Merge pull request #28 from BenDavison/null-during-orderbook-sync

Fix for null reference on SymbolOrderBook when no data is available yet, added BestOffers

CryptoExchange.Net.UnitTests/SymbolOrderBookTests.cs

@@ -0,0 +1,69 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Logging;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.OrderBook;
+using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.UnitTests.TestImplementations;
+using Newtonsoft.Json.Linq;
+using NUnit.Framework;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture]
+    public class SymbolOrderBookTests
+    {
+        private static OrderBookOptions defaultOrderBookOptions = new OrderBookOptions("Test", true);
+
+        private class TestableSymbolOrderBook : SymbolOrderBook
+        {
+            public TestableSymbolOrderBook() : base("BTC/USD", defaultOrderBookOptions)
+            {
+            }
+
+            public override void Dispose() {}
+
+            protected override Task<CallResult<bool>> DoResync()
+            {
+                throw new NotImplementedException();
+            }
+
+            protected override Task<CallResult<UpdateSubscription>> DoStart()
+            {
+                throw new NotImplementedException();
+            }
+        }
+
+        [TestCase]
+        public void GivenEmptyBidList_WhenBestBid_ThenEmptySymbolOrderBookEntry()
+        {
+            var symbolOrderBook = new TestableSymbolOrderBook();
+            Assert.IsNotNull(symbolOrderBook.BestBid);
+            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+        }
+
+        [TestCase]
+        public void GivenEmptyAskList_WhenBestAsk_ThenEmptySymbolOrderBookEntry()
+        {
+            var symbolOrderBook = new TestableSymbolOrderBook();
+            Assert.IsNotNull(symbolOrderBook.BestBid);
+            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+        }
+
+        [TestCase]
+        public void GivenEmptyBidAndAskList_WhenBestOffers_ThenEmptySymbolOrderBookEntries()
+        {
+            var symbolOrderBook = new TestableSymbolOrderBook();
+            Assert.IsNotNull(symbolOrderBook.BestOffers);
+            Assert.IsNotNull(symbolOrderBook.BestOffers.Bid);
+            Assert.IsNotNull(symbolOrderBook.BestOffers.Ask);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Quantity);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Price);
+            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Quantity);
+        }
+    }
+}

