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binance: save newer events for later usage

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This commit is contained in:
c9s 2021-05-19 01:02:41 +08:00
parent 2fddc9166f
commit e95429bbc3
1 changed files with 6 additions and 3 deletions
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9
pkg/exchange/binance/depthframe.go
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@ -72,9 +72,9 @@ func (f *DepthFrame) loadDepthSnapshot() {
// if the head event is newer than the depth we got,
// then there are something missed, we need to restart the process.
if len(events) > 0 {
e := events[0]
if e.FirstUpdateID > depth.FinalUpdateID+1 {
log.Warn("miss matched final update id for order book")
firstEvent := events[0]
if firstEvent.FirstUpdateID > depth.FinalUpdateID+1 {
log.Warn("miss matched final update id for order book, resetting depth...")
f.SnapshotDepth = nil
f.BufEvents = nil
f.mu.Unlock()
@ -138,6 +138,9 @@ func (f *DepthFrame) PushEvent(e DepthEvent) {
}
f.SnapshotDepth = nil
// save the new event for later
f.BufEvents = append(f.BufEvents, e)
f.mu.Unlock()
return
}