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0
mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-17 03:12:56 +00:00

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: 9067a8a 7ab6bb0
Author: 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: b219705 55aa77e
Author: 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

commit 55aa77e926
Author: Artem Kurianov <artemkuryanov@gmail.com>
Date:   Fri May 14 13:11:05 2021 +0000

    added order time

commit efe70445ed
Author: 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:
Jkorf
2021-08-12 13:46:39 +02:00
parent 7c10c58779
commit dcb2fa35af
61 changed files with 2696 additions and 1655 deletions
+90 -49
View File
@@ -2,7 +2,6 @@
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Globalization;
using System.IO;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
@@ -10,6 +9,7 @@ using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Logging;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Sockets;
using Microsoft.Extensions.Logging;
namespace CryptoExchange.Net.OrderBook
{
@@ -74,7 +74,7 @@ namespace CryptoExchange.Net.OrderBook
var old = status;
status = value;
log.Write(LogVerbosity.Info, $"{Id} order book {Symbol} status changed: {old} => {value}");
log.Write(LogLevel.Information, $"{Id} order book {Symbol} status changed: {old} => {value}");
OnStatusChange?.Invoke(old, status);
}
}
@@ -140,6 +140,18 @@ namespace CryptoExchange.Net.OrderBook
}
}
/// <summary>
/// Get a snapshot of the book at this moment
/// </summary>
public (IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks) Book
{
get
{
lock (bookLock)
return (Bids, Asks);
}
}
private class EmptySymbolOrderBookEntry : ISymbolOrderBookEntry
{
public decimal Quantity { get { return 0m; } set {; } }
@@ -208,51 +220,82 @@ namespace CryptoExchange.Net.OrderBook
asks = new SortedList<decimal, ISymbolOrderBookEntry>();
bids = new SortedList<decimal, ISymbolOrderBookEntry>(new DescComparer<decimal>());
log = new Log(options.OrderBookName) { Level = options.LogVerbosity };
var writers = options.LogWriters ?? new List<TextWriter> { new DebugTextWriter() };
log = new Log(options.OrderBookName) { Level = options.LogLevel };
var writers = options.LogWriters ?? new List<ILogger> { new DebugLogger() };
log.UpdateWriters(writers.ToList());
}
/// <summary>
/// Start connecting and synchronizing the order book
/// </summary>
/// <returns></returns>
public CallResult<bool> Start() => StartAsync().Result;
/// <summary>
/// Start connecting and synchronizing the order book
/// </summary>
/// <returns></returns>
public async Task<CallResult<bool>> StartAsync()
{
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} starting");
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} starting");
Status = OrderBookStatus.Connecting;
_processTask = Task.Run(ProcessQueue);
var startResult = await DoStart().ConfigureAwait(false);
var startResult = await DoStartAsync().ConfigureAwait(false);
if (!startResult)
return new CallResult<bool>(false, startResult.Error);
subscription = startResult.Data;
subscription.ConnectionLost += Reset;
subscription.ConnectionRestored += time => Resync();
subscription.ConnectionRestored += async time => await ResyncAsync().ConfigureAwait(false);
Status = OrderBookStatus.Synced;
return new CallResult<bool>(true, null);
}
/// <summary>
/// Get the average price that a market order would fill at at the current order book state. This is no guarentee that an order of that quantity would actually be filled
/// at that price since between this calculation and the order placement the book can have changed.
/// </summary>
/// <param name="quantity">The quantity in base asset to fill</param>
/// <param name="type">The type</param>
/// <returns>Average fill price</returns>
public CallResult<decimal> CalculateAverageFillPrice(decimal quantity, OrderBookEntryType type)
{
if (Status != OrderBookStatus.Synced)
return new CallResult<decimal>(0, new InvalidOperationError($"{nameof(CalculateAverageFillPrice)} is not available when book is not in Synced state"));
var totalCost = 0m;
var totalAmount = 0m;
var amountLeft = quantity;
lock (bookLock)
{
var list = type == OrderBookEntryType.Ask ? asks : bids;
var step = 0;
while (amountLeft > 0)
{
if (step == list.Count)
return new CallResult<decimal>(0, new InvalidOperationError($"Quantity is larger than order in the order book"));
var element = list.ElementAt(step);
var stepAmount = Math.Min(element.Value.Quantity, amountLeft);
