Float64()
-	}
-	bids := make([]orderbook.Level, len(data.Bids))
-	for x := range data.Bids {
-		bids[x].Price = data.Bids[x][0].Float64()
-		bids[x].Amount = data.Bids[x][1].Float64()
-	}
-
 	for _, a := range standardMarginAssetTypes {
 		if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
 			if err := e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
@@ -420,8 +399,8 @@ func (e *Exchange) processOrderbookSnapshot(incoming []byte, lastPushed time.Tim
 				Asset:       a,
 				LastUpdated: data.UpdateTime.Time(),
 				LastPushed:  lastPushed,
-				Bids:        bids,
-				Asks:        asks,
+				Bids:        data.Bids.Levels(),
+				Asks:        data.Asks.Levels(),
 			}); err != nil {
 				return err
 			}

exchanges/gateio/gateio_wrapper.go

@@ -670,34 +670,24 @@ func (e *Exchange) UpdateOrderbookWithLimit(ctx context.Context, p currency.Pair
 	if err != nil {
 		return nil, err
 	}
-	book := &orderbook.Book{
+
+	ob := &orderbook.Book{
 		Exchange:          e.Name,
 		Asset:             a,
 		ValidateOrderbook: e.ValidateOrderbook,
-		Pair:              p.Upper(),
+		Pair:              p,
 		LastUpdateID:      o.ID,
 		LastUpdated:       o.Update.Time(),
 		LastPushed:        o.Current.Time(),
+		Bids:              o.Bids.Levels(),
+		Asks:              o.Asks.Levels(),
 	}
-	book.Bids = make(orderbook.Levels, len(o.Bids))
-	for x := range o.Bids {
-		book.Bids[x] = orderbook.Level{
-			Amount: o.Bids[x].Amount.Float64(),
-			Price:  o.Bids[x].Price.Float64(),
-		}
+
+	if err := ob.Process(); err != nil {
+		return nil, err
 	}
-	book.Asks = make(orderbook.Levels, len(o.Asks))
-	for x := range o.Asks {
-		book.Asks[x] = orderbook.Level{
-			Amount: o.Asks[x].Amount.Float64(),
-			Price:  o.Asks[x].Price.Float64(),
-		}
-	}
-	err = book.Process()
-	if err != nil {
-		return book, err
-	}
-	return orderbook.Get(e.Name, book.Pair, a)
+
+	return orderbook.Get(e.Name, p, a)
 }
 
 // UpdateAccountInfo retrieves balances for all enabled currencies for the