FEATURE: [max] new method for depth buffer to set snapshot #1835
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #1835 +/- ##
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+ Coverage 23.08% 23.21% +0.13%
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Files 625 636 +11
Lines 46942 48087 +1145
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+ Hits 10837 11165 +328
- Misses 35307 36113 +806
- Partials 798 809 +11
... and 9 files with indirect coverage changes Continue to review full report in Codecov by Sentry.
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kbearXD
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kbearXD
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pkg/depth/buffer.go
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| } | ||
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| // clean the buffer since we already set the snapshot | ||
| b.buffer = nil |
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i guess we can still keep the updates?
| b.mu.Lock() | ||
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| if b.finalUpdateID >= finalUpdateID { | ||
| return nil |
pkg/exchange/max/stream.go
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| Asks: e.Asks, | ||
| }, e.FirstUpdateID, e.LastUpdateID); err != nil { | ||
| log.WithError(err).Errorf("found missing %s update event", e.Market) | ||
| if e.Event == "snapshot" { |
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do we have a constant for this? in the maxapi/v3 package.
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No, we bypass this to book event.
| @@ -75,6 +75,34 @@ func (b *Buffer) Reset() { | |||
| b.mu.Unlock() | |||
| } | |||
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| func (b *Buffer) SetSnapshot(snapshot types.SliceOrderBook, firstUpdateID int64, finalArgs ...int64) error { | |||
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