Bittrex: Enable ws orderbook sync recovery (resolves #746) (#747)

* [FIX] Enable ws orderbook sync recovery by: - Testing if books have been cleared - Assigning options when loading snapshot * orderbooks: remove setlastupdate method and on select depth method that updates linked list, this reduced lock contention across code base and fixes buffer bug on applying buffered updates * WS - Introduce signaling for the need to fetch the orderbook * Address nits * Update error messages to include exchange name Co-authored-by: shazbert <oharareid.ryan@gmail.com>
2026-05-13 23:16:45 +00:00 · 2021-08-18 03:43:46 +02:00
parent 08df015a57
commit 4ba2c710b5
7 changed files with 166 additions and 94 deletions
--- a/exchanges/bittrex/bittrex_types.go
+++ b/exchanges/bittrex/bittrex_types.go
@@ -284,9 +284,10 @@ type orderbookManager struct {
 }

 type update struct {
-	buffer       chan *OrderbookUpdateMessage
-	fetchingBook bool
-	initialSync  bool
+	buffer            chan *OrderbookUpdateMessage
+	fetchingBook      bool
+	initialSync       bool
+	needsFetchingBook bool
 }

 // job defines a synchonisation job that tells a go routine to fetch an
--- a/exchanges/bittrex/bittrex_ws_orderbook.go
+++ b/exchanges/bittrex/bittrex_ws_orderbook.go
@@ -93,7 +93,7 @@ func (b *Bittrex) UpdateLocalOBBuffer(update *OrderbookUpdateMessage) (bool, err

 	err = b.applyBufferUpdate(currencyPair)
 	if err != nil {
-		b.flushAndCleanup(currencyPair)
+		log.Errorf(log.WebsocketMgr, "%s websocket UpdateLocalOBBuffer: Could not apply buffer update\n", b.Name)
 	}

 	return false, err
@@ -136,23 +136,40 @@ func (b *Bittrex) SeedLocalCacheWithOrderBook(p currency.Pair, sequence int64, o
 // applyBufferUpdate applies the buffer to the orderbook or initiates a new
 // orderbook sync by the REST protocol which is off handed to go routine.
 func (b *Bittrex) applyBufferUpdate(pair currency.Pair) error {
-	fetching, err := b.obm.checkIsFetchingBook(pair)
+	fetching, needsFetching, err := b.obm.handleFetchingBook(pair)
 	if err != nil {
 		return err
 	}
 	if fetching {
 		return nil
 	}
-
-	recent, err := b.Websocket.Orderbook.GetOrderbook(pair, asset.Spot)
-	if err != nil || (recent.Asks == nil && recent.Bids == nil) {
+	if needsFetching {
 		if b.Verbose {
-			log.Debugf(log.WebsocketMgr, "Orderbook: Fetching via REST\n")
+			log.Debugf(log.WebsocketMgr, "%s Orderbook: Fetching via REST\n", b.Name)
 		}
 		return b.obm.fetchBookViaREST(pair)
 	}
+	recent, err := b.Websocket.Orderbook.GetOrderbook(pair, asset.Spot)
+	if err != nil {
+		log.Errorf(
+			log.WebsocketMgr,
+			"%s error fetching recent orderbook when applying updates: %s\n",
+			b.Name,
+			err)
+	}

-	return b.obm.checkAndProcessUpdate(b.ProcessUpdateOB, pair, recent)
+	if recent != nil {
+		err = b.obm.checkAndProcessUpdate(b.ProcessUpdateOB, pair, recent)
+		if err != nil {
+			log.Errorf(
+				log.WebsocketMgr,
+				"%s error processing update - initiating new orderbook sync via REST: %s\n",
+				b.Name,
+				err)
+			b.obm.setNeedsFetchingBook(pair)
+		}
+	}
+	return nil
 }

 // SynchroniseWebsocketOrderbook synchronises full orderbook for currency pair
@@ -192,12 +209,7 @@ func (b *Bittrex) processJob(p currency.Pair) error {

