Exchanges: Add config variable to set bypassing of orderbook verifica…

…tion by exchange (thrasher-corp#614) * Exchanges: Add config variable to set bypassing of orderbook verification * Exchanges: Consolidate orderbook variables into config struct * Exchanges: Addr nit; set verification bypass on websocket book implementations
dsdinter · Jan 6, 2021 · 7431bf8 · 7431bf8
1 parent 010fab0
commit 7431bf8
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Showing 56 changed files with 291 additions and 128 deletions.
diff --git a/cmd/exchange_template/wrapper_file.tmpl b/cmd/exchange_template/wrapper_file.tmpl
@@ -161,7 +161,7 @@ func ({{.Variable}} *{{.CapitalName}}) Setup(exch *config.ExchangeConfig) error
 
 	// NOTE: PLEASE ENSURE YOU SET THE ORDERBOOK BUFFER SETTINGS CORRECTLY
 	{{.Variable}}.Websocket.Orderbook.Setup(
-		exch.WebsocketOrderbookBufferLimit,
+		exch.OrderbookConfig.WebsocketBufferLimit,
 		true,
 		true,
 		false,
@@ -272,7 +272,13 @@ func ({{.Variable}} *{{.CapitalName}}) FetchOrderbook(currency currency.Pair, as
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func ({{.Variable}} *{{.CapitalName}}) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: {{.Variable}}.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName: {{.Variable}}.Name, 
+		Pair: p, 
+		AssetType: assetType,
+		VerificationBypass: {{.Variable}}.OrderbookVerificationBypass,
+	}
+
 	// NOTE: UPDATE ORDERBOOK EXAMPLE
 	/* 
 	orderbookNew, err := {{.Variable}}.GetOrderBook(exchange.FormatExchangeCurrency({{.Variable}}.Name, p).String(), 1000)

diff --git a/config/config.go b/config/config.go
@@ -1041,12 +1041,12 @@ func (c *Config) CheckExchangeConfigValues() error {
 					defaultWebsocketTrafficTimeout)
 				c.Exchanges[i].WebsocketTrafficTimeout = defaultWebsocketTrafficTimeout
 			}
-			if c.Exchanges[i].WebsocketOrderbookBufferLimit <= 0 {
+			if c.Exchanges[i].OrderbookConfig.WebsocketBufferLimit <= 0 {
 				log.Warnf(log.ConfigMgr,
 					"Exchange %s Websocket orderbook buffer limit value not set, defaulting to %v.",
 					c.Exchanges[i].Name,
 					defaultWebsocketOrderbookBufferLimit)
-				c.Exchanges[i].WebsocketOrderbookBufferLimit = defaultWebsocketOrderbookBufferLimit
+				c.Exchanges[i].OrderbookConfig.WebsocketBufferLimit = defaultWebsocketOrderbookBufferLimit
 			}
 			err := c.CheckPairConsistency(c.Exchanges[i].Name)
 			if err != nil {

diff --git a/config/config_test.go b/config/config_test.go
@@ -1459,7 +1459,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
 	// Test websocket and HTTP timeout values
 	cfg.Exchanges[0].WebsocketResponseMaxLimit = 0
 	cfg.Exchanges[0].WebsocketResponseCheckTimeout = 0
-	cfg.Exchanges[0].WebsocketOrderbookBufferLimit = 0
+	cfg.Exchanges[0].OrderbookConfig.WebsocketBufferLimit = 0
 	cfg.Exchanges[0].WebsocketTrafficTimeout = 0
 	cfg.Exchanges[0].HTTPTimeout = 0
 	err = cfg.CheckExchangeConfigValues()
@@ -1471,7 +1471,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
 		t.Errorf("expected exchange %s to have updated WebsocketResponseMaxLimit value",
 			cfg.Exchanges[0].Name)
 	}
-	if cfg.Exchanges[0].WebsocketOrderbookBufferLimit == 0 {
+	if cfg.Exchanges[0].OrderbookConfig.WebsocketBufferLimit == 0 {
 		t.Errorf("expected exchange %s to have updated WebsocketOrderbookBufferLimit value",
 			cfg.Exchanges[0].Name)
 	}

diff --git a/config/config_types.go b/config/config_types.go
@@ -113,24 +113,23 @@ type ConnectionMonitorConfig struct {
 
