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More comprehensive naming
1 parent eb7e60d commit d6fc89f

4 files changed

Lines changed: 34 additions & 56 deletions

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‎src/BinanceBot.Market/Domain/Symbol.cs‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -49,7 +49,7 @@ public enum ContractType
4949
/// </summary>
5050
Spot,
5151
/// <summary>
52-
/// Perpetual Futures contract
52+
/// Futures contract
5353
/// </summary>
54-
Perpetual
54+
Futures
5555
}

‎src/BinanceBot.Market/MarketDepthManager.cs‎

Lines changed: 27 additions & 49 deletions
Original file line numberDiff line numberDiff line change
@@ -90,14 +90,14 @@ public async Task BuildAsync(MarketDepth marketDepth, short orderBookDepth = 10,
9090
case ContractType.Spot:
9191
subscriptionResult = await _webSocketClient.SpotStreams.SubscribeToOrderBookUpdatesAsync(
9292
marketDepth.Symbol.FullName, updateIntervalMs,
93-
data => OnDepthUpdateSpot(marketDepth, data),
93+
data => OnSpotOrderBookUpdate(marketDepth, data),
9494
ct)
9595
.ConfigureAwait(false);
9696
break;
97-
case ContractType.Perpetual:
97+
case ContractType.Futures:
9898
subscriptionResult = await _webSocketClient.UsdFuturesStreams.SubscribeToOrderBookUpdatesAsync(
9999
marketDepth.Symbol.FullName, updateIntervalMs,
100-
data => OnDepthUpdatePerp(marketDepth, data),
100+
data => OnFuturesOrderBookUpdate(marketDepth, data),
101101
ct)
102102
.ConfigureAwait(false);
103103
break;
@@ -130,12 +130,12 @@ public async Task BuildAsync(MarketDepth marketDepth, short orderBookDepth = 10,
130130

131131
response = (spotResponse.Success, spotResponse.Data, spotResponse.Error);
132132
break;
133-
case ContractType.Perpetual:
134-
WebCallResult<BinanceFuturesOrderBook> perpResponse = await _restClient.UsdFuturesApi.ExchangeData.GetOrderBookAsync(
133+
case ContractType.Futures:
134+
WebCallResult<BinanceFuturesOrderBook> futuresResponse = await _restClient.UsdFuturesApi.ExchangeData.GetOrderBookAsync(
135135
marketDepth.Symbol.FullName, orderBookDepth, ct)
136136
.ConfigureAwait(false);
137137

138-
response = (perpResponse.Success, perpResponse.Data, perpResponse.Error);
138+
response = (futuresResponse.Success, futuresResponse.Data, futuresResponse.Error);
139139
break;
140140
default:
141141
throw new ArgumentOutOfRangeException(nameof(marketDepth.Symbol.ContractType), "Unknown contract type.");
@@ -173,12 +173,12 @@ public async Task BuildAsync(MarketDepth marketDepth, short orderBookDepth = 10,
173173

174174
response = (spotResponse.Success, spotResponse.Data, spotResponse.Error);
175175
break;
176-
case ContractType.Perpetual:
177-
WebCallResult<BinanceFuturesOrderBook> perpResponse = await _restClient.UsdFuturesApi.ExchangeData.GetOrderBookAsync(
176+
case ContractType.Futures:
177+
WebCallResult<BinanceFuturesOrderBook> futuresResponse = await _restClient.UsdFuturesApi.ExchangeData.GetOrderBookAsync(
178178
marketDepth.Symbol.FullName, orderBookDepth, ct)
179179
.ConfigureAwait(false);
180180

181-
response = (perpResponse.Success, perpResponse.Data, perpResponse.Error);
181+
response = (futuresResponse.Success, futuresResponse.Data, futuresResponse.Error);
182182
break;
183183
default:
184184
throw new ArgumentOutOfRangeException(nameof(marketDepth.Symbol.ContractType), "Unknown contract type.");
@@ -209,19 +209,20 @@ public async Task BuildAsync(MarketDepth marketDepth, short orderBookDepth = 10,
209209
// Step 6: Set local order book to snapshot
210210
_logger.Debug($"6: Applying snapshot with {snapshot.Asks.Count()} asks and {snapshot.Bids.Count()} bids");
211211
marketDepth.UpdateDepth(snapshot.Asks, snapshot.Bids, snapshot.LastUpdateId);
212-
_localOrderBookUpdateId = snapshot.LastUpdateId;
213-
_isSnapshotLoaded = true;
212+
_localOrderBookUpdateId = marketDepth.LastUpdateId ?? throw new InvalidOperationException("MarketDepth.LastUpdateId is null after applying snapshot");
213+
_isSnapshotLoaded = marketDepth.LastUpdateId == snapshot.LastUpdateId;
214214