CryptoExchange.Net/CryptoExchange.Net.xml

@@ -837,6 +837,11 @@
             The best ask currently in the order book
             </summary>
         </member>
+        <member name="P:CryptoExchange.Net.Interfaces.ISymbolOrderBook.BestOffers">
+            <summary>
+            BestBid/BesAsk returned as a pair
+            </summary>
+        </member>
         <member name="M:CryptoExchange.Net.Interfaces.ISymbolOrderBook.Start">
             <summary>
             Start connecting and synchronizing the order book
@@ -1819,6 +1824,11 @@
             The best ask currently in the order book
             </summary>
         </member>
+        <member name="P:CryptoExchange.Net.OrderBook.SymbolOrderBook.BestOffers">
+            <summary>
+            BestBid/BesAsk returned as a pair
+            </summary>
+        </member>
         <member name="M:CryptoExchange.Net.OrderBook.SymbolOrderBook.#ctor(System.String,CryptoExchange.Net.Objects.OrderBookOptions)">
             <summary>
             ctor
@@ -2918,5 +2928,148 @@
         <member name="M:CryptoExchange.Net.Sockets.WebsocketFactory.CreateWebsocket(CryptoExchange.Net.Logging.Log,System.String,System.Collections.Generic.IDictionary{System.String,System.String},System.Collections.Generic.IDictionary{System.String,System.String})">
             <inheritdoc />
         </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.AllowNullAttribute">
+            <summary>
+                Specifies that <see langword="null"/> is allowed as an input even if the
+                corresponding type disallows it.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.AllowNullAttribute.#ctor">
+            <summary>
+                Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.AllowNullAttribute"/> class.
+            </summary>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.DisallowNullAttribute">
+            <summary>
+                Specifies that <see langword="null"/> is disallowed as an input even if the
+                corresponding type allows it.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.DisallowNullAttribute.#ctor">
+            <summary>
+                Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.DisallowNullAttribute"/> class.
+            </summary>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.DoesNotReturnAttribute">
+            <summary>
+                Specifies that a method that will never return under any circumstance.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.DoesNotReturnAttribute.#ctor">
+            <summary>
+                Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.DoesNotReturnAttribute"/> class.
+            </summary>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute">
+            <summary>
+                Specifies that the method will not return if the associated <see cref="T:System.Boolean"/>
+                parameter is passed the specified value.
+            </summary>
+        </member>
+        <member name="P:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute.ParameterValue">
+            <summary>
+                Gets the condition parameter value.
+                Code after the method is considered unreachable by diagnostics if the argument
+                to the associated parameter matches this value.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute.#ctor(System.Boolean)">
+            <summary>
+                Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute"/>
+                class with the specified parameter value.
+            </summary>
+            <param name="parameterValue">
+                The condition parameter value.
+                Code after the method is considered unreachable by diagnostics if the argument
+                to the associated parameter matches this value.
+            </param>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.MaybeNullAttribute">
+            <summary>
+                Specifies that an output may be <see langword="null"/> even if the
+                corresponding type disallows it.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.MaybeNullAttribute.#ctor">
+            <summary>
+                Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.MaybeNullAttribute"/> class.
+            </summary>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute">
+            <summary>
+                Specifies that when a method returns <see cref="P:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute.ReturnValue"/>, 
+                the parameter may be <see langword="null"/> even if the corresponding type disallows it.
+            </summary>
+        </member>
+        <member name="P:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute.ReturnValue">
+            <summary>
+                Gets the return value condition.
+                If the method returns this value, the associated parameter may be <see langword="null"/>.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute.#ctor(System.Boolean)">
+            <summary>
+                 Initializes the attribute with the specified return value condition.
+            </summary>
+            <param name="returnValue">
+                The return value condition.
+                If the method returns this value, the associated parameter may be <see langword="null"/>.
+            </param>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.NotNullAttribute">
+            <summary>
+                Specifies that an output is not <see langword="null"/> even if the
+                corresponding type allows it.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.NotNullAttribute.#ctor">
+            <summary>
+                Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.NotNullAttribute"/> class.
+            </summary>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.NotNullIfNotNullAttribute">
+            <summary>
+                Specifies that the output will be non-<see langword="null"/> if the
+                named parameter is non-<see langword="null"/>.
+            </summary>
+        </member>
+        <member name="P:System.Diagnostics.CodeAnalysis.NotNullIfNotNullAttribute.ParameterName">
+            <summary>
+                Gets the associated parameter name.
+                The output will be non-<see langword="null"/> if the argument to the
+                parameter specified is non-<see langword="null"/>.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.NotNullIfNotNullAttribute.#ctor(System.String)">
+            <summary>
+                Initializes the attribute with the associated parameter name.
+            </summary>
+            <param name="parameterName">
+                The associated parameter name.
+                The output will be non-<see langword="null"/> if the argument to the
+                parameter specified is non-<see langword="null"/>.
+            </param>
+        </member>
+        <member name="T:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute">
+            <summary>
+                Specifies that when a method returns <see cref="P:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute.ReturnValue"/>,
+                the parameter will not be <see langword="null"/> even if the corresponding type allows it.
+            </summary>
+        </member>
+        <member name="P:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute.ReturnValue">
+            <summary>
+                Gets the return value condition.
+                If the method returns this value, the associated parameter will not be <see langword="null"/>.
+            </summary>
+        </member>
+        <member name="M:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute.#ctor(System.Boolean)">
+            <summary>
+                Initializes the attribute with the specified return value condition.
+            </summary>
+            <param name="returnValue">
+                The return value condition.
+                If the method returns this value, the associated parameter will not be <see langword="null"/>.
+            </param>
+        </member>
     </members>
 </doc>

CryptoExchange.Net/Interfaces/ISymbolOrderBook.cs

@@ -70,6 +70,11 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         ISymbolOrderBookEntry BestAsk { get; }
 
+        /// <summary>
+        /// BestBid/BesAsk returned as a pair
+        /// </summary>
+        (ISymbolOrderBookEntry Bid, ISymbolOrderBookEntry Ask) BestOffers { get; }
+
         /// <summary>
         /// Start connecting and synchronizing the order book
         /// </summary>