 	// Immediately apply the buffer updates so we don't wait for a
 	// new update to initiate this.
-	err = b.applyBufferUpdate(p)
-	if err != nil {
-		b.flushAndCleanup(p)
-		return err
-	}
-	return nil
+	return b.applyBufferUpdate(p)
 }

 // flushAndCleanup flushes orderbook and clean local cache
@@ -239,9 +251,10 @@ func (o *orderbookManager) stageWsUpdate(u *OrderbookUpdateMessage, pair currenc
 		state = &update{
 			// 100ms update assuming we might have up to a 10 second delay.
 			// There could be a potential 100 updates for the currency.
-			buffer:       make(chan *OrderbookUpdateMessage, maxWSUpdateBuffer),
-			fetchingBook: false,
-			initialSync:  true,
+			buffer:            make(chan *OrderbookUpdateMessage, maxWSUpdateBuffer),
+			fetchingBook:      false,
+			initialSync:       true,
+			needsFetchingBook: true,
 		}
 		m2[a] = state
 	}
@@ -258,21 +271,6 @@ func (o *orderbookManager) stageWsUpdate(u *OrderbookUpdateMessage, pair currenc
 	}
 }

-// checkIsFetchingBook checks status if the book is currently being via the REST
-// protocol.
-func (o *orderbookManager) checkIsFetchingBook(pair currency.Pair) (bool, error) {
-	o.Lock()
-	defer o.Unlock()
-	state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
-	if !ok {
-		return false,
-			fmt.Errorf("check is fetching book cannot match currency pair %s asset type %s",
-				pair,
-				asset.Spot)
-	}
-	return state.fetchingBook, nil
-}
-
 // stopFetchingBook completes the book fetching.
 func (o *orderbookManager) stopFetchingBook(pair currency.Pair) error {
 	o.Lock()
@@ -292,6 +290,64 @@ func (o *orderbookManager) stopFetchingBook(pair currency.Pair) error {
 	return nil
 }

+// stopNeedsFetchingBook completes the book fetching initiation.
+func (o *orderbookManager) stopNeedsFetchingBook(pair currency.Pair) error {
+	o.Lock()
+	defer o.Unlock()
+	state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
+	if !ok {
+		return fmt.Errorf("could not match pair %s and asset type %s in hash table",
+			pair,
+			asset.Spot)
+	}
+	if !state.needsFetchingBook {
+		return fmt.Errorf("needs fetching book already set to false for %s %s",
+			pair,
+			asset.Spot)
+	}
+	state.needsFetchingBook = false
+	return nil
+}
+
+// setNeedsFetchingBook completes the book fetching initiation.
+func (o *orderbookManager) setNeedsFetchingBook(pair currency.Pair) error {
+	o.Lock()
+	defer o.Unlock()
+	state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
+	if !ok {
+		return fmt.Errorf("could not match pair %s and asset type %s in hash table",
+			pair,
+			asset.Spot)
+	}
+	state.needsFetchingBook = true
+	return nil
+}
+
+// handleFetchingBook checks if a full book is being fetched or needs to be
+// fetched
+func (o *orderbookManager) handleFetchingBook(pair currency.Pair) (fetching, needsFetching bool, err error) {
+	o.Lock()
+	defer o.Unlock()
+	state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
+	if !ok {
+		return false, false,
+			fmt.Errorf("check is fetching book cannot match currency pair %s asset type %s",
+				pair,
+				asset.Spot)
+	}
+
+	if state.fetchingBook {
+		return true, false, nil
+	}
+
+	if state.needsFetchingBook {
+		state.needsFetchingBook = false
+		state.fetchingBook = true
+		return false, true, nil
+	}
+	return false, false, nil
+}
+
 // completeInitialSync sets if an asset type has completed its initial sync
 func (o *orderbookManager) completeInitialSync(pair currency.Pair) error {
 	o.Lock()
@@ -437,5 +493,6 @@ bufferEmpty:
 	// disable rest orderbook synchronisation
 	_ = o.stopFetchingBook(pair)
 	_ = o.completeInitialSync(pair)
+	_ = o.stopNeedsFetchingBook(pair)
 	return nil
 }
--- a/exchanges/orderbook/depth.go
+++ b/exchanges/orderbook/depth.go
@@ -94,8 +94,11 @@ func (d *Depth) TotalAskAmounts() (liquidity, value float64) {
 }

