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mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-12 17:03:10 +00:00
Files
CryptoExchange.Net/CryptoExchange.Net/OrderBook/OrderBookUpdate.cs
T
Jan Korf 3b2a85d210 Feature/websocket sequencing (#267)
Added EnforceSequenceNumbers property on SocketApiClient to configure whether websocket message contain sequence numbers and if these should be checked to be sequential
Added fallback to existing websocket connection if no dedicated request connection was found
Added IntBoolConverter base class for arbitrary int value to bool mapping
Added SequenceNumber property to DataEvent object
Added _skipSequenceCheckFirstUpdateAfterSnapshotSet property for SymbolOrderBook implementations
Updated SymbolOrderBook sequenceNumber validation
Updated SymbolOrderBook log verbosities
Renamed SetInitialOrderBook to SetSnapshot in SymbolOrderBook
Renamed updateId references to sequenceNumber in SymbolOrderBook
2026-01-12 14:26:50 +01:00

31 lines
1.1 KiB
C#

using CryptoExchange.Net.Interfaces;
using System;
namespace CryptoExchange.Net.OrderBook
{
internal class OrderBookUpdate
{
public DateTime? LocalDataTime { get; set; }
public DateTime? ServerDataTime { get; set; }
public long StartSequenceNumber { get; set; }
public long EndSequenceNumber { get; set; }
public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
public ISymbolOrderBookEntry[] Asks { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
}
internal class OrderBookSnapshot
{
public DateTime? LocalDataTime { get; set; }
public DateTime? ServerDataTime { get; set; }
public long? SequenceNumber { get; set; }
public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
public ISymbolOrderBookEntry[] Asks { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
}
internal class OrderBookChecksum
{
public long? SequenceNumber { get; set; }
public int Checksum { get; set; }
}
}