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

#68)

* Query the initial book instead of waiting for the snapshot to set the order book

* Add diffUpdates as optional argument to book subscription

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);
+        }
+    }
+}

CoinEx.Net/Clients/SpotApi/CoinExSocketClientSpotApi.cs

@@ -181,13 +181,13 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToAllTickerUpdatesAsy
         }
 
         /// <inheritdoc />
-        public async Task<CallResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(string symbol, int limit, int mergeDepth, Action<DataEvent<CoinExSocketOrderBook>> onMessage, CancellationToken ct = default)
+        public async Task<CallResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(string symbol, int limit, int mergeDepth, Action<DataEvent<CoinExSocketOrderBook>> onMessage, bool diffUpdates, CancellationToken ct = default)
         {
             symbol.ValidateCoinExSymbol();
             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), diffUpdates }, onMessage);
             return await SubscribeAsync(subscription, ct).ConfigureAwait(false);
         }
 

CoinEx.Net/Interfaces/Clients/SpotApi/ICoinExSocketClientSpotApi.cs

@@ -76,9 +76,10 @@ public interface ICoinExSocketClientSpotApi : ISocketApiClient, IDisposable
         /// <param name="limit">The limit of results to receive in a update</param>
         /// <param name="mergeDepth">The depth of merging, based on 8 decimals. 1 mergeDepth will merge the last decimals of all order in the book, 7 will merge the last 7 decimals of all orders together</param>
         /// <param name="onMessage">Data handler</param>
+        /// <param name="diffUpdates">Set to true to get snapshot first, then diff updates</param>
         /// <param name="ct">Cancellation token for closing this subscription</param>
         /// <returns>A stream subscription. This stream subscription can be used to be notified when the socket is disconnected/reconnected</returns>
-        Task<CallResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(string symbol, int limit, int mergeDepth, Action<DataEvent<CoinExSocketOrderBook>> onMessage, CancellationToken ct = default);
+        Task<CallResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(string symbol, int limit, int mergeDepth, Action<DataEvent<CoinExSocketOrderBook>> onMessage, bool diffUpdates = false, CancellationToken ct = default);
 
         /// <summary>
         /// Gets the latest trades on a symbol

CoinEx.Net/SymbolOrderBooks/CoinExSpotSymbolOrderBook.cs

@@ -64,7 +64,7 @@ public CoinExSpotSymbolOrderBook(string symbol,
         /// <inheritdoc />
         protected override async Task<CallResult<UpdateSubscription>> DoStartAsync(CancellationToken ct)
         {
-            var result = await _socketClient.SpotApi.SubscribeToOrderBookUpdatesAsync(Symbol, Levels!.Value, 0, HandleUpdate).ConfigureAwait(false);
+            var result = await _socketClient.SpotApi.SubscribeToOrderBookUpdatesAsync(Symbol, Levels!.Value, 0, HandleUpdate, diffUpdates: true).ConfigureAwait(false);
             if (!result)
                 return result;
 
@@ -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);
         }