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https://github.com/JKorf/CryptoExchange.Net
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Order book logging
This commit is contained in:
JKorf
parent
8ddd9ecf22
commit
af3303c7b8
@ -13,13 +13,13 @@ namespace CryptoExchange.Net.Logging.Extensions
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private static readonly Action<ILogger, string, string, Exception?> _orderBookStopped;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookConnectionLost;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookDisconnected;
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private static readonly Action<ILogger, string, int, Exception?> _orderBookProcessingBufferedUpdates;
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private static readonly Action<ILogger, string, string, int, Exception?> _orderBookProcessingBufferedUpdates;
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private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookUpdateSkipped;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookOutOfSyncChecksum;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncFailed;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncing;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookResynced;
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private static readonly Action<ILogger, string, Exception?> _orderBookMessageSkippedBecauseOfResubscribing;
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private static readonly Action<ILogger, string, string, Exception?> _orderBookMessageSkippedBecauseOfResubscribing;
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private static readonly Action<ILogger, string, string, long, long, long, Exception?> _orderBookDataSet;
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private static readonly Action<ILogger, string, string, long, long, long, long, Exception?> _orderBookUpdateBuffered;
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private static readonly Action<ILogger, string, string, decimal, decimal, Exception?> _orderBookOutOfSyncDetected;
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@ -33,204 +33,204 @@ namespace CryptoExchange.Net.Logging.Extensions
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_orderBookStatusChanged = LoggerMessage.Define<string, string, OrderBookStatus, OrderBookStatus>(
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LogLevel.Information,
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new EventId(5000, "OrderBookStatusChanged"),
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"{Id} order book {Symbol} status changed: {PreviousStatus} => {NewStatus}");
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"{Api} order book {Symbol} status changed: {PreviousStatus} => {NewStatus}");
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_orderBookStarting = LoggerMessage.Define<string, string>(
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LogLevel.Debug,
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new EventId(5001, "OrderBookStarting"),
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"{Id} order book {Symbol} starting");
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"{Api} order book {Symbol} starting");
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_orderBookStoppedStarting = LoggerMessage.Define<string, string>(
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LogLevel.Debug,
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new EventId(5002, "OrderBookStoppedStarting"),
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"{Id} order book {Symbol} stopped while starting");
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"{Api} order book {Symbol} stopped while starting");
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_orderBookConnectionLost = LoggerMessage.Define<string, string>(
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LogLevel.Warning,
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new EventId(5003, "OrderBookConnectionLost"),
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"{Id} order book {Symbol} connection lost");
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"{Api} order book {Symbol} connection lost");
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_orderBookDisconnected = LoggerMessage.Define<string, string>(
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LogLevel.Warning,
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new EventId(5004, "OrderBookDisconnected"),
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"{Id} order book {Symbol} disconnected");
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"{Api} order book {Symbol} disconnected");
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_orderBookStopping = LoggerMessage.Define<string, string>(
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LogLevel.Debug,
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new EventId(5005, "OrderBookStopping"),
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"{Id} order book {Symbol} stopping");
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"{Api} order book {Symbol} stopping");
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_orderBookStopped = LoggerMessage.Define<string, string>(
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LogLevel.Trace,
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new EventId(5006, "OrderBookStopped"),
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"{Id} order book {Symbol} stopped");
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"{Api} order book {Symbol} stopped");
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_orderBookProcessingBufferedUpdates = LoggerMessage.Define<string, int>(
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_orderBookProcessingBufferedUpdates = LoggerMessage.Define<string, string, int>(
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LogLevel.Debug,
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new EventId(5007, "OrderBookProcessingBufferedUpdates"),
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"{Id} Processing {NumberBufferedUpdated} buffered updates");
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"{Api} order book {Symbol} Processing {NumberBufferedUpdated} buffered updates");
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_orderBookUpdateSkipped = LoggerMessage.Define<string, string, long, long>(
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LogLevel.Debug,
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new EventId(5008, "OrderBookUpdateSkipped"),
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"{Id} order book {Symbol} update skipped #{SequenceNumber}, currently at #{LastSequenceNumber}");
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"{Api} order book {Symbol} update skipped #{SequenceNumber}, currently at #{LastSequenceNumber}");
