public async Task ReceiveLoop(string url, bool autoReconnect,
Action <Models.Wlt> onWallet,
Action <Models.TrdRec> onTrade,
Action <Models.Ord> onOrder,
Action <Models.Position> onPosition,
Action <Models.WltLog> onWltLog,
Action onDisconnected,
Action onReconnected,
CancellationToken cancellationToken)
{
try
{
_ws?.Dispose();
_ws = new ClientWebSocket();
await _ws.ConnectAsync(new Uri(url), cancellationToken);
}
catch (Exception ex)
{
throw ex;
}
await Task.Factory.StartNew(async() =>
{
var buffer = new byte[GlobalDefine.K_MAX_MSG_SIZE]; // 有时消息会很大，比如查询1天的分钟K结果.
while (true)
{
if (cancellationToken.IsCancellationRequested)
{
Debug.WriteLine($"[NOTE] Trade WebSocket({url}) is Cancelled!");
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
return;
}
if (_ws.State != WebSocketState.Open)
{
if (!autoReconnect)
{
Debug.WriteLine("[WARN] Trade WebSocketState is not Open: " + _ws.State);
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
return;
}
else
{
Debug.WriteLine($"[INFO] Trade WebSocket reconnecting {url}....");
try
{
_ws?.Dispose();
_ws = new ClientWebSocket();
await _ws.ConnectAsync(new Uri(url), cancellationToken);
if (_ws.State == WebSocketState.Open)
{
onReconnected?.Invoke();
}
continue;
}
catch (Exception ex)
{
throw ex;
}
}
}
var segment = new ArraySegment <byte>(buffer);
var result = await _ws.ReceiveAsync(segment, cancellationToken);
if (result.MessageType == WebSocketMessageType.Close)
{
Debug.WriteLine("[WARN] WebSocketMessageType.Close when recv msg.");
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
continue;
}
int count = result.Count;
while (!result.EndOfMessage)
{
if (count >= buffer.Length)
{
Debug.WriteLine("[ERROR] InvalidPayloadData.");
await _ws.CloseAsync(WebSocketCloseStatus.InvalidPayloadData, "That's too long", cancellationToken);
onDisconnected?.Invoke();
continue;
}
segment = new ArraySegment <byte>(buffer, count, buffer.Length - count);
result = await _ws.ReceiveAsync(segment, cancellationToken);
if (result.MessageType == WebSocketMessageType.Close)
{
Debug.WriteLine("[WARN] WebSocketMessageType.Close when continue-recv msg.");
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
continue;
}
count += result.Count;
}
var rspTxt = Encoding.UTF8.GetString(buffer, 0, count);
WsMarketMessageResponse resp = null;
try
{
resp = Helper.MyJsonUnmarshal <WsMarketMessageResponse>(rspTxt);
}
catch (Exception ex)
{
Debug.WriteLine("[ERROR] Deserialize Resp err: " + ex.Message);
}
if (resp == null)
{
continue;
}
if (resp?.ReqID?.Length > 0)
{
if (_request_callback.ContainsKey(resp.ReqID))
{
var action = _request_callback[resp.ReqID];
_request_callback.Remove(resp.ReqID);
action?.Invoke(resp.Code, resp.Data);
}
else
{
Debug.WriteLine("[WARN] ignore non-exists-reqid resp << " + rspTxt);
}
}
else if (resp?.Subj?.Length > 0)
{
if (resp.Subj == "onWallet")
{
var msg = Helper.MyJsonSafeToObj <Models.Wlt>(resp.Data);
if (msg != null)
{
onWallet?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == "onTrade")
{
var msg = Helper.MyJsonSafeToObj <Models.TrdRec>(resp.Data);
if (msg != null)
{
onTrade?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == "onOrder")
{
var msg = Helper.MyJsonSafeToObj <Models.Ord>(resp.Data);
if (msg != null)
{
onOrder?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == "onPosition")
{
// {"subj":"onPosition","data":{"ADLIdx":-0.1733476102,"AId":"112508701","FeeEst":0.000000201,"Lever":0,"MI":0,"MMnF":0.0000013399,"MgnISO":0,"PId":"01CZ54KHZ9VAGCNPDWHS2XQREC","PrzBr":5.3328399195,"PrzIni":3732.57,"PrzLiq":5.3594841359,"ROE":-0.0002480831,"RPNL":-0.0000002009,"Sym":"BTC.BTC","Sz":1,"UId":"1125087","UPNL":-0.0000000665,"Val":-0.0002679119,"WId":"112508701BTC"}}
var msg = Helper.MyJsonSafeToObj <Models.Position>(resp.Data);
if (msg != null)
{
onPosition?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == "onWltLog")
{
var msg = Helper.MyJsonSafeToObj <Models.WltLog>(resp.Data);
if (msg != null)
{
onWltLog?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else
{
Debug.WriteLine("[WANR]: unknown subj: " + rspTxt);
}
}
else
{
Debug.WriteLine("[ERROR] invalid msg from trade-ws-server: " + rspTxt);
}
}
},
cancellationToken, TaskCreationOptions.LongRunning, TaskScheduler.Default);
}
public async Task ReceiveLoop(string url, bool autoReconnect,
Action <Models.MktTradeItem> onMktTradeItem,
Action <Models.MktOrderItem> onMktOrderItem,
Action <Models.MktOrder20Result> onMktOrder20Result,
Action <Models.MktInstrumentTick> onMktInstrumentTick,
Action <Models.MktCompositeIndexTick> onMktCompositeIndexTick,
Action <Models.MktKLineItem> onMktKLineItem,
Action onDisconnected,
Action onReconnected,
CancellationToken cancellationToken)
{
try
{
_ws?.Dispose();
_ws = new ClientWebSocket();
await _ws.ConnectAsync(new Uri(url), cancellationToken);
}catch (Exception ex)
{
throw ex;
}
await Task.Factory.StartNew(async() =>
{
var buffer = new byte[GlobalDefine.K_MAX_MSG_SIZE]; // 有时消息会很大，比如查询1天的分钟K结果.
