public async Task ConnectAndDisconnect()
{
var cancellationToken = new CancellationTokenSource().Token;
await _api.ConnectAsync(cancellationToken);
await _api.CloseConnectionAsync(cancellationToken);
}
protected override async Task MessageLoopImpl()
{
try
{
await _websocketApi.ConnectAsync(CancellationToken);
// First subscribe with websockets and ignore all the order events with
// sequential number less than symbol's orderbook orders
var subscriptionTask = new AsyncEventAwaiter <string>(ref _websocketApi.Subscribed)
.Await(CancellationToken);
var ordersListenerTask = _websocketApi.SubscribeToOrderBookUpdatesAsync(
_configuration.SupportedCurrencySymbols.Select(s => s.ExchangeSymbol).ToList(),
CancellationToken);
await subscriptionTask; // Wait to be subscribed first
var retrieveOrderBooksTask = Task.Run(async() =>
{
foreach (var currencySymbol in _configuration.SupportedCurrencySymbols)
{
var orderBook = await _restApi.GetFullOrderBook(
currencySymbol.ExchangeSymbol, CancellationToken);
await HandleRetrievedOrderBook(currencySymbol.ExchangeSymbol, orderBook);
}
});
await Task.WhenAll(ordersListenerTask, retrieveOrderBooksTask);
}
finally
{
try
{
if (_websocketApi != null)
{
using (var cts = new CancellationTokenSource(5000))
{
await _websocketApi.CloseConnectionAsync(cts.Token);
}
}
}
catch (Exception ex)
{
await Log.WriteErrorAsync(nameof(GdaxOrderBooksHarvester),
"Could not close web sockets connection properly", ex);
}
}
}
public async Task SubscribeAndHandleAnonymousTickerEvent()
{
_api = new GdaxWebSocketApi(_logger, string.Empty, string.Empty,
string.Empty, _configuration.WssEndpointUrl);
var cancellationToken = new CancellationTokenSource().Token;
var tcsTicker = new TaskCompletionSource <GdaxWssTicker>();
_api.Ticker += (sender, ticker) => {
tcsTicker.SetResult(ticker);
return(tcsTicker.Task);
};
// Connect and subscribe to web socket events
await _api.ConnectAsync(cancellationToken);
try
{
// Subscribe
var subscribed = await SubscribeToOrderBookUpdatesAsync(10000, cancellationToken);
Assert.True(subscribed);
// Wait maximum n seconds the received and done events to be received
await WhenAllTaskAreDone(10000, tcsTicker.Task);
}
finally
{
await _api.CloseConnectionAsync(cancellationToken);
}
// Check if events were received successfuly
// Ticker event
Assert.NotNull(tcsTicker.Task);
Assert.True(tcsTicker.Task.IsCompletedSuccessfully);
var tick = tcsTicker.Task.Result;
Assert.Equal(_btcUsd, tick.ProductId);
}
protected override async void StartImpl()
{
_webSocketCtSource = new CancellationTokenSource();
try
{
_orderBooksHarvester.Start();
OnConnected();
await _websocketApi.ConnectAsync(_webSocketCtSource.Token);
await _websocketApi.SubscribeToPrivateUpdatesAsync(Instruments.Select(i => i.Name).ToList(),
_webSocketCtSource.Token);
}
catch (Exception ex)
{
await LogAsync(ex);
}
}