215215
// Step 7: Apply buffered updates
216216
int appliedCount = 0;
217217
while (_eventBuffer.Any())
218218
{
219-
var bufferedEvent = _eventBuffer.Dequeue();
219+
var bufferedEvent = _eventBuffer.Peek();
220220
if (bufferedEvent != null)
221221
{
222222
ApplyDepthUpdate(marketDepth, bufferedEvent);
223223
appliedCount++;
224224
}
225+
_eventBuffer.Dequeue();
225226
}
226227
_logger.Debug($"7: Applied {appliedCount} buffered events");
227228
}
@@ -249,15 +250,15 @@ public async Task StreamUpdatesAsync(MarketDepth marketDepth, TimeSpan? updateIn
249250
subscriptionResult = await _webSocketClient.SpotStreams.SubscribeToOrderBookUpdatesAsync(
250251
marketDepth.Symbol.FullName,
251252
updateInterval.HasValue ? (int)updateInterval.Value.TotalMilliseconds : (int)_defaultUpdateInterval.TotalMilliseconds,
252-
data => OnDepthUpdateSpot(marketDepth, data),
253+
data => OnSpotOrderBookUpdate(marketDepth, data),
253254
ct)
254255
.ConfigureAwait(false);
255256
break;
256-
case ContractType.Perpetual:
257+
case ContractType.Futures:
257258
subscriptionResult = await _webSocketClient.UsdFuturesStreams.SubscribeToOrderBookUpdatesAsync(
258259
marketDepth.Symbol.FullName,
259260
updateInterval.HasValue ? (int)updateInterval.Value.TotalMilliseconds : (int)_defaultUpdateInterval.TotalMilliseconds,
260-
data => OnDepthUpdatePerp(marketDepth, data),
261+
data => OnFuturesOrderBookUpdate(marketDepth, data),
261262
ct)
262263
.ConfigureAwait(false);
263264
break;
@@ -280,46 +281,34 @@ public async Task StopStreamingAsync(CancellationToken ct = default)
280281
}
281282
}
282283

283-
private void OnDepthUpdateSpot(MarketDepth marketDepth, DataEvent<IBinanceEventOrderBook> dataEvent) =>
284-
OnDepthUpdate(marketDepth, dataEvent.Data);
285-
286-
private void OnDepthUpdatePerp(MarketDepth marketDepth, DataEvent<IBinanceFuturesEventOrderBook> dataEvent) =>
287-
OnDepthUpdate(marketDepth, dataEvent.Data);
284+
private void OnSpotOrderBookUpdate(MarketDepth marketDepth, DataEvent<IBinanceEventOrderBook> eventData) =>
285+
OnDepthUpdate(marketDepth, eventData.Data);
288286

289-
private void OnDepthUpdate(MarketDepth marketDepth, IBinanceEventOrderBook data)
287+
private void OnFuturesOrderBookUpdate(MarketDepth marketDepth, DataEvent<IBinanceFuturesEventOrderBook> eventData) =>
288+
OnDepthUpdate(marketDepth, eventData.Data);
289+
private void OnDepthUpdate(MarketDepth marketDepth, IBinanceEventOrderBook eventData)
290290
{
291-
if (data == null) return;
291+
if (eventData == null) return;
292292

293293
lock (_eventBuffer)
294294
{
295295
if (!_isSnapshotLoaded)
296296
{
297297
// Step 2: Buffer events before snapshot is loaded
298-
_eventBuffer.Enqueue(data);
299-
_logger.Debug($"Step 2: Buffered event U={data.FirstUpdateId}, u={data.LastUpdateId}. Buffer size: {_eventBuffer.Count}");
298+
_eventBuffer.Enqueue(eventData);
299+
_logger.Debug($"Step 2: Buffered event U={eventData.FirstUpdateId}, u={eventData.LastUpdateId}. Buffer size: {_eventBuffer.Count}");
300300
return;
301301
}
302302

303303
// Apply update to local order book
304-
ApplyDepthUpdate(marketDepth, data);
304+
ApplyDepthUpdate(marketDepth, eventData);
305305
}
306306
}
307307

