void GetSnapshot()
{
_marketDataReceiver.OnReceivedInput += (s, m) =>
HandleMessage(m, result =>
{
if (result != ErrorCode.Success)
{
throw new InvalidOperationException($"Not Successful Snapshot Sync: {result.Description}");
}
});
Console.WriteLine("Syncing Snapshot...");
using (var wait = new ManualResetEvent(false))
{
_marketDataReceiver.Connect();
_marketDataReceiver.InnerConsumer().OnPartitionEOF += (_, end) => wait.Set();
wait.WaitOne();
}
_marketDataReceiver.Disconnect();
_marketDataReceiver.Dispose();
Console.WriteLine($"Snapshot Synced. Order Count: {_orderBook.Count}, TradeId: {_orderBook.TradeId}");
}
public void Disconnect()
{
_marketDataReceiver.Disconnect();
}
