public async Task ReceiveOrderBook()
{
await _clientWebSocket.ConnectAsync(CancellationToken.None);
var info = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
Assert.NotNull(info);
var request = SubscribeOrderBooksRequest.BuildRequest("BTCUSD", "", "R0");
await _clientWebSocket.SendRequestAsync(request, CancellationToken.None);
var successfull = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
var respose = JsonConvert.DeserializeObject <SubscribedResponse>(successfull);
var snapshot = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
OrderBookSnapshotResponse.Parse(snapshot);
var update = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
OrderBookUpdateResponse.Parse(update);
Assert.NotNull(respose);
}
private async Task SubscribeToOrderBookAsync(IEnumerable <string> instruments)
{
foreach (var instrument in instruments)
{
var request = SubscribeOrderBooksRequest.BuildRequest(instrument, "F0", "R0");
await Messenger.SendRequestAsync(request, CancellationToken);
var response = await GetResponse();
await HandleResponse(response);
}
}
private async Task SubscribeToOrderBookAsync(IEnumerable <string> instruments)
{
foreach (var instrument in instruments)
{
try
{
var request = SubscribeOrderBooksRequest.BuildRequest(instrument, "F1", "R0");
await Messenger.SendRequestAsync(request, CancellationToken);
var response = await GetResponse();
await HandleResponse(response);
}
catch (Exception ex)
{
await Log.WriteWarningAsync(nameof(BitfinexOrderBooksHarvester), nameof(SubscribeToOrderBookAsync), instrument, ex);
throw;
}
}
}