 // ExchangeConfig holds all the information needed for each enabled Exchange.
 type ExchangeConfig struct {
-	Name                            string                 `json:"name"`
-	Enabled                         bool                   `json:"enabled"`
-	Verbose                         bool                   `json:"verbose"`
-	UseSandbox                      bool                   `json:"useSandbox,omitempty"`
-	HTTPTimeout                     time.Duration          `json:"httpTimeout"`
-	HTTPUserAgent                   string                 `json:"httpUserAgent,omitempty"`
-	HTTPDebugging                   bool                   `json:"httpDebugging,omitempty"`
-	WebsocketResponseCheckTimeout   time.Duration          `json:"websocketResponseCheckTimeout"`
-	WebsocketResponseMaxLimit       time.Duration          `json:"websocketResponseMaxLimit"`
-	WebsocketTrafficTimeout         time.Duration          `json:"websocketTrafficTimeout"`
-	WebsocketOrderbookBufferLimit   int                    `json:"websocketOrderbookBufferLimit"`
-	WebsocketOrderbookBufferEnabled bool                   `json:"websocketOrderbookBufferEnabled"`
-	ProxyAddress                    string                 `json:"proxyAddress,omitempty"`
-	BaseCurrencies                  currency.Currencies    `json:"baseCurrencies"`
-	CurrencyPairs                   *currency.PairsManager `json:"currencyPairs"`
-	API                             APIConfig              `json:"api"`
-	Features                        *FeaturesConfig        `json:"features"`
-	BankAccounts                    []banking.Account      `json:"bankAccounts,omitempty"`
+	Name                          string                 `json:"name"`
+	Enabled                       bool                   `json:"enabled"`
+	Verbose                       bool                   `json:"verbose"`
+	UseSandbox                    bool                   `json:"useSandbox,omitempty"`
+	HTTPTimeout                   time.Duration          `json:"httpTimeout"`
+	HTTPUserAgent                 string                 `json:"httpUserAgent,omitempty"`
+	HTTPDebugging                 bool                   `json:"httpDebugging,omitempty"`
+	WebsocketResponseCheckTimeout time.Duration          `json:"websocketResponseCheckTimeout"`
+	WebsocketResponseMaxLimit     time.Duration          `json:"websocketResponseMaxLimit"`
+	WebsocketTrafficTimeout       time.Duration          `json:"websocketTrafficTimeout"`
+	ProxyAddress                  string                 `json:"proxyAddress,omitempty"`
+	BaseCurrencies                currency.Currencies    `json:"baseCurrencies"`
+	CurrencyPairs                 *currency.PairsManager `json:"currencyPairs"`
+	API                           APIConfig              `json:"api"`
+	Features                      *FeaturesConfig        `json:"features"`
+	BankAccounts                  []banking.Account      `json:"bankAccounts,omitempty"`
+	OrderbookConfig               `json:"orderbook"`
 
 	// Deprecated settings which will be removed in a future update
 	AvailablePairs                   *currency.Pairs      `json:"availablePairs,omitempty"`
@@ -380,3 +379,10 @@ type APIConfig struct {
 	Credentials          APICredentialsConfig           `json:"credentials"`
 	CredentialsValidator *APICredentialsValidatorConfig `json:"credentialsValidator,omitempty"`
 }
+
+// OrderbookConfig stores the orderbook configuration variables
+type OrderbookConfig struct {
+	VerificationBypass     bool `json:"verificationBypass"`
+	WebsocketBufferLimit   int  `json:"websocketBufferLimit"`
+	WebsocketBufferEnabled bool `json:"websocketBufferEnabled"`
+}
diff --git a/docs/ADD_NEW_EXCHANGE.md b/docs/ADD_NEW_EXCHANGE.md
@@ -1095,7 +1095,7 @@ func (f *FTX) Setup(exch *config.ExchangeConfig) error {
 		Features:                         &f.Features.Supports.WebsocketCapabilities, // Defines the capabilities of the websocket outlined in supported features struct. This allows the websocket connection to be flushed appropriately if we have a pair/asset enable/disable change. This is outlined below.
 
 		// Orderbook buffer specific variables for processing orderbook updates via websocket feed. 
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
 		// Other orderbook buffer vars:
 		// BufferEnabled         bool 
 		// SortBuffer            bool 

diff --git a/exchanges/binance/binance_websocket.go b/exchanges/binance/binance_websocket.go
@@ -459,6 +459,7 @@ func (b *Binance) SeedLocalCacheWithBook(p currency.Pair, orderbookNew *OrderBoo
 	newOrderBook.AssetType = asset.Spot
 	newOrderBook.ExchangeName = b.Name
 	newOrderBook.LastUpdateID = orderbookNew.LastUpdateID
+	newOrderBook.VerificationBypass = b.OrderbookVerificationBypass
 
