orderbook: Refactor package structure for simplicity and efficiency

[shazbert]

PR Description

Update orderbook package. This is an initial update before I implement options books complimentary to #1082.

• Renames orderbook.Item to orderbook.Tranche for improved clarity.
• Renames orderbook.Items to orderbook.Tranches.
• Removes the linked list implementation and associated handling due to complexity and overhead.
• Renames linked_list.go to Tranches.go and removes linked list-specific manipulation functions.
• Eliminates node.go and associated tests as they are no longer necessary.
• Removes the byOBPrice type, as it can be inlined in functions using sort.Slice.
• Eliminates the unsafe package due to redundancy and potential risks associated with its usage.

Initial benchmarks on my machine suggest a slight performance boost (when deleting it has performance hit 😭, but everything else is pretty schnappy) resulting from the changes introduced in this pull request.

Type of change

Please delete options that are not relevant and add an x in [] as item is complete.

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

How has this been tested

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration and
also consider improving test coverage whilst working on a certain feature or package.

• go test ./... -race
• golangci-lint run
• Test X

Checklist

• My code follows the style guidelines of this project
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation and regenerated documentation via the documentation tool
• My changes generate no new warnings
• I have added tests that prove my fix is effective or that my feature works
• New and existing unit tests pass locally and on Github Actions with my changes
• Any dependent changes have been merged and published in downstream modules

[codecov]

Codecov Report

Attention: Patch coverage is 88.82603% with 79 lines in your changes are missing coverage. Please review.

Project coverage is 37.77%. Comparing base (b2d7bee) to head (d2c76cf).

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1465      +/-   ##
==========================================
+ Coverage   36.00%   37.77%   +1.76%     
==========================================
  Files         412      409       -3     
  Lines      177779   147712   -30067     
==========================================
- Hits        64017    55794    -8223     
+ Misses     105902    84052   -21850     
- Partials     7860     7866       +6     

Files	Coverage Δ
exchanges/binance/binance_websocket.go	60.34% <100.00%> (+2.40%)	⬆️
exchanges/binance/binance_wrapper.go	41.27% <100.00%> (+2.74%)	⬆️
exchanges/binanceus/binanceus_websocket.go	47.26% <100.00%> (+3.31%)	⬆️
exchanges/binanceus/binanceus_wrapper.go	44.89% <100.00%> (+3.99%)	⬆️
exchanges/bitfinex/bitfinex_websocket.go	36.30% <100.00%> (+3.57%)	⬆️
exchanges/bitmex/bitmex_websocket.go	24.41% <100.00%> (+2.05%)	⬆️
exchanges/btcmarkets/btcmarkets_websocket.go	43.38% <100.00%> (+3.75%)	⬆️
exchanges/btcmarkets/btcmarkets_wrapper.go	35.87% <100.00%> (+3.24%)	⬆️
exchanges/btse/btse_websocket.go	38.92% <100.00%> (+2.45%)	⬆️
exchanges/btse/btse_wrapper.go	48.29% <100.00%> (+3.74%)	⬆️
... and 47 more

... and 331 files with indirect coverage changes

[gloriousCode]

I appreciate the simplification, even though many functions appear to remain very similar 🎉
I'll definitely be doing more rounds of testing for this important code. I've mostly just questioned benchmarking for now :D

[gloriousCode]

Please Make This A Lower Case File, Thanks! Unless There is A New Thing?

[gloriousCode]

After making the master branch benchmarks equivalent to your updates, the main downside I'm seeing is sorting performance, which isn't used very much thankfully.

Overall, I find the simplification of manipulating a slice over having a linked list to be an improvement, even if some of the benchmarks for me aren't drastic. I have found no problems with orderbook checksum calculation or anything during testing.

