Orderbook checksum is incorrect with prices smaller than 0.000001

[ighunter]

Issue type

• bug
• missing functionality
• performance
• feature request

Brief description

When an orderbook containing prices smaller than 0.000001, i.e. those which are stringified in e-notation, is passed to Orderbook.checksumArr(), it takes pains to ensure that those are stringified without e-notation. The resulting checksum value doesn't match the checksum from the Bitfinex websocket 'book' stream. In my own rather naive implementation I just let Node.js stringify those numbers in e-notation and the checksum does match.

I only tested Orderbook.checksumArr(), not Orderbook.checksum(), but the latter looks it probably behaves in the same way.

Steps to reproduce

const rawArr = [
    [5.6e-7, 1, 60712.4250231],
    [5.5e-7, 8, 1047414.30449527],
    [5.4e-7, 3, 26992.30308495],
    [5.3e-7, 1, 1597.7],
    [5.1e-7, 1, 300],
    [5e-7, 1, 4000],
    [4.9e-7, 1, 1000],
    [4.3e-7, 1, 2000],
    [4.2e-7, 1, 2000],
    [4.1e-7, 1, 2000],
    [4e-7, 3, 4452.125],
    [3.9e-7, 1, 2000],
    [3.8e-7, 1, 2000],
    [3.4e-7, 32, 10290.67],
    [3.3e-7, 2, 734.82],
    [3e-7, 1, 800],
    [2.9e-7, 1, 867],
    [2.8e-7, 1, 300],
    [2.7e-7, 1, 400.6],
    [2.6e-7, 1, 257],
    [2.5e-7, 2, 3600],
    [2.4e-7, 1, 108.5],
    [2.3e-7, 1, 8050],
    [2.1e-7, 1, 308],
    [2e-7, 1, 100],
    [5.7e-7, 6, -1106130.75562937],
    [5.8e-7, 1, -383.98454496],
    [5.9e-7, 1, -2501.6405316],
    [6.1e-7, 2, -416.6],
    [8.2e-7, 1, -2000],
    [8.9e-7, 1, -100],
    [9.2e-7, 1, -22222],
    [9.3e-7, 1, -500],
    [9.9e-7, 1, -500],
    [0.000001, 1, -250.37],
    [0.00000108, 1, -500],
    [0.0000011, 1, -129.576636],
    [0.00000111, 1, -29412.414691],
    [0.00000118, 1, -500],
    [0.00000119, 1, -100],
    [0.0000012, 1, -4000],
    [0.00000141, 1, -332.93],
    [0.00000165, 1, -152.76229702],
    [0.00000171, 1, -265.88],
    [0.00000175, 1, -653],
    [0.00000176, 1, -2.19],
    [0.0000018, 1, -4000],
    [0.000002, 1, -2722.65],
    [0.0000022, 1, -500],
    [0.0000024, 1, -4000]
];

console.log(bfx.OrderBook.checksumArr(rawArr));

Expected: -776929505
Result: 758960098

Subscribing to a market such as tVSYBTC where the prices are very small should give you your own real-world examples if you doubt.

Additional Notes:

• Node v14.16.0
• wss://api-pub.bitfinex.com/ws/2
• Checksums enabled with ws.send(JSON.stringify({event: 'conf', flags: 131072}));