void GetSnapshot() { _marketDataReceiver.OnReceivedInput += (s, m) => HandleMessage(m, result => { if (result != ErrorCode.Success) { throw new InvalidOperationException($"Not Successful Snapshot Sync: {result.Description}"); } }); Console.WriteLine("Syncing Snapshot..."); using (var wait = new ManualResetEvent(false)) { _marketDataReceiver.Connect(); _marketDataReceiver.InnerConsumer().OnPartitionEOF += (_, end) => wait.Set(); wait.WaitOne(); } _marketDataReceiver.Disconnect(); _marketDataReceiver.Dispose(); Console.WriteLine($"Snapshot Synced. Order Count: {_orderBook.Count}, TradeId: {_orderBook.TradeId}"); }
public void Connect() { _marketDataReceiver.Connect(); }