Merge pull request sammchardy#55 from Beskhue/buffer-depth-updates

Sam McHardy · web-flow · commit aaa373e6418a · 2017-12-28T09:08:41.000+11:00
Buffer depth update messages prior to snapshot
diff --git a/PYPIREADME.rst b/PYPIREADME.rst
@@ -1,5 +1,5 @@
 ================================
-Welcome to python-binance v0.5.8
+Welcome to python-binance v0.5.9
 ================================
 
 .. image:: https://img.shields.io/pypi/v/python-binance.svg
diff --git a/README.rst b/README.rst
@@ -1,5 +1,5 @@
 ================================
-Welcome to python-binance v0.5.8
+Welcome to python-binance v0.5.9
 ================================
 
 .. image:: https://img.shields.io/pypi/v/python-binance.svg
diff --git a/binance/depthcache.py b/binance/depthcache.py
@@ -132,12 +132,13 @@ def __init__(self, client, symbol, callback=None):
         self._client = client
         self._symbol = symbol
         self._callback = callback
-        self._first_update_id = 0
+        self._first_update_id = None
+        self._depth_message_buffer = []
         self._bm = None
         self._depth_cache = DepthCache(self._symbol)
 
-        self._init_cache()
         self._start_socket()
+        self._init_cache()
 
     def _init_cache(self):
         res = self._client.get_order_book(symbol=self._symbol, limit=500)
@@ -149,6 +150,11 @@ def _init_cache(self):
         for ask in res['asks']:
             self._depth_cache.add_ask(ask)
 
+        for msg in self._depth_message_buffer:
+            self._process_depth_message(msg)
+
+        del self._depth_message_buffer
+
     def _start_socket(self):
         self._bm = BinanceSocketManager(self._client)
 
@@ -162,6 +168,21 @@ def _depth_event(self, msg):
         :param msg:
         :return:
 
+        """
+
+        if self._first_update_id is None:
+            # Initial depth snapshot fetch not yet performed, buffer messages
+            self._depth_message_buffer.append(msg)
+            return
+
+        self._process_depth_message(msg)
+
+    def _process_depth_message(self, msg):
+        """Process a depth event message.
+
+        :param msg: Depth event message.
+        :return:
+
         """
         # ignore any updates before the initial update id
         if msg['u'] <= self._first_update_id:
diff --git a/docs/changelog.rst b/docs/changelog.rst
@@ -1,6 +1,13 @@
 Changelog
 =========
 
+v0.5.9 - 2017-12-26
+^^^^^^^^^^^^^^^^^^^
+
+**Fixed**
+
+- fixed websocket reconnecting, was no distinction between manual close or network error
+
 v0.5.8 - 2017-12-25
 ^^^^^^^^^^^^^^^^^^^
 
diff --git a/setup.py b/setup.py
@@ -3,7 +3,7 @@
 
 setup(
     name='python-binance',
-    version='0.5.8',
+    version='0.5.9',
     packages=['binance'],
     description='Binance REST API python implementation',
     url='https://github.com/sammchardy/python-binance',
