This PR addresses the bugs related to DigiFinex order book not being synced with that on the Trading web application and Issue #3335 wrt frequent WebSocket disconnects.
Link to PR: https://github.com/hummingbot/hummingbot/pull/5430
A description of the changes proposed in the pull request: Improvements were made to maintaining the local order book and handling of frequent disconnects by DigiFinex's WS API.
The underlying issues are attributed to DigiFinex WS Servers periodically disconnecting the websocket connection, thus the errors observed. The changes I've made in this PR revolves around handling the frequent disconnects and ensuring that the bot resumes.
As for now, it is critical the bot is still able to update the order book(relatively in sync), placing orders and tracking orders. However, due to this frequent disconnects, reliability of this connector is definitely compromised.
Tests performed by the developer:
Change primarily revolve around refactoring the DigifinexWebSocket class and handling of disconnects. Ensuring that the bot resumes as per expected.
Tips for QA testing: Ensure that the Orderbook for liquid markets are now in sync. WS disconnects are handled and bot resumes as per normal.