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -127,6 +127,14 @@ namespace CryptoExchange.Net.OrderBook
             }
         }
 
+        private class EmptySymbolOrderBookEntry : ISymbolOrderBookEntry
+        {
+            public decimal Quantity { get { return 0m; } set {; } }
+            public decimal Price { get { return 0m; } set {; } }
+        }
+
+        private static ISymbolOrderBookEntry emptySymbolOrderBookEntry = new EmptySymbolOrderBookEntry();
+
         /// <summary>
         /// The best bid currently in the order book
         /// </summary>
@@ -135,7 +143,7 @@ namespace CryptoExchange.Net.OrderBook
             get
             {
                 lock (bookLock)
-                    return bids.FirstOrDefault().Value;
+                    return bids.FirstOrDefault().Value ?? emptySymbolOrderBookEntry;
             }
         }
 
@@ -147,7 +155,17 @@ namespace CryptoExchange.Net.OrderBook
             get
             {
                 lock (bookLock)
-                    return asks.FirstOrDefault().Value;
+                    return asks.FirstOrDefault().Value ?? emptySymbolOrderBookEntry;
+            }
+        }
+
+        /// <summary>
+        /// BestBid/BesAsk returned as a pair
+        /// </summary>
+        public (ISymbolOrderBookEntry Bid, ISymbolOrderBookEntry Ask) BestOffers {
+            get {
+                lock (bookLock)
+                    return (BestBid,BestAsk);
             }
         }
 
@@ -298,9 +316,10 @@ namespace CryptoExchange.Net.OrderBook
 
         private void CheckBestOffersChanged(ISymbolOrderBookEntry prevBestBid, ISymbolOrderBookEntry prevBestAsk)
         {
-            if (BestBid.Price != prevBestBid.Price || BestBid.Quantity != prevBestBid.Quantity ||
+            var (bestBid, bestAsk) = BestOffers;
-                   BestAsk.Price != prevBestAsk.Price || BestAsk.Quantity != prevBestAsk.Quantity)
+            if (bestBid.Price != prevBestBid.Price || bestBid.Quantity != prevBestBid.Quantity ||
-                OnBestOffersChanged?.Invoke(BestBid, BestAsk);
+                   bestAsk.Price != prevBestAsk.Price || bestAsk.Quantity != prevBestAsk.Quantity)
+                OnBestOffersChanged?.Invoke(bestBid, bestAsk);
         }
 
         /// <summary>
@@ -329,8 +348,7 @@ namespace CryptoExchange.Net.OrderBook
                 else
                 {
                     CheckProcessBuffer();
-                    var prevBestBid = BestBid;
+                    var (prevBestBid, prevBestAsk) = BestOffers;
-                    var prevBestAsk = BestAsk;
                     ProcessSingleSequenceUpdates(rangeUpdateId, bids, asks);
                     OnOrderBookUpdate?.Invoke(bids, asks);
                     CheckBestOffersChanged(prevBestBid, prevBestAsk);
@@ -366,8 +384,7 @@ namespace CryptoExchange.Net.OrderBook
                 else
                 {
                     CheckProcessBuffer();
-                    var prevBestBid = BestBid;
+                    var (prevBestBid, prevBestAsk) = BestOffers;
-                    var prevBestAsk = BestAsk;
                     ProcessRangeUpdates(firstUpdateId, lastUpdateId, bids, asks);
                     OnOrderBookUpdate?.Invoke(bids, asks);
                     CheckBestOffersChanged(prevBestBid, prevBestAsk);
@@ -396,8 +413,7 @@ namespace CryptoExchange.Net.OrderBook
                 else
                 {
                     CheckProcessBuffer();
-                    var prevBestBid = BestBid;
+                    var (prevBestBid, prevBestAsk) = BestOffers;
-                    var prevBestAsk = BestAsk;
                     ProcessUpdates(bids, asks);
                     OnOrderBookUpdate?.Invoke(bids, asks);
                     CheckBestOffersChanged(prevBestBid, prevBestAsk);