private void Handle(MarketTradeDetailUpdateMessage msg)
{
for (var i = 0; i < msg.Tick?.Data.Length; ++i)
{
var item = msg.Tick.Data[i];
_logger.LogInformation(
$"Market trade detail update {msg.ParseSymbolFromTopic()}, id={msg.Tick.Id}, ts={msg.Tick.Timestamp} | [item {i}: amount={item.Amount} ts={item.Timestamp} id={item.Id} tradeId={item.TradeId} price={item.Price} direction={item.Direction}]");
}
}
public void ParseSymbolFromTopic_InvalidTopic_ThrowsException(string topic)
{
// Arrange
var updateMessage = new MarketTradeDetailUpdateMessage(
topic,
DateTimeOffset.UtcNow,
new MarketTradeDetailTick(1, DateTimeOffset.UtcNow, Array.Empty <MarketTradeDetailTickDataItem>()));
// Act & Assert
Assert.Throws <HuobiWebsocketClientException>(() => updateMessage.ParseSymbolFromTopic());
}
private void HandleTradeSafe(MarketTradeDetailUpdateMessage response)
{
try
{
HandleTrade(response);
}
catch (Exception e)
{
Log.Error(e, $"[Huobi] Failed to handle trade info, error: '{e.Message}'");
}
}
private void HandleTrade(MarketTradeDetailUpdateMessage response)
{
var converted = response
.Tick
.Data
.Select(
trade => ConvertTrade(
response.ParseSymbolFromTopic(),
trade,
response.Timestamp.UtcDateTime))
.ToArray();
TradesSubject.OnNext(converted);
}
private bool TryHandleUpdateMessages(string message)
{
if (MarketCandlestickUpdateMessage.TryParse(Serializer, message, out var marketCandlestick))
{
Streams.CandlestickUpdateSubject.OnNext(marketCandlestick);
return(true);
}
if (MarketDepthUpdateMessage.TryParse(Serializer, message, out var marketDepth))
{
Streams.DepthUpdateSubject.OnNext(marketDepth);
return(true);
}
if (MarketByPriceRefreshUpdateMessage.TryParse(Serializer, message, out var marketByPriceRefresh))
{
Streams.MarketByPriceRefreshUpdateSubject.OnNext(marketByPriceRefresh);
return(true);
}
if (MarketBestBidOfferUpdateMessage.TryParse(Serializer, message, out var marketBestBidOffer))
{
Streams.BestBidOfferUpdateSubject.OnNext(marketBestBidOffer);
return(true);
}
if (MarketTradeDetailUpdateMessage.TryParse(Serializer, message, out var marketTradeDetail))
{
Streams.TradeDetailUpdateSubject.OnNext(marketTradeDetail);
return(true);
}
if (MarketDetailsUpdateMessage.TryParse(Serializer, message, out var marketDetails))
{
Streams.MarketDetailsUpdateSubject.OnNext(marketDetails);
return(true);
}
return(false);
}
