void CancelOrder(IReader <IMessageIn> reader, IWriter <IMessageOut> writer, Product product, long orderId)
{
var req = new CancelOrderRequest()
{
Product = product, OrderId = orderId
};
writer.Send(req);
var deadline = DateTime.UtcNow + CancelTimeout;
while (true)
{
TimestampedMsg <IMessageIn> resp;
if (!reader.PeekWithTimeout(DateTime.UtcNow - deadline, out resp))
{
throw new Exception("Timed out waiting for response to our order cancellation request");
}
var reply = resp.Value as CancelOrderResponse;
if (reply != null)
{
if (reply.Error.HasValue &&
reply.Error.Value != ErrorCode.OrderDoesNotExist1 &&
reply.Error.Value != ErrorCode.OrderDoesNotExist2)
{
throw new Exception(String.Format("Unable to cancel order {0}: {1}", orderId, reply));
}
// We need to consume the response so that it doesn't confuse Gateway.
reader.Consume();
break;
}
reader.Skip();
}
}
void Subscribe(IReader <IMessageIn> reader, IWriter <IMessageOut> writer, IMessageOut req, bool consumeFirst)
{
writer.Send(req);
string channel = WebSocket.Channels.FromMessage(req);
var deadline = DateTime.UtcNow + SubscribeTimeout;
while (true)
{
TimestampedMsg <IMessageIn> resp;
if (!reader.PeekWithTimeout(DateTime.UtcNow - deadline, out resp))
{
throw new Exception(String.Format(
"Timed out waiting for response to our subscription request: ({0}) {1}", req.GetType(), req));
}
if (channel == WebSocket.Channels.FromMessage(resp.Value))
{
if (resp.Value.Error.HasValue)
{
throw new Exception(String.Format(
"Exchange returned error to our subscription request. Request: ({0}) {1}. Response: ({2}) {3}",
req.GetType(), req, resp.Value.GetType(), resp.Value));
}
if (consumeFirst)
{
reader.Consume();
}
break;
}
reader.Skip();
}
}
