diff --git a/CryptoExchange.Net/CryptoExchange.Net.xml b/CryptoExchange.Net/CryptoExchange.Net.xml
index fd9367b..63ed486 100644
--- a/CryptoExchange.Net/CryptoExchange.Net.xml
+++ b/CryptoExchange.Net/CryptoExchange.Net.xml
@@ -1553,6 +1553,16 @@
Event when the state changes
+
+
+ Event when orderbook was updated. Be careful! It can generate a lot of events at high-liquidity markets
+
+
+
+
+ Should be useful for low-liquidity order-books to monitor market activity
+
+
The number of asks in the book
diff --git a/CryptoExchange.Net/Objects/Options.cs b/CryptoExchange.Net/Objects/Options.cs
index 156364f..22c3729 100644
--- a/CryptoExchange.Net/Objects/Options.cs
+++ b/CryptoExchange.Net/Objects/Options.cs
@@ -27,11 +27,7 @@ namespace CryptoExchange.Net.Objects
/// Base for order book options
///
public class OrderBookOptions : BaseOptions
- {
- ///
- /// Update event raising timeout in milliseconds (to limit it at high-liquidity order books)
- ///
- public int UpdateEventTimeout { get; }
+ {
///
/// The name of the order book implementation
///
@@ -46,10 +42,8 @@ namespace CryptoExchange.Net.Objects
///
/// The name of the order book implementation
/// Whether each update should have a consecutive id number. Used to identify and reconnect when numbers are skipped.
- /// Update event raising timeout in milliseconds (to limit it at high-liquidity order books)
- public OrderBookOptions(string name, bool sequencesAreConsecutive, int? updateInterval)
- {
- UpdateEventTimeout = updateInterval ?? 1000;
+ public OrderBookOptions(string name, bool sequencesAreConsecutive)
+ {
OrderBookName = name;
SequenceNumbersAreConsecutive = sequencesAreConsecutive;
}
diff --git a/CryptoExchange.Net/OrderBook/SymbolOrderBook.cs b/CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
index 2e5f2dc..d942ed9 100644
--- a/CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
+++ b/CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
@@ -72,16 +72,14 @@ namespace CryptoExchange.Net.OrderBook
///
public event Action OnStatusChange;
///
- /// Event when orderbook was updated, but not more often then timeout setted in orderbook options (1000ms by default). Be careful! with small timeout it can generate a lot of events at high-liquidity order books
+ /// Event when orderbook was updated. Be careful! It can generate a lot of events at high-liquidity markets
///
public event Action OnOrderBookUpdate;
///
/// Should be useful for low-liquidity order-books to monitor market activity
///
public DateTime LastOrderBookUpdate;
- private DateTime LastOrderBookUpdateEventTrigger;
- private readonly int updateEventInterval;
///
/// The number of asks in the book
///
@@ -149,7 +147,6 @@ namespace CryptoExchange.Net.OrderBook
id = options.OrderBookName;
processBuffer = new List();
sequencesAreConsecutive = options.SequenceNumbersAreConsecutive;
- updateEventInterval = options.UpdateEventTimeout;
Symbol = symbol;
Status = OrderBookStatus.Disconnected;
@@ -272,11 +269,7 @@ namespace CryptoExchange.Net.OrderBook
CheckProcessBuffer();
bookSet = true;
LastOrderBookUpdate = DateTime.UtcNow;
- if ((LastOrderBookUpdate - LastOrderBookUpdateEventTrigger).TotalMilliseconds >= updateEventInterval)
- {
- OnOrderBookUpdate?.Invoke();
- LastOrderBookUpdateEventTrigger = DateTime.UtcNow;
- }
+ OnOrderBookUpdate?.Invoke();
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks");
}
}
@@ -318,11 +311,7 @@ namespace CryptoExchange.Net.OrderBook
LastSequenceNumber = lastSequenceNumber;
CheckProcessBuffer();
LastOrderBookUpdate = DateTime.UtcNow;
- if ((LastOrderBookUpdate - LastOrderBookUpdateEventTrigger).TotalMilliseconds >= updateEventInterval)
- {
- OnOrderBookUpdate?.Invoke();
- LastOrderBookUpdateEventTrigger = DateTime.UtcNow;
- }
+ OnOrderBookUpdate?.Invoke();
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} update: {entries.Count} entries processed");
}
}