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Code Issues Releases Wiki Activity

Added WaitUntilFirstUpdateBufferedAsync method on SymbolOrderBook, fixed sequencen validation bug SymbolOrderBook

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This commit is contained in:
JKorf 2026-01-17 16:26:25 +01:00
parent c71a81e686
commit dc4abc42a7
1 changed files with 30 additions and 1 deletions
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31
CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
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@ -640,6 +640,34 @@ namespace CryptoExchange.Net.OrderBook
return new CallResult<bool>(true);
}
/// <summary>
/// Wait until an update has been buffered
/// </summary>
/// <param name="timeout">Max wait time</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
protected async Task<CallResult<bool>> WaitUntilFirstUpdateBufferedAsync(TimeSpan timeout, CancellationToken ct)
{
var startWait = DateTime.UtcNow;
while (_processBuffer.Count == 0)
{
if (ct.IsCancellationRequested)
return new CallResult<bool>(new CancellationRequestedError());
if (DateTime.UtcNow - startWait > timeout)
return new CallResult<bool>(new ServerError(new ErrorInfo(ErrorType.OrderBookTimeout, "Timeout while waiting for data")));
try
{
await Task.Delay(20, ct).ConfigureAwait(false);
}
catch (OperationCanceledException)
{ }
}
return new CallResult<bool>(true);
}
/// <summary>
/// IDisposable implementation for the order book
/// </summary>
@ -1002,7 +1030,8 @@ namespace CryptoExchange.Net.OrderBook
private SequenceNumberResult ValidateLiveSequenceNumber(long sequenceNumber)
{
if (sequenceNumber < LastSequenceNumber)
if (sequenceNumber < LastSequenceNumber
&& (_firstUpdateAfterSnapshotDone || !_skipSequenceCheckFirstUpdateAfterSnapshotSet))
// Update is somehow from before the current state
return SequenceNumberResult.OutOfSync;