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_orderBookOutOfSync = LoggerMessage.Define<string, string, long, long>(
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LogLevel.Warning,
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new EventId(5009, "OrderBookOutOfSync"),
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"{Id} order book {Symbol} out of sync (expected {ExpectedSequenceNumber}, was {SequenceNumber}), reconnecting");
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"{Api} order book {Symbol} out of sync (expected {ExpectedSequenceNumber}, was {SequenceNumber}), reconnecting");
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_orderBookResynced = LoggerMessage.Define<string, string>(
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LogLevel.Information,
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new EventId(5010, "OrderBookResynced"),
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"{Id} order book {Symbol} successfully resynchronized");
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"{Api} order book {Symbol} successfully resynchronized");
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_orderBookMessageSkippedBecauseOfResubscribing = LoggerMessage.Define<string>(
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_orderBookMessageSkippedBecauseOfResubscribing = LoggerMessage.Define<string, string>(
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LogLevel.Trace,
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new EventId(5011, "OrderBookMessageSkippedResubscribing"),
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"{Id} Skipping message because of resubscribing");
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"{Api} order book {Symbol} Skipping message because of resubscribing");
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_orderBookDataSet = LoggerMessage.Define<string, string, long, long, long>(
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LogLevel.Debug,
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new EventId(5012, "OrderBookDataSet"),
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"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}");
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"{Api} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}");
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_orderBookUpdateBuffered = LoggerMessage.Define<string, string, long, long, long, long>(
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LogLevel.Trace,
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new EventId(5013, "OrderBookUpdateBuffered"),
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"{Id} order book {Symbol} update buffered #{StartUpdateId}-#{EndUpdateId} [{AsksCount} asks, {BidsCount} bids]");
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"{Api} order book {Symbol} update buffered #{StartUpdateId}-#{EndUpdateId} [{AsksCount} asks, {BidsCount} bids]");
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_orderBookOutOfSyncDetected = LoggerMessage.Define<string, string, decimal, decimal>(
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LogLevel.Warning,
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new EventId(5014, "OrderBookOutOfSyncDetected"),
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"{Id} order book {Symbol} detected out of sync order book. First ask: {FirstAsk}, first bid: {FirstBid}. Resyncing");
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"{Api} order book {Symbol} detected out of sync order book. First ask: {FirstAsk}, first bid: {FirstBid}. Resyncing");
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_orderBookReconnectingSocket = LoggerMessage.Define<string, string>(
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LogLevel.Warning,
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new EventId(5015, "OrderBookReconnectingSocket"),
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"{Id} order book {Symbol} out of sync. Reconnecting socket");
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"{Api} order book {Symbol} out of sync. Reconnecting socket");
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_orderBookResyncing = LoggerMessage.Define<string, string>(
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LogLevel.Warning,
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new EventId(5016, "OrderBookResyncing"),
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"{Id} order book {Symbol} out of sync. Resyncing");
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"{Api} order book {Symbol} out of sync. Resyncing");
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_orderBookResyncFailed = LoggerMessage.Define<string, string>(
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LogLevel.Warning,
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new EventId(5017, "OrderBookResyncFailed"),
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"{Id} order book {Symbol} resync failed, reconnecting socket");
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"{Api} order book {Symbol} resync failed, reconnecting socket");
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_orderBookSkippedMessage = LoggerMessage.Define<string, string, long, long>(
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LogLevel.Trace,
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new EventId(5018, "OrderBookSkippedMessage"),
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"{Id} order book {Symbol} update skipped #{FirstUpdateId}-{LastUpdateId}");
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"{Api} order book {Symbol} update skipped #{FirstUpdateId}-{LastUpdateId}");
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_orderBookProcessedMessage = LoggerMessage.Define<string, string, long, long>(
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LogLevel.Trace,
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new EventId(5019, "OrderBookProcessedMessage"),
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"{Id} order book {Symbol} update processed #{FirstUpdateId}-{LastUpdateId}");
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"{Api} order book {Symbol} update processed #{FirstUpdateId}-{LastUpdateId}");
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_orderBookOutOfSyncChecksum = LoggerMessage.Define<string, string>(
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LogLevel.Warning,
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new EventId(5020, "OrderBookOutOfSyncChecksum"),
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"{Id} order book {Symbol} out of sync. Checksum mismatch, resyncing");
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"{Api} order book {Symbol} out of sync. Checksum mismatch, resyncing");
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}
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public static void OrderBookStatusChanged(this ILogger logger, string id, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
