Ryan O'Hara-Reid c892f492a9 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

---------

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>

2025-06-18 16:19:58 +10:00

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