remove verified code

pkg/cmd/orderbook.go

@@ -2,7 +2,6 @@ package cmd
 
 import (
 	"context"
-	"encoding/json"
 	"fmt"
 	"syscall"
 	"time"
@@ -15,12 +14,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type PV struct {
-	bids types.PriceVolumeSlice
-	asks types.PriceVolumeSlice
-	t    int64
-}
-
 // go run ./cmd/bbgo orderbook --session=binance --symbol=BTCUSDT
 var orderbookCmd = &cobra.Command{
 	Use:   "orderbook --session=[exchange_name] --symbol=[pair_name]",
@@ -63,16 +56,9 @@ var orderbookCmd = &cobra.Command{
 
 		orderBook := types.NewMutexOrderBook(symbol, session.Exchange.Name())
 
-		pv1c := make(chan PV, 5000)
-		pv2c := make(chan PV, 5000)
-
 		s := session.Exchange.NewStream()
-		session.Key = "new"
-		s2 := session.Exchange.NewStream()
 		s.SetPublicOnly()
-		s2.SetPublicOnly()
 		s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
-		s2.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
 		s.OnBookSnapshot(func(book types.SliceOrderBook) {
 			if dumpDepthUpdate {
 				log.Infof("orderbook snapshot: %s", book.String())
@@ -84,19 +70,11 @@ var orderbookCmd = &cobra.Command{
 				log.WithError(err).Panicf("invalid error book snapshot")
 			}
 
-			/*
+			if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
-				if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
+				log.Infof("ASK | %f x %f / %f x %f | BID | %s",
-					log.Infof("1) ASK | %f x %f / %f x %f | BID | %s",
+					ask.Volume.Float64(), ask.Price.Float64(),
-						ask.Volume.Float64(), ask.Price.Float64(),
+					bid.Price.Float64(), bid.Volume.Float64(),
-						bid.Price.Float64(), bid.Volume.Float64(),
+					book.Time.String())
-						book.Time.String())
-				}
-			*/
-
-			pv1c <- PV{
-				asks: orderBook.SideBook(types.SideTypeSell),
-				bids: orderBook.SideBook(types.SideTypeBuy),
-				t:    book.LastUpdateId,
 			}
 		})
 
@@ -106,64 +84,11 @@ var orderbookCmd = &cobra.Command{
 			}
 			orderBook.Update(book)
 
-			/*
+			if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
-				if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
+				log.Infof("ASK | %f x %f / %f x %f | BID | %s",
-					log.Infof("1) ASK | %f x %f / %f x %f | BID | %s",
+					ask.Volume.Float64(), ask.Price.Float64(),
-						ask.Volume.Float64(), ask.Price.Float64(),
+					bid.Price.Float64(), bid.Volume.Float64(),
-						bid.Price.Float64(), bid.Volume.Float64(),
+					book.Time.String())
-						book.Time.String())
-				}
-			*/
-			pv1c <- PV{
-				asks: orderBook.SideBook(types.SideTypeSell),
-				bids: orderBook.SideBook(types.SideTypeBuy),
-				t:    book.LastUpdateId,
-			}
-		})
-		s2.OnBookSnapshot(func(book types.SliceOrderBook) {
-			if dumpDepthUpdate {
-				log.Infof("orderbook snapshot: %s", book.String())
-			}
-
-			orderBook.Load(book)
-
-			if ok, err := orderBook.IsValid(); !ok {
-				log.WithError(err).Panicf("invalid error book snapshot")
-			}
-
-			/*
-				if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
-					log.Infof("2) ASK | %f x %f / %f x %f | BID | %s",
-						ask.Volume.Float64(), ask.Price.Float64(),
-						bid.Price.Float64(), bid.Volume.Float64(),
-						book.Time.String())
-				}
-			*/
-			pv2c <- PV{
-				asks: orderBook.SideBook(types.SideTypeSell),
-				bids: orderBook.SideBook(types.SideTypeBuy),
-				t:    book.LastUpdateId,
-			}
-		})
-
-		s2.OnBookUpdate(func(book types.SliceOrderBook) {
-			if dumpDepthUpdate {
-				log.Infof("orderbook update: %s", book.String())
-			}
-			orderBook.Update(book)
-
-			/*
-				if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
-					log.Infof("2) ASK | %f x %f / %f x %f | BID | %s",
-						ask.Volume.Float64(), ask.Price.Float64(),
-						bid.Price.Float64(), bid.Volume.Float64(),
-						book.Time.String())
-				}
-			*/
-			pv2c <- PV{
-				asks: orderBook.SideBook(types.SideTypeSell),
-				bids: orderBook.SideBook(types.SideTypeBuy),
-				t:    book.LastUpdateId,
 			}
 		})
 
