mirror of
https://github.com/JKorf/CryptoExchange.Net
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Merge pull request #28 from BenDavison/null-during-orderbook-sync
Fix for null reference on SymbolOrderBook when no data is available yet, added BestOffers
This commit is contained in:
Jan Korf
GitHub
commit
ef4ab4bd8b
69
CryptoExchange.Net.UnitTests/SymbolOrderBookTests.cs
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69
CryptoExchange.Net.UnitTests/SymbolOrderBookTests.cs
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@ -0,0 +1,69 @@
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using System;
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using System.Threading;
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using System.Threading.Tasks;
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using CryptoExchange.Net.Logging;
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using CryptoExchange.Net.Objects;
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using CryptoExchange.Net.OrderBook;
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using CryptoExchange.Net.Sockets;
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using CryptoExchange.Net.UnitTests.TestImplementations;
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using Newtonsoft.Json.Linq;
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using NUnit.Framework;
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namespace CryptoExchange.Net.UnitTests
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{
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[TestFixture]
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public class SymbolOrderBookTests
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{
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private static OrderBookOptions defaultOrderBookOptions = new OrderBookOptions("Test", true);
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private class TestableSymbolOrderBook : SymbolOrderBook
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{
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public TestableSymbolOrderBook() : base("BTC/USD", defaultOrderBookOptions)
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{
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}
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public override void Dispose() {}
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protected override Task<CallResult<bool>> DoResync()
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{
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throw new NotImplementedException();
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}
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protected override Task<CallResult<UpdateSubscription>> DoStart()
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{
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throw new NotImplementedException();
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}
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}
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[TestCase]
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public void GivenEmptyBidList_WhenBestBid_ThenEmptySymbolOrderBookEntry()
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{
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var symbolOrderBook = new TestableSymbolOrderBook();
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Assert.IsNotNull(symbolOrderBook.BestBid);
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Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
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Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
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}
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[TestCase]
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public void GivenEmptyAskList_WhenBestAsk_ThenEmptySymbolOrderBookEntry()
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{
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var symbolOrderBook = new TestableSymbolOrderBook();
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Assert.IsNotNull(symbolOrderBook.BestBid);
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Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
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Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
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}
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[TestCase]
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public void GivenEmptyBidAndAskList_WhenBestOffers_ThenEmptySymbolOrderBookEntries()
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{
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var symbolOrderBook = new TestableSymbolOrderBook();
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Assert.IsNotNull(symbolOrderBook.BestOffers);
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Assert.IsNotNull(symbolOrderBook.BestOffers.Bid);
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Assert.IsNotNull(symbolOrderBook.BestOffers.Ask);
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Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Price);
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Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Quantity);
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Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Price);
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Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Quantity);
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}
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}
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}
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@ -837,6 +837,11 @@
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The best ask currently in the order book
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</summary>
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</member>
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<member name="P:CryptoExchange.Net.Interfaces.ISymbolOrderBook.BestOffers">
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<summary>
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BestBid/BesAsk returned as a pair
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</summary>
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</member>
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<member name="M:CryptoExchange.Net.Interfaces.ISymbolOrderBook.Start">
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<summary>
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Start connecting and synchronizing the order book
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@ -1819,6 +1824,11 @@
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The best ask currently in the order book
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</summary>
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</member>
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<member name="P:CryptoExchange.Net.OrderBook.SymbolOrderBook.BestOffers">
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<summary>
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BestBid/BesAsk returned as a pair
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</summary>
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</member>
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<member name="M:CryptoExchange.Net.OrderBook.SymbolOrderBook.#ctor(System.String,CryptoExchange.Net.Objects.OrderBookOptions)">
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<summary>
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ctor
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@ -2918,5 +2928,148 @@
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<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})">
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<inheritdoc />
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.AllowNullAttribute">
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<summary>
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Specifies that <see langword="null"/> is allowed as an input even if the
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corresponding type disallows it.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.AllowNullAttribute.#ctor">
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<summary>
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Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.AllowNullAttribute"/> class.
