Resolve deadlock caused by fetching snapshot during update #126
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neilgarb
reviewed
Mar 18, 2024
adamhicks
reviewed
Mar 19, 2024
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adamhicks
approved these changes
Mar 19, 2024
neilgarb
approved these changes
Mar 19, 2024
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When a market snapshot is requested by the client from within the UpdateCallback delegate, a mutex deadlock is encountered. This is caused by the write mutex not being released when UpdateCallback is called by the stream and the snapshot function trying to read lock the same mutex.
Getting the snapshot during the UpdateCallback call is useful because this enables the client to consider the full orderbook when applying trading logic.
The resolution is to first release the write mutex before calling the UpdateCallback delegate.