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JKorf
2019-10-20 13:36:38 +02:00
parent 8ec902951d
commit b2b5b0fef0
28 changed files with 819 additions and 237 deletions
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CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
+15 -11
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@@ -33,7 +33,11 @@ namespace CryptoExchange.Net.OrderBook
private OrderBookStatus status;
private UpdateSubscription? subscription;
private readonly bool sequencesAreConsecutive;
private readonly string id;
/// <summary>
/// Order book implementation id
/// </summary>
public string Id { get; }
/// <summary>
/// The log
/// </summary>
@@ -54,7 +58,7 @@ namespace CryptoExchange.Net.OrderBook
var old = status;
status = value;
log.Write(LogVerbosity.Info, $"{id} order book {Symbol} status changed: {old} => {value}");
log.Write(LogVerbosity.Info, $"{Id} order book {Symbol} status changed: {old} => {value}");
OnStatusChange?.Invoke(old, status);
}
}
@@ -146,12 +150,12 @@ namespace CryptoExchange.Net.OrderBook
protected SymbolOrderBook(string symbol, OrderBookOptions options)
{
if (symbol == null)
throw new ArgumentNullException("symbol");
throw new ArgumentNullException(nameof(symbol));
if (options == null)
throw new ArgumentNullException("options");
throw new ArgumentNullException(nameof(options));
id = options.OrderBookName;
Id = options.OrderBookName;
processBuffer = new List<ProcessBufferEntry>();
sequencesAreConsecutive = options.SequenceNumbersAreConsecutive;
Symbol = symbol;
@@ -191,7 +195,7 @@ namespace CryptoExchange.Net.OrderBook
private void Reset()
{
log.Write(LogVerbosity.Warning, $"{id} order book {Symbol} connection lost");
log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} connection lost");
Status = OrderBookStatus.Connecting;
processBuffer.Clear();
bookSet = false;
@@ -211,7 +215,7 @@ namespace CryptoExchange.Net.OrderBook
success = resyncResult;
}
log.Write(LogVerbosity.Info, $"{id} order book {Symbol} successfully resynchronized");
log.Write(LogVerbosity.Info, $"{Id} order book {Symbol} successfully resynchronized");
Status = OrderBookStatus.Synced;
}
@@ -278,7 +282,7 @@ namespace CryptoExchange.Net.OrderBook
bookSet = true;
LastOrderBookUpdate = DateTime.UtcNow;
OnOrderBookUpdate?.Invoke();
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks");
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks");
}
}
@@ -304,12 +308,12 @@ namespace CryptoExchange.Net.OrderBook
Entries = entries
};
processBuffer.Add(entry);
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} update before synced; buffering");
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update before synced; buffering");
}
else if (sequencesAreConsecutive && firstSequenceNumber > LastSequenceNumber + 1)
{
// Out of sync
log.Write(LogVerbosity.Warning, $"{id} order book {Symbol} out of sync, reconnecting");
log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} out of sync, reconnecting");
subscription!.Reconnect().Wait();
}
else
@@ -320,7 +324,7 @@ namespace CryptoExchange.Net.OrderBook
CheckProcessBuffer();
LastOrderBookUpdate = DateTime.UtcNow;
OnOrderBookUpdate?.Invoke();
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} update: {entries.Count} entries processed");
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update: {entries.Count} entries processed");
}
}
}