public async Task ReceiveOrderBook() { await _clientWebSocket.ConnectAsync(CancellationToken.None); var info = await _clientWebSocket.GetResponseAsync(CancellationToken.None); Assert.NotNull(info); var request = SubscribeOrderBooksRequest.BuildRequest("BTCUSD", "", "R0"); await _clientWebSocket.SendRequestAsync(request, CancellationToken.None); var successfull = await _clientWebSocket.GetResponseAsync(CancellationToken.None); var respose = JsonConvert.DeserializeObject <SubscribedResponse>(successfull); var snapshot = await _clientWebSocket.GetResponseAsync(CancellationToken.None); OrderBookSnapshotResponse.Parse(snapshot); var update = await _clientWebSocket.GetResponseAsync(CancellationToken.None); OrderBookUpdateResponse.Parse(update); Assert.NotNull(respose); }
private async Task SubscribeToOrderBookAsync(IEnumerable <string> instruments) { foreach (var instrument in instruments) { var request = SubscribeOrderBooksRequest.BuildRequest(instrument, "F0", "R0"); await Messenger.SendRequestAsync(request, CancellationToken); var response = await GetResponse(); await HandleResponse(response); } }
private async Task SubscribeToOrderBookAsync(IEnumerable <string> instruments) { foreach (var instrument in instruments) { try { var request = SubscribeOrderBooksRequest.BuildRequest(instrument, "F1", "R0"); await Messenger.SendRequestAsync(request, CancellationToken); var response = await GetResponse(); await HandleResponse(response); } catch (Exception ex) { await Log.WriteWarningAsync(nameof(BitfinexOrderBooksHarvester), nameof(SubscribeToOrderBookAsync), instrument, ex); throw; } } }