private async Task ReconnectUserDataWS()
{
Log.Debug(">>> !!! USER DATA SOCKET RECONNECTING...");
// Close socket
webSocketClient.CloseWebSocketInstance(userSocketID);
// Re-initialize
userDATA = new BinaDataUser();
OpenBUYorders = new List <OrderInfo>();
OpenSELLorders = new List <OrderInfo>();
StrategyP2.ResetOrderLists();
// Check and sort currently open orders
await LoadOpenOrders();
// Reassign events and re-open WS:
var userMsgs = new UserDataWebSocketMessages();
userMsgs.OrderUpdateMessageHandler += data => userDATA.HandleOrderMessage(data);
userMsgs.TradeUpdateMessageHandler += data => userDATA.HandleTradeMessage(data);
userMsgs.AccountUpdateMessageHandler += data => userDATA.HandleAccountMessage(data);
userSocketID = await webSocketClient.ConnectToUserDataWebSocket(userMsgs);
Log.Debug(">>> !!! USER DATA SOCKET RECONNECTED");
}
public async Task Initialize()
{
// CONNECT WS (single or combined) AND SEND TO QUEUE:
if (SETTINGS.SubSpecificSymbols.Count == 1)
{
depthSocketID = webSocketClient.ConnectToDepthWebSocket(SETTINGS.SubSpecificSymbols[0], data => depthDATA.DepthUpdateQueue.Enqueue(data));
}
else if (SETTINGS.SubSpecificSymbols.Count > 1)
{
var symbols = string.Join(",", SETTINGS.SubSpecificSymbols);
depthSocketID = webSocketClient.ConnectToDepthWebSocketCombined(symbols, data =>
{
depthDATA.DepthUpdateQueue.Enqueue(new BinanceDepthData()
{
Symbol = data.Stream.Split('@')[0].ToUpper(),
UpdateId = data.Data.UpdateId,
AskDepthDeltas = data.Data.AskDepthDeltas,
BidDepthDeltas = data.Data.BidDepthDeltas
});
});
}
// BUILD ORDER BOOK, THEN START DATA UPDATES:
foreach (string sym in SETTINGS.SubSpecificSymbols)
{
await depthDATA.BuildDepthCache(sym);
}
depthDATA.StartUpdates();
//Check and sort currently open orders
await LoadOpenOrders();
// Handle UserData WS message events, start UserData WS:
var userMsgs = new UserDataWebSocketMessages();
userMsgs.OrderUpdateMessageHandler += data => userDATA.HandleOrderMessage(data);
userMsgs.TradeUpdateMessageHandler += data => userDATA.HandleTradeMessage(data);
userMsgs.AccountUpdateMessageHandler += data => userDATA.HandleAccountMessage(data);
userSocketID = await webSocketClient.ConnectToUserDataWebSocket(userMsgs);
UserWSConnectTime = DateTime.Now;
}
