flywithu/CryptoExchange.Net
1
0
Fork 0
mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-17 03:12:56 +00:00
Code Issues Releases Wiki Activity

Feature/websocket sequencing (#267)

Browse Source 
Added EnforceSequenceNumbers property on SocketApiClient to configure whether websocket message contain sequence numbers and if these should be checked to be sequential
Added fallback to existing websocket connection if no dedicated request connection was found
Added IntBoolConverter base class for arbitrary int value to bool mapping
Added SequenceNumber property to DataEvent object
Added _skipSequenceCheckFirstUpdateAfterSnapshotSet property for SymbolOrderBook implementations
Updated SymbolOrderBook sequenceNumber validation
Updated SymbolOrderBook log verbosities
Renamed SetInitialOrderBook to SetSnapshot in SymbolOrderBook
Renamed updateId references to sequenceNumber in SymbolOrderBook
This commit is contained in:
Jan Korf
2026-01-12 14:26:50 +01:00
committed by GitHub
parent c512bee825
commit 3b2a85d210
7 changed files with 237 additions and 85 deletions
Download Patch File Download Diff File Expand all files Collapse all files
CryptoExchange.Net/Logging/Extensions/SymbolOrderBookLoggingExtensions.cs
+18 -6
View File
@@ -22,7 +22,7 @@ namespace CryptoExchange.Net.Logging.Extensions
private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncing;
private static readonly Action<ILogger, string, string, Exception?> _orderBookResynced;
private static readonly Action<ILogger, string, string, Exception?> _orderBookMessageSkippedBecauseOfResubscribing;
private static readonly Action<ILogger, string, string, long, long, long, Exception?> _orderBookDataSet;
private static readonly Action<ILogger, string, string, long, long, long?, Exception?> _orderBookDataSet;
private static readonly Action<ILogger, string, string, long, long, long, long, Exception?> _orderBookUpdateBuffered;
private static readonly Action<ILogger, string, string, decimal, decimal, Exception?> _orderBookOutOfSyncDetected;
private static readonly Action<ILogger, string, string, Exception?> _orderBookReconnectingSocket;
@@ -30,6 +30,7 @@ namespace CryptoExchange.Net.Logging.Extensions
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookProcessedMessage;
private static readonly Action<ILogger, string, string, long, Exception?> _orderBookProcessedMessageSingle;
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookOutOfSync;
private static readonly Action<ILogger, string, string, long, long, long, Exception?> _orderBookUpdateSkippedStartEnd;
static SymbolOrderBookLoggingExtensions()
{
@@ -74,7 +75,7 @@ namespace CryptoExchange.Net.Logging.Extensions
"{Api} order book {Symbol} Processing {NumberBufferedUpdated} buffered updates");
_orderBookUpdateSkipped = LoggerMessage.Define<string, string, long, long>(
LogLevel.Debug,
LogLevel.Trace,
new EventId(5008, "OrderBookUpdateSkipped"),
"{Api} order book {Symbol} update skipped #{SequenceNumber}, currently at #{LastSequenceNumber}");
@@ -93,10 +94,10 @@ namespace CryptoExchange.Net.Logging.Extensions
new EventId(5011, "OrderBookMessageSkippedResubscribing"),
"{Api} order book {Symbol} Skipping message because of resubscribing");
_orderBookDataSet = LoggerMessage.Define<string, string, long, long, long>(
LogLevel.Debug,
_orderBookDataSet = LoggerMessage.Define<string, string, long, long, long?>(
LogLevel.Trace,
new EventId(5012, "OrderBookDataSet"),
"{Api} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}");
"{Api} order book {Symbol} snapshot set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}");
_orderBookUpdateBuffered = LoggerMessage.Define<string, string, long, long, long, long>(
LogLevel.Trace,
@@ -142,6 +143,12 @@ namespace CryptoExchange.Net.Logging.Extensions
LogLevel.Trace,
new EventId(5021, "OrderBookProcessedMessage"),
"{Api} order book {Symbol} update processed #{UpdateId}");
_orderBookUpdateSkippedStartEnd = LoggerMessage.Define<string, string, long, long, long>(
LogLevel.Trace,
new EventId(5022, "OrderBookUpdateSkippedStartEnd"),
"{Api} order book {Symbol} update skipped #{SequenceStart}-#{SequenceEnd}, currently at #{LastSequenceNumber}");
}
public static void OrderBookStatusChanged(this ILogger logger, string api, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
@@ -200,7 +207,7 @@ namespace CryptoExchange.Net.Logging.Extensions
{
_orderBookMessageSkippedBecauseOfResubscribing(logger, api, symbol, null);
}
public static void OrderBookDataSet(this ILogger logger, string api, string symbol, long bidCount, long askCount, long endUpdateId)
public static void OrderBookDataSet(this ILogger logger, string api, string symbol, long bidCount, long askCount, long? endUpdateId)
{
_orderBookDataSet(logger, api, symbol, bidCount, askCount, endUpdateId, null);
}
@@ -243,5 +250,10 @@ namespace CryptoExchange.Net.Logging.Extensions
{
_orderBookOutOfSyncChecksum(logger, api, symbol, null);
}
public static void OrderBookUpdateSkipped(this ILogger logger, string api, string symbol, long sequenceStart, long sequenceEnd, long lastSequenceNumber)
{
_orderBookUpdateSkippedStartEnd(logger, api, symbol, sequenceStart, sequenceEnd, lastSequenceNumber, null);
}
}
}