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Code Issues Releases Wiki Activity

Order book logging

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This commit is contained in:
JKorf
2024-03-22 17:02:21 +01:00
parent 8ddd9ecf22
commit af3303c7b8
3 changed files with 105 additions and 94 deletions
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CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
+36 -25
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@@ -12,6 +12,7 @@ using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.Objects.Sockets;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Logging.Abstractions;
namespace CryptoExchange.Net.OrderBook
{
@@ -89,7 +90,10 @@ namespace CryptoExchange.Net.OrderBook
protected int? Levels { get; set; } = null;
/// <inheritdoc/>
public string Id { get; }
public string Exchange { get; }
/// <inheritdoc/>
public string Api { get; }
/// <inheritdoc/>
public OrderBookStatus Status
@@ -102,7 +106,7 @@ namespace CryptoExchange.Net.OrderBook
var old = _status;
_status = value;
_logger.OrderBookStatusChanged(Id, Symbol, old, value);
_logger.OrderBookStatusChanged(Api, Symbol, old, value);
OnStatusChange?.Invoke(old, _status);
}
}
@@ -193,14 +197,17 @@ namespace CryptoExchange.Net.OrderBook
/// ctor
/// </summary>
/// <param name="logger">Logger to use. If not provided will create a TraceLogger</param>
/// <param name="id">The id of the order book. Should be set to {Exchange}[{type}], for example: Kucoin[Spot]</param>
/// <param name="exchange">The exchange of the order book</param>
/// <param name="api">The API the book is for, for example Spot</param>
/// <param name="symbol">The symbol the order book is for</param>
protected SymbolOrderBook(ILogger? logger, string id, string symbol)
protected SymbolOrderBook(ILoggerFactory? logger, string exchange, string api, string symbol)
{
if (symbol == null)
throw new ArgumentNullException(nameof(symbol));
Id = id;
Exchange = exchange;
Api = api;
_processBuffer = new List<ProcessBufferRangeSequenceEntry>();
_processQueue = new ConcurrentQueue<object>();
_queueEvent = new AsyncResetEvent(false, true);
@@ -211,7 +218,7 @@ namespace CryptoExchange.Net.OrderBook
_asks = new SortedList<decimal, ISymbolOrderBookEntry>();
_bids = new SortedList<decimal, ISymbolOrderBookEntry>(new DescComparer<decimal>());
_logger = logger ?? new TraceLogger();
_logger = logger?.CreateLogger(Exchange) ?? NullLoggerFactory.Instance.CreateLogger(Exchange);
}
/// <summary>
@@ -233,7 +240,7 @@ namespace CryptoExchange.Net.OrderBook
if (Status != OrderBookStatus.Disconnected)
throw new InvalidOperationException($"Can't start book unless state is {OrderBookStatus.Disconnected}. Current state: {Status}");
_logger.OrderBookStarting(Id, Symbol);
_logger.OrderBookStarting(Api, Symbol);
_cts = new CancellationTokenSource();
ct?.Register(async () =>
{
@@ -258,7 +265,7 @@ namespace CryptoExchange.Net.OrderBook
if (_cts.IsCancellationRequested)
{
_logger.OrderBookStoppedStarting(Id, Symbol);
_logger.OrderBookStoppedStarting(Api, Symbol);
await startResult.Data.CloseAsync().ConfigureAwait(false);
Status = OrderBookStatus.Disconnected;
return new CallResult<bool>(new CancellationRequestedError());
@@ -273,8 +280,9 @@ namespace CryptoExchange.Net.OrderBook
return new CallResult<bool>(true);
}
private void HandleConnectionLost() {
_logger.OrderBookConnectionLost(Id, Symbol);
private void HandleConnectionLost()
{
_logger.OrderBookConnectionLost(Api, Symbol);
if (Status != OrderBookStatus.Disposed) {
Status = OrderBookStatus.Reconnecting;
Reset();
@@ -282,7 +290,7 @@ namespace CryptoExchange.Net.OrderBook
}
private void HandleConnectionClosed() {
_logger.OrderBookDisconnected(Id, Symbol);
_logger.OrderBookDisconnected(Api, Symbol);
Status = OrderBookStatus.Disconnected;
_ = StopAsync();
}
@@ -294,7 +302,7 @@ namespace CryptoExchange.Net.OrderBook
/// <inheritdoc/>
