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Query the initial book instead of waiting for the snapshot to set the… #68

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merged 2 commits into from
Apr 3, 2024
Merged

Query the initial book instead of waiting for the snapshot to set the… #68

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061499e
Query the initial book instead of waiting for the snapshot to set the…
Jonnern Apr 2, 2024
928a1bf
Add diffUpdates as optional argument to book subscription
Jonnern Apr 3, 2024
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24 changes: 24 additions & 0 deletions CoinEx.Net.UnitTests/OrderBookTests.cs
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Original file line number Diff line number Diff line change
@@ -0,0 +1,24 @@
using CoinEx.Net.SymbolOrderBooks;
using CryptoExchange.Net.Objects;
using NUnit.Framework;
using System.Threading.Tasks;

namespace CoinEx.Net.UnitTests
{
[TestFixture]
public class OrderBookTests
{
[TestCase]
public async Task StartOrderBook_Should_BeSynced()
{
// arrange
using var book = new CoinExSpotSymbolOrderBook("BTCUSDT");

// act
await book.StartAsync();

// assert
Assert.That(book.Status == OrderBookStatus.Synced);
}
}
}
2 changes: 1 addition & 1 deletion CoinEx.Net/Clients/SpotApi/CoinExSocketClientSpotApi.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -187,7 +187,7 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsy
mergeDepth.ValidateIntBetween(nameof(mergeDepth), 0, 8);
limit.ValidateIntValues(nameof(limit), 5, 10, 20);

var subscription = new CoinExDepthSubscription(_logger, symbol, new object[] { symbol, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth), false }, onMessage);
var subscription = new CoinExDepthSubscription(_logger, symbol, new object[] { symbol, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth), true }, onMessage);
return await SubscribeAsync(subscription, ct).ConfigureAwait(false);
}

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8 changes: 8 additions & 0 deletions CoinEx.Net/SymbolOrderBooks/CoinExSpotSymbolOrderBook.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -76,13 +76,21 @@ protected override async Task<CallResult<UpdateSubscription>> DoStartAsync(Cance

Status = OrderBookStatus.Syncing;

// Query the initial order book
var initialBook = await _socketClient.SpotApi.GetOrderBookAsync(Symbol, Levels!.Value, 0).ConfigureAwait(false);
SetInitialOrderBook(DateTime.UtcNow.Ticks, initialBook.Data.Bids, initialBook.Data.Asks);

var setResult = await WaitForSetOrderBookAsync(_initialDataTimeout, ct).ConfigureAwait(false);
return setResult ? result : new CallResult<UpdateSubscription>(setResult.Error!);
}

/// <inheritdoc />
protected override async Task<CallResult<bool>> DoResyncAsync(CancellationToken ct)
{
// Query the initial order book
var initialBook = await _socketClient.SpotApi.GetOrderBookAsync(Symbol, Levels!.Value, 0).ConfigureAwait(false);
SetInitialOrderBook(DateTime.UtcNow.Ticks, initialBook.Data.Bids, initialBook.Data.Asks);

return await WaitForSetOrderBookAsync(_initialDataTimeout, ct).ConfigureAwait(false);
}

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