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binance: pre-allocate PriceVolumeSlice memory
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commit
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@ -510,6 +510,8 @@ func parseDepthEvent(val *fastjson.Value) (*DepthEvent, error) {
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Symbol: string(val.GetStringBytes("s")),
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Symbol: string(val.GetStringBytes("s")),
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FirstUpdateID: val.GetInt64("U"),
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FirstUpdateID: val.GetInt64("U"),
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FinalUpdateID: val.GetInt64("u"),
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FinalUpdateID: val.GetInt64("u"),
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Bids: make(types.PriceVolumeSlice, 0, 50),
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Asks: make(types.PriceVolumeSlice, 0, 50),
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}
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}
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for _, ev := range val.GetArray("b") {
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for _, ev := range val.GetArray("b") {
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