public IObservable <OrderMarketSnap> SubscribeOrders(string marketId, OrderSubscriptionMessage orderSubscription)
{
networkClient.Start();
if (orderObservables.TryGetValue(marketId, out IObservable <OrderMarketSnap> orderObservable))
{
networkClient.OrderSubscription(orderSubscription);
return(orderObservable);
}
var observable = Observable.Create <OrderMarketSnap>(
(IObserver <OrderMarketSnap> observer) =>
{
orderObservers.AddOrUpdate(marketId, observer, (key, existingVal) => existingVal);
return(Disposable.Create(() =>
{
orderObservables.TryRemove(marketId, out IObservable <OrderMarketSnap> o);
orderObservers.TryRemove(marketId, out IObserver <OrderMarketSnap> ob);
}));
})
.Publish()
.RefCount();
orderObservables.AddOrUpdate(marketId, observable, (key, existingVal) => existingVal);
// TODO:// race?
networkClient.OrderSubscription(orderSubscription);
return(observable);
}
private void ConnectAndAuthenticateAndResubscribe()
{
try
{
//Connect and auth
ConnectAndAuthenticate();
//Resub markets
MarketSubscriptionMessage marketSubscription = _processor.MarketResubscribeMessage;
if (marketSubscription != null)
{
Trace.TraceInformation("Resubscribe to market subscription.");
MarketSubscription(marketSubscription);
}
//Resub orders
OrderSubscriptionMessage orderSubscription = _processor.OrderResubscribeMessage;
if (orderSubscription != null)
{
Trace.TraceInformation("Resubscribe to order subscription.");
OrderSubscription(orderSubscription);
}
//Reset counter
ReconnectCounter = 0;
} catch (Exception e)
{
Trace.TraceError("Reconnect failed", e);
ReconnectCounter++;
}
}
public Task <StatusMessage> OrderSubscription(OrderSubscriptionMessage message)
{
int id = NextId();
message.Id = id;
message.Op = REQUEST_ORDER_SUBSCRIPTION;
var newSub = new SubscriptionHandler <OrderSubscriptionMessage, ChangeMessage <OrderMarketChange>, OrderMarketChange>(id, message, false);
return(SendMessage(new RequestResponse(id, message,
success => OrderSubscriptionHandler = newSub)));
}
public IObservable <OrderMarketSnap> SubscribeOrders(string marketId)
{
OrderSubscriptionMessage orderSubscription = new OrderSubscriptionMessage();
return(SubscribeOrders(marketId, orderSubscription));
}
/// <summary>
/// Explict order subscription. (starting the client if needed).
/// </summary>
/// <param name="subscription"></param>
public void SubscribeOrders(OrderSubscriptionMessage subscription)
{
_client.Start();
_client.OrderSubscription(subscription);
}
/// <summary>
/// Subscribe the the specified orders (syncronously) with the configured
/// HeartbeatMS, ConflationMS.
/// </summary>
/// <param name="message"></param>
public void OrderSubscription(OrderSubscriptionMessage message)
{
message.ConflateMs = ConflateMs;
message.HeartbeatMs = HeartbeatMs;
WaitFor(_processor.OrderSubscription(message));
}
public IObservable<OrderMarketSnap> SubscribeOrders(string marketId, OrderSubscriptionMessage orderSubscription)
{
networkClient.Start();
IObservable<OrderMarketSnap> orderObservable;
if (orderObservables.TryGetValue(marketId, out orderObservable))
{
networkClient.OrderSubscription(orderSubscription);
return orderObservable;
}
var observable = Observable.Create<OrderMarketSnap>(
(IObserver<OrderMarketSnap> observer) =>
{
orderObservers.AddOrUpdate(marketId, observer, (key, existingVal) => existingVal);
return Disposable.Create(() =>
{
IObserver<OrderMarketSnap> ob;
IObservable<OrderMarketSnap> o;
orderObservables.TryRemove(marketId, out o);
orderObservers.TryRemove(marketId, out ob);
});
})
.Publish()
.RefCount();
orderObservables.AddOrUpdate(marketId, observable, (key, existingVal) => existingVal);
// TODO:// race?
networkClient.OrderSubscription(orderSubscription);
return observable;
}
public IObservable<OrderMarketSnap> SubscribeOrders(string marketId)
{
OrderSubscriptionMessage orderSubscription = new OrderSubscriptionMessage();
return SubscribeOrders(marketId, orderSubscription);
}