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Code Issues Releases Wiki Activity

Order book logging

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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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134
CryptoExchange.Net/Logging/Extensions/SymbolOrderBookLoggingExtensions.cs
View File

@ -13,13 +13,13 @@ namespace CryptoExchange.Net.Logging.Extensions
private static readonly Action<ILogger, string, string, Exception?> _orderBookStopped; private static readonly Action<ILogger, string, string, Exception?> _orderBookStopped;
private static readonly Action<ILogger, string, string, Exception?> _orderBookConnectionLost; private static readonly Action<ILogger, string, string, Exception?> _orderBookConnectionLost;
private static readonly Action<ILogger, string, string, Exception?> _orderBookDisconnected; private static readonly Action<ILogger, string, string, Exception?> _orderBookDisconnected;
private static readonly Action<ILogger, string, int, Exception?> _orderBookProcessingBufferedUpdates; private static readonly Action<ILogger, string, string, int, Exception?> _orderBookProcessingBufferedUpdates;
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookUpdateSkipped; private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookUpdateSkipped;
private static readonly Action<ILogger, string, string, Exception?> _orderBookOutOfSyncChecksum; private static readonly Action<ILogger, string, string, Exception?> _orderBookOutOfSyncChecksum;
private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncFailed; private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncFailed;
private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncing; private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncing;
private static readonly Action<ILogger, string, string, Exception?> _orderBookResynced; private static readonly Action<ILogger, string, string, Exception?> _orderBookResynced;
private static readonly Action<ILogger, string, Exception?> _orderBookMessageSkippedBecauseOfResubscribing; private static readonly Action<ILogger, string, string, Exception?> _orderBookMessageSkippedBecauseOfResubscribing;
private static readonly Action<ILogger, string, string, long, long, long, Exception?> _orderBookDataSet; private static readonly Action<ILogger, string, string, long, long, long, Exception?> _orderBookDataSet;
private static readonly Action<ILogger, string, string, long, long, long, long, Exception?> _orderBookUpdateBuffered; private static readonly Action<ILogger, string, string, long, long, long, long, Exception?> _orderBookUpdateBuffered;
private static readonly Action<ILogger, string, string, decimal, decimal, Exception?> _orderBookOutOfSyncDetected; private static readonly Action<ILogger, string, string, decimal, decimal, Exception?> _orderBookOutOfSyncDetected;
@ -33,204 +33,204 @@ namespace CryptoExchange.Net.Logging.Extensions
_orderBookStatusChanged = LoggerMessage.Define<string, string, OrderBookStatus, OrderBookStatus>( _orderBookStatusChanged = LoggerMessage.Define<string, string, OrderBookStatus, OrderBookStatus>(
LogLevel.Information, LogLevel.Information,
new EventId(5000, "OrderBookStatusChanged"), new EventId(5000, "OrderBookStatusChanged"),
"{Id} order book {Symbol} status changed: {PreviousStatus} => {NewStatus}"); "{Api} order book {Symbol} status changed: {PreviousStatus} => {NewStatus}");
_orderBookStarting = LoggerMessage.Define<string, string>( _orderBookStarting = LoggerMessage.Define<string, string>(
LogLevel.Debug, LogLevel.Debug,
new EventId(5001, "OrderBookStarting"), new EventId(5001, "OrderBookStarting"),
"{Id} order book {Symbol} starting"); "{Api} order book {Symbol} starting");
_orderBookStoppedStarting = LoggerMessage.Define<string, string>( _orderBookStoppedStarting = LoggerMessage.Define<string, string>(
LogLevel.Debug, LogLevel.Debug,
new EventId(5002, "OrderBookStoppedStarting"), new EventId(5002, "OrderBookStoppedStarting"),
"{Id} order book {Symbol} stopped while starting"); "{Api} order book {Symbol} stopped while starting");
