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move to convert.go
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@ -371,3 +371,20 @@ func convertWithdrawStatusV2(state max.WithdrawState) types.WithdrawStatus {
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return types.WithdrawStatus(state)
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}
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}
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func convertDepth(symbol string, depth *v3.Depth) (snapshot types.SliceOrderBook, finalUpdateID int64, err error) {
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snapshot.Symbol = symbol
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snapshot.Time = time.Unix(depth.Timestamp, 0)
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snapshot.LastUpdateId = depth.LastUpdateId
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finalUpdateID = depth.LastUpdateId
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for _, entry := range depth.Bids {
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snapshot.Bids = append(snapshot.Bids, types.PriceVolume{Price: entry[0], Volume: entry[1]})
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}
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for _, entry := range depth.Asks {
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snapshot.Asks = append(snapshot.Asks, types.PriceVolume{Price: entry[0], Volume: entry[1]})
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}
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return snapshot, finalUpdateID, err
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}
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@ -1147,23 +1147,6 @@ func (e *Exchange) QueryDepth(ctx context.Context, symbol string, limit int) (sn
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return convertDepth(symbol, depth)
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}
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func convertDepth(symbol string, depth *v3.Depth) (snapshot types.SliceOrderBook, finalUpdateID int64, err error) {
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snapshot.Symbol = symbol
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snapshot.Time = time.Unix(depth.Timestamp, 0)
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snapshot.LastUpdateId = depth.LastUpdateId
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finalUpdateID = depth.LastUpdateId
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for _, entry := range depth.Bids {
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snapshot.Bids = append(snapshot.Bids, types.PriceVolume{Price: entry[0], Volume: entry[1]})
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}
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for _, entry := range depth.Asks {
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snapshot.Asks = append(snapshot.Asks, types.PriceVolume{Price: entry[0], Volume: entry[1]})
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}
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return snapshot, finalUpdateID, err
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}
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var Two = fixedpoint.NewFromInt(2)
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func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (fixedpoint.Value, error) {
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