totalCost += stepAmount * element.Value.Price;
totalAmount += stepAmount;
amountLeft -= stepAmount;
step++;
}
}
return new CallResult<decimal>(Math.Round(totalCost / totalAmount, 8), null);
}
private void Reset()
{
log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} connection lost");
log.Write(LogLevel.Warning, $"{Id} order book {Symbol} connection lost");
Status = OrderBookStatus.Reconnecting;
_queueEvent.Set();
// Clear queue
while(_processQueue.TryDequeue(out _))
while (_processQueue.TryDequeue(out _)) { }
processBuffer.Clear();
bookSet = false;
DoReset();
}
private void Resync()
private async Task ResyncAsync()
{
Status = OrderBookStatus.Syncing;
var success = false;
@@ -261,39 +304,35 @@ namespace CryptoExchange.Net.OrderBook
if (Status != OrderBookStatus.Syncing)
return;
var resyncResult = DoResync().Result;
var resyncResult = await DoResyncAsync().ConfigureAwait(false);
success = resyncResult;
}
log.Write(LogVerbosity.Info, $"{Id} order book {Symbol} successfully resynchronized");
log.Write(LogLevel.Information, $"{Id} order book {Symbol} successfully resynchronized");
Status = OrderBookStatus.Synced;
}
/// <summary>
/// Stop syncing the order book
/// </summary>
/// <returns></returns>
public void Stop() => StopAsync().Wait();
/// <summary>
/// Stop syncing the order book
/// </summary>
/// <returns></returns>
public async Task StopAsync()
{
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} stopping");
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} stopping");
Status = OrderBookStatus.Disconnected;
_queueEvent.Set();
_processTask?.Wait();
if(_processTask != null)
await _processTask.ConfigureAwait(false);
if(subscription != null)
await subscription.Close().ConfigureAwait(false);
await subscription.CloseAsync().ConfigureAwait(false);
}
/// <summary>
/// Start the order book
/// </summary>
/// <returns></returns>
protected abstract Task<CallResult<UpdateSubscription>> DoStart();
protected abstract Task<CallResult<UpdateSubscription>> DoStartAsync();
/// <summary>
/// Reset the order book
@@ -304,7 +343,7 @@ namespace CryptoExchange.Net.OrderBook
/// Resync the order book
/// </summary>
/// <returns></returns>
protected abstract Task<CallResult<bool>> DoResync();
protected abstract Task<CallResult<bool>> DoResyncAsync();
/// <summary>
/// Validate a checksum with the current order book
@@ -341,6 +380,7 @@ namespace CryptoExchange.Net.OrderBook
if (Status == OrderBookStatus.Connecting || Status == OrderBookStatus.Disconnected)
return;
bookSet = true;
asks.Clear();
foreach (var ask in item.Asks)
asks.Add(ask.Price, ask);
@@ -354,7 +394,7 @@ namespace CryptoExchange.Net.OrderBook
BidCount = bids.Count;
LastOrderBookUpdate = DateTime.UtcNow;
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{item.EndUpdateId}");
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{item.EndUpdateId}");
CheckProcessBuffer();
OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
OnBestOffersChanged?.Invoke((BestBid, BestAsk));
@@ -377,7 +417,7 @@ namespace CryptoExchange.Net.OrderBook
FirstUpdateId = item.StartUpdateId,
LastUpdateId = item.EndUpdateId,
});
log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} update buffered #{item.StartUpdateId}-#{item.EndUpdateId} [{item.Asks.Count()} asks, {item.Bids.Count()} bids]");
log.Write(LogLevel.Debug, $"{Id} order book {Symbol} update buffered #{item.StartUpdateId}-#{item.EndUpdateId} [{item.Asks.Count()} asks, {item.Bids.Count()} bids]");
}
else
{
@@ -385,12 +425,15 @@ namespace CryptoExchange.Net.OrderBook
var (prevBestBid, prevBestAsk) = BestOffers;
ProcessRangeUpdates(item.StartUpdateId, item.EndUpdateId, item.Bids, item.Asks);
if (!asks.Any() || !bids.Any())
return;
if (asks.First().Key < bids.First().Key)
{
log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} detected out of sync order book. Resyncing");
_ = subscription?.Reconnect();
log.Write(LogLevel.Warning, $"{Id} order book {Symbol} detected out of sync order book. Resyncing");
_ = subscription?.ReconnectAsync();
return;
}
}
OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
CheckBestOffersChanged(prevBestBid, prevBestAsk);
@@ -417,8 +460,8 @@ namespace CryptoExchange.Net.OrderBook
if(!checksumResult)
{
log.Write(LogVerbosity.Warning, $"{Id} order book {Symbol} out of sync. Resyncing");
_ = subscription?.Reconnect();
log.Write(LogLevel.Warning, $"{Id} order book {Symbol} out of sync. Resyncing");
_ = subscription?.ReconnectAsync();
return;
}
}
@@ -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}";