public async Task StopAsync()
{
_logger.OrderBookStopping(Id, Symbol);
_logger.OrderBookStopping(Api, Symbol);
Status = OrderBookStatus.Disconnected;
_cts?.Cancel();
_queueEvent.Set();
@@ -307,7 +315,8 @@ namespace CryptoExchange.Net.OrderBook
_subscription.ConnectionClosed -= HandleConnectionClosed;
_subscription.ConnectionRestored -= HandleConnectionRestored;
}
_logger.OrderBookStopped(Id, Symbol);
_logger.OrderBookStopped(Api, Symbol);
}
/// <inheritdoc/>
@@ -465,7 +474,7 @@ namespace CryptoExchange.Net.OrderBook
{
var pbList = _processBuffer.ToList();
if (pbList.Count > 0)
_logger.OrderBookProcessingBufferedUpdates(Id, pbList.Count);
_logger.OrderBookProcessingBufferedUpdates(Api, Symbol, pbList.Count);
foreach (var bufferEntry in pbList)
{
@@ -484,14 +493,14 @@ namespace CryptoExchange.Net.OrderBook
{
if (sequence <= LastSequenceNumber)
{
_logger.OrderBookSkippedMessage(Id, Symbol, sequence, LastSequenceNumber);
_logger.OrderBookSkippedMessage(Api, Symbol, sequence, LastSequenceNumber);
return false;
}
if (_sequencesAreConsecutive && sequence > LastSequenceNumber + 1)
{
// Out of sync
_logger.OrderBookOutOfSync(Id, Symbol, LastSequenceNumber + 1, sequence);
_logger.OrderBookOutOfSync(Api, Symbol, LastSequenceNumber + 1, sequence);
_stopProcessing = true;
Resubscribe();
return false;
@@ -645,7 +654,7 @@ namespace CryptoExchange.Net.OrderBook
success = resyncResult;
}
_logger.OrderBookResynced(Id, Symbol);
_logger.OrderBookResynced(Api, Symbol);
Status = OrderBookStatus.Synced;
}
@@ -662,7 +671,7 @@ namespace CryptoExchange.Net.OrderBook
if (_stopProcessing)
{
_logger.OrderBookMessageSkippedResubscribing(Id);
_logger.OrderBookMessageSkippedResubscribing(Api, Symbol);
continue;
}
@@ -694,7 +703,7 @@ namespace CryptoExchange.Net.OrderBook
BidCount = _bids.Count;
UpdateTime = DateTime.UtcNow;
_logger.OrderBookDataSet(Id, Symbol, BidCount, AskCount, item.EndUpdateId);
_logger.OrderBookDataSet(Api, Symbol, BidCount, AskCount, item.EndUpdateId);
CheckProcessBuffer();
OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
OnBestOffersChanged?.Invoke((BestBid, BestAsk));
@@ -714,7 +723,8 @@ namespace CryptoExchange.Net.OrderBook
FirstUpdateId = item.StartUpdateId,
LastUpdateId = item.EndUpdateId,
});
_logger.OrderBookUpdateBuffered(Id, Symbol, item.StartUpdateId, item.EndUpdateId, item.Asks.Count(), item.Bids.Count());
_logger.OrderBookUpdateBuffered(Api, Symbol, item.StartUpdateId, item.EndUpdateId, item.Asks.Count(), item.Bids.Count());
}
else
{
@@ -727,7 +737,7 @@ namespace CryptoExchange.Net.OrderBook
if (_asks.First().Key < _bids.First().Key)
{
_logger.OrderBookOutOfSyncDetected(Id, Symbol, _asks.First().Key, _bids.First().Key);
_logger.OrderBookOutOfSyncDetected(Api, Symbol, _asks.First().Key, _bids.First().Key);
_stopProcessing = true;
Resubscribe();
return;
@@ -761,7 +771,7 @@ namespace CryptoExchange.Net.OrderBook
if (!checksumResult)
{
_logger.OrderBookOutOfSyncChecksum(Id, Symbol);
_logger.OrderBookOutOfSyncChecksum(Api, Symbol);
_stopProcessing = true;
Resubscribe();
}
@@ -785,7 +795,7 @@ namespace CryptoExchange.Net.OrderBook
if (!await _subscription!.ResubscribeAsync().ConfigureAwait(false))
{
// Resubscribing failed, reconnect the socket
_logger.OrderBookResyncFailed(Id, Symbol);
_logger.OrderBookResyncFailed(Api, Symbol);
Status = OrderBookStatus.Reconnecting;
_ = _subscription!.ReconnectAsync();
}
@@ -800,7 +810,7 @@ namespace CryptoExchange.Net.OrderBook
{
if (lastUpdateId <= LastSequenceNumber)
{
_logger.OrderBookUpdateSkipped(Id, Symbol, firstUpdateId, lastUpdateId);
_logger.OrderBookUpdateSkipped(Api, Symbol, firstUpdateId, lastUpdateId);
return;
}
@@ -826,7 +836,8 @@ namespace CryptoExchange.Net.OrderBook
}
LastSequenceNumber = lastUpdateId;
_logger.OrderBookProcessedMessage(Id, Symbol, firstUpdateId, lastUpdateId);
_logger.OrderBookProcessedMessage(Api, Symbol, firstUpdateId, lastUpdateId);
}
}