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Empty snapshot allowed #136

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8 changes: 3 additions & 5 deletions v2/types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -1293,21 +1293,19 @@ type BookUpdate struct {
}

type BookUpdateSnapshot struct {
Snapshot []*BookUpdate
Symbol string // book symbol
Snapshot []*BookUpdate // book levels
}

func NewBookUpdateSnapshotFromRaw(symbol, precision string, raw [][]float64) (*BookUpdateSnapshot, error) {
if len(raw) <= 0 {
return nil, fmt.Errorf("data slice too short for book snapshot: %#v", raw)
}
snap := make([]*BookUpdate, 0)
for _, f := range raw {
b, err := NewBookUpdateFromRaw(symbol, precision, ToInterface(f))
if err == nil {
snap = append(snap, b)
}
}
return &BookUpdateSnapshot{Snapshot: snap}, nil
return &BookUpdateSnapshot{Symbol: symbol, Snapshot: snap}, nil
}

func IsRawBook(precision string) bool {
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