@@ -171,9 +96,6 @@ var orderbookCmd = &cobra.Command{
 		if err := s.Connect(ctx); err != nil {
 			return fmt.Errorf("failed to connect to %s", sessionName)
 		}
-		if err := s2.Connect(ctx); err != nil {
-			return fmt.Errorf("failed to connect to %s", sessionName)
-		}
 
 		log.Infof("connected")
 		defer func() {
@@ -181,86 +103,9 @@ var orderbookCmd = &cobra.Command{
 			if err := s.Close(); err != nil {
 				log.WithError(err).Errorf("connection close error")
 			}
-			if err := s2.Close(); err != nil {
-				log.WithError(err).Errorf("connection close error")
-			}
 			time.Sleep(1 * time.Second)
 		}()
 
-		go func() {
-			flag := false
-			for {
-				select {
-				case pv1 := <-pv1c:
-					pv2 := <-pv2c
-
-					if flag && pv1.t != pv2.t {
-						log.Info("skip")
-					}
-
-					for pv1.t != pv2.t {
-						if pv1.t < pv2.t {
-							pv1 = <-pv1c
-						} else {
-							pv2 = <-pv2c
-						}
-					}
-
-					log.Infof("version of 1: %d, version of 2: %d", pv1.t, pv2.t)
-
-					flag = true
-
-					if len(pv1.asks) != len(pv2.asks) {
-						log.Info("not equal for length")
-						log.Infof("pv1 asks: %+v", pv1.asks)
-						log.Infof("pv2 asks: %+v", pv2.asks)
-						x, _ := json.Marshal(pv1.asks)
-						log.Infof("pv1 bids: %s", string(x))
-						y, _ := json.Marshal(pv2.asks)
-						log.Infof("pv2 bids: %s", string(y))
-
-						continue
-					}
-
-					for i := range pv1.asks {
-						if !pv1.asks[i].Equals(pv2.asks[i]) {
-							log.Info("not euqal for value")
-							log.Infof("pv1 asks: %+v", pv1.asks)
-							log.Infof("pv2 asks: %+v", pv2.asks)
-							x, _ := json.Marshal(pv1.asks)
-							log.Infof("pv1 bids: %s", string(x))
-							y, _ := json.Marshal(pv2.asks)
-							log.Infof("pv2 bids: %s", string(y))
-
-							continue
-						}
-					}
-
-					if len(pv1.bids) != len(pv2.bids) {
-						log.Info("not equal for length")
-						x, _ := json.Marshal(pv1.bids)
-						log.Infof("pv1 bids: %s", string(x))
-						y, _ := json.Marshal(pv2.bids)
-						log.Infof("pv2 bids: %s", string(y))
-
-						continue
-					}
-
-					for i := range pv1.bids {
-						if !pv1.bids[i].Equals(pv2.bids[i]) {
-							log.Info("not euqal for value")
-							x, _ := json.Marshal(pv1.bids)
-							log.Infof("pv1 bids: %s", string(x))
-							y, _ := json.Marshal(pv2.bids)
-							log.Infof("pv2 bids: %s", string(y))
-
-							continue
-						}
-					}
-				}
-			}
-		}()
-
 		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
 		return nil
 	},

pkg/exchange/max/stream.go

@@ -70,11 +70,7 @@ func NewStream(ex *Exchange, key, secret string) *Stream {
 	stream.OnTradeUpdateEvent(stream.handleTradeEvent)
 	stream.OnAccountSnapshotEvent(stream.handleAccountSnapshotEvent)
 	stream.OnAccountUpdateEvent(stream.handleAccountUpdateEvent)
-	if key == "new" {
+	stream.OnBookEvent(stream.handleBookEvent(ex))
-		stream.OnBookEvent(stream.handleBookEventNew(ex))
-	} else {
-		stream.OnBookEvent(stream.handleBookEvent)
-	}
 	return stream
 }
 
@@ -217,25 +213,7 @@ func (s *Stream) handleTradeEvent(e max.TradeUpdateEvent) {
 	}
 }
 
-func (s *Stream) handleBookEvent(e max.BookEvent) {
+func (s *Stream) handleBookEvent(ex *Exchange) func(e max.BookEvent) {
-	newBook, err := e.OrderBook()
-	if err != nil {
-		log.WithError(err).Error("book convert error")
-		return
-	}
-
-	newBook.Symbol = toGlobalSymbol(e.Market)
-	newBook.Time = e.Time()
-
-	switch e.Event {
-	case "snapshot":
-		s.EmitBookSnapshot(newBook)
-	case "update":
-		s.EmitBookUpdate(newBook)
-	}
-}
-
-func (s *Stream) handleBookEventNew(ex *Exchange) func(e max.BookEvent) {
 	return func(e max.BookEvent) {
 		symbol := toGlobalSymbol(e.Market)
 		f, ok := s.depthBuffers[symbol]