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binance: use pre-allocated pv var

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c9s 2021-07-08 10:16:56 +08:00 committed by c9s
parent 55c6a435e7
commit acb84e098f
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 11 additions and 9 deletions
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20
pkg/exchange/binance/parse.go
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@ -513,30 +513,32 @@ func (e *DepthEvent) OrderBook() (book types.SliceOrderBook) {
return book
}
func parseDepthEntry(val *fastjson.Value) (*types.PriceVolume, error) {
func parseDepthEntry(val *fastjson.Value) (pv types.PriceVolume, err error) {
arr, err := val.Array()
if err != nil {
return nil, err
return pv, err
}
if len(arr) < 2 {
return nil, errors.New("incorrect depth entry element length")
err = errors.New("incorrect depth entry element length")
return pv, err
}
price, err := fixedpoint.NewFromString(string(arr[0].GetStringBytes()))
if err != nil {
return nil, err
return pv, err
}
quantity, err := fixedpoint.NewFromString(string(arr[1].GetStringBytes()))
if err != nil {
return nil, err
return pv, err
}
return &types.PriceVolume{
pv = types.PriceVolume{
Price: price,
Volume: quantity,
}, nil
}
return pv, err
}
func parseDepthEvent(val *fastjson.Value) (depth *DepthEvent, err error) {
@ -559,7 +561,7 @@ func parseDepthEvent(val *fastjson.Value) (depth *DepthEvent, err error) {
continue
}
depth.Bids = append(depth.Bids, *entry)
depth.Bids = append(depth.Bids, entry)
}
for _, ev := range val.GetArray("a") {
@ -569,7 +571,7 @@ func parseDepthEvent(val *fastjson.Value) (depth *DepthEvent, err error) {
continue
}
depth.Asks = append(depth.Asks, *entry)
depth.Asks = append(depth.Asks, entry)
}
return depth, err