 // LoadSnapshot flushes the bids and asks with a snapshot
-func (d *Depth) LoadSnapshot(bids, asks []Item) {
+func (d *Depth) LoadSnapshot(bids, asks []Item, lastUpdateID int64, lastUpdated time.Time, updateByREST bool) {
 	d.m.Lock()
+	d.lastUpdateID = lastUpdateID
+	d.lastUpdated = lastUpdated
+	d.restSnapshot = updateByREST
 	d.bids.load(bids, d.stack)
 	d.asks.load(asks, d.stack)
 	d.alert()
@@ -105,6 +108,8 @@ func (d *Depth) LoadSnapshot(bids, asks []Item) {
 // Flush flushes the bid and ask depths
 func (d *Depth) Flush() {
 	d.m.Lock()
+	d.lastUpdateID = 0
+	d.lastUpdated = time.Time{}
 	d.bids.load(nil, d.stack)
 	d.asks.load(nil, d.stack)
 	d.alert()
@@ -113,11 +118,13 @@ func (d *Depth) Flush() {

 // UpdateBidAskByPrice updates the bid and ask spread by supplied updates, this
 // will trim total length of depth level to a specified supplied number
-func (d *Depth) UpdateBidAskByPrice(bidUpdts, askUpdts Items, maxDepth int) {
+func (d *Depth) UpdateBidAskByPrice(bidUpdts, askUpdts Items, maxDepth int, lastUpdateID int64, lastUpdated time.Time) {
 	if len(bidUpdts) == 0 && len(askUpdts) == 0 {
 		return
 	}
 	d.m.Lock()
+	d.lastUpdateID = lastUpdateID
+	d.lastUpdated = lastUpdated
 	tn := getNow()
 	if len(bidUpdts) != 0 {
 		d.bids.updateInsertByPrice(bidUpdts, d.stack, maxDepth, tn)
@@ -130,7 +137,7 @@ func (d *Depth) UpdateBidAskByPrice(bidUpdts, askUpdts Items, maxDepth int) {
 }

 // UpdateBidAskByID amends details by ID
-func (d *Depth) UpdateBidAskByID(bidUpdts, askUpdts Items) error {
+func (d *Depth) UpdateBidAskByID(bidUpdts, askUpdts Items, lastUpdateID int64, lastUpdated time.Time) error {
 	if len(bidUpdts) == 0 && len(askUpdts) == 0 {
 		return nil
 	}
@@ -148,12 +155,14 @@ func (d *Depth) UpdateBidAskByID(bidUpdts, askUpdts Items) error {
 			return err
 		}
 	}
+	d.lastUpdateID = lastUpdateID
+	d.lastUpdated = lastUpdated
 	d.alert()
 	return nil
 }

 // DeleteBidAskByID deletes a price level by ID
-func (d *Depth) DeleteBidAskByID(bidUpdts, askUpdts Items, bypassErr bool) error {
+func (d *Depth) DeleteBidAskByID(bidUpdts, askUpdts Items, bypassErr bool, lastUpdateID int64, lastUpdated time.Time) error {
 	if len(bidUpdts) == 0 && len(askUpdts) == 0 {
 		return nil
 	}
@@ -171,12 +180,14 @@ func (d *Depth) DeleteBidAskByID(bidUpdts, askUpdts Items, bypassErr bool) error
 			return err
 		}
 	}
+	d.lastUpdateID = lastUpdateID
+	d.lastUpdated = lastUpdated
 	d.alert()
 	return nil
 }