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</summary>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.DisallowNullAttribute">
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<summary>
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Specifies that <see langword="null"/> is disallowed as an input even if the
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corresponding type allows it.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.DisallowNullAttribute.#ctor">
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<summary>
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Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.DisallowNullAttribute"/> class.
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</summary>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.DoesNotReturnAttribute">
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<summary>
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Specifies that a method that will never return under any circumstance.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.DoesNotReturnAttribute.#ctor">
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<summary>
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Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.DoesNotReturnAttribute"/> class.
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</summary>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute">
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<summary>
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Specifies that the method will not return if the associated <see cref="T:System.Boolean"/>
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parameter is passed the specified value.
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</summary>
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</member>
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<member name="P:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute.ParameterValue">
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<summary>
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Gets the condition parameter value.
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Code after the method is considered unreachable by diagnostics if the argument
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to the associated parameter matches this value.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute.#ctor(System.Boolean)">
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<summary>
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Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.DoesNotReturnIfAttribute"/>
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class with the specified parameter value.
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</summary>
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<param name="parameterValue">
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The condition parameter value.
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Code after the method is considered unreachable by diagnostics if the argument
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to the associated parameter matches this value.
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</param>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.MaybeNullAttribute">
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<summary>
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Specifies that an output may be <see langword="null"/> even if the
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corresponding type disallows it.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.MaybeNullAttribute.#ctor">
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<summary>
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Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.MaybeNullAttribute"/> class.
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</summary>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute">
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<summary>
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Specifies that when a method returns <see cref="P:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute.ReturnValue"/>,
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the parameter may be <see langword="null"/> even if the corresponding type disallows it.
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</summary>
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</member>
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<member name="P:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute.ReturnValue">
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<summary>
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Gets the return value condition.
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If the method returns this value, the associated parameter may be <see langword="null"/>.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.MaybeNullWhenAttribute.#ctor(System.Boolean)">
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<summary>
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Initializes the attribute with the specified return value condition.
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</summary>
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<param name="returnValue">
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The return value condition.
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If the method returns this value, the associated parameter may be <see langword="null"/>.
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</param>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.NotNullAttribute">
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<summary>
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Specifies that an output is not <see langword="null"/> even if the
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corresponding type allows it.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.NotNullAttribute.#ctor">
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<summary>
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Initializes a new instance of the <see cref="T:System.Diagnostics.CodeAnalysis.NotNullAttribute"/> class.
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</summary>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.NotNullIfNotNullAttribute">
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<summary>
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Specifies that the output will be non-<see langword="null"/> if the
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named parameter is non-<see langword="null"/>.
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</summary>
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</member>
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<member name="P:System.Diagnostics.CodeAnalysis.NotNullIfNotNullAttribute.ParameterName">
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<summary>
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Gets the associated parameter name.
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The output will be non-<see langword="null"/> if the argument to the
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parameter specified is non-<see langword="null"/>.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.NotNullIfNotNullAttribute.#ctor(System.String)">
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<summary>
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Initializes the attribute with the associated parameter name.
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</summary>
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<param name="parameterName">
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The associated parameter name.
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The output will be non-<see langword="null"/> if the argument to the
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parameter specified is non-<see langword="null"/>.
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</param>
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</member>
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<member name="T:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute">
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<summary>
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Specifies that when a method returns <see cref="P:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute.ReturnValue"/>,
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the parameter will not be <see langword="null"/> even if the corresponding type allows it.
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</summary>
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</member>
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<member name="P:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute.ReturnValue">
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<summary>
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Gets the return value condition.
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If the method returns this value, the associated parameter will not be <see langword="null"/>.
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</summary>
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</member>
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<member name="M:System.Diagnostics.CodeAnalysis.NotNullWhenAttribute.#ctor(System.Boolean)">
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<summary>
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Initializes the attribute with the specified return value condition.
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</summary>
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<param name="returnValue">
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The return value condition.
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If the method returns this value, the associated parameter will not be <see langword="null"/>.
