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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

7
exchanges/lbank/lbank_types.go
View File

@@ -5,6 +5,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/types"
)
@@ -29,9 +30,9 @@ type TickerResponse struct {
type MarketDepthResponse struct {
ErrCapture
Data struct {
Asks [][2]types.Number `json:"asks"`
Bids [][2]types.Number `json:"bids"`
Timestamp types.Time `json:"timestamp"`
Asks orderbook.LevelsArrayPriceAmount `json:"asks"`
Bids orderbook.LevelsArrayPriceAmount `json:"bids"`
Timestamp types.Time `json:"timestamp"`
} `json:"data"`
}

19
exchanges/lbank/lbank_wrapper.go
View File

@@ -210,28 +210,17 @@ func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTy
return nil, err
}
book := &orderbook.Book{
ob := &orderbook.Book{
Exchange: e.Name,
Pair: p,
Asset: assetType,
ValidateOrderbook: e.ValidateOrderbook,
Asks: make(orderbook.Levels, len(d.Data.Asks)),
Bids: make(orderbook.Levels, len(d.Data.Bids)),
Asks: d.Data.Asks.Levels(),
Bids: d.Data.Bids.Levels(),
}
for i := range d.Data.Asks {
book.Asks[i].Price = d.Data.Asks[i][0].Float64()
book.Asks[i].Amount = d.Data.Asks[i][1].Float64()
}
for i := range d.Data.Bids {
book.Bids[i].Price = d.Data.Bids[i][0].Float64()
book.Bids[i].Amount = d.Data.Bids[i][1].Float64()
}
if err := book.Process(); err != nil {
if err := ob.Process(); err != nil {
return nil, err
}
return orderbook.Get(e.Name, p, assetType)
}