Versions in this module Expand all Collapse all v1 v1.0.2 Aug 20, 2019 Changes in this version + var ErrSeqNumMismatch = errors.New("seq num mismatch") + type OnUpdateCB func(snapshot Update) + type OrderBook struct + func NewOrderBook(snapshot common.OrderBookSnapshot) *OrderBook + func (ob *OrderBook) ApplyDelta(obd common.OrderBookDelta) error + func (ob *OrderBook) ApplyDeltaOpt(obd common.OrderBookDelta, ignoreSeqNum bool) error + func (ob *OrderBook) ApplySnapshot(snapshot common.OrderBookSnapshot) + func (ob *OrderBook) GetSeqNum() common.SeqNum + func (ob *OrderBook) GetSnapshot() common.OrderBookSnapshot + type OrderBookSnapshotGetter interface + GetOrderBookSnapshot func() (common.OrderBookSnapshot, error) + type OrderBookSnapshotGetterREST struct + func NewOrderBookSnapshotGetterRESTBySymbol(exchangeSymbol string, pairSymbol string, restParams *rest.CWRESTClientParams) *OrderBookSnapshotGetterREST + func (sg *OrderBookSnapshotGetterREST) GetOrderBookSnapshot() (common.OrderBookSnapshot, error) + type OrderBookUpdater struct + func NewOrderBookUpdater(params *OrderBookUpdaterParams) *OrderBookUpdater + func (obu *OrderBookUpdater) Close() error + func (obu *OrderBookUpdater) OnUpdate(cb OnUpdateCB) + func (obu *OrderBookUpdater) ReceiveDelta(delta common.OrderBookDelta) + func (obu *OrderBookUpdater) ReceiveSnapshot(snapshot common.OrderBookSnapshot) + type OrderBookUpdaterParams struct + SnapshotGetter OrderBookSnapshotGetter + type StateUpdate struct + IsInSync bool + MaxDeltaNum *common.SeqNum + MinDeltaNum *common.SeqNum + SeqNum *common.SeqNum + func (su *StateUpdate) String() string + type Update struct + GetSnapshotError error + OrderBookUpdate *common.OrderBookSnapshot + StateUpdate *StateUpdate