benchmark	master time	this branch time	master bytes	this branch bytes	master allocs	this branch allocs
BenchmarkUpdateByID-10	18.34 ns/op	18.92 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkLoad-10	72.87 ns/op	23.01 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkUpdateInsertByPrice_Amend-10	37.13 ns/op	5.698 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkUpdateInsertByPrice_Insert_Delete-10	58.17 ns/op	53.03 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkRetrieve-10	111.2 ns/op	106.3 ns/op	480 B/op	480 B/op	1 allocs/op	1 allocs/op
BenchmarkUpdateInsertByID_bids-10	49.06 ns/op	51.26 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkDeleteByID-10	207.6 ns/op	151.2 ns/op	0 B/op	480 B/op	0 allocs/op	1 allocs/op
BenchmarkUpdateInsertByID_asks-10	38.11 ns/op	38.66 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkReverse-10	2845 ns/op	2826 ns/op	0 B/op	0 B/op	0 allocs/op	0 allocs/op
BenchmarkSortAsksDecending-10	4081 ns/op	4269 ns/op	24 B/op	152 B/op	1 allocs/op	3 allocs/op
BenchmarkSortBidsAscending-10	4707 ns/op	4181 ns/op	41 B/op	152 B/op	2 allocs/op	3 allocs/op
BenchmarkSortAsksStandard-10	68287 ns/op	95506 ns/op	39 B/op	172 B/op	1 allocs/op	3 allocs/op
BenchmarkSortBidsStandard-10	86231 ns/op	94179 ns/op	58 B/op	172 B/op	2 allocs/op	3 allocs/op
BenchmarkSortAsksAscending-10	4137 ns/op	4302 ns/op	24 B/op	152 B/op	1 allocs/op	3 allocs/op
BenchmarkSortBidsDescending-10	4710 ns/op	4237 ns/op	41 B/op	152 B/op	2 allocs/op	3 allocs/op

[gloriousCode]

tACK! Thanks Shazbert

[thrasher-]

tACK, running OKX/Kraken and Bitfinex websocket stream, no checksum issues. Tests happy. Benchmarks for sec/op of old vs new on my system at the cost of slightly more allocs. Nice stuff!

goos: windows
goarch: amd64
pkg: github.com/thrasher-corp/gocryptotrader/exchanges/orderbook
cpu: AMD Ryzen Threadripper 3970X 32-Core Processor
                                     │    old.txt    │               new.txt               │
                                     │    sec/op     │   sec/op     vs base                │
Load-64                                 62.00n ±  0%   16.23n ± 1%  -73.81% (p=0.000 n=10)
Reverse-64                              2.945µ ±  2%   2.960µ ± 2%        ~ (p=1.000 n=10)
SortAsksAscending-64                   21.724µ ±  4%   3.792µ ± 1%  -82.55% (p=0.000 n=10)
SortAsksDecending-64                   21.655µ ± 19%   3.770µ ± 1%  -82.59% (p=0.000 n=10)
SortAsksStandard-64                     117.8µ ±  2%   110.2µ ± 1%   -6.47% (p=0.000 n=10)
SortBidsAscending-64                   23.376µ ± 10%   3.789µ ± 1%  -83.79% (p=0.000 n=10)
SortBidsDescending-64                  23.498µ ±  4%   3.765µ ± 0%  -83.98% (p=0.000 n=10)
SortBidsStandard-64                     132.5µ ±  1%   107.6µ ± 1%  -18.82% (p=0.000 n=10)
UpdateByID-64                           30.54n ±  0%   24.00n ± 1%  -21.44% (p=0.000 n=10)
UpdateInsertByPrice_Amend-64           10.065n ±  1%   6.857n ± 1%  -31.87% (p=0.000 n=10)
UpdateInsertByPrice_Insert_Delete-64    30.32n ±  3%   46.98n ± 1%  +54.96% (p=0.000 n=10)
geomean                                 2.232µ         990.2n       -55.64%

                                   │   old.txt    │               new.txt                │
                                     │  allocs/op   │ allocs/op   vs base                  │
Load-64                                0.000 ± 0%     0.000 ± 0%        ~ (p=1.000 n=10) ¹
Reverse-64                             0.000 ± 0%     0.000 ± 0%        ~ (p=1.000 n=10) ¹
SortAsksAscending-64                   2.000 ± 0%     3.000 ± 0%  +50.00% (p=0.000 n=10)
SortAsksDecending-64                   2.000 ± 0%     3.000 ± 0%  +50.00% (p=0.000 n=10)
SortAsksStandard-64                    2.000 ± 0%     3.000 ± 0%  +50.00% (p=0.000 n=10)
SortBidsAscending-64                   3.000 ± 0%     3.000 ± 0%        ~ (p=1.000 n=10) ¹
SortBidsDescending-64                  3.000 ± 0%     3.000 ± 0%        ~ (p=1.000 n=10) ¹
SortBidsStandard-64                    3.000 ± 0%     3.000 ± 0%        ~ (p=1.000 n=10) ¹
UpdateByID-64                          0.000 ± 0%     0.000 ± 0%        ~ (p=1.000 n=10) ¹
UpdateInsertByPrice_Amend-64           0.000 ± 0%     0.000 ± 0%        ~ (p=1.000 n=10) ¹
UpdateInsertByPrice_Insert_Delete-64   0.000 ± 0%     0.000 ± 0%        ~ (p=1.000 n=10) ¹
geomean                                           ²               +11.69%                ²