mirror of
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Squashed commit of the following:
commit 1ca93ce870468c7effcc69a05b1675f855598f3e Author: Jkorf <jankorf91@gmail.com> Date: Thu Aug 12 13:44:03 2021 +0200 Version 4.0.0 release commit f8cefe72cae8b845aa995d16415f160228f5dfc4 Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:46:50 2021 +0200 Fix for processing a duplicate message in symbol order book commit f3573e414f80ea622caadb38f9e020f2eab7c834 Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:36:50 2021 +0200 Updated version commit 170a3b5c83cd500f0adb5cf74eaaa9c1a8674a10 Merge: 73a0e2c 0d43f6e Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:33:59 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/JKorf/CryptoExchange.Net into feature/replace-websocket4net commit 73a0e2cb62f8d51b4b8fe1b29fbf16f07ebf13e0 Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:33:45 2021 +0200 Fixed processing issue in SymbolOrderBook commit 0d43f6e14e9b61af9bb3250fd72559a5fbf5300a Author: Jan Korf <jankorf91@gmail.com> Date: Sat Jul 31 14:48:23 2021 +0200 Updated version commit 037d765fc73740d2aa2159bce6d57f01d989bdc2 Author: Jan Korf <jankorf91@gmail.com> Date: Sat Jul 31 11:14:42 2021 +0200 Socket fixes commit 13cf3e27b9e91b252368a5dc799363111eed9148 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 26 09:55:51 2021 +0200 Updated version commit 333c6c4207cafbfd09b37743fb36008f87939666 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 26 09:50:35 2021 +0200 Update CryptoExchangeWebSocketClient.cs commit ad2b6284b042cfa846e55f8b5f53b2397039dff7 Merge: 64bdcdf 2591cc6 Author: Jan Korf <jankorf91@gmail.com> Date: Sun Jul 25 22:44:49 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/jkorf/CryptoExchange.Net into feature/replace-websocket4net commit 64bdcdf087d56b8470baedac1ac86d263ad72490 Author: Jan Korf <jankorf91@gmail.com> Date: Sun Jul 25 22:44:03 2021 +0200 Fix for deadlock commit 2591cc6782e281595c436ccb4b74a9c7c7f5dc57 Author: Jkorf <jankorf91@gmail.com> Date: Thu Jul 15 15:10:08 2021 +0200 Cleanup commit b3b6235b6edf0ea1a6437239919666d08c274129 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 9 16:14:33 2021 +0200 Updated version commit 12975fd13f7884382fea608d774b1e0ac384cb70 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 9 16:12:04 2021 +0200 Async postfix for order book methods commit d49d59094e18c83de994a1b591f906f7efe916c5 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 9 15:47:38 2021 +0200 Renamed async methods with Async post fixes commit cbe103930ab90378507780cb150596abcb15eb3f Author: Jkorf <jankorf91@gmail.com> Date: Thu Jul 8 09:29:34 2021 +0200 Added Book property on SymbolOrderBook commit ecc101aed11bab73c49fadc93d3ca4607094d92a Merge: 181f942 a172461 Author: Jan Korf <jankorf91@gmail.com> Date: Wed Jul 7 23:38:58 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/jkorf/CryptoExchange.Net into feature/replace-websocket4net commit 181f942e2137ff5dfede5365012e24dfb2f07cf9 Author: Jan Korf <jankorf91@gmail.com> Date: Wed Jul 7 23:38:49 2021 +0200 Added CalculateAverageFillPrice to order book commit a17246153df463aa881e9808ffb87fa25f144d90 Author: Jkorf <jankorf91@gmail.com> Date: Wed Jul 7 13:11:39 2021 +0200 Updated version commit c60f138ae846a991662e7544d45845decd25cc10 Author: Jkorf <jankorf91@gmail.com> Date: Wed Jul 7 13:05:44 2021 +0200 Fix not logging responses with LogLevel.Debug commit 91f168fd25150b3048346bcc6acc549ee3685e50 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 5 10:39:48 2021 +0200 Added ExchangeHelpers to ReadMe commit ff6c02e574d3f8a270e2960fdda0222c53457868 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 5 10:34:25 2021 +0200 Added some helper methods, some code comments commit 55900a3db938f032436303c2399f41b7a3a5fef1 Merge: 9067a8a7ab6bb0Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 5 09:24:43 2021 +0200 Merge branch 'master' into feature/replace-websocket4net commit 9067a8a82c5d8c1e1f6ba0f2600539efd7f1a122 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 2 16:03:38 2021 +0200 Update README.md commit 0f202d69c7e3db71f66dcfef5673b97f56451a40 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jun 25 16:37:06 2021 +0200 Code comments, added console logger commit 52160c6dc1bbaca3cc498c49ec0dd71310d5102b Author: Jkorf <jankorf91@gmail.com> Date: Thu Jun 24 16:47:04 2021 +0200 Added/cleaned up code comments commit 95771c5c4ae3a74963fea5a01e05559596b1b39d Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 22 14:22:15 2021 +0200 Additional info socket connection error commit 6a90e2316d54d42c0f5b7772d60d4861ff340c5a Author: Jkorf <jankorf91@gmail.com> Date: Thu Jun 17 16:10:43 2021 +0200 Updated version commit b138c1050372b5d5fbdc3b2a33d3c09b677a669a Author: Jkorf <jankorf91@gmail.com> Date: Thu Jun 17 16:08:19 2021 +0200 Fix not receiving OriginalData in output commit 462f44cf45e1bc7ee333e37ad0a778185d84fa58 Author: Jan Korf <jankorf91@gmail.com> Date: Wed Jun 16 22:35:03 2021 +0200 Fix invalidoperation in order book commit aa7414321b1297487a5133fa0a7e5ede059a6939 Author: Jan Korf <jankorf91@gmail.com> Date: Sun Jun 13 20:56:01 2021 +0200 logging no data task commit 22aa5928f5cb11ac5877bc4c606d64550aad3f0c Author: Jan Korf <jankorf91@gmail.com> Date: Tue Jun 8 19:13:18 2021 +0200 Updated version commit 1ceb22994a5cdf779de8890e39101956728ab80c Author: Jan Korf <jankorf91@gmail.com> Date: Tue Jun 8 19:11:20 2021 +0200 Fixed exception on .net framework when creating socket commit 971cab739dd543de0122c9bc12819f57d4df15e3 