Ryan O'Hara-Reid
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c892f492a9
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buffer/orderbook: shift orderbook update logic from buffer package to orderbook package (#1908)
* buffer/orderbook: shift orderbook update logic from buffer package to orderbook package
* Update exchanges/orderbook/depth.go
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* linter: fixes
* spelling: fix
* samboss: add in some todos
* sammy nit: add unlock on error
* sammy nits: rm ptr to slice field buffer in orderbookHolder
* sammy nits: Add more coverage bro
* sammy nits: even more coverage
* gk: nits on commentary
* gk: nits change sort.Slice to slices.SortFunc
* gk: fix commentary on buffer clearing
* gk: nits fin
* linter: fix
* Update exchange/websocket/buffer/buffer.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchange/websocket/buffer/buffer.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/tranches.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/orderbook.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchange/websocket/buffer/buffer_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchange/websocket/buffer/buffer_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/incremental_updates.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: refresh action types and names
* gk nits: consolidate error vars and naming
* gk nits: more name changes
* gk nits; buffer tests update
* gk nits: error var names change
* linter: FIX
* it gets inlined but there is an alloc
* rn field in TODO
* Update exchanges/binance/binance_websocket.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/binance/binance_websocket.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* orderbook: shift verify/validate funcs to validate.go and rn Verify() -> Validate()
* orderbook: validate even in presence of checksum and allow cowboy mode
* buffer; fix test
* kraken: fix futures orderbook by reversing incoming bids
* okx: change default spread pair
* Update exchanges/orderbook/validate.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/validate.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/validate.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/validate.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/orderbook/validate.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: initial nits
* rn fields V(v)erifyorderbook to V(v)alidateOrderbook
* buffer/orderbook: nilguard in validate and change method receiver w -> o
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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>
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2025-06-18 16:19:58 +10:00 |
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