/// <summary>
///
/// </summary>
/// <param name="Products"></param>
/// <param name="gdax_Channel"></param>
/// <returns>if submission of subscription request succeeded (not whether the subsciption actually succeeded)</returns>
private async Task <bool> sendSubscriptionMsgAsync(IEnumerable <string> Products, GDAX_Channel gdax_Channel = GDAX_Channel.full, bool unSubscribe = false)
{
if (webSocketClient.State == System.Net.WebSockets.WebSocketState.Open)
{
foreach (var product in Products)
{
if (String.IsNullOrWhiteSpace(product))
{
throw new ArgumentNullException("Products");
}
}
var productsString = Products.Aggregate((a, b) => a + "\", \"" + b);
var subAction = unSubscribe ? "unsubscribe" : "subscribe";
// enough for unauthenticated feed
string requestStringSubset = String.Format(
@"""type"": ""{0}"",""product_ids"": [""{1}""],""channels"": [""heartbeat"",""{2}""]",
subAction, productsString, gdax_Channel);
string requestString;
if (_authContainer == null)
{ // unauthenticated feed
requestString = String.Format(@"{{{0}}}", requestStringSubset);
}
else
{ // authenticated feed
var signBlock = _authContainer.ComputeSignature(relativeUrl: "/users/self/verify", method: "GET", body: "");
requestString = String.Format(
@"{{{0},""signature"": ""{1}"",""key"": ""{2}"",""passphrase"": ""{3}"",""timestamp"": ""{4}""}}",
requestStringSubset, signBlock.Signature, signBlock.ApiKey, signBlock.Passphrase, signBlock.TimeStamp);
}
var requestBytes = UTF8Encoding.UTF8.GetBytes(requestString);
var subscribeRequest = new ArraySegment <byte>(requestBytes);
await webSocketClient.SendAsync(subscribeRequest, WebSocketMessageType.Text, true, cancellationTokenSource.Token);
return(true);
}
else
{
RealtimeStreamError?.Invoke(this, new RealtimeError("Unable to send subscription msg - websocket not open"));
return(false);
}
}
public async Task SubscribeAsync(bool reConnectOnDisconnect)
{
var uri = ExchangeClientBase.IsSandbox ? WSS_SANDBOX_ENDPOINT_URL : WSS_ENDPOINT_URL;
if (_authContainer != null) // authenticated feed
{
uri = new Uri(uri, "/users/self/verify");
}
cancellationTokenSource = new CancellationTokenSource();
while (!cancellationTokenSource.IsCancellationRequested)
{
string disconnectReason = "";
try
{
webSocketClient = new ClientWebSocket();
await webSocketClient.ConnectAsync(uri, cancellationTokenSource.Token);
if (webSocketClient.State == System.Net.WebSockets.WebSocketState.Open && !cancellationTokenSource.IsCancellationRequested)
{
await rateGateRealtime.WaitToProceedAsync(); // don't subscribe at too high of a rate
await sendSubscriptionMsgAsync(Products : Products, gdax_Channel : gdax_Channel);
// key is product name, value is whether connection was just opened
if (webSocketClient.State == System.Net.WebSockets.WebSocketState.Open && !cancellationTokenSource.IsCancellationRequested)
{ // checking again bc maybe the server disconnected after the subscribe msg was sent
// + move to processing subscriptions section below later
foreach (var product in Products)
{
ConnectionOpened?.Invoke(product, gdax_Channel);
}
}
while (webSocketClient.State == System.Net.WebSockets.WebSocketState.Open && !cancellationTokenSource.IsCancellationRequested)
{
using (var timeoutCTS = new CancellationTokenSource(6500)) // heartbeat every 1000 ms, so give it 5 hearbeat chances
using (var linkedTokenSource = CancellationTokenSource.CreateLinkedTokenSource(timeoutCTS.Token, cancellationTokenSource.Token))
using (var stream = new MemoryStream(1024))
{
var receiveBuffer = new ArraySegment <byte>(new byte[1024 * 8]);
bool timedOut = false;
WebSocketReceiveResult webSocketReceiveResult;
do
{
try
{