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jun 7 14:41:27 2021 +0200 Updated unit test packages commit 216213d5ad0e14c6cd7b8e22131b8b07338bacfc Author: Jkorf <jankorf91@gmail.com> Date: Mon Jun 7 10:46:57 2021 +0200 Updated version commit ce2c7ddc182599c5ca9ef0eb64e14906c8b734e1 Merge: b21970555aa77eAuthor: Jan Korf <jankorf91@gmail.com> Date: Mon Jun 7 09:29:57 2021 +0200 Merge pull request #96 from ridicoulous/master iexchange client improvements commit b21970552602eb853a061034a5c223a381e7465b Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 1 14:55:02 2021 +0200 Updated version commit dd2cf84c163920e545ec09e1b0d29ab295f2fbe2 Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 1 14:52:55 2021 +0200 Added tests for LogLevel null commit 975003284f53094750ec3d4a608d814a6d70f745 Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 1 14:42:59 2021 +0200 Made LogLevel nullable in options, moved log formatting to the ILogger implementation commit 1c1de5651e31e9288b4fd125b0545efbfa9098f7 Merge: 34bf986 e7838ab Author: Jkorf <jankorf91@gmail.com> Date: Mon May 31 10:16:52 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/JKorf/CryptoExchange.Net into feature/replace-websocket4net commit 34bf9867dcd2c2b195079094560351d0db2dac0f Author: Jkorf <jankorf91@gmail.com> Date: Mon May 31 10:16:49 2021 +0200 fixed some axync issues commit e7838ab9e8310b4ae02c172f0a764aad8ca8fd4e Author: Jan Korf <jankorf91@gmail.com> Date: Wed May 26 13:46:40 2021 +0200 Added Discord link to ReadMe commit 502939f57cf8deac1809c4bd2c63af4acc62bd43 Author: Jan Korf <jankorf91@gmail.com> Date: Wed May 26 11:12:59 2021 +0200 Updated version commit 92b745ca291259eb246572c8029709b87ddbf2d3 Author: Jan Korf <jankorf91@gmail.com> Date: Tue May 25 21:52:47 2021 +0200 Refactored logging to use ILogger commit b4904b5e4a239ffb29f00b13a314fea33d45d9cb Author: Jan Korf <jankorf91@gmail.com> Date: Tue May 25 14:07:01 2021 +0200 Added optional json output, added DataEvent for socket updates commit55aa77e926Author: Artem Kurianov <artemkuryanov@gmail.com> Date: Fri May 14 13:11:05 2021 +0000 added order time commitefe70445edAuthor: Artem Kurianov <artemkuryanov@gmail.com> Date: Fri May 14 13:08:58 2021 +0000 iexchange client improvements commit 8f0943f0f0469b42f40334257f0f3ca5e39e3bd9 Author: Jkorf <jankorf91@gmail.com> Date: Thu May 6 10:24:33 2021 +0200 Updated version commit 17d1e5f71bd1986eea0e8273da070f3615d3e378 Author: Jkorf <jankorf91@gmail.com> Date: Thu May 6 10:01:24 2021 +0200 Added missing configureawaits commit ed748aa474e0d52a78bc15b9b0aa0a9b4d8dd35e Author: Jan Korf <jankorf91@gmail.com> Date: Fri Apr 30 23:00:07 2021 +0200 Updated version commit 1ae545563497889c75ed6183377e759da5beed61 Author: Jan Korf <jankorf91@gmail.com> Date: Fri Apr 30 21:00:40 2021 +0200 Updated socket closing commit 8243ad60dc64f96ed262ec54cbd6c55553c056be Author: Jkorf <jankorf91@gmail.com> Date: Fri Apr 30 15:48:36 2021 +0200 Updated version commit 4299f238f3debc2b1b062eb7cde195a3d64dbdfc Author: Jan Korf <jankorf91@gmail.com> Date: Fri Apr 30 15:44:32 2021 +0200 Fix for closing socket without timeout task commit 71f49cfe5142cb70fb651936e74b8eef5b7350d4 Author: Jkorf <jankorf91@gmail.com> Date: Fri Apr 30 14:59:10 2021 +0200 Updated version commit 5d669068ec0a7241daef383c6867c2e22ec21ed3 Author: Jkorf <jankorf91@gmail.com> Date: Fri Apr 30 14:56:15 2021 +0200 Renaming, cleanup handler -> subscription socket (SocketConnection) -> socketConnection commit 0fa13e286060cd3b96b808406434092c0e89e89d Author: Jkorf <jankorf91@gmail.com> Date: Thu Apr 29 16:20:41 2021 +0200 Initial work replacing Websocket4Net with ClientWebSocket
This commit is contained in:
@@ -2,7 +2,6 @@
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Globalization;
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using System.IO;
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using System.Linq;
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using System.Threading;
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using System.Threading.Tasks;
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@@ -10,6 +9,7 @@ using CryptoExchange.Net.Interfaces;
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using CryptoExchange.Net.Logging;
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using CryptoExchange.Net.Objects;
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using CryptoExchange.Net.Sockets;
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using Microsoft.Extensions.Logging;
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namespace CryptoExchange.Net.OrderBook
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{
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@@ -74,7 +74,7 @@ namespace CryptoExchange.Net.OrderBook
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var old = status;
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status = value;
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log.Write(LogVerbosity.Info, $"{Id} order book {Symbol} status changed: {old} => {value}");
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log.Write(LogLevel.Information, $"{Id} order book {Symbol} status changed: {old} => {value}");
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OnStatusChange?.Invoke(old, status);
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}
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}
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@@ -140,6 +140,18 @@ namespace CryptoExchange.Net.OrderBook
