public Client(Config cfg)
{
Condition.Requires(cfg.Endpoint, "cfg.Endpoint").IsNotNull();
Condition.Requires(cfg.Products, "cfg.Products").IsNotNull();
Condition.Requires(cfg.Scheduler, "cfg.Scheduler").IsNotNull();
if (cfg.Keys != null)
{
Condition.Requires(cfg.Keys.ApiKey, "cfg.Keys.ApiKey").IsNotNullOrWhiteSpace();
Condition.Requires(cfg.Keys.SecretKey, "cfg.Keys.SecretKey").IsNotNullOrWhiteSpace();
}
if (cfg.EnableTrading)
{
Condition.Requires(cfg.Keys, "cfg.Keys").IsNotNull();
}
_cfg = cfg.Clone();
_cfg.Keys = _cfg.Keys ?? new Keys()
{
ApiKey = "NONE", SecretKey = "NONE"
};
var connector = new CodingConnector <IMessageIn, IMessageOut>(
new ExchangeApi.WebSocket.Connector(_cfg.Endpoint.WebSocket), new WebSocket.Codec(_cfg.Keys));
_connection = new DurableConnection <IMessageIn, IMessageOut>(connector, _cfg.Scheduler);
_gateway = new WebSocket.Gateway(_connection);
_connection.OnConnection += OnConnection;
_connection.OnMessage += OnMessage;
_restClient = new REST.RestClient(_cfg.Endpoint.REST, _cfg.Keys);
_pinger = new PeriodicAction(_cfg.Scheduler, PingPeriod, PingPeriod, Ping);
_futurePositionPoller = new FuturePositionPoller(
_restClient, _cfg.Scheduler,
_cfg.EnableTrading ? _cfg.Products : new List <Product>());
_futurePositionPoller.OnFuturePositions += msg => OnFuturePositionsUpdate?.Invoke(msg);
_spotPositionPoller = new PeriodicAction(_cfg.Scheduler, SpotPositionPollPeriod, SpotPositionPollPeriod, PollSpotPositions);
}
public FuturePositionPoller(REST.RestClient restClient, Scheduler scheduler, IEnumerable <Product> products)
{
Condition.Requires(restClient, "restClient").IsNotNull();
_restClient = restClient;
_products = products
.Where(p => p.ProductType == ProductType.Future)
.Select(p => Tuple.Create(p.Currency, p.CoinType))
.Dedup()
.ToArray();
_pollers = new PeriodicAction[_products.Length];
try
{
for (int i = 0; i != _pollers.Length; ++i)
{
var p = _products[i];
// Spread polling of different products over the polling period.
// While we are polling positions, we aren't processing market data and order updates.
// To reduce downtime we query positions for one product at a time.
var delay = PollPeriod.Mul(i + 1).Div(_pollers.Length);
// PollOne can throw. That's OK -- PeriodicAction will log it and continue.
_pollers[i] = new PeriodicAction(scheduler, delay, PollPeriod, () =>
{
if (Connected)
{
PollOne(p.Item1, p.Item2);
}
});
}
}
catch
{
foreach (PeriodicAction a in _pollers)
{
if (a != null)
{
a.Dispose();
}
}
throw;
}
}