fix GetFullOrderBookWebSocketAsync data inconsistency#714
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vslee merged 1 commit intoDigitalRuby:masterfrom Jan 10, 2022
BZ-CO:master
Merged
fix GetFullOrderBookWebSocketAsync data inconsistency#714vslee merged 1 commit intoDigitalRuby:masterfrom BZ-CO:master
vslee merged 1 commit intoDigitalRuby:masterfrom
BZ-CO:master
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Proposal for removing maxCount parameter from ParseOrderBookFromJTokenArrays and ParseOrderBookFromJTokenDictionaries. Currently we are trimming the incoming order book data before processing it, which seems wrong and causes order book inconsistency as mentioned in #713 . Instead I propose moving maxCount trimming logic to GetFullOrderBookWebSocketAsync, because that's the method responsible for order book data store as well.
jjxtra
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Jan 10, 2022
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jjxtra
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Thanks for this refactor, much cleaner
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Proposal for removing
maxCountparameter fromParseOrderBookFromJTokenArraysandParseOrderBookFromJTokenDictionaries.Currently we are trimming the incoming order book data before processing it, which seems wrong and causes order book inconsistency as mentioned in #713 .
Instead I propose moving
maxCounttrimming logic toGetFullOrderBookWebSocketAsync, because that's the method responsible for order book data store as well.