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Code Issues Releases Wiki Activity

removed event triggering timeout

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msg_kurt
2019-09-04 17:23:30 +03:00
parent 43c17bae64
commit 6a3df9f7e7
3 changed files with 16 additions and 23 deletions
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CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
+3 -14
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@@ -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");
}
}