 	return b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 }

diff --git a/exchanges/binance/binance_wrapper.go b/exchanges/binance/binance_wrapper.go
@@ -182,8 +182,8 @@ func (b *Binance) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     b.Unsubscribe,
 		GenerateSubscriptions:            b.GenerateSubscriptions,
 		Features:                         &b.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 		SortBuffer:                       true,
 		SortBufferByUpdateIDs:            true,
 	})
@@ -401,7 +401,12 @@ func (b *Binance) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Binance) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 	orderbookNew, err := b.GetOrderBook(OrderBookDataRequestParams{
 		Symbol: p,
 		Limit:  1000})

diff --git a/exchanges/bitfinex/bitfinex_websocket.go b/exchanges/bitfinex/bitfinex_websocket.go
@@ -968,6 +968,7 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
 	book.NotAggregated = true
 	book.HasChecksumValidation = true
 	book.IsFundingRate = fundingRate
+	book.VerificationBypass = b.OrderbookVerificationBypass
 	return b.Websocket.Orderbook.LoadSnapshot(&book)
 }
 

diff --git a/exchanges/bitfinex/bitfinex_wrapper.go b/exchanges/bitfinex/bitfinex_wrapper.go
@@ -198,8 +198,8 @@ func (b *Bitfinex) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     b.Unsubscribe,
 		GenerateSubscriptions:            b.GenerateDefaultSubscriptions,
 		Features:                         &b.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 		UpdateEntriesByID:                true,
 	})
 	if err != nil {
@@ -387,10 +387,12 @@ func (b *Bitfinex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Bitfinex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
 	o := &orderbook.Base{
-		ExchangeName:  b.Name,
-		Pair:          p,
-		AssetType:     assetType,
-		NotAggregated: true}
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		NotAggregated:      true,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 
 	fPair, err := b.FormatExchangeCurrency(p, assetType)
 	if err != nil {

diff --git a/exchanges/bitflyer/bitflyer_wrapper.go b/exchanges/bitflyer/bitflyer_wrapper.go
@@ -250,7 +250,12 @@ func (b *Bitflyer) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 
 	fPair, err := b.FormatExchangeCurrency(p, assetType)
 	if err != nil {

diff --git a/exchanges/bithumb/bithumb_wrapper.go b/exchanges/bithumb/bithumb_wrapper.go
@@ -242,7 +242,12 @@ func (b *Bithumb) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Bithumb) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 	curr := p.Base.String()
 
 	orderbookNew, err := b.GetOrderBook(curr)

diff --git a/exchanges/bitmex/bitmex_websocket.go b/exchanges/bitmex/bitmex_websocket.go
@@ -512,6 +512,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, p currency.
 		book.AssetType = a
 		book.Pair = p
 		book.ExchangeName = b.Name
+		book.VerificationBypass = b.OrderbookVerificationBypass
 
 		err := b.Websocket.Orderbook.LoadSnapshot(&book)
 		if err != nil {

diff --git a/exchanges/bitmex/bitmex_wrapper.go b/exchanges/bitmex/bitmex_wrapper.go
@@ -154,8 +154,8 @@ func (b *Bitmex) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     b.Unsubscribe,
 		GenerateSubscriptions:            b.GenerateDefaultSubscriptions,
 		Features:                         &b.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 		UpdateEntriesByID:                true,
 	})
 	if err != nil {
@@ -334,9 +334,10 @@ func (b *Bitmex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbo
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
 	book := &orderbook.Base{
-		ExchangeName: b.Name,
-		Pair:         p,
-		AssetType:    assetType,
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
 	}
 
 	if assetType == asset.Index {

diff --git a/exchanges/bitstamp/bitstamp_websocket.go b/exchanges/bitstamp/bitstamp_websocket.go
@@ -239,12 +239,13 @@ func (b *Bitstamp) wsUpdateOrderbook(update websocketOrderBook, p currency.Pair,
 		bids = append(bids, orderbook.Item{Price: target, Amount: amount})
 	}
 	return b.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
-		Bids:         bids,
-		Asks:         asks,
-		Pair:         p,
-		LastUpdated:  time.Unix(update.Timestamp, 0),
-		AssetType:    assetType,
-		ExchangeName: b.Name,
+		Bids:               bids,
+		Asks:               asks,
+		Pair:               p,
+		LastUpdated:        time.Unix(update.Timestamp, 0),
+		AssetType:          assetType,
+		ExchangeName:       b.Name,
+		VerificationBypass: b.OrderbookVerificationBypass,
 	})
 }
 
