introduce a default empty ISymbolOrderBookEntry that is returned buy BestBid or BestAsk if called when the bid or ask lists are empty. This resolves a null reference exception seen during syncronization (specifically when connecting to Kraken). I have also introduced BestOffers which returns both bid and ask in the scope of one lock allowing the caller to be sure that nothing has changed between BestBid and BestAsk request.

2026-08-11 16:32:57 +00:00 · 2020-01-30 16:55:47 +00:00
parent 99d514c647
commit 08d7022815
3 changed files with 249 additions and 11 deletions
@@ -0,0 +1,72 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Logging;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.OrderBook;
+using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.UnitTests.TestImplementations;
+using Newtonsoft.Json.Linq;
+using NUnit.Framework;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture]
+    public class SymbolOrderBookTests
+    {
+        private static OrderBookOptions defaultOrderBookOptions = new OrderBookOptions("Test", true);
+
+        private class TestableSymbolOrderBook : SymbolOrderBook
+        {
+            public TestableSymbolOrderBook() : base("BTC/USD", defaultOrderBookOptions)
+            {
+            }
+
+            public override void Dispose()
+            {
+                throw new NotImplementedException();
+            }
+
+            protected override Task<CallResult<bool>> DoResync()
+            {
+                throw new NotImplementedException();
+            }
+
+            protected override Task<CallResult<UpdateSubscription>> DoStart()
+            {
+                throw new NotImplementedException();
+            }
+        }
+
+        [TestCase]
+        public void GivenEmptyBidList_WhenBestBid_ThenEmptySymbolOrderBookEntry()
+        {
+            var symbolOrderBook = new TestableSymbolOrderBook();
+            Assert.IsNotNull(symbolOrderBook.BestBid);
+            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+        }
+
+        [TestCase]
+        public void GivenEmptyAskList_WhenBestAsk_ThenEmptySymbolOrderBookEntry()
+        {
+            var symbolOrderBook = new TestableSymbolOrderBook();
+            Assert.IsNotNull(symbolOrderBook.BestBid);
+            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+        }
+
+        [TestCase]
+        public void GivenEmptyBidAndAskList_WhenBestOffers_ThenEmptySymbolOrderBookEntries()
+        {
+            var symbolOrderBook = new TestableSymbolOrderBook();
+            Assert.IsNotNull(symbolOrderBook.BestOffers);
+            Assert.IsNotNull(symbolOrderBook.BestOffers.Item1);
+            Assert.IsNotNull(symbolOrderBook.BestOffers.Item2);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Item1.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Item1.Quantity);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Item2.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Item2.Quantity);
+        }
+    }
+}