/// <summary>
///
/// </summary>
/// <param name="cache"></param>
/// <param name="symbol"></param>
/// <param name="limit"></param>
/// <param name="callback"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task SubscribeAndStreamAsync(this IOrderBookCache cache, string symbol, int limit, Action <OrderBookCacheEventArgs> callback, CancellationToken token)
{
Throw.IfNull(cache, nameof(cache));
cache.Subscribe(symbol, limit, callback);
return(StreamAsync(cache, token));
}
public OrderBookService(IOrderBookCache orderBookCache,
IFakeOrderBookPublisher fakeOrderBookPublisher,
FakeExchangeConnectorSettings fakeExchangeConnectorSettings)
{
_orderBookCache = orderBookCache;
_fakeOrderBookPublisher = fakeOrderBookPublisher;
_fakeExchangeConnectorSettings = fakeExchangeConnectorSettings;
}
public OrderBookService(IOrderBookCache orderBookCache,
IFakeOrderBookPublisher fakeOrderBookPublisher,
FakeExchangeConnectorSettings fakeExchangeConnectorSettings,
CorrelationContextAccessor correlationContextAccessor,
ILog log)
{
_orderBookCache = orderBookCache;
_fakeOrderBookPublisher = fakeOrderBookPublisher;
_fakeExchangeConnectorSettings = fakeExchangeConnectorSettings;
_correlationContextAccessor = correlationContextAccessor;
_log = log;
}
public CacheDataHandler(IInstrumentCache instrumentCache,
IOrderBookCache orderBookCache,
IPositionCache positionCache,
IOrderCache orderCache,
ILogger <CacheDataHandler> logger)
{
_instrumentCache = instrumentCache;
_orderBookCache = orderBookCache;
_positionCache = positionCache;
_orderCache = orderCache;
_logger = logger;
}
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <param name="callback"></param> /// <param name="token"></param> /// <returns></returns> public static Task SubscribeAndStreamAsync(this IOrderBookCache cache, string symbol, Action <OrderBookCacheEventArgs> callback, CancellationToken token) => SubscribeAndStreamAsync(cache, symbol, default, callback, token);
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <param name="limit"></param> /// <param name="token"></param> /// <returns></returns> public static Task SubscribeAndStreamAsync(this IOrderBookCache cache, string symbol, int limit, CancellationToken token) => SubscribeAndStreamAsync(cache, symbol, limit, null, token);
/// <summary>
///
/// </summary>
/// <param name="cache"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task StreamAsync(this IOrderBookCache cache, CancellationToken token)
{
Throw.IfNull(cache, nameof(cache));
return(cache.Client.WebSocket.StreamAsync(token));
}
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <param name="callback"></param> /// <returns></returns> public static void Subscribe(this IOrderBookCache cache, string symbol, Action <OrderBookCacheEventArgs> callback) => cache.Subscribe(symbol, default, callback);
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <param name="limit"></param> /// <returns></returns> public static void Subscribe(this IOrderBookCache cache, string symbol, int limit) => cache.Subscribe(symbol, limit, null);
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <returns></returns> public static void Subscribe(this IOrderBookCache cache, string symbol) => cache.Subscribe(symbol, default, null);
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <param name="token"></param> /// <returns></returns> public static Task SubscribeAsync(this IOrderBookCache cache, string symbol, CancellationToken token) => cache.SubscribeAsync(symbol, default, null, token);
public OrderbooksController(IOrderBookCache orderBookCache)
{
_orderBookCache = orderBookCache;
}
/// <summary> /// /// </summary> /// <param name="cache"></param> /// <param name="symbol"></param> /// <param name="token"></param> /// <returns></returns> public static Task StreamAsync(this IOrderBookCache cache, string symbol, CancellationToken token) => StreamAsync(cache, symbol, default, null, token);
/// <summary>
///
/// </summary>
/// <param name="cache"></param>
/// <param name="symbol"></param>
/// <param name="callback"></param>
/// <returns></returns>
public static void Subscribe <TClient>(this IOrderBookCache <TClient> cache, string symbol, Action <OrderBookCacheEventArgs> callback, int limit = default)
where TClient : IDepthClient
=> cache.Subscribe(symbol, limit, callback);
/// <summary>
///
/// </summary>
/// <param name="cache"></param>
/// <param name="symbol"></param>
/// <param name="limit"></param>
/// <returns></returns>
public static void Subscribe <TClient>(this IOrderBookCache <TClient> cache, string symbol, int limit)
where TClient : IDepthClient
=> cache.Subscribe(symbol, limit, null);
public OrderbooksController(IOrderBookCache orderBookCache, IOrderBookService orderBookService, ILog log)
{
_orderBookCache = orderBookCache;
_orderBookService = orderBookService;
_log = log;
}
internal static async Task DisableLiveTask()
{
LiveTokenSource?.Cancel();
// Wait for live task to complete.
if (LiveTask != null && !LiveTask.IsCompleted)
{
await LiveTask;
}
LiveTokenSource?.Dispose();
if (TradeCache != null)
{
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...live trades feed disabled.");
}
}
TradeCache = null;
if (OrderBookCache != null)
{
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...live order book feed disabled.");
}
}
OrderBookCache = null;
if (CandlestickCache != null)
{
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...live candlestick feed disabled.");
}
}
CandlestickCache = null;
if (AggregateTradeCache != null)
{
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...live aggregate trades feed disabled.");
}
}
AggregateTradeCache = null;
if (UserDataClient != null)
{
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...live account feed disabled.");
}
}
UserDataClient = null;
LiveTokenSource = null;
LiveTask = null;
}
