Merge pull request #1821 from c9s/kbearXD/max/depth-buffer

FEAUTRE: [max] update buffer second

pkg/depth/buffer.go

@@ -112,6 +112,12 @@ func (b *Buffer) AddUpdate(o types.SliceOrderBook, firstUpdateID int64, finalArg
 		return nil
 	}
 
+	if u.FinalUpdateID <= b.finalUpdateID {
+		log.Infof("the final update id %d of event is less than equal to the final update id %d of the snapshot, skip", u.FinalUpdateID, b.finalUpdateID)
+		b.mu.Unlock()
+		return nil
+	}
+
 	// if there is a missing update, we should reset the snapshot and re-fetch the snapshot
 	if u.FirstUpdateID > b.finalUpdateID+1 {
 		// emitReset will reset the once outside the mutex lock section

pkg/exchange/max/stream.go

@@ -236,7 +236,7 @@ func (s *Stream) handleBookEvent(ex *Exchange) func(e max.BookEvent) {
 				// the depth of websocket orderbook event is 50 by default, so we use 50 as limit here
 				return ex.QueryDepth(context.Background(), e.Market, bookDepth)
 			})
-			f.SetBufferingPeriod(time.Second)
+			f.SetBufferingPeriod(3 * time.Second)
 			f.OnReady(func(snapshot types.SliceOrderBook, updates []depth.Update) {
 				s.EmitBookSnapshot(snapshot)
 				for _, u := range updates {