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FEAUTRE: [max] update buffer second

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This commit is contained in:
kbearXD 2024-11-15 18:09:15 +08:00
parent e26156d77b
commit bbfd89b939
2 changed files with 7 additions and 1 deletions
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6
pkg/depth/buffer.go
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@ -112,6 +112,12 @@ func (b *Buffer) AddUpdate(o types.SliceOrderBook, firstUpdateID int64, finalArg
return nil 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 there is a missing update, we should reset the snapshot and re-fetch the snapshot
if u.FirstUpdateID > b.finalUpdateID+1 { if u.FirstUpdateID > b.finalUpdateID+1 {
// emitReset will reset the once outside the mutex lock section // emitReset will reset the once outside the mutex lock section

2
pkg/exchange/max/stream.go
View File

@ -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 // 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) 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) { f.OnReady(func(snapshot types.SliceOrderBook, updates []depth.Update) {
s.EmitBookSnapshot(snapshot) s.EmitBookSnapshot(snapshot)
for _, u := range updates { for _, u := range updates {