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Reset cached orderbook when new orderbook is a snapshot (#844)
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README.md

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@@ -43,7 +43,7 @@ The following cryptocurrency exchanges are supported:
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| Bleutrade | x | x | | |
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| BtcTurk | | | R | |
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| BTSE | x | x | | |
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| Bybit | x | x | R | Has public method for Websocket Positions |
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| Bybit | x | x | R B | Has public method for Websocket Positions |
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| Coinbase (Advanced) | x | x | T R O U | |
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| Coincheck | | | R | |
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| Coinmate | x | x | | |
@@ -57,7 +57,7 @@ The following cryptocurrency exchanges are supported:
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| HitBTC | x | x | R | |
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| Huobi | x | x | R B | |
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| Kraken | x | x | R | Dark order symbols not supported |
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| KuCoin | x | x | T R | |
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| KuCoin | x | x | T R B | |
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| LBank | x | x | R | |
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| Livecoin | x | x | | |
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| MEXC | x | x | | |

src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs

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@@ -170,7 +170,7 @@ out partialOrderBookQueue
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{
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// First response from exchange will be the full order book.
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// Subsequent updates will be deltas, at least some exchanges have their heads on straight
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if (!foundFullBook)
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if (!foundFullBook || newOrderBook.IsFromSnapshot)
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{
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fullBooks[newOrderBook.MarketSymbol] = fullOrderBook = newOrderBook;
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}

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