Files
gocryptotrader/exchanges/orderbook
Vazha 73ac8b90dc Orderbook/RPCServer: Fix GetOrderbook/Retrieve race condition (refactored and sped up) (#555)
* Kraken - wsProcessOrderBook, the method was returning wrong bids data

* additional  map check to prevent panic

* linter issue fix

* The RPC method GetOrderbook has a race condition and causes panic - refactored and speed up

* The method Retrieve (package orderbook) now return pointer of a copy of s.Books[exchange][p.Base.Item][p.Quote.Item][a].b

* using extra var to optomize code

* bids and asks slices filling optimisation

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-09-18 15:09:41 +10:00
..

GoCryptoTrader package Orderbook

Build Status Software License GoDoc Coverage Status Go Report Card

This orderbook package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Current Features for orderbook

  • This package facilitates orderbook generation.

  • Attaches methods to an orderbook

    • To Return total Bids
    • To Return total Asks
    • Update orderbooks
  • Gets a loaded orderbook by exchange, asset type and currency pair.

  • This package is primarily used in conjunction with but not limited to the exchange interface system set by exchange wrapper orderbook functions in "exchange"_wrapper.go.

Examples below:

ob, err := yobitExchange.FetchOrderbook()
if err != nil {
  // Handle error
}

// Find total asks which also returns total orderbook value
totalAsks, totalOrderbookVal := ob.CalculateTotalAsks()
  • or if you have a routine setting an exchange orderbook you can access it via the package itself.
ob, err := orderbook.Get(...)
if err != nil {
  // Handle error
}

Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

  • Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

Donations

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