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client/mm/libxc: Binance orderbook diff updates (#2627)
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* client/mm/libxc: Binance orderbook diff updates

Previously the Binance library was subscribing to a market data stream from
Binance that sent the 20 orders closest to the mid-gap in every update.
Now, it fetches a snapshot of 1000 orders, this is stored in memory, and
is updated based on a stream that sends diffs instead.
Other minor cleanup is done in the Binance library as well.
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martonp authored Dec 28, 2023
1 parent 2125f1f commit 8d37a2c
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1 change: 1 addition & 0 deletions client/cmd/dexc-desktop/go.mod
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Expand Up @@ -109,6 +109,7 @@ require (
github.com/hashicorp/go-bexpr v0.1.10 // indirect
github.com/holiman/bloomfilter/v2 v2.0.3 // indirect
github.com/holiman/uint256 v1.2.0 // indirect
github.com/huandu/skiplist v1.2.0 // indirect
github.com/huin/goupnp v1.0.3 // indirect
github.com/jackpal/go-nat-pmp v1.0.2 // indirect
github.com/jessevdk/go-flags v1.5.0 // indirect
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4 changes: 4 additions & 0 deletions client/cmd/dexc-desktop/go.sum
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Expand Up @@ -668,6 +668,10 @@ github.com/holiman/bloomfilter/v2 v2.0.3/go.mod h1:zpoh+gs7qcpqrHr3dB55AMiJwo0iU
github.com/holiman/uint256 v1.2.0 h1:gpSYcPLWGv4sG43I2mVLiDZCNDh/EpGjSk8tmtxitHM=
github.com/holiman/uint256 v1.2.0/go.mod h1:y4ga/t+u+Xwd7CpDgZESaRcWy0I7XMlTMA25ApIH5Jw=
github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU=
github.com/huandu/go-assert v1.1.5 h1:fjemmA7sSfYHJD7CUqs9qTwwfdNAx7/j2/ZlHXzNB3c=
github.com/huandu/go-assert v1.1.5/go.mod h1:yOLvuqZwmcHIC5rIzrBhT7D3Q9c3GFnd0JrPVhn/06U=
github.com/huandu/skiplist v1.2.0 h1:gox56QD77HzSC0w+Ws3MH3iie755GBJU1OER3h5VsYw=
github.com/huandu/skiplist v1.2.0/go.mod h1:7v3iFjLcSAzO4fN5B8dvebvo/qsfumiLiDXMrPiHF9w=
github.com/huandu/xstrings v1.0.0/go.mod h1:4qWG/gcEcfX4z/mBDHJ++3ReCw9ibxbsNJbcucJdbSo=
github.com/huandu/xstrings v1.2.0/go.mod h1:DvyZB1rfVYsBIigL8HwpZgxHwXozlTgGqn63UyNX5k4=
github.com/hudl/fargo v1.3.0/go.mod h1:y3CKSmjA+wD2gak7sUSXTAoopbhU08POFhmITJgmKTg=
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