Example #1
0
        public void SubscribeThrows()
        {
            var api    = new Mock <IBinanceApi>().Object;
            var client = new Mock <IDepthWebSocketClient>().Object;

            var cache = new OrderBookCache(api, client);

            Assert.Throws <ArgumentNullException>("symbol", () => cache.Subscribe(null));
        }
Example #2
0
        public Task SubscribeOrderBook(string symbol, int limit, Action <OrderBookEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
        {
            var tcs = new TaskCompletionSource <object>();

            try
            {
                var orderBookCache = new OrderBookCache(binanceApi, new DepthWebSocketClient());
                orderBookCache.Subscribe(symbol, limit, e =>
                {
                    if (cancellationToken.IsCancellationRequested)
                    {
                        orderBookCache.Unsubscribe();
                        return;
                    }

                    try
                    {
                        var orderBook = NewOrderBook(e.OrderBook);
                        callback.Invoke(new OrderBookEventArgs {
                            OrderBook = orderBook
                        });
                    }
                    catch (Exception ex)
                    {
                        orderBookCache.Unsubscribe();
                        exception.Invoke(ex);
                        return;
                    }
                });

                tcs.SetResult(null);
            }
            catch (Exception ex)
            {
                tcs.SetException(ex);
            }

            return(tcs.Task);
        }
Example #3
0
        public void LinkToClient()
        {
            var api     = new Mock <IBinanceApi>().Object;
            var client1 = new Mock <IDepthClient>().Object;
            var client2 = new DepthClient();
            var symbol1 = Symbol.BTC_USDT;
            var symbol2 = Symbol.LTC_BTC;

            client2.Subscribe(symbol1);

            var clientSubscribeStreams = client2.SubscribedStreams.ToArray();

            Assert.Equal(DepthClient.GetStreamName(symbol1), clientSubscribeStreams.Single());

            var cache = new OrderBookCache(api, client1)
            {
                Client = client2 // link client.
            };

            // Client subscribed streams are unchanged after link to unsubscribed cache.
            Assert.Equal(clientSubscribeStreams, client2.SubscribedStreams);

            cache.Client = client1; // unlink client.

            // Subscribe cache to symbol.
            cache.Subscribe(symbol2);

            // Cache is subscribed to symbol.
            Assert.Equal(DepthClient.GetStreamName(symbol2), cache.SubscribedStreams.Single());

            cache.Client = client2; // link to client.

            // Client has second subscribed stream from cache.
            Assert.True(client2.SubscribedStreams.Count() == 2);
            Assert.Contains(DepthClient.GetStreamName(symbol2), client2.SubscribedStreams);
        }