_orderBookConnectionLost = LoggerMessage.Define<string, string>( _orderBookConnectionLost = LoggerMessage.Define<string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5003, "OrderBookConnectionLost"), new EventId(5003, "OrderBookConnectionLost"),
"{Id} order book {Symbol} connection lost"); "{Api} order book {Symbol} connection lost");
_orderBookDisconnected = LoggerMessage.Define<string, string>( _orderBookDisconnected = LoggerMessage.Define<string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5004, "OrderBookDisconnected"), new EventId(5004, "OrderBookDisconnected"),
"{Id} order book {Symbol} disconnected"); "{Api} order book {Symbol} disconnected");
_orderBookStopping = LoggerMessage.Define<string, string>( _orderBookStopping = LoggerMessage.Define<string, string>(
LogLevel.Debug, LogLevel.Debug,
new EventId(5005, "OrderBookStopping"), new EventId(5005, "OrderBookStopping"),
"{Id} order book {Symbol} stopping"); "{Api} order book {Symbol} stopping");
_orderBookStopped = LoggerMessage.Define<string, string>( _orderBookStopped = LoggerMessage.Define<string, string>(
LogLevel.Trace, LogLevel.Trace,
new EventId(5006, "OrderBookStopped"), new EventId(5006, "OrderBookStopped"),
"{Id} order book {Symbol} stopped"); "{Api} order book {Symbol} stopped");
_orderBookProcessingBufferedUpdates = LoggerMessage.Define<string, int>( _orderBookProcessingBufferedUpdates = LoggerMessage.Define<string, string, int>(
LogLevel.Debug, LogLevel.Debug,
new EventId(5007, "OrderBookProcessingBufferedUpdates"), new EventId(5007, "OrderBookProcessingBufferedUpdates"),
"{Id} Processing {NumberBufferedUpdated} buffered updates"); "{Api} order book {Symbol} Processing {NumberBufferedUpdated} buffered updates");
_orderBookUpdateSkipped = LoggerMessage.Define<string, string, long, long>( _orderBookUpdateSkipped = LoggerMessage.Define<string, string, long, long>(
LogLevel.Debug, LogLevel.Debug,
new EventId(5008, "OrderBookUpdateSkipped"), new EventId(5008, "OrderBookUpdateSkipped"),
"{Id} order book {Symbol} update skipped #{SequenceNumber}, currently at #{LastSequenceNumber}"); "{Api} order book {Symbol} update skipped #{SequenceNumber}, currently at #{LastSequenceNumber}");
_orderBookOutOfSync = LoggerMessage.Define<string, string, long, long>( _orderBookOutOfSync = LoggerMessage.Define<string, string, long, long>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5009, "OrderBookOutOfSync"), new EventId(5009, "OrderBookOutOfSync"),
"{Id} order book {Symbol} out of sync (expected {ExpectedSequenceNumber}, was {SequenceNumber}), reconnecting"); "{Api} order book {Symbol} out of sync (expected {ExpectedSequenceNumber}, was {SequenceNumber}), reconnecting");
_orderBookResynced = LoggerMessage.Define<string, string>( _orderBookResynced = LoggerMessage.Define<string, string>(
LogLevel.Information, LogLevel.Information,
new EventId(5010, "OrderBookResynced"), new EventId(5010, "OrderBookResynced"),
"{Id} order book {Symbol} successfully resynchronized"); "{Api} order book {Symbol} successfully resynchronized");
_orderBookMessageSkippedBecauseOfResubscribing = LoggerMessage.Define<string>( _orderBookMessageSkippedBecauseOfResubscribing = LoggerMessage.Define<string, string>(
LogLevel.Trace, LogLevel.Trace,
new EventId(5011, "OrderBookMessageSkippedResubscribing"), new EventId(5011, "OrderBookMessageSkippedResubscribing"),
"{Id} Skipping message because of resubscribing"); "{Api} order book {Symbol} Skipping message because of resubscribing");
_orderBookDataSet = LoggerMessage.Define<string, string, long, long, long>( _orderBookDataSet = LoggerMessage.Define<string, string, long, long, long>(
LogLevel.Debug, LogLevel.Debug,
new EventId(5012, "OrderBookDataSet"), new EventId(5012, "OrderBookDataSet"),
"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}"); "{Api} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}");
_orderBookUpdateBuffered = LoggerMessage.Define<string, string, long, long, long, long>( _orderBookUpdateBuffered = LoggerMessage.Define<string, string, long, long, long, long>(
