Method depthHandler

src/node-binance-api.ts:3458–3510

* Used for /depth endpoint * @param {object} depth - information * @return {undefined}

(depth)

     * @return {undefined}
     */
    depthHandler(depth) {
        const symbol = depth.s;
        let obj;
        const context = this.depthCacheContext[symbol];
        const updateDepthCache = () => {
            this.depthCache[symbol].eventTime = depth.E;
            for (obj of depth.b) { //bids
                if (obj[1] == 0) {
                    delete this.depthCache[symbol].bids[obj[0]];
                } else {
                    this.depthCache[symbol].bids[obj[0]] = parseFloat(obj[1]);
                }
            }
            for (obj of depth.a) { //asks
                if (obj[1] == 0) {
                    delete this.depthCache[symbol].asks[obj[0]];
                } else {
                    this.depthCache[symbol].asks[obj[0]] = parseFloat(obj[1]);
                }
            }
            context.skipCount = 0;
            context.lastEventUpdateId = depth.u;
            context.lastEventUpdateTime = depth.E;
        };

        // This now conforms 100% to the Binance docs constraints on managing a local order book
        if (context.lastEventUpdateId) {
            const expectedUpdateId = context.lastEventUpdateId + 1;
            if (depth.U <= expectedUpdateId) {
                updateDepthCache();
            } else {
                let msg = 'depthHandler: [' + symbol + '] The depth cache is out of sync.';
                msg += ' Symptom: Unexpected Update ID. Expected "' + expectedUpdateId + '", got "' + depth.U + '"';
                if (this.Options.verbose) this.Options.log(msg);
                throw new Error(msg);
            }
        } else if (depth.U > context.snapshotUpdateId + 1) {
            /* In this case we have a gap between the data of the stream and the snapshot.
             This is an out of sync error, and the connection must be torn down and reconnected. */
            let msg = 'depthHandler: [' + symbol + '] The depth cache is out of sync.';
            msg += ' Symptom: Gap between snapshot and first stream data.';
            if (this.Options.verbose) this.Options.log(msg);
            throw new Error(msg);
        } else if (depth.u < context.snapshotUpdateId + 1) {
            /* In this case we've received data that we've already had since the snapshot.
             This isn't really an issue, and we can just update the cache again, or ignore it entirely. */

            // do nothing
        } else {
            // This is our first legal update from the stream data
            updateDepthCache();
        }
    }

    /**
     * Gets depth cache for given symbol