private void OnSnapshot(BitfinexWebSocketWrapper webSocket, int channelId, string[][] entries)
{
try
{
Channel channel;
lock (_locker)
{
BitfinexWebSocketChannels channels;
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
return;
}
if (!channels.TryGetValue(channelId, out channel))
{
_brokerage.OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Warning, -1, $"Message received from unknown channel Id {channelId}"));
return;
}
}
switch (channel.Name.ToLowerInvariant())
{
case "book":
ProcessOrderBookSnapshot(channel, entries);
return;
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private void OnUnsubscribe(BitfinexWebSocketWrapper webSocket, Messages.ChannelUnsubscribing data)
{
try
{
lock (_locker)
{
List <BitfinexChannel> channels;
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
return;
}
channels.Remove(channels.First(x => x.ChannelId == data.ChannelId));
if (channels.Count != 0)
{
return;
}
_channelsByWebSocket.TryRemove(webSocket, out channels);
}
webSocket.Close();
webSocket.ConnectionHandler.DisposeSafely();
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private void OnSubscribe(BitfinexWebSocketWrapper webSocket, ChannelSubscription data)
{
try
{
lock (_locker)
{
var channel = new Channel(data.Channel, _symbolMapper.GetLeanSymbol(data.Symbol, SecurityType.Crypto, Market.Bitfinex));
BitfinexWebSocketChannels channels;
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
_onSubscribeEvent.Set();
return;
}
channels.TryAdd(data.ChannelId, channel);
Log.Trace($"BitfinexSubscriptionManager.OnSubscribe(): Channel subscribed: Id:{data.ChannelId} {channel.Symbol}/{channel.Name}");
_onSubscribeEvent.Set();
webSocket.ConnectionHandler.EnableMonitoring(true);
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private void OnReconnectRequested(object sender, EventArgs e)
{
var connectionHandler = (DefaultConnectionHandler)sender;
Log.Trace($"BitfinexSubscriptionManager.OnReconnectRequested(): WebSocket reconnection requested [Id: {connectionHandler.ConnectionId}]");
BitfinexWebSocketWrapper webSocket = null;
lock (_locker)
{
webSocket = _channelsByWebSocket.Keys
.FirstOrDefault(connection => connection.ConnectionId == connectionHandler.ConnectionId);
}
if (webSocket == null)
{
Log.Error($"BitfinexSubscriptionManager.OnReconnectRequested(): WebSocket ConnectionId not found: {connectionHandler.ConnectionId}");
return;
}
Log.Trace($"BitfinexSubscriptionManager.OnReconnectRequested(): IsOpen:{webSocket.IsOpen} [Id: {connectionHandler.ConnectionId}]");
if (!webSocket.IsOpen)
{
Log.Trace($"BitfinexSubscriptionManager.OnReconnectRequested(): Websocket connecting. [Id: {connectionHandler.ConnectionId}]");
webSocket.Connect();
}
if (!webSocket.IsOpen)
{
Log.Trace($"BitfinexSubscriptionManager.OnReconnectRequested(): Websocket not open: IsOpen:{webSocket.IsOpen} [Id: {connectionHandler.ConnectionId}]");
return;
}
Log.Trace($"BitfinexSubscriptionManager.OnReconnectRequested(): Reconnected: IsOpen:{webSocket.IsOpen} [Id: {connectionHandler.ConnectionId}]");
BitfinexWebSocketChannels channels;
lock (_locker)
{
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
return;
}
}
Log.Trace($"BitfinexSubscriptionManager.OnReconnectRequested(): Resubscribing channels. [Id: {connectionHandler.ConnectionId}]");
foreach (var channel in channels.Values)
{
webSocket.Send(JsonConvert.SerializeObject(new
{
@event = "subscribe",
channel = channel.Name,
pair = _symbolMapper.GetBrokerageSymbol(channel.Symbol)
}));
}
}
private BitfinexWebSocketWrapper GetFreeWebSocket(BitfinexChannel channel)
{
int count;
lock (_locker)
{
foreach (var kvp in _channelsByWebSocket)
{
if (kvp.Value.Count < MaximumSubscriptionsPerSocket)
{
kvp.Value.Add(channel);
count = _channelsByWebSocket.Sum(x => x.Value.Count);
Log.Trace($"BitfinexSubscriptionManager.GetFreeWebSocket(): Channel added: Total channels:{count}");
return(kvp.Key);
}
}
}
if (!_connectionRateLimiter.WaitToProceed(TimeSpan.Zero))
{
_connectionRateLimiter.WaitToProceed();
}
var webSocket = new BitfinexWebSocketWrapper(
new DefaultConnectionHandler
{
MaximumIdleTimeSpan = TimeSpan.FromSeconds(15)
});
lock (_locker)
{
_channelsByWebSocket.TryAdd(webSocket, new List <BitfinexChannel> {
channel
});
count = _channelsByWebSocket.Sum(x => x.Value.Count);