 // InsertBidAskByID inserts new updates
-func (d *Depth) InsertBidAskByID(bidUpdts, askUpdts Items) error {
+func (d *Depth) InsertBidAskByID(bidUpdts, askUpdts Items, lastUpdateID int64, lastUpdated time.Time) error {
 	if len(bidUpdts) == 0 && len(askUpdts) == 0 {
 		return nil
 	}
@@ -194,12 +205,14 @@ func (d *Depth) InsertBidAskByID(bidUpdts, askUpdts Items) error {
 			return err
 		}
 	}
+	d.lastUpdateID = lastUpdateID
+	d.lastUpdated = lastUpdated
 	d.alert()
 	return nil
 }

 // UpdateInsertByID updates or inserts by ID at current price level.
-func (d *Depth) UpdateInsertByID(bidUpdts, askUpdts Items) error {
+func (d *Depth) UpdateInsertByID(bidUpdts, askUpdts Items, lastUpdateID int64, lastUpdated time.Time) error {
 	if len(bidUpdts) == 0 && len(askUpdts) == 0 {
 		return nil
 	}
@@ -218,6 +231,8 @@ func (d *Depth) UpdateInsertByID(bidUpdts, askUpdts Items) error {
 		}
 	}
 	d.alert()
+	d.lastUpdateID = lastUpdateID
+	d.lastUpdated = lastUpdated
 	return nil
 }

@@ -239,15 +254,6 @@ func (d *Depth) AssignOptions(b *Base) {
 	d.m.Unlock()
 }

-// SetLastUpdate sets details of last update information
-func (d *Depth) SetLastUpdate(lastUpdate time.Time, lastUpdateID int64, updateByREST bool) {
-	d.m.Lock()
-	d.lastUpdated = lastUpdate
-	d.lastUpdateID = lastUpdateID
-	d.restSnapshot = updateByREST
-	d.m.Unlock()
-}
-
 // GetName returns name of exchange
 func (d *Depth) GetName() string {
 	d.m.Lock()
--- a/exchanges/orderbook/depth_test.go
+++ b/exchanges/orderbook/depth_test.go
@@ -121,7 +121,7 @@ func TestTotalAmounts(t *testing.T) {

 func TestLoadSnapshot(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1}}, Items{{Price: 1337, Amount: 10}})
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1}}, Items{{Price: 1337, Amount: 10}}, 0, time.Time{}, false)
 	if d.Retrieve().Asks[0].Price != 1337 || d.Retrieve().Bids[0].Price != 1337 {
 		t.Fatal("not set")
 	}
@@ -129,12 +129,12 @@ func TestLoadSnapshot(t *testing.T) {

 func TestFlush(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1}}, Items{{Price: 1337, Amount: 10}})
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1}}, Items{{Price: 1337, Amount: 10}}, 0, time.Time{}, false)
 	d.Flush()
 	if len(d.Retrieve().Asks) != 0 || len(d.Retrieve().Bids) != 0 {
 		t.Fatal("not flushed")
 	}
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1}}, Items{{Price: 1337, Amount: 10}})
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1}}, Items{{Price: 1337, Amount: 10}}, 0, time.Time{}, false)
 	d.Flush()
 	if len(d.Retrieve().Asks) != 0 || len(d.Retrieve().Bids) != 0 {
 		t.Fatal("not flushed")
@@ -143,12 +143,12 @@ func TestFlush(t *testing.T) {

 func TestUpdateBidAskByPrice(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}})
-	d.UpdateBidAskByPrice(Items{{Price: 1337, Amount: 2, ID: 1}}, Items{{Price: 1337, Amount: 2, ID: 2}}, 0)
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}}, 0, time.Time{}, false)
+	d.UpdateBidAskByPrice(Items{{Price: 1337, Amount: 2, ID: 1}}, Items{{Price: 1337, Amount: 2, ID: 2}}, 0, 0, time.Time{})
 	if d.Retrieve().Asks[0].Amount != 2 || d.Retrieve().Bids[0].Amount != 2 {
 		t.Fatal("orderbook amounts not updated correctly")
 	}
-	d.UpdateBidAskByPrice(Items{{Price: 1337, Amount: 0, ID: 1}}, Items{{Price: 1337, Amount: 0, ID: 2}}, 0)
+	d.UpdateBidAskByPrice(Items{{Price: 1337, Amount: 0, ID: 1}}, Items{{Price: 1337, Amount: 0, ID: 2}}, 0, 0, time.Time{})
 	if d.GetAskLength() != 0 || d.GetBidLength() != 0 {
 		t.Fatal("orderbook amounts not updated correctly")
 	}
@@ -156,8 +156,8 @@ func TestUpdateBidAskByPrice(t *testing.T) {

