/
datatypes.go
38 lines (35 loc) · 992 Bytes
/
datatypes.go
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package bitstamp
import (
"github.com/niccoloCastelli/orderbooks/common"
"github.com/niccoloCastelli/orderbooks/orderbook"
"time"
)
type orderBookResponse struct {
Timestamp string `json:"timestamp"`
Microtimestamp string `json:"microtimestamp"`
Bids [][]string `json:"bids"`
Asks [][]string `json:"asks"`
}
func (o orderBookResponse) UpdateOrderBook(orderBook *orderbook.OrderBook, initial bool) {
for _, ask := range o.Asks {
order := common.Order{
Timestamp: time.Time{},
Side: common.OrderSideAsk,
}
if err := rowToOrder(ask, &order); err != nil {
continue
}
orderBook.Update(order, initial)
}
for _, bid := range o.Bids {
order := common.Order{
Timestamp: time.Time{},
Side: common.OrderSideBid,
}
if err := rowToOrder(bid, &order); err != nil {
continue
}
orderBook.Update(order, initial)
}
//fmt.Println("update from resp", len(o.Asks), len(o.Bids), len(orderBook.GetSnapshot().Orders))
}