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JKorf avatar JKorf commented on August 27, 2024

I found an issue with the checksum calculation. When calculating our local checksum a small decimal like 0.0000012 is written as 1.2E-06, which makes the checksum string invalid. I'm looking into a solution for this, decimal handling in Json.Net and json in general is a bit of a pain

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PsykotropyK avatar PsykotropyK commented on August 27, 2024

If I follow you, the checksum issue makes that it thinks the order book is unsynced, and forces to resync. That would explain the lack of stability, but not why it can't resync. Or is it then on the broker's side that the high amount of request bans my ip?

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PsykotropyK avatar PsykotropyK commented on August 27, 2024

@JKorf I understand that the values used in the checksum comes from the OrderBookEntryConverter class. When you return BitfinexOrderBookEntry maybe use ((decimal)price).ToString(), instead of price.Value<string>() and ((decimal)quantity).ToString(), instead of quantity.Value<string>() as the decimal should not have the scientific notation.

Else, maybe using something like String.Format("{0:F20}", [value]); can help?
As seen here

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JKorf avatar JKorf commented on August 27, 2024

Hi, I've done a fair amount of testing and released a new version with various fixes for the checksum validation, and also improved stability/speed on the socket connections. Can you have another go with the latest version?

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PsykotropyK avatar PsykotropyK commented on August 27, 2024

I updated and run, the result is great. I'll test more in depth later but running it shows as expected results. 96 out of 100 are connected and synced, remaining 4 stay disconnected. But that's not an issue, I'll have to check them specifically (as it's always the same that remain disconnected), it can be due to many things.

Also I see great improvement in the time it takes to go from disconnected --> connecting --> synced. It used to take a while for 100 symbol before, now it's a matter of seconds.

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