private async Task <bool> SubscribeToOrderBookUpdatesAsync(int timeoutMs, CancellationToken cancellationToken)
{
var tcsSubscribed = new TaskCompletionSource <string>();
_api.Subscribed += (sender, message) => {
tcsSubscribed.SetResult(message);
return(tcsSubscribed.Task);
};
// Subscribe
var skipTask = _api.SubscribeToOrderBookUpdatesAsync(new[] { _btcUsd }, cancellationToken);
await WhenAllTaskAreDone(timeoutMs, tcsSubscribed.Task); // Wait max n milliseconds for subscription
return(tcsSubscribed.Task.IsCompletedSuccessfully);
}
protected override async Task MessageLoopImpl()
{
try
{
await _websocketApi.ConnectAsync(CancellationToken);
// First subscribe with websockets and ignore all the order events with
// sequential number less than symbol's orderbook orders
var subscriptionTask = new AsyncEventAwaiter <string>(ref _websocketApi.Subscribed)
.Await(CancellationToken);
var ordersListenerTask = _websocketApi.SubscribeToOrderBookUpdatesAsync(
_configuration.SupportedCurrencySymbols.Select(s => s.ExchangeSymbol).ToList(),
CancellationToken);
await subscriptionTask; // Wait to be subscribed first
var retrieveOrderBooksTask = Task.Run(async() =>
{
foreach (var currencySymbol in _configuration.SupportedCurrencySymbols)
{
var orderBook = await _restApi.GetFullOrderBook(
currencySymbol.ExchangeSymbol, CancellationToken);
await HandleRetrievedOrderBook(currencySymbol.ExchangeSymbol, orderBook);
}
});
await Task.WhenAll(ordersListenerTask, retrieveOrderBooksTask);
}
finally
{
try
{
if (_websocketApi != null)
{
using (var cts = new CancellationTokenSource(5000))
{
await _websocketApi.CloseConnectionAsync(cts.Token);
}
}
}
catch (Exception ex)
{
await Log.WriteErrorAsync(nameof(GdaxOrderBooksHarvester),
"Could not close web sockets connection properly", ex);
}
}
}
