Tuning Order Book Management logic#19
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Pull Request Overview
This PR enhances the order book management system by implementing a robust synchronization algorithm following Binance's official WebSocket streaming guidelines. The changes include comprehensive unit tests for market depth functionality, improved logging with configurable file outputs, migration to file-scoped namespaces, and dependency updates.
- Implemented 7-step order book synchronization algorithm with event buffering and snapshot validation
- Added comprehensive unit test suite with 20+ test cases for MarketDepth and MarketDepthManager
- Enhanced logging with structured file outputs and debug-level tracing
Reviewed Changes
Copilot reviewed 26 out of 28 changed files in this pull request and generated 6 comments.
Show a summary per file
| File | Description |
|---|---|
| tests/BinanceBot.Market.Tests/MarketDepthManagerTests.cs | New test file covering constructor validation and method parameter validation for MarketDepthManager |
| tests/BinanceBot.Market.Tests/Core/MarketDepthTests.cs | New test file with comprehensive tests for order book updates, sorting, events, and edge cases |
| tests/BinanceBot.Market.Tests/BinanceBot.Market.Tests.csproj | New test project configuration targeting .NET 9.0 with xUnit and Moq |
| src/BinanceBot.Market/MarketDepthManager.cs | Complete rewrite implementing proper order book synchronization with event buffering and validation |
| src/BinanceBot.Market/Core/MarketDepth.cs | Refactored to file-scoped namespace without functional changes |
| src/BinanceBot.Market/Core/MarketDepthPair.cs | Refactored to file-scoped namespace, removed ask/bid price validation |
| src/BinanceBot.MarketViewer.Console/Program.cs | Updated to use new MarketDepthManager API with explicit parameters |
| src/BinanceBot.MarketBot.Console/Program.cs | Updated to file-scoped namespace and corrected permissions check logic |
| src/BinanceBot.MarketViewer.Console/NLog.config | Enhanced logging configuration with structured file output |
| src/BinanceBot.MarketBot.Console/NLog.config | Enhanced logging configuration with structured file output |
| *.csproj | Updated NLog dependency from 6.0.5 to 6.0.6 |
| .github/workflows/build.yml | Updated test command to explicitly reference solution file |
| .gitignore | Added logs/*.log pattern to ignore log files |
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