engine/syncer: Stop orderbook fallover to REST when websocket connection is active (#1361)

* sync manager: don't fall over to rest when websocket connection active

* glorious: nits and fix bug

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>

engine/sync_manager.go

@@ -610,6 +610,12 @@ func (m *syncManager) syncOrderbook(c *currencyPairSyncAgent, e exchange.IBotExc
 		e.SupportsREST() &&
 		time.Since(s.LastUpdated) > m.config.TimeoutWebsocket &&
 		time.Since(c.Created) > m.config.TimeoutWebsocket {
+		if w, err := e.GetWebsocket(); err == nil && w.IsConnected() {
+			// With an active websocket connection, we can assume the orderbook
+			// is being updated via the websocket connection, It could be very
+			// illiquid. There is no need to fall over to rest.
+			return
+		}
 		// Downgrade to REST
 		s.IsUsingWebsocket = false
 		s.IsUsingREST = true