public override void Connect()
{
_isPortfolioSubscribed = false;
_loginFailed = false;
_securitiesCreator = new FTXSecurityCreator();
_portfoliosCreator = new FTXPortfolioCreator();
_marketDepthCreator = new FTXMarketDepthCreator();
_tradesCreator = new FTXTradesCreator();
_orderCreator = new FTXOrderCreator();
_candlesCreator = new FTXCandlesCreator();
_client = new Client(
((ServerParameterString)ServerParameters[0]).Value,
((ServerParameterPassword)ServerParameters[1]).Value);
_cancelTokenSource = new CancellationTokenSource();
_ftxRestApi = new FtxRestApi(_client);
StartMessageReader();
_wsSource = new WsSource(WebSocketEndpointUrl);
_wsSource.MessageEvent += WsSourceMessageEvent;
_wsSource.Start();
}
public override void Dispose()
{
try
{
if (_wsSource != null)
{
if (_isPortfolioSubscribed)
{
var fillsRequest = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("fills");
_wsSource.SendMessage(fillsRequest);
var ordersRequest = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("orders");
_wsSource.SendMessage(ordersRequest);
_isPortfolioSubscribed = false;
_loginFailed = false;
}
if (_subscribedSecurities.Any())
{
foreach (var security in _subscribedSecurities)
{
var unsubscribeMarket = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("market", security);
_wsSource.SendMessage(unsubscribeMarket);
var unsubscribeOrderbook = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("orderbook", security);
_wsSource.SendMessage(unsubscribeOrderbook);
}
_subscribedSecurities.Clear();
}
_wsSource.Dispose();
_wsSource.MessageEvent -= WsSourceMessageEvent;
_wsSource = null;
_securitiesCreator = null;
_portfoliosCreator = null;
_marketDepthCreator = null;
_tradesCreator = null;
_orderCreator = null;
_candlesCreator = null;
_client = null;
_ftxRestApi = null;
_myOrders.Clear();
_securityMarketDepths.Clear();
}
if (_cancelTokenSource != null && !_cancelTokenSource.IsCancellationRequested)
{
_cancelTokenSource.Cancel();
}
}
catch (Exception e)
{
SendLogMessage("FTX dispose error: " + e, LogMessageType.Error);
}
}