public async Task <bool> SubscribeAsync(string[] Products, GDAX_Channel gdax_Channel = GDAX_Channel.full)
{
var productsToUnsubscribe = new SortedList <GDAX_Channel, List <string> >(); // value is a list of products to unsubscribe from
var productsToSubscribeFiltered = new List <string>();
foreach (var product in Products)
{
if (subscribedProducts.ContainsKey(product) &&
subscribedProducts[product] != GDAX_Channel.full && gdax_Channel == GDAX_Channel.full)
{ // if currently subscribed to a non full channel, then unsubscribe
var currentlySubscribedChannel = subscribedProducts[product];
if (!productsToUnsubscribe.ContainsKey(currentlySubscribedChannel))
{
productsToUnsubscribe.Add(currentlySubscribedChannel, new List <string>());
}
productsToUnsubscribe[currentlySubscribedChannel].Add(product);
productsToSubscribeFiltered.Add(product); // these need to be subscribed to
}
if (!subscribedProducts.ContainsKey(product))
{ // these also need to be subscribed to since they're not subscribed
productsToSubscribeFiltered.Add(product);
}
}
foreach (var kvp in productsToUnsubscribe)
{ // unsubscribe
await sendSubscriptionMsgAsync(Products : kvp.Value, gdax_Channel : kvp.Key, unSubscribe : true);
}
return(await sendSubscriptionMsgAsync(Products : Products, gdax_Channel : gdax_Channel, unSubscribe : false));
}
public RealtimeOrderBookSubscription(string[] Products, CBAuthenticationContainer auth = null,
GDAX_Channel gdax_Channel = GDAX_Channel.full) : base(auth)
{ // + eventually can take an array of productStrings and subscribe simultaneously
this.Products = Products;
if (Products == null || Products.Length == 0)
{
throw new ArgumentNullException("Products");
}
this.gdax_Channel = gdax_Channel;
ConnectionOpened += (product, channel) => subscribedProducts.Add(product, channel);
ConnectionClosed += (product, channel) => subscribedProducts.Remove(product);
}
/// <summary>
///
/// </summary>
/// <param name="Products"></param>
/// <param name="gdax_Channel"></param>
/// <returns>if submission of subscription request succeeded (not whether the subsciption actually succeeded)</returns>
private async Task <bool> sendSubscriptionMsgAsync(IEnumerable <string> Products, GDAX_Channel gdax_Channel = GDAX_Channel.full, bool unSubscribe = false)
{
if (webSocketClient.State == System.Net.WebSockets.WebSocketState.Open)
{
foreach (var product in Products)
{
if (String.IsNullOrWhiteSpace(product))
{
throw new ArgumentNullException("Products");
}
}
var productsString = Products.Aggregate((a, b) => a + "\", \"" + b);
var subAction = unSubscribe ? "unsubscribe" : "subscribe";
// enough for unauthenticated feed
string requestStringSubset = String.Format(
@"""type"": ""{0}"",""product_ids"": [""{1}""],""channels"": [""heartbeat"",""{2}""]",
subAction, productsString, gdax_Channel);
string requestString;
if (_authContainer == null)
{ // unauthenticated feed
requestString = String.Format(@"{{{0}}}", requestStringSubset);
}
else
{ // authenticated feed
var signBlock = _authContainer.ComputeSignature(relativeUrl: "/users/self/verify", method: "GET", body: "");
requestString = String.Format(
@"{{{0},""signature"": ""{1}"",""key"": ""{2}"",""passphrase"": ""{3}"",""timestamp"": ""{4}""}}",
requestStringSubset, signBlock.Signature, signBlock.ApiKey, signBlock.Passphrase, signBlock.TimeStamp);
}
var requestBytes = UTF8Encoding.UTF8.GetBytes(requestString);
var subscribeRequest = new ArraySegment <byte>(requestBytes);
await webSocketClient.SendAsync(subscribeRequest, WebSocketMessageType.Text, true, cancellationTokenSource.Token);
return(true);
}
else
{
RealtimeStreamError?.Invoke(this, new RealtimeError("Unable to send subscription msg - websocket not open"));
return(false);
}
}
private async void OnConnectionClosed(string product, GDAX_Channel channel)
{
//resetInProgress = false;
await ResetStateWithFullOrderBookAsync();
}
