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types: add last update time field to orderbook
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parent
09592755cc
commit
915f2c7476
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@ -2,6 +2,7 @@ package types
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import (
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import (
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"fmt"
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"fmt"
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"time"
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"github.com/pkg/errors"
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"github.com/pkg/errors"
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@ -13,6 +14,7 @@ type RBTOrderBook struct {
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Symbol string
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Symbol string
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Bids *RBTree
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Bids *RBTree
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Asks *RBTree
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Asks *RBTree
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LastUpdateTime time.Time
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loadCallbacks []func(book *RBTOrderBook)
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loadCallbacks []func(book *RBTOrderBook)
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updateCallbacks []func(book *RBTOrderBook)
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updateCallbacks []func(book *RBTOrderBook)
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@ -116,12 +118,14 @@ func (b *RBTOrderBook) updateBids(pvs PriceVolumeSlice) {
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func (b *RBTOrderBook) update(book SliceOrderBook) {
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func (b *RBTOrderBook) update(book SliceOrderBook) {
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b.updateBids(book.Bids)
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b.updateBids(book.Bids)
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b.updateAsks(book.Asks)
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b.updateAsks(book.Asks)
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b.LastUpdateTime = time.Now()
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}
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}
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func (b *RBTOrderBook) load(book SliceOrderBook) {
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func (b *RBTOrderBook) load(book SliceOrderBook) {
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b.Reset()
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b.Reset()
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b.updateBids(book.Bids)
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b.updateBids(book.Bids)
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b.updateAsks(book.Asks)
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b.updateAsks(book.Asks)
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b.LastUpdateTime = time.Now()
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}
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}
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func (b *RBTOrderBook) Copy() OrderBook {
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func (b *RBTOrderBook) Copy() OrderBook {
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