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}
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}
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/// <summary>
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/// Get a snapshot of the book at this moment
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/// </summary>
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public (IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks) Book
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{
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get
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{
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lock (bookLock)
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return (Bids, Asks);
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}
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}
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private class EmptySymbolOrderBookEntry : ISymbolOrderBookEntry
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{
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public decimal Quantity { get { return 0m; } set {; } }
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@@ -208,51 +220,82 @@ 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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log = new Log(options.OrderBookName) { Level = options.LogVerbosity };
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var writers = options.LogWriters ?? new List<TextWriter> { new DebugTextWriter() };
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log = new Log(options.OrderBookName) { Level = options.LogLevel };
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var writers = options.LogWriters ?? new List<ILogger> { new DebugLogger() };
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log.UpdateWriters(writers.ToList());
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}
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/// <summary>
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/// Start connecting and synchronizing the order book
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/// </summary>
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/// <returns></returns>
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public CallResult<bool> Start() => StartAsync().Result;
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/// <summary>
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/// Start connecting and synchronizing the order book
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/// </summary>
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/// <returns></returns>
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public async Task<CallResult<bool>> StartAsync()
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{
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log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} starting");
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log.Write(LogLevel.Debug, $"{Id} order book {Symbol} starting");
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Status = OrderBookStatus.Connecting;
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_processTask = Task.Run(ProcessQueue);
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var startResult = await DoStart().ConfigureAwait(false);
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var startResult = await DoStartAsync().ConfigureAwait(false);
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if (!startResult)
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return new CallResult<bool>(false, startResult.Error);
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subscription = startResult.Data;
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subscription.ConnectionLost += Reset;
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subscription.ConnectionRestored += time => Resync();
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subscription.ConnectionRestored += async time => await ResyncAsync().ConfigureAwait(false);
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Status = OrderBookStatus.Synced;
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return new CallResult<bool>(true, null);
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}
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/// <summary>
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/// Get the average price that a market order would fill at at the current order book state. This is no guarentee that an order of that quantity would actually be filled
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/// at that price since between this calculation and the order placement the book can have changed.
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/// </summary>
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/// <param name="quantity">The quantity in base asset to fill</param>
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/// <param name="type">The type</param>
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/// <returns>Average fill price</returns>
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public CallResult<decimal> CalculateAverageFillPrice(decimal quantity, OrderBookEntryType type)
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{
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if (Status != OrderBookStatus.Synced)