while (true)
{
if (cancellationToken.IsCancellationRequested)
{
Debug.WriteLine($"[NOTE] Market WebSocket({url}) is Cancelled!");
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
return;
}
if (_ws.State != WebSocketState.Open)
{
if (!autoReconnect)
{
Debug.WriteLine("[WARN] Market WebSocketState is not Open: " + _ws.State);
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
return;
}
else
{
Debug.WriteLine($"[INFO] Market WebSocket reconnecting {url}....");
try
{
_ws?.Dispose();
_ws = new ClientWebSocket();
await _ws.ConnectAsync(new Uri(url), cancellationToken);
if (_ws.State == WebSocketState.Open)
{
onReconnected?.Invoke();
}
continue;
}
catch (Exception ex)
{
throw ex;
}
}
}
var segment = new ArraySegment <byte>(buffer);
var result = await _ws.ReceiveAsync(segment, cancellationToken);
if (result.MessageType == WebSocketMessageType.Close)
{
Debug.WriteLine("[WARN] WebSocketMessageType.Close when recv msg.");
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
continue;
}
int count = result.Count;
while (!result.EndOfMessage)
{
if (count >= buffer.Length)
{
Debug.WriteLine("[ERROR] InvalidPayloadData.");
await _ws.CloseAsync(WebSocketCloseStatus.InvalidPayloadData, "That's too long", cancellationToken);
onDisconnected?.Invoke();
continue;
}
segment = new ArraySegment <byte>(buffer, count, buffer.Length - count);
result = await _ws.ReceiveAsync(segment, cancellationToken);
if (result.MessageType == WebSocketMessageType.Close)
{
Debug.WriteLine("[WARN] WebSocketMessageType.Close when continue-recv msg.");
await _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);
onDisconnected?.Invoke();
continue;
}
count += result.Count;
}
var rspTxt = Encoding.UTF8.GetString(buffer, 0, count);
WsMarketMessageResponse resp = null;
try
{
resp = Helper.MyJsonUnmarshal <WsMarketMessageResponse>(rspTxt);
}
catch (Exception ex)
{
Debug.WriteLine("[ERROR] Deserialize Resp err: " + ex.Message);
}
if (resp == null)
{
continue;
}
if (resp?.ReqID?.Length > 0)
{
if (_request_callback.ContainsKey(resp.ReqID))
{
var action = _request_callback[resp.ReqID];
_request_callback.Remove(resp.ReqID);
action?.Invoke(resp.Code, resp.Data);
}
else
{
Debug.WriteLine("[WARN] ignore non-exists-reqid resp << " + rspTxt);
}
}
else if (resp?.Subj?.Length > 0)
{
if (resp.Subj == K_SUBJ_TRADE)
{
var msg = Helper.MyJsonSafeToObj <Models.MktTradeItem>(resp.Data);
if (msg != null)
{
onMktTradeItem?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == K_SUBJ_ORDERL2)
{
var msg = Helper.MyJsonSafeToObj <Models.MktOrderItem>(resp.Data);
if (msg != null)
{
//if (msg.At == 0)
// Debug.WriteLine($"[NOTE] {msg.Sym} orderl2 begin...");
//else if(msg.At==1)
// Debug.WriteLine($"[NOTE] {msg.Sym} orderl2 end.");
onMktOrderItem?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == K_SUBJ_ORDER20)
{
var msg = Helper.MyJsonSafeToObj <Models.MktOrder20Result>(resp.Data);
if (msg != null)
{
onMktOrder20Result?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == K_SUBJ_TICK)
{
var msg = Helper.MyJsonSafeToObj <Models.MktInstrumentTick>(resp.Data);
if (msg != null)
{
onMktInstrumentTick?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == K_SUBJ_INDEX)
{
var msg = Helper.MyJsonSafeToObj <Models.MktCompositeIndexTick>(resp.Data);
if (msg != null)
{
onMktCompositeIndexTick?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == K_SUBJ_KLINE)
{
var msg = Helper.MyJsonSafeToObj <Models.MktKLineItem>(resp.Data);
if (msg != null)
{
onMktKLineItem?.Invoke(msg);
}
else
{
Debug.WriteLine("[WARN] invalid resp << " + rspTxt);
}
}
else if (resp.Subj == K_SUBJ_NOTIF)
{
// 系统广播消息
// TODO
Debug.WriteLine("[NOTE] ignore notify msg << " + rspTxt);
}
else
{
Debug.WriteLine("[WANR]: unknown subj: " + rspTxt);
}
}
else
{
Debug.WriteLine("[ERROR] invalid msg from market-ws-server: " + rspTxt);
}
}
},
cancellationToken, TaskCreationOptions.LongRunning, TaskScheduler.Default);
}
