Example #1
0
        private void MessageReader(CancellationToken token)
        {
            while (!token.IsCancellationRequested)
            {
                try
                {
                    if (!_queueMessagesReceivedFromExchange.IsEmpty)
                    {
                        string mes;

                        if (_queueMessagesReceivedFromExchange.TryDequeue(out mes))
                        {
                            if (mes.StartsWith("{\"error"))
                            {
                                continue;
                            }

                            var jt = JToken.Parse(mes);

                            var channel = jt.SelectToken("method").ToString();

                            if (channel == "trades.update")
                            {
                                foreach (var trade in _tradesCreator.Create(mes))
                                {
                                    OnTradeEvent(trade);
                                }
                            }
                            else if (channel == "depth.update")
                            {
                                OnMarketDepthEvent(_marketDepthCreator.Create(mes));
                            }
                            else if (channel == "balance.update")
                            {
                                OnPortfolioEvent(_portfolioCreator.UpdatePortfolio(mes));
                            }
                            else if (channel == "order.update")
                            {
                                OnOrderEvent(_orderCreator.Create(mes));
                            }
                        }
                    }
                    else
                    {
                        Thread.Sleep(20);
                    }
                }
                catch (TaskCanceledException)
                {
                    return;
                }
                catch (Exception exception)
                {
                    SendLogMessage("MessageReader error: " + exception, LogMessageType.Error);
                }
            }
        }