public HistoricalExecutionSource(BitFlyerClient client, BfProductCode productCode, long before, long after, long readCount = ReadCountMax)
{
readCount = Math.Min(readCount, ReadCountMax);
_source = Observable.Create <IBfExecution>(observer => {
return(Task.Run(async() =>
{
while (true)
{
var resp = client.GetExecutions(productCode, ReadCountMax, before, 0);
if (resp.IsError)
{
switch (resp.StatusCode)
{
case HttpStatusCode.BadRequest: // no more records
observer.OnCompleted();
return;
case HttpStatusCode.InternalServerError:
await Task.Delay(30 * 1000); // Probably server is in maintanace. wait 30 secs
break;
}
continue;
}
var elements = resp.GetContent();
foreach (var element in elements)
{
if (_cancel.IsCancellationRequested)
{
observer.OnCompleted();
return;
}
if (element.ExecutionId <= after)
{
observer.OnCompleted();
return;
}
observer.OnNext(element);
}
before = elements.Last().ExecutionId;
}
}));
});
}
public static async Task <IEnumerable <(BfProductCode ProductCode, string Symbol)> > GetAvailableMarketsAsync(this BitFlyerClient client, CancellationToken ct)
{
var result = new List <(BfProductCode ProductCode, string Symbol)>();
foreach (var task in client.GetMarketsAllAsync(ct))
{
var markets = (await task).GetContent();
foreach (var market in markets)
{
if (market.ProductCode.StartsWith("BTCJPY"))
{
if (string.IsNullOrEmpty(market.Alias))
{
continue; // ******** BTCJPY future somtimes missing alias, skip it ********
}
result.Add(((BfProductCode)Enum.Parse(typeof(BfProductCode), market.Alias.Replace("_", "")), market.ProductCode));
}
else
{
result.Add(((BfProductCode)Enum.Parse(typeof(BfProductCode), market.ProductCode.Replace("_", "")), market.ProductCode));
}
}
}
return(result.Distinct(e => e.ProductCode));
}
public static IEnumerable <(BfProductCode ProductCode, string Symbol)> GetAvailableMarkets(this BitFlyerClient client)
{
var result = new List <(BfProductCode ProductCode, string Symbol)>();
foreach (var market in client.GetMarketsAll().SelectMany(e => e.GetContent()))
{
if (market.ProductCode.StartsWith("BTCJPY"))
{
if (string.IsNullOrEmpty(market.Alias))
{
continue; // ******** BTCJPY future somtimes missing alias, skip it ********
}
result.Add(((BfProductCode)Enum.Parse(typeof(BfProductCode), market.Alias.Replace("_", "")), market.ProductCode));
}
else
{
result.Add(((BfProductCode)Enum.Parse(typeof(BfProductCode), market.ProductCode.Replace("_", "")), market.ProductCode));
}
}
return(result.Distinct(e => e.ProductCode));
}
public RealtimeSourceFactory(BitFlyerClient client = null)
{
_client = (client == null) ? new BitFlyerClient().AddTo(_disposables) : client;
if (client != null)
{
GetAvailableMarkets();
}
_webSocket = new WebSocket("wss://ws.lightstream.bitflyer.com/json-rpc");
_webSocket.Security.EnabledSslProtocols = System.Security.Authentication.SslProtocols.Tls12;
_wsReconnectionTimer = new Timer((_) =>
{
_wsReconnectionTimer.Change(Timeout.Infinite, Timeout.Infinite); // stop
Debug.WriteLine("{0} WebSocket is reopening connection... state={1}", DateTime.Now, _webSocket.State);
switch (_webSocket.State)
{
case WebSocketState.None:
case WebSocketState.Closed:
try
{
_webSocket.Open();
}
catch (Exception ex)
{
Debug.WriteLine(ex.Message);
_wsReconnectionTimer.Change(WebSocketReconnectionIntervalMs, Timeout.Infinite); // restart
}
break;
case WebSocketState.Open:
Debug.WriteLine("{0} Web socket is still opened.", DateTime.Now);
break;
default:
_wsReconnectionTimer.Change(WebSocketReconnectionIntervalMs, Timeout.Infinite); // restart
break;
}
});
_openedEvent.Reset();
_webSocket.Opened += (_, __) =>
{
Debug.WriteLine("{0} WebSocket opened.", DateTime.Now);
_wsReconnectionTimer.Change(Timeout.Infinite, Timeout.Infinite); // stop
if (_webSocketSources.Count > 0)
{
Debug.WriteLine("{0} WebSocket recover subscriptions.", DateTime.Now);
_webSocketSources.Values.ForEach(source => { source.Subscribe(); }); // resubscribe
}
OnWebSocketOpened();
_openedEvent.Set();
};
_webSocket.MessageReceived += (_, e) =>
{
var subscriptionResult = JObject.Parse(e.Message)["params"];
var channel = subscriptionResult["channel"].Value <string>();
_webSocketSources[channel].OnSubscribe(subscriptionResult["message"]);
};
_webSocket.Error += (_, e) =>
{
// Classifies expected or unexpexted
var error = new ErrorStatus();
switch (e.Exception)
{
case IOException ioex:
error.Message = (ioex.InnerException != null) ? ioex.InnerException.Message : ioex.Message;
break;
case SocketException sockex:
Debug.WriteLine("{0} WebSocket socket error({1})", DateTime.Now, sockex.SocketErrorCode);
Debug.WriteLine("{0} WebSocket caused exception. Will be closed.", DateTime.Now, sockex.Message);
error.SocketError = sockex.SocketErrorCode;
error.Message = sockex.Message;
break;
default:
switch ((uint)e.Exception.HResult)
{
case 0x80131500: // Bad gateway - probably terminated from host
error.Message = e.Exception.Message;
break;
default: // Unexpected exception
throw e.Exception;
}
break;
}
ErrorHandlers?.Invoke(error);
};
_webSocket.Closed += (_, __) =>
{
Debug.WriteLine("{0} WebSocket connection closed. Will be reopening...", DateTime.Now);
_wsReconnectionTimer.Change(WebSocketReconnectionIntervalMs, Timeout.Infinite);
};
}