LogLevel.Trace, LogLevel.Trace,
new EventId(5013, "OrderBookUpdateBuffered"), new EventId(5013, "OrderBookUpdateBuffered"),
"{Id} order book {Symbol} update buffered #{StartUpdateId}-#{EndUpdateId} [{AsksCount} asks, {BidsCount} bids]"); "{Api} order book {Symbol} update buffered #{StartUpdateId}-#{EndUpdateId} [{AsksCount} asks, {BidsCount} bids]");
_orderBookOutOfSyncDetected = LoggerMessage.Define<string, string, decimal, decimal>( _orderBookOutOfSyncDetected = LoggerMessage.Define<string, string, decimal, decimal>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5014, "OrderBookOutOfSyncDetected"), new EventId(5014, "OrderBookOutOfSyncDetected"),
"{Id} order book {Symbol} detected out of sync order book. First ask: {FirstAsk}, first bid: {FirstBid}. Resyncing"); "{Api} order book {Symbol} detected out of sync order book. First ask: {FirstAsk}, first bid: {FirstBid}. Resyncing");
_orderBookReconnectingSocket = LoggerMessage.Define<string, string>( _orderBookReconnectingSocket = LoggerMessage.Define<string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5015, "OrderBookReconnectingSocket"), new EventId(5015, "OrderBookReconnectingSocket"),
"{Id} order book {Symbol} out of sync. Reconnecting socket"); "{Api} order book {Symbol} out of sync. Reconnecting socket");
_orderBookResyncing = LoggerMessage.Define<string, string>( _orderBookResyncing = LoggerMessage.Define<string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5016, "OrderBookResyncing"), new EventId(5016, "OrderBookResyncing"),
"{Id} order book {Symbol} out of sync. Resyncing"); "{Api} order book {Symbol} out of sync. Resyncing");
_orderBookResyncFailed = LoggerMessage.Define<string, string>( _orderBookResyncFailed = LoggerMessage.Define<string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5017, "OrderBookResyncFailed"), new EventId(5017, "OrderBookResyncFailed"),
"{Id} order book {Symbol} resync failed, reconnecting socket"); "{Api} order book {Symbol} resync failed, reconnecting socket");
_orderBookSkippedMessage = LoggerMessage.Define<string, string, long, long>( _orderBookSkippedMessage = LoggerMessage.Define<string, string, long, long>(
LogLevel.Trace, LogLevel.Trace,
new EventId(5018, "OrderBookSkippedMessage"), new EventId(5018, "OrderBookSkippedMessage"),
"{Id} order book {Symbol} update skipped #{FirstUpdateId}-{LastUpdateId}"); "{Api} order book {Symbol} update skipped #{FirstUpdateId}-{LastUpdateId}");
_orderBookProcessedMessage = LoggerMessage.Define<string, string, long, long>( _orderBookProcessedMessage = LoggerMessage.Define<string, string, long, long>(
LogLevel.Trace, LogLevel.Trace,
new EventId(5019, "OrderBookProcessedMessage"), new EventId(5019, "OrderBookProcessedMessage"),
"{Id} order book {Symbol} update processed #{FirstUpdateId}-{LastUpdateId}"); "{Api} order book {Symbol} update processed #{FirstUpdateId}-{LastUpdateId}");
_orderBookOutOfSyncChecksum = LoggerMessage.Define<string, string>( _orderBookOutOfSyncChecksum = LoggerMessage.Define<string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(5020, "OrderBookOutOfSyncChecksum"), new EventId(5020, "OrderBookOutOfSyncChecksum"),
"{Id} order book {Symbol} out of sync. Checksum mismatch, resyncing"); "{Api} order book {Symbol} out of sync. Checksum mismatch, resyncing");
} }
public static void OrderBookStatusChanged(this ILogger logger, string id, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus) public static void OrderBookStatusChanged(this ILogger logger, string api, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
{ {
_orderBookStatusChanged(logger, id, symbol, previousStatus, newStatus, null); _orderBookStatusChanged(logger, api, symbol, previousStatus, newStatus, null);
} }
public static void OrderBookStarting(this ILogger logger, string id, string symbol) public static void OrderBookStarting(this ILogger logger, string api, string symbol)
{ {
_orderBookStarting(logger, id, symbol, null); _orderBookStarting(logger, api, symbol, null);
} }