@@ -276,6 +277,7 @@ func (b *Bitstamp) seedOrderBook() error {
 		newOrderBook.Pair = p[x]
 		newOrderBook.AssetType = asset.Spot
 		newOrderBook.ExchangeName = b.Name
+		newOrderBook.VerificationBypass = b.OrderbookVerificationBypass
 
 		err = b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 		if err != nil {

diff --git a/exchanges/bitstamp/bitstamp_wrapper.go b/exchanges/bitstamp/bitstamp_wrapper.go
@@ -164,8 +164,8 @@ func (b *Bitstamp) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     b.Unsubscribe,
 		GenerateSubscriptions:            b.generateDefaultSubscriptions,
 		Features:                         &b.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 	})
 	if err != nil {
 		return err
@@ -316,7 +316,12 @@ func (b *Bitstamp) FetchOrderbook(p currency.Pair, assetType asset.Item) (*order
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Bitstamp) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 	fPair, err := b.FormatExchangeCurrency(p, assetType)
 	if err != nil {
 		return book, err

diff --git a/exchanges/bittrex/bittrex_wrapper.go b/exchanges/bittrex/bittrex_wrapper.go
@@ -328,7 +328,12 @@ func (b *Bittrex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderb
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *Bittrex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 	fpair, err := b.FormatExchangeCurrency(p, assetType)
 	if err != nil {
 		return book, err

diff --git a/exchanges/btcmarkets/btcmarkets_websocket.go b/exchanges/btcmarkets/btcmarkets_websocket.go
@@ -118,12 +118,13 @@ func (b *BTCMarkets) wsHandleData(respRaw []byte) error {
 		}
 		if ob.Snapshot {
 			err = b.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
-				Pair:         p,
-				Bids:         orderbook.SortBids(bids), // Alignment completely out sort is needed
-				Asks:         asks,
-				LastUpdated:  ob.Timestamp,
-				AssetType:    asset.Spot,
-				ExchangeName: b.Name,
+				Pair:               p,
+				Bids:               orderbook.SortBids(bids), // Alignment completely out sort is needed
+				Asks:               asks,
+				LastUpdated:        ob.Timestamp,
+				AssetType:          asset.Spot,
+				ExchangeName:       b.Name,
+				VerificationBypass: b.OrderbookVerificationBypass,
 			})
 		} else {
 			err = b.Websocket.Orderbook.Update(&buffer.Update{

diff --git a/exchanges/btcmarkets/btcmarkets_wrapper.go b/exchanges/btcmarkets/btcmarkets_wrapper.go
@@ -155,8 +155,8 @@ func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
 		Subscriber:                       b.Subscribe,
 		GenerateSubscriptions:            b.generateDefaultSubscriptions,
 		Features:                         &b.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 		SortBuffer:                       true,
 	})
 	if err != nil {
@@ -352,9 +352,12 @@ func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (*ord
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
 	book := &orderbook.Base{
-		ExchangeName: b.Name,
-		Pair:         p,
-		AssetType:    assetType, NotAggregated: true}
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		NotAggregated:      true,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 
 	fpair, err := b.FormatExchangeCurrency(p, assetType)
 	if err != nil {

diff --git a/exchanges/btse/btse_websocket.go b/exchanges/btse/btse_websocket.go
@@ -282,6 +282,7 @@ func (b *BTSE) wsHandleData(respRaw []byte) error {
 		newOB.AssetType = a
 		newOB.ExchangeName = b.Name
 		orderbook.Reverse(newOB.Asks) // Reverse asks for correct alignment
+		newOB.VerificationBypass = b.OrderbookVerificationBypass
 		err = b.Websocket.Orderbook.LoadSnapshot(&newOB)
 		if err != nil {
 			return err

diff --git a/exchanges/btse/btse_wrapper.go b/exchanges/btse/btse_wrapper.go
@@ -184,8 +184,8 @@ func (b *BTSE) Setup(exch *config.ExchangeConfig) error {
 		UnSubscriber:                     b.Unsubscribe,
 		GenerateSubscriptions:            b.GenerateDefaultSubscriptions,
 		Features:                         &b.Features.Supports.WebsocketCapabilities,
-		OrderbookBufferLimit:             exch.WebsocketOrderbookBufferLimit,
-		BufferEnabled:                    exch.WebsocketOrderbookBufferEnabled,
+		OrderbookBufferLimit:             exch.OrderbookConfig.WebsocketBufferLimit,
+		BufferEnabled:                    exch.OrderbookConfig.WebsocketBufferEnabled,
 	})
 	if err != nil {
 		return err
@@ -319,7 +319,12 @@ func (b *BTSE) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook
 
 // UpdateOrderbook updates and returns the orderbook for a currency pair
 func (b *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
-	book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
+	book := &orderbook.Base{
+		ExchangeName:       b.Name,
+		Pair:               p,
+		AssetType:          assetType,
+		VerificationBypass: b.OrderbookVerificationBypass,
+	}
 	fPair, err := b.FormatExchangeCurrency(p, assetType)
 	if err != nil {
 		return book, err