diff --git a/CryptoExchange.Net/SharedApis/Models/SharedIncrementalOrderBook.cs b/CryptoExchange.Net/SharedApis/Models/SharedIncrementalOrderBook.cs new file mode 100644 index 00000000..0fb285b2 --- /dev/null +++ b/CryptoExchange.Net/SharedApis/Models/SharedIncrementalOrderBook.cs @@ -0,0 +1,25 @@ +using CryptoExchange.Net.Interfaces; + +namespace CryptoExchange.Net.SharedApis +{ + /// + /// Order book info + /// + public record SharedIncrementalOrderBook : SharedOrderBook + { + /// + /// The sequence number of the first book update in this update. + /// + public long? StartSequenceNumber { get; set; } + + /// + /// ctor + /// + public SharedIncrementalOrderBook(SharedQuantityType quantityType, long? startSequenceNumber, long? endSequenceNumber, ISymbolOrderBookEntry[] asks, ISymbolOrderBookEntry[] bids) + :base(quantityType, endSequenceNumber, asks, bids) + { + StartSequenceNumber = startSequenceNumber; + } + } + +} diff --git a/CryptoExchange.Net/SharedApis/SharedUtils.cs b/CryptoExchange.Net/SharedApis/SharedUtils.cs index 557646dd..0a49c013 100644 --- a/CryptoExchange.Net/SharedApis/SharedUtils.cs +++ b/CryptoExchange.Net/SharedApis/SharedUtils.cs @@ -716,11 +716,11 @@ namespace CryptoExchange.Net.SharedApis public static IAsyncEnumerable> SubscribeAllAsync( this IEnumerable> capabilities, SubscribeOrderBookRequest request, - Action> onData, + Action> onData, CancellationToken ct = default) { return capabilities - .Select(x => x.Capability.SubscribeToOrderBookUpdatesAsync(request, onData, ct)) + .Select(x => x.Capability.SubscribeToIncrementalOrderBookUpdatesAsync(request, onData, ct)) .ParallelEnumerateAsync(); } diff --git a/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/ISubscribeIncrementalOrderBook.cs b/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/ISubscribeIncrementalOrderBook.cs index d99b2776..252bead8 100644 --- a/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/ISubscribeIncrementalOrderBook.cs +++ b/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/ISubscribeIncrementalOrderBook.cs @@ -14,7 +14,7 @@ namespace CryptoExchange.Net.SharedApis /// /// Order book subscription options /// - SubscribeOrderBookOptions SubscribeOrderBookOptions { get; } + SubscribeIncrementalOrderBookOptions SubscribeIncrementalOrderBookOptions { get; } /// /// Subscribe to incremental order book updates for a symbol @@ -23,6 +23,6 @@ namespace CryptoExchange.Net.SharedApis /// Update handler /// Cancellation token, can be used to stop the updates /// - Task> SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action> handler, CancellationToken ct = default); + Task> SubscribeToIncrementalOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action> handler, CancellationToken ct = default); } } diff --git a/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/SubscribeIncrementalOrderBookOptions.cs b/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/SubscribeIncrementalOrderBookOptions.cs index 579680f0..543fb958 100644 --- a/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/SubscribeIncrementalOrderBookOptions.cs +++ b/CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/SubscribeIncrementalOrderBookOptions.cs @@ -33,7 +33,7 @@ namespace CryptoExchange.Net.SharedApis /// ctor /// public SubscribeIncrementalOrderBookOptions(string exchange, bool needsAuthentication, int[] limits, SharedOrderBookSubscriptionType updateType) - : base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToOrderBookUpdatesAsync), _defaultParameterRules) + : base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToIncrementalOrderBookUpdatesAsync), _defaultParameterRules) { SupportedLimits = limits; UpdateType = updateType;