/// <inheritdoc />
protected override async Task <CallResult <UpdateSubscription> > DoStartAsync()
{
CallResult <UpdateSubscription> subResult;
if (Levels == null)
{
subResult = await _socketClient.Spot.SubscribeToOrderBookUpdatesAsync(Symbol, _updateInterval, HandleUpdate).ConfigureAwait(false);
}
else
{
subResult = await _socketClient.Spot.SubscribeToPartialOrderBookUpdatesAsync(Symbol, Levels.Value, _updateInterval, HandleUpdate).ConfigureAwait(false);
}
if (!subResult)
{
return(new CallResult <UpdateSubscription>(null, subResult.Error));
}
Status = OrderBookStatus.Syncing;
if (Levels == null)
{
// Small delay to make sure the snapshot is from after our first stream update
await Task.Delay(200).ConfigureAwait(false);
var bookResult = await _restClient.Spot.Market.GetOrderBookAsync(Symbol, Levels ?? 5000).ConfigureAwait(false);
if (!bookResult)
{
log.Write(Microsoft.Extensions.Logging.LogLevel.Debug, $"{Id} order book {Symbol} failed to retrieve initial order book");
await _socketClient.UnsubscribeAsync(subResult.Data).ConfigureAwait(false);
return(new CallResult <UpdateSubscription>(null, bookResult.Error));
}
SetInitialOrderBook(bookResult.Data.LastUpdateId, bookResult.Data.Bids, bookResult.Data.Asks);
}
else
{
var setResult = await WaitForSetOrderBookAsync(10000).ConfigureAwait(false);
return(setResult ? subResult : new CallResult <UpdateSubscription>(null, setResult.Error));
}
return(new CallResult <UpdateSubscription>(subResult.Data, null));
}
public async Task Unsubscribe(UpdateSubscription subscription)
{
await _socketClient.UnsubscribeAsync(subscription);
}
public async Task Stop()
{
await _socketClient.UnsubscribeAsync(_subscription);
}