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sefbkn avatar sefbkn commented on June 25, 2024

@maxima120 Do you have any code I can test with, or a stack trace? I'm not aware of any size limitations at the web socket level, so a bit more info would be handy to troubleshoot.

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nsxdavid avatar nsxdavid commented on June 25, 2024

Easy way to see the issue is to modify the requestString to give level2 data like this:

             var requestString = JsonConvert.SerializeObject(new {
                    type = "subscribe",
                    product_ids = ProductIds,
		    channels = new string[] { "level2" }
                });

Level2 data starts with a big snapshot dump of the order book. Data is eventually jumbled.

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nsxdavid avatar nsxdavid commented on June 25, 2024

Fix for this is:

await stream.WriteAsync(receiveBuffer.Array, receiveBuffer.Offset, webSocketReceiveResult.Count);

The change is to use the webSocketReicveResult.Count instead.

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