libxc/binance: Fix orderbook sync

The orderbook sync did not account for the first update to the orderbook
straddling the last update ID of the snapshot.

client/mm/libxc/binance.go

@@ -157,6 +157,7 @@ func (b *binanceOrderBook) Connect(ctx context.Context) (*sync.WaitGroup, error
 	syncChan := make(chan struct{})
 	b.syncChan = syncChan
 	var updateID uint64 = updateIDUnsynced
+	acceptedUpdate := false
 
 	resyncChan := make(chan struct{}, 1)
 
@@ -165,6 +166,7 @@ func (b *binanceOrderBook) Connect(ctx context.Context) (*sync.WaitGroup, error
 		syncMtx.Lock()
 		defer syncMtx.Unlock()
 		syncCache = make([]*bntypes.BookUpdate, 0)
+		acceptedUpdate = false
 		if updateID != updateIDUnsynced {
 			b.synced.Store(false)
 			updateID = updateIDUnsynced
@@ -178,11 +180,25 @@ func (b *binanceOrderBook) Connect(ctx context.Context) (*sync.WaitGroup, error
 			syncCache = append(syncCache, update)
 			return true
 		}
-		if update.FirstUpdateID != updateID+1 {
-			// Trigger a resync.
+
+		if !acceptedUpdate {
+			// On the first update we receive, the update may straddle the last
+			// update ID of the snapshot. If the first update ID is greater
+			// than the snapshot ID + 1, it means we missed something so we
+			// must resync. If the last update ID is less than or equal to the
+			// snapshot ID, we can ignore it.
+			if update.FirstUpdateID > updateID+1 {
+				return false
+			} else if update.LastUpdateID <= updateID {
+				return true
+			}
+			// Once we've accepted the first update, the updates must be in
+			// sequence.
+		} else if update.FirstUpdateID != updateID+1 {
 			return false
 		}
-		// Properly sequenced.
+
+		acceptedUpdate = true
 		updateID = update.LastUpdateID
 		bids, asks, err := b.convertBinanceBook(update.Bids, update.Asks)
 		if err != nil {
@@ -197,15 +213,14 @@ func (b *binanceOrderBook) Connect(ctx context.Context) (*sync.WaitGroup, error
 	processSyncCache := func(snapshotID uint64) bool {
 		syncMtx.Lock()
 		defer syncMtx.Unlock()
+
 		updateID = snapshotID
 		for _, update := range syncCache {
-			if update.LastUpdateID <= snapshotID {
-				continue
-			}
 			if !acceptUpdate(update) {
 				return false
 			}
 		}
+
 		b.synced.Store(true)
 		if syncChan != nil {
 			close(syncChan)