 func TestDeleteBidAskByID(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}})
-	err := d.DeleteBidAskByID(Items{{Price: 1337, Amount: 2, ID: 1}}, Items{{Price: 1337, Amount: 2, ID: 2}}, false)
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}}, 0, time.Time{}, false)
+	err := d.DeleteBidAskByID(Items{{Price: 1337, Amount: 2, ID: 1}}, Items{{Price: 1337, Amount: 2, ID: 2}}, false, 0, time.Time{})
 	if err != nil {
 		t.Fatal(err)
 	}
@@ -165,17 +165,17 @@ func TestDeleteBidAskByID(t *testing.T) {
 		t.Fatal("items not deleted")
 	}

-	err = d.DeleteBidAskByID(Items{{Price: 1337, Amount: 2, ID: 1}}, nil, false)
+	err = d.DeleteBidAskByID(Items{{Price: 1337, Amount: 2, ID: 1}}, nil, false, 0, time.Time{})
 	if !errors.Is(err, errIDCannotBeMatched) {
 		t.Fatalf("error expected %v received %v", errIDCannotBeMatched, err)
 	}

-	err = d.DeleteBidAskByID(nil, Items{{Price: 1337, Amount: 2, ID: 2}}, false)
+	err = d.DeleteBidAskByID(nil, Items{{Price: 1337, Amount: 2, ID: 2}}, false, 0, time.Time{})
 	if !errors.Is(err, errIDCannotBeMatched) {
 		t.Fatalf("error expected %v received %v", errIDCannotBeMatched, err)
 	}

-	err = d.DeleteBidAskByID(nil, Items{{Price: 1337, Amount: 2, ID: 2}}, true)
+	err = d.DeleteBidAskByID(nil, Items{{Price: 1337, Amount: 2, ID: 2}}, true, 0, time.Time{})
 	if !errors.Is(err, nil) {
 		t.Fatalf("error expected %v received %v", nil, err)
 	}
@@ -183,8 +183,8 @@ func TestDeleteBidAskByID(t *testing.T) {

 func TestUpdateBidAskByID(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}})
-	err := d.UpdateBidAskByID(Items{{Price: 1337, Amount: 2, ID: 1}}, Items{{Price: 1337, Amount: 2, ID: 2}})
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}}, 0, time.Time{}, false)
+	err := d.UpdateBidAskByID(Items{{Price: 1337, Amount: 2, ID: 1}}, Items{{Price: 1337, Amount: 2, ID: 2}}, 0, time.Time{})
 	if err != nil {
 		t.Fatal(err)
 	}
@@ -193,12 +193,12 @@ func TestUpdateBidAskByID(t *testing.T) {
 	}

 	// random unmatching IDs
-	err = d.UpdateBidAskByID(Items{{Price: 1337, Amount: 2, ID: 666}}, nil)
+	err = d.UpdateBidAskByID(Items{{Price: 1337, Amount: 2, ID: 666}}, nil, 0, time.Time{})
 	if !errors.Is(err, errIDCannotBeMatched) {
 		t.Fatalf("error expected %v received %v", errIDCannotBeMatched, err)
 	}