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public static void OrderBookStatusChanged(this ILogger logger, string api, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
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{
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_orderBookStatusChanged(logger, id, symbol, previousStatus, newStatus, null);
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_orderBookStatusChanged(logger, api, symbol, previousStatus, newStatus, null);
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}
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public static void OrderBookStarting(this ILogger logger, string id, string symbol)
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public static void OrderBookStarting(this ILogger logger, string api, string symbol)
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{
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_orderBookStarting(logger, id, symbol, null);
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_orderBookStarting(logger, api, symbol, null);
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}
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public static void OrderBookStoppedStarting(this ILogger logger, string id, string symbol)
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public static void OrderBookStoppedStarting(this ILogger logger, string api, string symbol)
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{
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_orderBookStoppedStarting(logger, id, symbol, null);
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_orderBookStoppedStarting(logger, api, symbol, null);
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}
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public static void OrderBookConnectionLost(this ILogger logger, string id, string symbol)
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public static void OrderBookConnectionLost(this ILogger logger, string api, string symbol)
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{
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_orderBookConnectionLost(logger, id, symbol, null);
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_orderBookConnectionLost(logger, api, symbol, null);
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}
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public static void OrderBookDisconnected(this ILogger logger, string id, string symbol)
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public static void OrderBookDisconnected(this ILogger logger, string api, string symbol)
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{
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_orderBookDisconnected(logger, id, symbol, null);
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_orderBookDisconnected(logger, api, symbol, null);
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}
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public static void OrderBookStopping(this ILogger logger, string id, string symbol)
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public static void OrderBookStopping(this ILogger logger, string api, string symbol)
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{
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_orderBookStopping(logger, id, symbol, null);
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_orderBookStopping(logger, api, symbol, null);
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}
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public static void OrderBookStopped(this ILogger logger, string id, string symbol)
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public static void OrderBookStopped(this ILogger logger, string api, string symbol)
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{
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_orderBookStopped(logger, id, symbol, null);
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_orderBookStopped(logger, api, symbol, null);
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}
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public static void OrderBookProcessingBufferedUpdates(this ILogger logger, string id, int numberBufferedUpdated)
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public static void OrderBookProcessingBufferedUpdates(this ILogger logger, string api, string symbol, int numberBufferedUpdated)
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{
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_orderBookProcessingBufferedUpdates(logger, id, numberBufferedUpdated, null);
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_orderBookProcessingBufferedUpdates(logger, api, symbol, numberBufferedUpdated, null);
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}
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public static void OrderBookUpdateSkipped(this ILogger logger, string id, string symbol, long sequence, long lastSequenceNumber)
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public static void OrderBookUpdateSkipped(this ILogger logger, string api, string symbol, long sequence, long lastSequenceNumber)
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{
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_orderBookUpdateSkipped(logger, id, symbol, sequence, lastSequenceNumber, null);
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_orderBookUpdateSkipped(logger, api, symbol, sequence, lastSequenceNumber, null);
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}
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public static void OrderBookOutOfSync(this ILogger logger, string id, string symbol, long expectedSequenceNumber, long sequenceNumber)
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public static void OrderBookOutOfSync(this ILogger logger, string api, string symbol, long expectedSequenceNumber, long sequenceNumber)
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{
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_orderBookOutOfSync(logger, id, symbol, expectedSequenceNumber, sequenceNumber, null);
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_orderBookOutOfSync(logger, api, symbol, expectedSequenceNumber, sequenceNumber, null);
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}
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public static void OrderBookResynced(this ILogger logger, string id, string symbol)
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public static void OrderBookResynced(this ILogger logger, string api, string symbol)
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{
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_orderBookResynced(logger, id, symbol, null);
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_orderBookResynced(logger, api, symbol, null);
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}