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return new CallResult<decimal>(0, new InvalidOperationError($"{nameof(CalculateAverageFillPrice)} is not available when book is not in Synced state"));
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var totalCost = 0m;
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var totalAmount = 0m;
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var amountLeft = quantity;
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lock (bookLock)
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{
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var list = type == OrderBookEntryType.Ask ? asks : bids;
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var step = 0;
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while (amountLeft > 0)
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{
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if (step == list.Count)
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return new CallResult<decimal>(0, new InvalidOperationError($"Quantity is larger than order in the order book"));
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var element = list.ElementAt(step);
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var stepAmount = Math.Min(element.Value.Quantity, amountLeft);
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totalCost += stepAmount * element.Value.Price;
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totalAmount += stepAmount;
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amountLeft -= stepAmount;
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step++;
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}
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}
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return new CallResult<decimal>(Math.Round(totalCost / totalAmount, 8), null);
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}
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private void Reset()
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{
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log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} connection lost");
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log.Write(LogLevel.Warning, $"{Id} order book {Symbol} connection lost");
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Status = OrderBookStatus.Reconnecting;
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_queueEvent.Set();
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// Clear queue
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while(_processQueue.TryDequeue(out _))
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while (_processQueue.TryDequeue(out _)) { }
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processBuffer.Clear();
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bookSet = false;
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DoReset();
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}
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private void Resync()
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private async Task ResyncAsync()
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{
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Status = OrderBookStatus.Syncing;
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var success = false;
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@@ -261,39 +304,35 @@ namespace CryptoExchange.Net.OrderBook
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if (Status != OrderBookStatus.Syncing)
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return;
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var resyncResult = DoResync().Result;
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var resyncResult = await DoResyncAsync().ConfigureAwait(false);
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success = resyncResult;
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}
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log.Write(LogVerbosity.Info, $"{Id} order book {Symbol} successfully resynchronized");
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log.Write(LogLevel.Information, $"{Id} order book {Symbol} successfully resynchronized");
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Status = OrderBookStatus.Synced;
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}
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/// <summary>
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/// Stop syncing the order book
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/// </summary>
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/// <returns></returns>
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public void Stop() => StopAsync().Wait();
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/// <summary>
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/// Stop syncing the order book
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/// </summary>
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/// <returns></returns>
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public async Task StopAsync()
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{
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log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} stopping");
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log.Write(LogLevel.Debug, $"{Id} order book {Symbol} stopping");
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Status = OrderBookStatus.Disconnected;