webSocketReceiveResult = await webSocketClient.ReceiveAsync(receiveBuffer, linkedTokenSource.Token);
}
catch (OperationCanceledException)
{
timedOut = true;
disconnectReason = " - stream timed out";
break;
}
await stream.WriteAsync(receiveBuffer.Array, receiveBuffer.Offset, webSocketReceiveResult.Count, cancellationTokenSource.Token);
} while (!webSocketReceiveResult.EndOfMessage && !cancellationTokenSource.IsCancellationRequested);
if (!timedOut && !cancellationTokenSource.IsCancellationRequested)
{
var message = stream.ToArray().Where(b => b != 0).ToArray();
var messageString = Encoding.ASCII.GetString(message, 0, message.Length);
if (!String.IsNullOrEmpty(messageString))
{
try
{
var jToken = JToken.Parse(messageString);
var typeToken = jToken["type"];
if (typeToken == null)
{
RealtimeDataError?.Invoke(this, new RealtimeError("null typeToken: + " + Encoding.ASCII.GetString(message, 0, message.Length)));
return; // go to next msg
}
var type = typeToken.Value <string>();
switch (type)
{
case "subscriptions":
// + process initial subscription confirmation
// + also for unsubscribe confirmation
break;
case "received":
var rr = new RealtimeReceived(jToken);
if (rr.Message != null)
{
RealtimeDataError?.Invoke(this, rr);
}
RealtimeReceived?.Invoke(this, rr);
break;
case "open":
var ro = new RealtimeOpen(jToken);
if (ro.Message != null)
{
RealtimeDataError?.Invoke(this, ro);
}
RealtimeOpen?.Invoke(this, ro);
break;
case "done":
var rd = new RealtimeDone(jToken);
if (rd.Message != null)
{
RealtimeDataError?.Invoke(this, rd);
}
RealtimeDone?.Invoke(this, rd);
break;
case "match":
var rm = new RealtimeMatch(jToken);
if (rm.Message != null)
{
RealtimeDataError?.Invoke(this, rm);
}
RealtimeMatch?.Invoke(this, rm);
break;
case "last_match":
var rlm = new RealtimeMatch(jToken);
if (rlm.Message != null)
{
RealtimeDataError?.Invoke(this, rlm);
}
RealtimeLastMatch?.Invoke(this, rlm);
break;
case "change":
var rc = new RealtimeChange(jToken);
if (rc.Message != null)
{
RealtimeDataError?.Invoke(this, rc);
}
RealtimeChange?.Invoke(this, rc);
break;
case "heartbeat":
// + should implement this (checking LastTraderId)
var hb = new Heartbeat(jToken);
Heartbeat?.Invoke(this, hb);
break;
case "error":
RealtimeDataError?.Invoke(this, new RealtimeError(jToken));
break;
default:
RealtimeDataError?.Invoke(this, new RealtimeError("Unexpected type: " + jToken));
break;
}
}
catch (JsonReaderException e)
{
RealtimeDataError?.Invoke(this, new RealtimeError(
"JsonReaderException: " + e.Message + ":" + messageString));
}
}
else
{
RealtimeDataError?.Invoke(this, new RealtimeError("empty message received. Connection state: "
+ webSocketClient.State + ", linkedToken: " + linkedTokenSource.Token.IsCancellationRequested));
}
}
}
}
}
}
catch (Exception e)
{
if (e.Message == "The remote party closed the WebSocket connection without completing the close handshake.") // System.Net.WebSockets.WebSocketException
{
disconnectReason = " - remote closed the WebSocket w/o completing the close handshake";
}
else if (e.Message == "Unable to connect to the remote server") // System.Net.WebSockets.WebSocketException
{
disconnectReason = " - unable to connect to server"; // shorten it a bit
await Task.Delay(10000); // if unable to connect, then wait 10 seconds before trying to connect again
}
else
{
RealtimeStreamError?.Invoke(this, new RealtimeError("other exception caught: " + e.GetType() + " : " + e.Message));
}
}
if (!reConnectOnDisconnect)
{
UnSubscribe();
}
foreach (var product in Products)
{
RealtimeStreamError?.Invoke(this, new RealtimeError("disconnected" + disconnectReason));
ConnectionClosed?.Invoke(product, gdax_Channel);
}
if (!reConnectOnDisconnect)
{
break;
}
}
}