Change OKEX -> OKX, add support for Bitget checksums

Author: bmoscon

CHANGES.md

@@ -1,5 +1,9 @@
 ## Changelog
 
+### 0.4.2 (2022-04-17)
+ * Update: OKEx renamed OKX (for checksum validation)
+ * Feature: Add support for orderbook checksums with Bitget
+
 ### 0.4.1 (2021-10-12)
  * Bugfix: unnecessary reference counting prevented sorted dictionaries from being deallocated
  * Bugfix: setting ordering on a sorted dict before checking that it was created successfully

orderbook/orderbook.c

@@ -76,8 +76,16 @@ int Orderbook_init(Orderbook *self, PyObject *args, PyObject *kwds)
                 PyErr_SetNone(PyExc_MemoryError);
                 return -1;
             }
-        } else if ((checksum_str.len > 3) && ((strncmp(checksum_str.buf, "OKEX", 4) == 0) || (strncmp(checksum_str.buf, "OKCO", 4) == 0))) {
-            self->checksum = OKEX;
+        } else if ((checksum_str.len > 2) && ((strncmp(checksum_str.buf, "OKX", 3) == 0) || (strncmp(checksum_str.buf, "OKCO", 4) == 0))) {
+            self->checksum = OKX;
+            self->checksum_buffer = calloc(4096, sizeof(uint8_t));
+            self->checksum_len = 4096;
+            if (!self->checksum_buffer) {
+                PyErr_SetNone(PyExc_MemoryError);
+                return -1;
+            }
+        } else if (strncmp(checksum_str.buf, "BITGET", checksum_str.len) == 0) {
+            self->checksum = BITGET;
             self->checksum_buffer = calloc(4096, sizeof(uint8_t));
             self->checksum_len = 4096;
             if (!self->checksum_buffer) {
@@ -416,7 +424,7 @@ static PyObject* ftx_checksum(const Orderbook *ob, const uint32_t depth)
     PyObject *price = NULL;
     PyObject *size = NULL;
 
-    for(uint32_t i = 0; i < depth; ++i) { // 100 is the FTX defined number of price/size pairs to use from each side, 25 is OKEX/OKCOIN
+    for(uint32_t i = 0; i < depth; ++i) { // 100 is the FTX defined number of price/size pairs to use from each side, 25 is OKX/OKCOIN
         if (i < bids_size) {
             price = PyTuple_GET_ITEM(ob->bids->keys, i);
             size = PyDict_GetItem(ob->bids->data, price);
@@ -457,7 +465,9 @@ static PyObject* calculate_checksum(const Orderbook *ob)
             return kraken_checksum(ob);
         case FTX:
             return ftx_checksum(ob, 100);
-        case OKEX:
+        case OKX:
+            return ftx_checksum(ob, 25);
+        case BITGET:
             return ftx_checksum(ob, 25);
         default:
             return NULL;

orderbook/orderbook.h

@@ -21,7 +21,8 @@ enum Checksums {
     CHECKSUM_PROCESSING_ERROR = -1,
     KRAKEN,
     FTX,
-    OKEX,
+    OKX,
+    BITGET,
     INVALID_CHECKSUM_FORMAT
 };
 

tests/test_checksums.py

@@ -60,8 +60,8 @@ def test_kraken_checksum():
     assert ob.checksum() == 974947235
 
 
-def test_okex_checksum():
-    ob = OrderBook(checksum_format='OKEX')
+def test_okx_checksum():
+    ob = OrderBook(checksum_format='OKX')
 
     asks = {Decimal("3366.8"): Decimal("9"), Decimal("3368"): Decimal("8"), Decimal("3372"): Decimal("8")}
     bids = {Decimal("3366.1"): Decimal("7")}