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_queueEvent.Set();
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_processTask?.Wait();
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if(_processTask != null)
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await _processTask.ConfigureAwait(false);
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if(subscription != null)
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await subscription.Close().ConfigureAwait(false);
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await subscription.CloseAsync().ConfigureAwait(false);
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}
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/// <summary>
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/// Start the order book
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/// </summary>
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/// <returns></returns>
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protected abstract Task<CallResult<UpdateSubscription>> DoStart();
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protected abstract Task<CallResult<UpdateSubscription>> DoStartAsync();
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/// <summary>
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/// Reset the order book
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@@ -304,7 +343,7 @@ namespace CryptoExchange.Net.OrderBook
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/// Resync the order book
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/// </summary>
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/// <returns></returns>
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protected abstract Task<CallResult<bool>> DoResync();
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protected abstract Task<CallResult<bool>> DoResyncAsync();
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/// <summary>
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/// Validate a checksum with the current order book
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@@ -341,6 +380,7 @@ namespace CryptoExchange.Net.OrderBook
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if (Status == OrderBookStatus.Connecting || Status == OrderBookStatus.Disconnected)
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return;
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bookSet = true;
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asks.Clear();
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foreach (var ask in item.Asks)
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asks.Add(ask.Price, ask);
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@@ -354,7 +394,7 @@ namespace CryptoExchange.Net.OrderBook
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BidCount = bids.Count;
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LastOrderBookUpdate = DateTime.UtcNow;
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log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{item.EndUpdateId}");
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log.Write(LogLevel.Debug, $"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{item.EndUpdateId}");
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CheckProcessBuffer();
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OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
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OnBestOffersChanged?.Invoke((BestBid, BestAsk));
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@@ -377,7 +417,7 @@ namespace CryptoExchange.Net.OrderBook
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FirstUpdateId = item.StartUpdateId,
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LastUpdateId = item.EndUpdateId,
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});
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log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update buffered #{item.StartUpdateId}-#{item.EndUpdateId} [{item.Asks.Count()} asks, {item.Bids.Count()} bids]");
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log.Write(LogLevel.Debug, $"{Id} order book {Symbol} update buffered #{item.StartUpdateId}-#{item.EndUpdateId} [{item.Asks.Count()} asks, {item.Bids.Count()} bids]");
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}
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else
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{
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@@ -385,12 +425,15 @@ namespace CryptoExchange.Net.OrderBook
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var (prevBestBid, prevBestAsk) = BestOffers;
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ProcessRangeUpdates(item.StartUpdateId, item.EndUpdateId, item.Bids, item.Asks);
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if (!asks.Any() || !bids.Any())
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return;
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if (asks.First().Key < bids.First().Key)
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{
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log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} detected out of sync order book. Resyncing");
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_ = subscription?.Reconnect();
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log.Write(LogLevel.Warning, $"{Id} order book {Symbol} detected out of sync order book. Resyncing");
