private void BeginReceiveTradesWebSocket() => Task.Run(() =>
{
ExchangeTradeCatchupWorker.Start(ExchangeWorker, Limit);
var symbols = ExchangeWorker.Configuration.Symbol.Select(s => SymbolFactory.Get(s)).ToList();
using (Logger.BeginProtocolScope("Web Socket"))
{
Logger.LogInformation($"Establishing connection");
WebSocketClient.OnOpen += delegate(object sender, EventArgs e)
{
Logger.LogInformation($"Established connection");
Logger.LogInformation($"Begin listening for trades");
if (WebSocketClient.IsSubscribeModel)
{
WebSocketClient.BeginListenTrades(symbols);
}
};
WebSocketClient.OnClose += delegate(object sender, CloseEventArgs e)
{
if (ExchangeWorker.Online)
{
Logger.LogWarning($"Connection has been closed");
}
RetryWebSocketConnect();
};
WebSocketClient.OnTradesReceived += async delegate(object sender, TradesReceivedEventArgs e)
{
using (Logger.BeginSymbolScope(e.Data.SymbolCode))
{
Logger.LogInformation($"Trades received");
using (var transaction = await StorageTransactionFactory.Begin())
{
await ExchangeTradeProvider.AddTrades(transaction, Logger, e.Data);
await HistorianRepository.SetTradeFilter(transaction, Exchange.Name, e.Data.SymbolCode, e.Data.Filter);
await transaction.Commit();
}
}
};
WebSocketClient.Begin();
if (!WebSocketClient.IsSubscribeModel)
{
WebSocketClient.BeginListenTrades(symbols);
}
}
});