public static void OrderBookStoppedStarting(this ILogger logger, string id, string symbol) public static void OrderBookStoppedStarting(this ILogger logger, string api, string symbol)
{ {
_orderBookStoppedStarting(logger, id, symbol, null); _orderBookStoppedStarting(logger, api, symbol, null);
} }
public static void OrderBookConnectionLost(this ILogger logger, string id, string symbol) public static void OrderBookConnectionLost(this ILogger logger, string api, string symbol)
{ {
_orderBookConnectionLost(logger, id, symbol, null); _orderBookConnectionLost(logger, api, symbol, null);
} }
public static void OrderBookDisconnected(this ILogger logger, string id, string symbol) public static void OrderBookDisconnected(this ILogger logger, string api, string symbol)
{ {
_orderBookDisconnected(logger, id, symbol, null); _orderBookDisconnected(logger, api, symbol, null);
} }
public static void OrderBookStopping(this ILogger logger, string id, string symbol) public static void OrderBookStopping(this ILogger logger, string api, string symbol)
{ {
_orderBookStopping(logger, id, symbol, null); _orderBookStopping(logger, api, symbol, null);
} }
public static void OrderBookStopped(this ILogger logger, string id, string symbol) public static void OrderBookStopped(this ILogger logger, string api, string symbol)
{ {
_orderBookStopped(logger, id, symbol, null); _orderBookStopped(logger, api, symbol, null);
} }
public static void OrderBookProcessingBufferedUpdates(this ILogger logger, string id, int numberBufferedUpdated) public static void OrderBookProcessingBufferedUpdates(this ILogger logger, string api, string symbol, int numberBufferedUpdated)
{ {
_orderBookProcessingBufferedUpdates(logger, id, numberBufferedUpdated, null); _orderBookProcessingBufferedUpdates(logger, api, symbol, numberBufferedUpdated, null);
} }
public static void OrderBookUpdateSkipped(this ILogger logger, string id, string symbol, long sequence, long lastSequenceNumber) public static void OrderBookUpdateSkipped(this ILogger logger, string api, string symbol, long sequence, long lastSequenceNumber)
{ {
_orderBookUpdateSkipped(logger, id, symbol, sequence, lastSequenceNumber, null); _orderBookUpdateSkipped(logger, api, symbol, sequence, lastSequenceNumber, null);
} }
public static void OrderBookOutOfSync(this ILogger logger, string id, string symbol, long expectedSequenceNumber, long sequenceNumber) public static void OrderBookOutOfSync(this ILogger logger, string api, string symbol, long expectedSequenceNumber, long sequenceNumber)
{ {
_orderBookOutOfSync(logger, id, symbol, expectedSequenceNumber, sequenceNumber, null); _orderBookOutOfSync(logger, api, symbol, expectedSequenceNumber, sequenceNumber, null);
} }
public static void OrderBookResynced(this ILogger logger, string id, string symbol) public static void OrderBookResynced(this ILogger logger, string api, string symbol)
{ {
_orderBookResynced(logger, id, symbol, null); _orderBookResynced(logger, api, symbol, null);
} }
public static void OrderBookMessageSkippedResubscribing(this ILogger logger, string id) public static void OrderBookMessageSkippedResubscribing(this ILogger logger, string api, string symbol)
{ {
_orderBookMessageSkippedBecauseOfResubscribing(logger, id, null); _orderBookMessageSkippedBecauseOfResubscribing(logger, api, symbol, null);
} }
public static void OrderBookDataSet(this ILogger logger, string id, string symbol, long bidCount, long askCount, long endUpdateId) public static void OrderBookDataSet(this ILogger logger, string api, string symbol, long bidCount, long askCount, long endUpdateId)
{ {
_orderBookDataSet(logger, id, symbol, bidCount, askCount, endUpdateId, null); _orderBookDataSet(logger, api, symbol, bidCount, askCount, endUpdateId, null);
} }
public static void OrderBookUpdateBuffered(this ILogger logger, string id, string symbol, long startUpdateId, long endUpdateId, long asksCount, long bidsCount) public static void OrderBookUpdateBuffered(this ILogger logger, string api, string symbol, long startUpdateId, long endUpdateId, long asksCount, long bidsCount)