308308
private void ApplyDepthUpdate(MarketDepth marketDepth, IBinanceEventOrderBook eventData)
309309
{
310310
// Step 7: Apply update procedure
311-
long lastUpdateId;
312-
switch (marketDepth.Symbol.ContractType)
313-
{
314-
case ContractType.Spot:
315-
lastUpdateId = eventData.LastUpdateId;
316-
break;
317-
case ContractType.Perpetual:
318-
lastUpdateId = (eventData as BinanceFuturesStreamOrderBookDepth).LastUpdateIdStream;
319-
break;
320-
default:
321-
throw new ArgumentOutOfRangeException(nameof(marketDepth.Symbol.ContractType), "Unknown contract type.");
322-
}
311+
long lastUpdateId = eventData.LastUpdateId;
323312

324313
// 1. Decide whether the update event can be applied
325314
if (lastUpdateId <= _localOrderBookUpdateId)
@@ -329,21 +318,10 @@ private void ApplyDepthUpdate(MarketDepth marketDepth, IBinanceEventOrderBook ev
329318
return;
330319
}
331320

332-
if (lastUpdateId > _localOrderBookUpdateId + 1)
333-
{
334-
// Missed some events - need to restart
335-
_logger.Error($"Missed updates! Expected U <= {_localOrderBookUpdateId + 1}, got U={eventData.FirstUpdateId}");
336-
throw new InvalidOperationException(
337-
$"Missed order book updates. Expected U <= {_localOrderBookUpdateId + 1}, got {eventData.FirstUpdateId}. " +
338-
"Local order book is out of sync. Please restart the process.");
339-
}
340-
341-
// Normally U of next event should equal u + 1 of previous event
342-
// This is handled by the check above
343-
344321
// 2. Update price levels
345322
if (_localOrderBookUpdateId % 100 == 0) // Log every 100th update to avoid flooding
346323
_logger.Debug($"Applying update: U={eventData.FirstUpdateId}, u={lastUpdateId}, Asks={eventData.Asks.Count()}, Bids={eventData.Bids.Count()}");
324+
347325
marketDepth.UpdateDepth(eventData.Asks, eventData.Bids, lastUpdateId);
348326

349327
// 3. Set order book update ID

‎src/BinanceBot.MarketViewer.Console/Program.cs‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -21,7 +21,7 @@ internal static class Program
2121
{
2222
#region Bot Settings
2323
// WARN: Set necessary token here
24-
private static readonly MarketSymbol Symbol = new MarketSymbol("BNB", "USDT", ContractType.Perpetual);
24+
private static readonly MarketSymbol Symbol = new MarketSymbol("BNB", "USDT", ContractType.Futures);
2525
private const int OrderBookDepth = 10;
2626
private static readonly TimeSpan OrderBookUpdateInterval = TimeSpan.FromMilliseconds(100);
2727
#endregion

‎tests/BinanceBot.Market.Tests/Core/MarketDepthTests.cs‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -10,11 +10,11 @@ private static MarketDepth CreateTestMarketDepth() =>
1010
new MarketDepth(new MarketSymbol("BTC", "USDT", ContractType.Spot));
1111

1212
private static MarketDepth CreateTestMarketDepthPerpetual() =>
13-
new MarketDepth(new MarketSymbol("BTC", "USDT", ContractType.Perpetual));
13+
new MarketDepth(new MarketSymbol("BTC", "USDT", ContractType.Futures));
1414

1515
[Theory]
1616
[InlineData(ContractType.Spot)]
17-
[InlineData(ContractType.Perpetual)]
17+
[InlineData(ContractType.Futures)]
1818
public void Constructor_WithValidSymbol_CreatesInstance(ContractType contractType)
1919
{
2020
// Arrange
@@ -85,7 +85,7 @@ public void UpdateDepth_WithValidData_UpdatesOrderBook_Perpetual()
8585
marketDepth.UpdateDepth(asks, bids, 123456);
8686

8787
// Assert
88-
Assert.Equal(ContractType.Perpetual, marketDepth.Symbol.ContractType);
88+
Assert.Equal(ContractType.Futures, marketDepth.Symbol.ContractType);
8989
Assert.Equal(123456, marketDepth.LastUpdateId);
9090
Assert.Equal(2, marketDepth.Asks.Count());
9191
Assert.Equal(2, marketDepth.Bids.Count());
@@ -206,7 +206,7 @@ public void BestPair_WhenOrderBookHasData_ReturnsPair_Perpetual()
206206
Assert.Equal(50000m, bestPair.Ask.Price);
207207
Assert.Equal(49900m, bestPair.Bid.Price);
208208
Assert.Equal(100m, bestPair.PriceSpread);
209-
Assert.Equal(ContractType.Perpetual, marketDepth.Symbol.ContractType);
209+
Assert.Equal(ContractType.Futures, marketDepth.Symbol.ContractType);
210210
}
211211

212212
[Fact]

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