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</param>
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</member>
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</members>
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</doc>
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@ -70,6 +70,11 @@ namespace CryptoExchange.Net.Interfaces
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/// </summary>
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ISymbolOrderBookEntry BestAsk { get; }
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/// <summary>
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/// BestBid/BesAsk returned as a pair
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/// </summary>
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(ISymbolOrderBookEntry Bid, ISymbolOrderBookEntry Ask) BestOffers { get; }
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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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@ -127,6 +127,14 @@ namespace CryptoExchange.Net.OrderBook
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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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public decimal Price { get { return 0m; } set {; } }
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}
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private static ISymbolOrderBookEntry emptySymbolOrderBookEntry = new EmptySymbolOrderBookEntry();
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/// <summary>
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/// The best bid currently in the order book
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/// </summary>
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@ -135,7 +143,7 @@ namespace CryptoExchange.Net.OrderBook
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get
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{
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lock (bookLock)
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return bids.FirstOrDefault().Value;
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return bids.FirstOrDefault().Value ?? emptySymbolOrderBookEntry;
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}
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}
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@ -147,7 +155,17 @@ namespace CryptoExchange.Net.OrderBook
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get
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{
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lock (bookLock)
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return asks.FirstOrDefault().Value;
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return asks.FirstOrDefault().Value ?? emptySymbolOrderBookEntry;
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}
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}
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/// <summary>
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/// BestBid/BesAsk returned as a pair
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/// </summary>
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public (ISymbolOrderBookEntry Bid, ISymbolOrderBookEntry Ask) BestOffers {
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get {
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lock (bookLock)
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return (BestBid,BestAsk);
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}
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}
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@ -298,9 +316,10 @@ namespace CryptoExchange.Net.OrderBook
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private void CheckBestOffersChanged(ISymbolOrderBookEntry prevBestBid, ISymbolOrderBookEntry prevBestAsk)
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{
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if (BestBid.Price != prevBestBid.Price || BestBid.Quantity != prevBestBid.Quantity ||
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BestAsk.Price != prevBestAsk.Price || BestAsk.Quantity != prevBestAsk.Quantity)
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OnBestOffersChanged?.Invoke(BestBid, BestAsk);
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var (bestBid, bestAsk) = BestOffers;
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if (bestBid.Price != prevBestBid.Price || bestBid.Quantity != prevBestBid.Quantity ||
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bestAsk.Price != prevBestAsk.Price || bestAsk.Quantity != prevBestAsk.Quantity)
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OnBestOffersChanged?.Invoke(bestBid, bestAsk);
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}
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/// <summary>
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@ -329,8 +348,7 @@ namespace CryptoExchange.Net.OrderBook
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else
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{
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CheckProcessBuffer();
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var prevBestBid = BestBid;
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var prevBestAsk = BestAsk;
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var (prevBestBid, prevBestAsk) = BestOffers;
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ProcessSingleSequenceUpdates(rangeUpdateId, bids, asks);
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OnOrderBookUpdate?.Invoke(bids, asks);
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CheckBestOffersChanged(prevBestBid, prevBestAsk);
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@ -366,8 +384,7 @@ namespace CryptoExchange.Net.OrderBook
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else
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{
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CheckProcessBuffer();
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var prevBestBid = BestBid;
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var prevBestAsk = BestAsk;
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var (prevBestBid, prevBestAsk) = BestOffers;
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ProcessRangeUpdates(firstUpdateId, lastUpdateId, bids, asks);
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OnOrderBookUpdate?.Invoke(bids, asks);
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CheckBestOffersChanged(prevBestBid, prevBestAsk);
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@ -396,8 +413,7 @@ namespace CryptoExchange.Net.OrderBook
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else
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{
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CheckProcessBuffer();
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var prevBestBid = BestBid;
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var prevBestAsk = BestAsk;
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var (prevBestBid, prevBestAsk) = BestOffers;
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ProcessUpdates(bids, asks);
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OnOrderBookUpdate?.Invoke(bids, asks);
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CheckBestOffersChanged(prevBestBid, prevBestAsk);
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