-	err = d.UpdateBidAskByID(nil, Items{{Price: 1337, Amount: 2, ID: 69}})
+	err = d.UpdateBidAskByID(nil, Items{{Price: 1337, Amount: 2, ID: 69}}, 0, time.Time{})
 	if !errors.Is(err, errIDCannotBeMatched) {
 		t.Fatalf("error expected %v received %v", errIDCannotBeMatched, err)
 	}
@@ -206,8 +206,8 @@ func TestUpdateBidAskByID(t *testing.T) {

 func TestInsertBidAskByID(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}})
-	err := d.InsertBidAskByID(Items{{Price: 1338, Amount: 2, ID: 3}}, Items{{Price: 1336, Amount: 2, ID: 4}})
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}}, 0, time.Time{}, false)
+	err := d.InsertBidAskByID(Items{{Price: 1338, Amount: 2, ID: 3}}, Items{{Price: 1336, Amount: 2, ID: 4}}, 0, time.Time{})
 	if err != nil {
 		t.Fatal(err)
 	}
@@ -218,19 +218,19 @@ func TestInsertBidAskByID(t *testing.T) {

 func TestUpdateInsertByID(t *testing.T) {
 	d := newDepth(id)
-	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}})
+	d.LoadSnapshot(Items{{Price: 1337, Amount: 1, ID: 1}}, Items{{Price: 1337, Amount: 10, ID: 2}}, 0, time.Time{}, false)

-	err := d.UpdateInsertByID(Items{{Price: 1338, Amount: 0, ID: 3}}, Items{{Price: 1336, Amount: 2, ID: 4}})
+	err := d.UpdateInsertByID(Items{{Price: 1338, Amount: 0, ID: 3}}, Items{{Price: 1336, Amount: 2, ID: 4}}, 0, time.Time{})
 	if !errors.Is(err, errAmountCannotBeLessOrEqualToZero) {
 		t.Fatalf("expected: %v but received: %v", errAmountCannotBeLessOrEqualToZero, err)
 	}

-	err = d.UpdateInsertByID(Items{{Price: 1338, Amount: 2, ID: 3}}, Items{{Price: 1336, Amount: 0, ID: 4}})
+	err = d.UpdateInsertByID(Items{{Price: 1338, Amount: 2, ID: 3}}, Items{{Price: 1336, Amount: 0, ID: 4}}, 0, time.Time{})
 	if !errors.Is(err, errAmountCannotBeLessOrEqualToZero) {
 		t.Fatalf("expected: %v but received: %v", errAmountCannotBeLessOrEqualToZero, err)
 	}

-	err = d.UpdateInsertByID(Items{{Price: 1338, Amount: 2, ID: 3}}, Items{{Price: 1336, Amount: 2, ID: 4}})
+	err = d.UpdateInsertByID(Items{{Price: 1338, Amount: 2, ID: 3}}, Items{{Price: 1336, Amount: 2, ID: 4}}, 0, time.Time{})
 	if err != nil {
 		t.Fatal(err)
 	}
@@ -271,17 +271,6 @@ func TestAssignOptions(t *testing.T) {
 	}
 }

-func TestSetLastUpdate(t *testing.T) {
-	d := Depth{}
-	tn := time.Now()
-	d.SetLastUpdate(tn, 1337, true)
-	if d.lastUpdated != tn ||
-		d.lastUpdateID != 1337 ||
-		!d.restSnapshot {
-		t.Fatal("failed to set correctly")
-	}
-}
-
 func TestGetName(t *testing.T) {
 	d := Depth{}
 	d.exchange = "test"
--- a/exchanges/orderbook/orderbook.go
+++ b/exchanges/orderbook/orderbook.go
@@ -79,8 +79,7 @@ func (s *Service) Update(b *Base) error {
 		book.AssignOptions(b)
 		m3[b.Pair.Quote.Item] = book
 	}
-	book.SetLastUpdate(b.LastUpdated, b.LastUpdateID, true)
-	book.LoadSnapshot(b.Bids, b.Asks)
+	book.LoadSnapshot(b.Bids, b.Asks, b.LastUpdateID, b.LastUpdated, true)
 	s.Unlock()
 	return s.Mux.Publish([]uuid.UUID{m1.ID}, book.Retrieve())
 }
--- a/exchanges/stream/buffer/buffer.go
+++ b/exchanges/stream/buffer/buffer.go
@@ -102,9 +102,6 @@ func (w *Orderbook) Update(u *Update) error {
 			u.Asset)
 	}

