From 6a3df9f7e79327113a2b3a48203443e6a3e9fcdd Mon Sep 17 00:00:00 2001
From: msg_kurt <artemkuryanov@gmail.com>
Date: Wed, 4 Sep 2019 17:23:30 +0300
Subject: [PATCH] removed event triggering timeout

---
 CryptoExchange.Net/CryptoExchange.Net.xml       | 10 ++++++++++
 CryptoExchange.Net/Objects/Options.cs           | 12 +++---------
 CryptoExchange.Net/OrderBook/SymbolOrderBook.cs | 17 +++--------------
 3 files changed, 16 insertions(+), 23 deletions(-)

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
             </summary>
         </member>
+        <member name="E:CryptoExchange.Net.OrderBook.SymbolOrderBook.OnOrderBookUpdate">
+            <summary>
+            Event when orderbook was updated. Be careful! It can generate a lot of events at high-liquidity markets
+            </summary>    
+        </member>
+        <member name="F:CryptoExchange.Net.OrderBook.SymbolOrderBook.LastOrderBookUpdate">
+            <summary>
+            Should be useful for low-liquidity order-books to monitor market activity
+            </summary>
+        </member>
         <member name="P:CryptoExchange.Net.OrderBook.SymbolOrderBook.AskCount">
             <summary>
             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
     /// </summary>
     public class OrderBookOptions : BaseOptions
-    {
-        /// <summary>
-        /// Update event raising timeout in milliseconds (to limit it at high-liquidity order books)
-        /// </summary>
-        public int UpdateEventTimeout { get; }
+    {  
         /// <summary>
         /// The name of the order book implementation
         /// </summary>
@@ -46,10 +42,8 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         /// <param name="name">The name of the order book implementation</param>
         /// <param name="sequencesAreConsecutive">Whether each update should have a consecutive id number. Used to identify and reconnect when numbers are skipped.</param>
-        /// <param name="updateInterval">Update event raising timeout in milliseconds (to limit it at high-liquidity order books)</param>
-        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
         /// </summary>
         public event Action<OrderBookStatus, OrderBookStatus> OnStatusChange;
         /// <summary>
-        /// 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
         /// </summary>    
         public event Action OnOrderBookUpdate;
         /// <summary>
         /// Should be useful for low-liquidity order-books to monitor market activity
         /// </summary>
         public DateTime LastOrderBookUpdate;
-        private DateTime LastOrderBookUpdateEventTrigger;
 
-        private readonly int updateEventInterval;
         /// <summary>
         /// The number of asks in the book
         /// </summary>
@@ -149,7 +147,6 @@ namespace CryptoExchange.Net.OrderBook
             id = options.OrderBookName;
             processBuffer = new List<ProcessBufferEntry>();
             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");
                 }
             }