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public static void OrderBookMessageSkippedResubscribing(this ILogger logger, string id)
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public static void OrderBookMessageSkippedResubscribing(this ILogger logger, string api, string symbol)
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{
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_orderBookMessageSkippedBecauseOfResubscribing(logger, id, null);
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_orderBookMessageSkippedBecauseOfResubscribing(logger, api, symbol, null);
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}
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public static void OrderBookDataSet(this ILogger logger, string id, string symbol, long bidCount, long askCount, long endUpdateId)
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public static void OrderBookDataSet(this ILogger logger, string api, string symbol, long bidCount, long askCount, long endUpdateId)
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{
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_orderBookDataSet(logger, id, symbol, bidCount, askCount, endUpdateId, null);
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_orderBookDataSet(logger, api, symbol, bidCount, askCount, endUpdateId, null);
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}
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public static void OrderBookUpdateBuffered(this ILogger logger, string id, string symbol, long startUpdateId, long endUpdateId, long asksCount, long bidsCount)
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public static void OrderBookUpdateBuffered(this ILogger logger, string api, string symbol, long startUpdateId, long endUpdateId, long asksCount, long bidsCount)
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{
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_orderBookUpdateBuffered(logger, id, symbol, startUpdateId, endUpdateId, asksCount, bidsCount, null);
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_orderBookUpdateBuffered(logger, api, symbol, startUpdateId, endUpdateId, asksCount, bidsCount, null);
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}
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public static void OrderBookOutOfSyncDetected(this ILogger logger, string id, string symbol, decimal firstAsk, decimal firstBid)
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public static void OrderBookOutOfSyncDetected(this ILogger logger, string api, string symbol, decimal firstAsk, decimal firstBid)
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{
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_orderBookOutOfSyncDetected(logger, id, symbol, firstAsk, firstBid, null);
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_orderBookOutOfSyncDetected(logger, api, symbol, firstAsk, firstBid, null);
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}
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public static void OrderBookReconnectingSocket(this ILogger logger, string id, string symbol)
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public static void OrderBookReconnectingSocket(this ILogger logger, string api, string symbol)
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{
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_orderBookReconnectingSocket(logger, id, symbol, null);
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_orderBookReconnectingSocket(logger, api, symbol, null);
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}
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public static void OrderBookResyncing(this ILogger logger, string id, string symbol)
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public static void OrderBookResyncing(this ILogger logger, string api, string symbol)
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{
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_orderBookResyncing(logger, id, symbol, null);
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_orderBookResyncing(logger, api, symbol, null);
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}
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public static void OrderBookResyncFailed(this ILogger logger, string id, string symbol)
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public static void OrderBookResyncFailed(this ILogger logger, string api, string symbol)
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{
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_orderBookResyncFailed(logger, id, symbol, null);
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_orderBookResyncFailed(logger, api, symbol, null);
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}
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public static void OrderBookSkippedMessage(this ILogger logger, string id, string symbol, long firstUpdateId, long lastUpdateId)
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public static void OrderBookSkippedMessage(this ILogger logger, string api, string symbol, long firstUpdateId, long lastUpdateId)
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{
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_orderBookSkippedMessage(logger, id, symbol, firstUpdateId, lastUpdateId, null);
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_orderBookSkippedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
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}
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public static void OrderBookProcessedMessage(this ILogger logger, string id, string symbol, long firstUpdateId, long lastUpdateId)
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public static void OrderBookProcessedMessage(this ILogger logger, string api, string symbol, long firstUpdateId, long lastUpdateId)
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{
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_orderBookProcessedMessage(logger, id, symbol, firstUpdateId, lastUpdateId, null);
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_orderBookProcessedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
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}
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public static void OrderBookOutOfSyncChecksum(this ILogger logger, string id, string symbol)
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public static void OrderBookOutOfSyncChecksum(this ILogger logger, string api, string symbol)
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{
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_orderBookOutOfSyncChecksum(logger, id, symbol, null);
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_orderBookOutOfSyncChecksum(logger, api, symbol, null);
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}
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}
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}
