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

… order book
JKorf · Apr 2, 2024 · 061499e · 061499e
1 parent 8ffd830
commit 061499e
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Showing 3 changed files with 33 additions and 1 deletion.
diff --git a/CoinEx.Net.UnitTests/OrderBookTests.cs b/CoinEx.Net.UnitTests/OrderBookTests.cs
@@ -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);
+        }
+    }
+}
diff --git a/CoinEx.Net/Clients/SpotApi/CoinExSocketClientSpotApi.cs b/CoinEx.Net/Clients/SpotApi/CoinExSocketClientSpotApi.cs
@@ -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);
         }
 

diff --git a/CoinEx.Net/SymbolOrderBooks/CoinExSpotSymbolOrderBook.cs b/CoinEx.Net/SymbolOrderBooks/CoinExSpotSymbolOrderBook.cs
@@ -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);
         }