/// <summary>Access the order book for the given pair</summary>
public MarketDepth this[CurrencyPair pair] // Worker thread context
{
get
{
try
{
// The locking idea here is, lock to get the stream for 'pair'.
// Then lock the orderbook of that stream and make a copy.
var stream = (MarketStream)null;
lock (Streams)
{
// Look for the stream for 'pair'. Create if not found.
if (!Streams.TryGetValue(pair, out stream) || stream.Socket == null)
{
stream = Streams[pair] = new MarketStream(pair, this);
}
}
lock (stream.MarketDepth)
{
// Return a copy since any thread can call this function.
return(new MarketDepth(stream.MarketDepth));
}
}
catch (Exception ex)
{
BinanceApi.Log.Write(ELogLevel.Error, ex, $"Subscribing to market updates for {pair.Id} failed.");
lock (Streams) Streams.Remove(pair);
return(new MarketDepth(pair));
}
}
}
/// <summary>Return the order book for the given pair</summary>
public OrderBook this[CurrencyPair pair] // Any thread context
{
get
{
try
{
var stream = (MarketStream)null;
var subscribe = false;
lock (Streams)
{
// Look for the stream for 'pair'. Create if not found.
if (!Streams.TryGetValue(pair, out stream))
{
stream = Streams[pair] = new MarketStream(pair, this);
subscribe = true;
}
}
// This cannot be done in the constructor or MarketStream because the Socket calls will deadlock
if (subscribe)
{
// Add a new subscription for updates to 'pair'
Socket.SubscribeToExchangeDeltas(pair.Id).Wait();
// Request a full snapshot to initialise the order book
var jtok = Socket.QueryExchangeState(pair.Id).Result;
var snapshot = jtok.ToObject <MarketSnapshot>();
stream.ApplyUpdate(snapshot);
}
lock (stream.OrderBook)
{
// Return a copy since any thread can call this function.
return(new OrderBook(stream.OrderBook));
}
}
catch (Exception ex)
{
BittrexApi.Log.Write(ELogLevel.Error, $"Subscribing to market updates for {pair} failed. {ex.Message}");
lock (Streams) Streams.Remove(pair);
return(new OrderBook(pair, 0));
}
}
}