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@ -49,11 +49,11 @@ namespace CryptoExchange.Net.Objects
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public IDisposable? BeginScope<TState>(TState state) where TState : notnull => null!;
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/// <inheritdoc />
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public bool IsEnabled(LogLevel logLevel) => (int)logLevel < (int)_logLevel;
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public bool IsEnabled(LogLevel logLevel) => (int)logLevel >= (int)_logLevel;
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/// <inheritdoc />
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public void Log<TState>(LogLevel logLevel, EventId eventId, TState state, Exception? exception, Func<TState, Exception?, string> formatter)
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{
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if ((int)logLevel < (int)_logLevel)
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if (!IsEnabled(logLevel))
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return;
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var logMessage = $"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | {logLevel} | {(_categoryName == null ? "" : $"{_categoryName} | ")}{formatter(state, exception)}";
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@ -12,6 +12,7 @@ using CryptoExchange.Net.Objects;
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using CryptoExchange.Net.Objects.Options;
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using CryptoExchange.Net.Objects.Sockets;
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using Microsoft.Extensions.Logging;
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using Microsoft.Extensions.Logging.Abstractions;
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namespace CryptoExchange.Net.OrderBook
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{
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@ -89,7 +90,10 @@ namespace CryptoExchange.Net.OrderBook
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protected int? Levels { get; set; } = null;
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/// <inheritdoc/>
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public string Id { get; }
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public string Exchange { get; }
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/// <inheritdoc/>
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public string Api { get; }
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/// <inheritdoc/>
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public OrderBookStatus Status
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@ -102,7 +106,7 @@ namespace CryptoExchange.Net.OrderBook
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var old = _status;
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_status = value;
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_logger.OrderBookStatusChanged(Id, Symbol, old, value);
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_logger.OrderBookStatusChanged(Api, Symbol, old, value);
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OnStatusChange?.Invoke(old, _status);
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}
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}
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@ -193,14 +197,17 @@ namespace CryptoExchange.Net.OrderBook
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/// ctor
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/// </summary>
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/// <param name="logger">Logger to use. If not provided will create a TraceLogger</param>
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/// <param name="id">The id of the order book. Should be set to {Exchange}[{type}], for example: Kucoin[Spot]</param>
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/// <param name="exchange">The exchange of the order book</param>
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/// <param name="api">The API the book is for, for example Spot</param>
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/// <param name="symbol">The symbol the order book is for</param>
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protected SymbolOrderBook(ILogger? logger, string id, string symbol)
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protected SymbolOrderBook(ILoggerFactory? logger, string exchange, string api, string symbol)
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{
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if (symbol == null)
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throw new ArgumentNullException(nameof(symbol));
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Id = id;
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Exchange = exchange;
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Api = api;
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_processBuffer = new List<ProcessBufferRangeSequenceEntry>();
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_processQueue = new ConcurrentQueue<object>();
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_queueEvent = new AsyncResetEvent(false, true);
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@ -211,7 +218,7 @@ namespace CryptoExchange.Net.OrderBook
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_asks = new SortedList<decimal, ISymbolOrderBookEntry>();
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_bids = new SortedList<decimal, ISymbolOrderBookEntry>(new DescComparer<decimal>());
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_logger = logger ?? new TraceLogger();
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_logger = logger?.CreateLogger(Exchange) ?? NullLoggerFactory.Instance.CreateLogger(Exchange);
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}
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/// <summary>
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@ -233,7 +240,7 @@ namespace CryptoExchange.Net.OrderBook
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if (Status != OrderBookStatus.Disconnected)
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throw new InvalidOperationException($"Can't start book unless state is {OrderBookStatus.Disconnected}. Current state: {Status}");
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_logger.OrderBookStarting(Id, Symbol);
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_logger.OrderBookStarting(Api, Symbol);
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_cts = new CancellationTokenSource();
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ct?.Register(async () =>
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{
|
||||
@ -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);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user