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_ = subscription?.ReconnectAsync();
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return;
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}
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}
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OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
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CheckBestOffersChanged(prevBestBid, prevBestAsk);
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@@ -417,8 +460,8 @@ namespace CryptoExchange.Net.OrderBook
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if(!checksumResult)
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{
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log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} out of sync. Resyncing");
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_ = subscription?.Reconnect();
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log.Write(LogLevel.Warning, $"{Id} order book {Symbol} out of sync. Resyncing");
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_ = subscription?.ReconnectAsync();
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return;
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}
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}
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@@ -432,8 +475,6 @@ namespace CryptoExchange.Net.OrderBook
|
||||
/// <param name="bidList">List of bids</param>
|
||||
protected void SetInitialOrderBook(long orderBookSequenceNumber, IEnumerable<ISymbolOrderBookEntry> bidList, IEnumerable<ISymbolOrderBookEntry> askList)
|
||||
{
|
||||
bookSet = true;
|
||||
|
||||
_processQueue.Enqueue(new InitialOrderBookItem { StartUpdateId = orderBookSequenceNumber, EndUpdateId = orderBookSequenceNumber, Asks = askList, Bids = bidList });
|
||||
_queueEvent.Set();
|
||||
}
|
||||
@@ -489,9 +530,9 @@ namespace CryptoExchange.Net.OrderBook
|
||||
|
||||
private void ProcessRangeUpdates(long firstUpdateId, long lastUpdateId, IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks)
|
||||
{
|
||||
if (lastUpdateId < LastSequenceNumber)
|
||||
if (lastUpdateId <= LastSequenceNumber)
|
||||
{
|
||||
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update skipped #{firstUpdateId}-{lastUpdateId}");
|
||||
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} update skipped #{firstUpdateId}-{lastUpdateId}");
|
||||
return;
|
||||
}
|
||||
|
||||
@@ -503,13 +544,13 @@ namespace CryptoExchange.Net.OrderBook
|
||||
|
||||
if (Levels.HasValue && strictLevels)
|
||||
{
|
||||
while (this.bids.Count() > Levels.Value)
|
||||
while (this.bids.Count > Levels.Value)
|
||||
{
|
||||
BidCount--;
|
||||
this.bids.Remove(this.bids.Last().Key);
|
||||
}
|
||||
|
||||
while (this.asks.Count() > Levels.Value)
|
||||
while (this.asks.Count > Levels.Value)
|
||||
{
|
||||
AskCount--;
|
||||
this.asks.Remove(this.asks.Last().Key);
|
||||
@@ -517,7 +558,7 @@ namespace CryptoExchange.Net.OrderBook
|
||||
}
|
||||
|
||||
LastSequenceNumber = lastUpdateId;
|
||||
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update processed #{firstUpdateId}-{lastUpdateId}");
|
||||
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} update processed #{firstUpdateId}-{lastUpdateId}");
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -527,7 +568,7 @@ namespace CryptoExchange.Net.OrderBook
|
||||
{
|
||||
var pbList = processBuffer.ToList();
|
||||
if(pbList.Count > 0)
|
||||
log.Write(LogVerbosity.Debug, "Processing buffered updates");
|
||||
log.Write(LogLevel.Debug, "Processing buffered updates");
|
||||
|
||||
foreach (var bufferEntry in pbList)
|
||||
{
|
||||
@@ -549,15 +590,15 @@ namespace CryptoExchange.Net.OrderBook
|
||||
|
||||
if (sequence <= LastSequenceNumber)
|
||||
{
|
||||
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update skipped #{sequence}");
|
||||
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} update skipped #{sequence}");
|
||||
return false;
|
||||
}
|
||||
|
||||
if (sequencesAreConsecutive && sequence > LastSequenceNumber + 1)
|
||||
{
|
||||
// Out of sync
|
||||
log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} out of sync (expected { LastSequenceNumber + 1}, was {sequence}), reconnecting");
|
||||
subscription?.Reconnect();
|
||||
log.Write(LogLevel.Warning, $"{Id} order book {Symbol} out of sync (expected { LastSequenceNumber + 1}, was {sequence}), reconnecting");
|
||||
subscription?.ReconnectAsync();
|
||||
return false;
|
||||
}
|
||||
|
||||
@@ -594,7 +635,7 @@ namespace CryptoExchange.Net.OrderBook
|
||||
/// </summary>
|
||||
/// <param name="timeout">Max wait time</param>
|
||||
/// <returns></returns>
|
||||
protected async Task<CallResult<bool>> WaitForSetOrderBook(int timeout)
|
||||
protected async Task<CallResult<bool>> WaitForSetOrderBookAsync(int timeout)
|
||||
{
|
||||
var startWait = DateTime.UtcNow;
|
||||
while (!bookSet && Status == OrderBookStatus.Syncing)
|
||||
@@ -636,7 +677,7 @@ namespace CryptoExchange.Net.OrderBook
|
||||
/// <returns></returns>
|
||||
public string ToString(int numberOfEntries)
|
||||
{
|
||||
var result = "";
|
||||
var result = string.Empty;
|
||||
result += $"Asks ({AskCount}): {Environment.NewLine}";
|
||||
foreach (var entry in Asks.Take(numberOfEntries).Reverse())
|
||||
result += $" {entry.Price.ToString(CultureInfo.InvariantCulture).PadLeft(8)} | {entry.Quantity.ToString(CultureInfo.InvariantCulture).PadRight(8)}{Environment.NewLine}";
|
||||
|
||||
Reference in New Issue
Block a user