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JKorf 2026-01-11 20:17:26 +01:00
parent d7ca1b69de
commit 4accb0daab
2 changed files with 13 additions and 2 deletions
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2
CryptoExchange.Net/Interfaces/ISymbolOrderBook.cs
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@ -10,6 +10,8 @@ namespace CryptoExchange.Net.Interfaces
/// </summary>
public interface ISymbolOrderBook
{
Task ReconnectAsync();
/// <summary>
/// The exchange the book is for
/// </summary>

13
CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
View File

@ -39,6 +39,7 @@ namespace CryptoExchange.Net.OrderBook
private readonly AsyncResetEvent _queueEvent;
private readonly ConcurrentQueue<object> _processQueue;
private bool _validateChecksum;
private bool _firstUpdateAfterSnapshotDone;
private class EmptySymbolOrderBookEntry : ISymbolOrderBookEntry
{
@ -85,8 +86,10 @@ namespace CryptoExchange.Net.OrderBook
/// </summary>
protected bool _sequencesAreConsecutive;
/// <summary>
/// Whether the first update message after a snapshot may have overlapping sequence numbers instead of the snapshot sequence number + 1
/// </summary>
protected bool _skipSequenceCheckFirstUpdateAfterSnapshotSet;
private bool _firstUpdateAfterSnapshotDone;
/// <summary>
/// Whether levels should be strictly enforced. For example, when an order book has 25 levels and a new update comes in which pushes
@ -325,6 +328,11 @@ namespace CryptoExchange.Net.OrderBook
await ResyncAsync().ConfigureAwait(false);
}
public async Task ReconnectAsync()
{
_subscription.ReconnectAsync();
}
/// <inheritdoc/>
public async Task StopAsync()
{
@ -989,7 +997,7 @@ namespace CryptoExchange.Net.OrderBook
if (_sequencesAreConsecutive && startSequenceNumber != LastSequenceNumber + 1)
{
if (_firstUpdateAfterSnapshotDone || !_skipSequenceCheckFirstUpdateAfterSnapshotSet)
// Buffered update is not the next sequence number when it was expected
// Buffered update is not the next sequence number when it was expected to be
return SequenceNumberResult.OutOfSync;
}
@ -1000,6 +1008,7 @@ namespace CryptoExchange.Net.OrderBook
private SequenceNumberResult ValidateLiveSequenceNumber(long sequenceNumber)
{
if (sequenceNumber < LastSequenceNumber)
// Update is somehow from before the current state
return SequenceNumberResult.OutOfSync;
if (_sequencesAreConsecutive