public void SubscribeOrderBook(string symbol, int limit, Action <OrderBookEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
try
{
var orderBookCache = new OrderBookCache(binanceApi, new DepthWebSocketClient());
orderBookCache.Subscribe(symbol, limit, e =>
{
if (cancellationToken.IsCancellationRequested)
{
orderBookCache.Unsubscribe();
return;
}
try
{
var orderBook = NewOrderBook(e.OrderBook);
callback.Invoke(new OrderBookEventArgs {
OrderBook = orderBook
});
}
catch (Exception ex)
{
orderBookCache.Unsubscribe();
exception.Invoke(ex);
}
});
}
catch (Exception ex)
{
exception.Invoke(ex);
}
}
public Task SubscribeOrderBook(string symbol, int limit, Action <OrderBookEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
var tcs = new TaskCompletionSource <object>();
var binanceApi = new BinanceApi();
var orderBookCache = new OrderBookCache(binanceApi, new DepthWebSocketClient());
orderBookCache.Subscribe(symbol, limit, e =>
{
if (cancellationToken.IsCancellationRequested)
{
orderBookCache.Unsubscribe();
return;
}
var orderBook = NewOrderBook(e.OrderBook);
try
{
callback.Invoke(new OrderBookEventArgs {
OrderBook = orderBook
});
}
catch (Exception ex)
{
orderBookCache.Unsubscribe();
exception.Invoke(ex);
return;
}
});
tcs.SetResult(null);
return(tcs.Task);
}
public void Unsubscribe()
{
var api = new Mock <IBinanceApi>().Object;
var client = new Mock <IDepthClient>().Object;
var cache = new OrderBookCache(api, client);
// Can call unsubscribe before subscribe or multiple times without fail.
cache.Unsubscribe();
cache.Unsubscribe();
}