Log.Trace($"BitfinexSubscriptionManager.GetFreeWebSocket(): Channel added: Total channels:{count}");
}
webSocket.Initialize(_wssUrl);
webSocket.Message += OnMessage;
webSocket.Error += OnError;
Connect(webSocket);
webSocket.ConnectionHandler.ConnectionLost += OnConnectionLost;
webSocket.ConnectionHandler.ConnectionRestored += OnConnectionRestored;
webSocket.ConnectionHandler.ReconnectRequested += OnReconnectRequested;
webSocket.ConnectionHandler.Initialize(webSocket.ConnectionId);
Log.Trace("BitfinexSubscriptionManager.GetFreeWebSocket(): New websocket added: " +
$"Hashcode: {webSocket.GetHashCode()}, " +
$"WebSocket connections: {_channelsByWebSocket.Count}");
return(webSocket);
}
private void OnUnsubscribe(BitfinexWebSocketWrapper webSocket, Messages.ChannelUnsubscribing data)
{
try
{
lock (_locker)
{
Channel channel;
if (!_channels.TryRemove(data.ChannelId, out channel))
{
return;
}
_onUnsubscribeEvent.Set();
List <Channel> channels;
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
return;
}
channels.Remove(channel);
if (channels.Count(c => c.Symbol.Equals(channel.Symbol)) == 0)
{
List <BitfinexWebSocketWrapper> subscriptions;
if (_subscriptionsBySymbol.TryGetValue(channel.Symbol, out subscriptions))
{
subscriptions.Remove(webSocket);
if (subscriptions.Count == 0)
{
_subscriptionsBySymbol.TryRemove(channel.Symbol, out subscriptions);
}
}
}
if (channels.Count != 0)
{
return;
}
_channelsByWebSocket.TryRemove(webSocket, out channels);
}
webSocket.Close();
webSocket.ConnectionHandler.DisposeSafely();
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private BitfinexWebSocketWrapper GetFreeWebSocket(Channel channel)
{
lock (_locker)
{
foreach (var kvp in _channelsByWebSocket)
{
if (kvp.Value.Count < MaximumSubscriptionsPerSocket)
{
return(kvp.Key);
}
}
}
if (!_connectionRateLimiter.WaitToProceed(TimeSpan.Zero))
{
_connectionRateLimiter.WaitToProceed();
}
var webSocket = new BitfinexWebSocketWrapper(
new DefaultConnectionHandler
{
MaximumIdleTimeSpan = TimeSpan.FromSeconds(15)
});
lock (_locker)
{
_channelsByWebSocket.TryAdd(webSocket, new BitfinexWebSocketChannels());
}
webSocket.Initialize(_wssUrl);
webSocket.Message += OnMessage;
Connect(webSocket);
webSocket.ConnectionHandler.ReconnectRequested += OnReconnectRequested;
webSocket.ConnectionHandler.Initialize(webSocket.ConnectionId);
int connections;
lock (_locker)
{
connections = _channelsByWebSocket.Count;
}
Log.Trace("BitfinexSubscriptionManager.GetFreeWebSocket(): New websocket added: " +
$"Hashcode: {webSocket.GetHashCode()}, " +
$"WebSocket connections: {connections}");
return(webSocket);
}
private void OnSubscribe(BitfinexWebSocketWrapper webSocket, Messages.ChannelSubscription data)
{
try
{
lock (_locker)
{
var channel = new Channel(data.Channel, _symbolMapper.GetLeanSymbol(data.Symbol));
_channels.AddOrUpdate(data.ChannelId, channel);
_onSubscribeEvent.Set();
webSocket.ConnectionHandler.EnableMonitoring(true);
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private void OnUpdate(BitfinexWebSocketWrapper webSocket, string channelId, string[] entries)
{
try
{
BitfinexChannel channel;
lock (_locker)
{
List <BitfinexChannel> channels;
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
_brokerage.OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Warning, -1, $"Message received from unknown channel Id {channelId}"));
return;
}
channel = channels.FirstOrDefault(x => x.ChannelId == channelId);
if (channel == null)
{
_brokerage.OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Warning, -1, $"Message received from unknown channel Id {channelId}"));
return;
}
}
switch (channel.Name.ToLowerInvariant())
{
case "book":
ProcessOrderBookUpdate(channel, entries);
return;
case "trades":
ProcessTradeUpdate(channel, entries);
return;
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private void OnSubscribe(BitfinexWebSocketWrapper webSocket, Messages.ChannelSubscription data)
{
try
{
lock (_locker)
{
List <BitfinexChannel> channels;
if (_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
var channel = channels.First(x => x.Name == data.Channel && x.Symbol == data.Symbol);
channel.ChannelId = data.ChannelId;
webSocket.ConnectionHandler.EnableMonitoring(true);
}
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
