mirror of
https://github.com/JKorf/CryptoExchange.Net.git
synced 2026-08-12 17:03:10 +00:00
3b2a85d210
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
31 lines
1.1 KiB
C#
31 lines
1.1 KiB
C#
using CryptoExchange.Net.Interfaces;
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using System;
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namespace CryptoExchange.Net.OrderBook
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{
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internal class OrderBookUpdate
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{
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public DateTime? LocalDataTime { get; set; }
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public DateTime? ServerDataTime { get; set; }
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public long StartSequenceNumber { get; set; }
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public long EndSequenceNumber { get; set; }
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public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
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public ISymbolOrderBookEntry[] Asks { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
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}
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internal class OrderBookSnapshot
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{
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public DateTime? LocalDataTime { get; set; }
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public DateTime? ServerDataTime { get; set; }
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public long? SequenceNumber { get; set; }
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public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
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public ISymbolOrderBookEntry[] Asks { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
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}
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internal class OrderBookChecksum
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{
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public long? SequenceNumber { get; set; }
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public int Checksum { get; set; }
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}
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}
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