fix: cast sequence number to bigint depth provider update, add captureException for update skip (#1895)

libs/market-depth/src/lib/market-depth-provider.spec.ts

@@ -1,12 +1,13 @@
 import { update } from './market-depth-provider';
-import { captureException } from '@sentry/react';
 
+const mockCaptureException = jest.fn();
 const reload = jest.fn();
+
 jest.mock('@sentry/react', () => {
   const original = jest.requireActual('@sentry/react'); // Step 2.
   return {
     ...original,
-    captureException: jest.fn(),
+    captureException: () => mockCaptureException(),
   };
 });
 
@@ -15,7 +16,10 @@ jest.mock('./orderbook-data', () => ({
 }));
 
 describe('market depth provider update', () => {
-  it('omits overlapping updates', () => {
+  beforeEach(() => {
+    mockCaptureException.mockClear();
+  });
+  it('omits not matching market', () => {
     const data = {
       id: '1',
       depth: {
@@ -31,7 +35,7 @@ describe('market depth provider update', () => {
     expect(updatedData).toBe(data);
   });
 
-  it('omits not matching market', () => {
+  it('omits overlapping updates', () => {
     const data = {
       id: '1',
       depth: {
@@ -52,6 +56,7 @@ describe('market depth provider update', () => {
     ];
     expect(update(data, delta.slice(0, 1), reload)).toBe(data);
     expect(update(data, delta.slice(1, 2), reload)).toBe(data);
+    expect(mockCaptureException).toBeCalledTimes(2);
   });
 
   it('restarts and captureException when there is gap in updates', () => {
@@ -71,6 +76,6 @@ describe('market depth provider update', () => {
     const updatedData = update(data, delta, reload);
     expect(updatedData).toBe(data);
     expect(reload).toBeCalled();
-    expect(captureException).toBeCalled();
+    expect(mockCaptureException).toBeCalled();
   });
 });

libs/market-depth/src/lib/market-depth-provider.ts

@@ -23,13 +23,18 @@ export const update: Update<
     if (delta.marketId !== data.id) {
       continue;
     }
-    if (Number(delta.sequenceNumber) <= Number(data.depth.sequenceNumber)) {
+    if (BigInt(delta.sequenceNumber) <= BigInt(data.depth.sequenceNumber)) {
+      captureException(
+        new Error(
+          `Sequence number from delta is lower or equal to last sequenceNumber for ${data.id}, ${delta.sequenceNumber} <= ${data.depth.sequenceNumber}, update skipped`
+        )
+      );
       return data;
     }
     if (delta.previousSequenceNumber !== data.depth.sequenceNumber) {
       captureException(
         new Error(
-          `Sequence number gap in marketsDepthUpdate for {data.id}, {sequenceNumbers[delta.marketId]} - {delta.previousSequenceNumber}`
+          `Sequence number gap between delta previousSequenceNumber and stored sequence number in marketsDepthUpdate for market ${data.id}; ${delta.previousSequenceNumber} !== ${data.depth.sequenceNumber}, data provider reload`
         )
       );
       reload();