d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-22 07:26:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

orderbook: Check assignment of time values and reject if not set (#1318)

Browse Source 
* orderbook: Check assignment of time values and reject if not set.

* linter: fix

* buffer: additional linter winter fixter

* Implement through pending exchanges

* finished push

* linty: minty

* gomod: tidy

* thrasher: nits

* glorious: nits

* orderbook: purge type now in favour of external call allocation

* orderbook: push last param

* orderbook: only 1 unlock call is needed

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2023-09-07 11:00:16 +10:00
committed by GitHub
parent 20143886ca
commit ad9de19d47
31 changed files with 726 additions and 327 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
exchanges/stream/buffer/buffer.go
View File

@@ -245,7 +245,10 @@ func (w *Orderbook) processObUpdate(o *orderbookHolder, u *orderbook.Update) err
if w.updateEntriesByID {
return o.updateByIDAndAction(u)
}
o.updateByPrice(u)
err := o.updateByPrice(u)
if err != nil {
return err
}
if w.checksum != nil {
compare, err := o.ob.Retrieve()
if err != nil {
@@ -262,8 +265,8 @@ func (w *Orderbook) processObUpdate(o *orderbookHolder, u *orderbook.Update) err
// updateByPrice amends amount if match occurs by price, deletes if amount is
// zero or less and inserts if not found.
func (o *orderbookHolder) updateByPrice(updts *orderbook.Update) {
o.ob.UpdateBidAskByPrice(updts)
func (o *orderbookHolder) updateByPrice(updts *orderbook.Update) error {
return o.ob.UpdateBidAskByPrice(updts)
}
// updateByIDAndAction will receive an action to execute against the orderbook
@@ -328,11 +331,15 @@ func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
}
holder.updateID = book.LastUpdateID
holder.ob.LoadSnapshot(book.Bids,
err = holder.ob.LoadSnapshot(book.Bids,
book.Asks,
book.LastUpdateID,
book.LastUpdated,
false)
if err != nil {
return err
}
if holder.ob.VerifyOrderbook {
// This is used here so as to not retrieve book if verification is off.