{ {
_orderBookUpdateBuffered(logger, id, symbol, startUpdateId, endUpdateId, asksCount, bidsCount, null); _orderBookUpdateBuffered(logger, api, symbol, startUpdateId, endUpdateId, asksCount, bidsCount, null);
} }
public static void OrderBookOutOfSyncDetected(this ILogger logger, string id, string symbol, decimal firstAsk, decimal firstBid) public static void OrderBookOutOfSyncDetected(this ILogger logger, string api, string symbol, decimal firstAsk, decimal firstBid)
{ {
_orderBookOutOfSyncDetected(logger, id, symbol, firstAsk, firstBid, null); _orderBookOutOfSyncDetected(logger, api, symbol, firstAsk, firstBid, null);
} }
public static void OrderBookReconnectingSocket(this ILogger logger, string id, string symbol) public static void OrderBookReconnectingSocket(this ILogger logger, string api, string symbol)
{ {
_orderBookReconnectingSocket(logger, id, symbol, null); _orderBookReconnectingSocket(logger, api, symbol, null);
} }
public static void OrderBookResyncing(this ILogger logger, string id, string symbol) public static void OrderBookResyncing(this ILogger logger, string api, string symbol)
{ {
_orderBookResyncing(logger, id, symbol, null); _orderBookResyncing(logger, api, symbol, null);
} }
public static void OrderBookResyncFailed(this ILogger logger, string id, string symbol) public static void OrderBookResyncFailed(this ILogger logger, string api, string symbol)
{ {
_orderBookResyncFailed(logger, id, symbol, null); _orderBookResyncFailed(logger, api, symbol, null);
} }
public static void OrderBookSkippedMessage(this ILogger logger, string id, string symbol, long firstUpdateId, long lastUpdateId) public static void OrderBookSkippedMessage(this ILogger logger, string api, string symbol, long firstUpdateId, long lastUpdateId)
{ {
_orderBookSkippedMessage(logger, id, symbol, firstUpdateId, lastUpdateId, null); _orderBookSkippedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
} }
public static void OrderBookProcessedMessage(this ILogger logger, string id, string symbol, long firstUpdateId, long lastUpdateId) public static void OrderBookProcessedMessage(this ILogger logger, string api, string symbol, long firstUpdateId, long lastUpdateId)
{ {
_orderBookProcessedMessage(logger, id, symbol, firstUpdateId, lastUpdateId, null); _orderBookProcessedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
} }
public static void OrderBookOutOfSyncChecksum(this ILogger logger, string id, string symbol) public static void OrderBookOutOfSyncChecksum(this ILogger logger, string api, string symbol)
{ {
_orderBookOutOfSyncChecksum(logger, id, symbol, null); _orderBookOutOfSyncChecksum(logger, api, symbol, null);
} }
} }
} }

4
CryptoExchange.Net/Objects/TraceLogger.cs
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@ -49,11 +49,11 @@ namespace CryptoExchange.Net.Objects
public IDisposable? BeginScope<TState>(TState state) where TState : notnull => null!; public IDisposable? BeginScope<TState>(TState state) where TState : notnull => null!;
/// <inheritdoc /> /// <inheritdoc />
public bool IsEnabled(LogLevel logLevel) => (int)logLevel < (int)_logLevel; public bool IsEnabled(LogLevel logLevel) => (int)logLevel >= (int)_logLevel;
/// <inheritdoc /> /// <inheritdoc />
public void Log<TState>(LogLevel logLevel, EventId eventId, TState state, Exception? exception, Func<TState, Exception?, string> formatter) public void Log<TState>(LogLevel logLevel, EventId eventId, TState state, Exception? exception, Func<TState, Exception?, string> formatter)
{ {
if ((int)logLevel < (int)_logLevel) if (!IsEnabled(logLevel))
return; return;
var logMessage = $"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | {logLevel} | {(_categoryName == null ? "" : $"{_categoryName} | ")}{formatter(state, exception)}"; var logMessage = $"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | {logLevel} | {(_categoryName == null ? "" : $"{_categoryName} | ")}{formatter(state, exception)}";

61
CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
View File

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