-	// Apply new update information
-	book.ob.SetLastUpdate(u.UpdateTime, u.UpdateID, false)
-
 	if w.bufferEnabled {
 		processed, err := w.processBufferUpdate(book, u)
 		if err != nil {
@@ -193,7 +190,11 @@ func (w *Orderbook) processObUpdate(o *orderbookHolder, u *Update) error {
 // updateByPrice ammends amount if match occurs by price, deletes if amount is
 // zero or less and inserts if not found.
 func (o *orderbookHolder) updateByPrice(updts *Update) {
-	o.ob.UpdateBidAskByPrice(updts.Bids, updts.Asks, updts.MaxDepth)
+	o.ob.UpdateBidAskByPrice(updts.Bids,
+		updts.Asks,
+		updts.MaxDepth,
+		updts.UpdateID,
+		updts.UpdateTime)
 }

 // updateByIDAndAction will receive an action to execute against the orderbook
@@ -201,15 +202,28 @@ func (o *orderbookHolder) updateByPrice(updts *Update) {
 func (o *orderbookHolder) updateByIDAndAction(updts *Update) error {
 	switch updts.Action {
 	case Amend:
-		return o.ob.UpdateBidAskByID(updts.Bids, updts.Asks)
+		return o.ob.UpdateBidAskByID(updts.Bids,
+			updts.Asks,
+			updts.UpdateID,
+			updts.UpdateTime)
 	case Delete:
 		// edge case for Bitfinex as their streaming endpoint duplicates deletes
 		bypassErr := o.ob.GetName() == "Bitfinex" && o.ob.IsFundingRate()
-		return o.ob.DeleteBidAskByID(updts.Bids, updts.Asks, bypassErr)
+		return o.ob.DeleteBidAskByID(updts.Bids,
+			updts.Asks,
+			bypassErr,
+			updts.UpdateID,
+			updts.UpdateTime)
 	case Insert:
-		return o.ob.InsertBidAskByID(updts.Bids, updts.Asks)
+		return o.ob.InsertBidAskByID(updts.Bids,
+			updts.Asks,
+			updts.UpdateID,
+			updts.UpdateTime)
 	case UpdateInsert:
-		return o.ob.UpdateInsertByID(updts.Bids, updts.Asks)
+		return o.ob.UpdateInsertByID(updts.Bids,
+			updts.Asks,
+			updts.UpdateID,
+			updts.UpdateTime)
 	default:
 		return fmt.Errorf("invalid action [%s]", updts.Action)
 	}
@@ -253,7 +267,13 @@ func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
 		return err
 	}

-	holder.ob.LoadSnapshot(book.Bids, book.Asks)
+	holder.ob.LoadSnapshot(
+		book.Bids,
+		book.Asks,
+		book.LastUpdateID,
+		book.LastUpdated,
+		false,
+	)

 	if holder.ob.VerifyOrderbook { // This is used here so as to not retrieve
 		// book if verification is off.
--- a/exchanges/stream/buffer/buffer_test.go
+++ b/exchanges/stream/buffer/buffer_test.go
@@ -802,7 +802,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
 		t.Fatal(err)
 	}

-	book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...))
+	book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Time{}, true)

 	err = book.Retrieve().Verify()
 	if err != nil {
@@ -924,7 +924,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
 		t.Fatal("did not adjust ask item placement and details")
 	}

-	book.LoadSnapshot(append(bids[:0:0], bids...), append(bids[:0:0], bids...)) // nolint:gocritic
+	book.LoadSnapshot(append(bids[:0:0], bids...), append(bids[:0:0], bids...), 0, time.Time{}, true) // nolint:gocritic

 	// Delete - not found
 	err = holder.updateByIDAndAction(&Update{