private void ConnectAndAuthenticateAndResubscribe()
{
try
{
//Connect and auth
ConnectAndAuthenticate();
//Resub markets
MarketSubscriptionMessage marketSubscription = _processor.MarketResubscribeMessage;
if (marketSubscription != null)
{
Trace.TraceInformation("Resubscribe to market subscription.");
MarketSubscription(marketSubscription);
}
//Resub orders
OrderSubscriptionMessage orderSubscription = _processor.OrderResubscribeMessage;
if (orderSubscription != null)
{
Trace.TraceInformation("Resubscribe to order subscription.");
OrderSubscription(orderSubscription);
}
//Reset counter
ReconnectCounter = 0;
} catch (Exception e)
{
Trace.TraceError("Reconnect failed", e);
ReconnectCounter++;
}
}
public IObservable <MarketSnap> SubscribeMarket(string marketId, MarketSubscriptionMessage message)
{
networkClient.Start();
if (marketsObservables.TryGetValue(marketId, out IObservable <MarketSnap> market))
{
networkClient.MarketSubscription(message);
return(market);
}
var observable = Observable.Create <MarketSnap>(
(IObserver <MarketSnap> observer) =>
{
marketObservers.AddOrUpdate(marketId, observer, (key, existingVal) => existingVal);
return(Disposable.Create(() =>
{
marketsObservables.TryRemove(marketId, out IObservable <MarketSnap> o);
marketObservers.TryRemove(marketId, out IObserver <MarketSnap> ob);
}));
})
.Publish()
.RefCount();
marketsObservables.AddOrUpdate(marketId, observable, (key, existingVal) => existingVal);
// TODO:// race?
networkClient.MarketSubscription(message);
return(observable);
}
/// <summary>
/// Subscribe the the specified orders (syncronously) with the configured
/// HeartbeatMS, ConflationMS and MarketDataFilter.
/// </summary>
/// <param name="message"></param>
public void MarketSubscription(MarketSubscriptionMessage message)
{
message.ConflateMs = ConflateMs;
message.HeartbeatMs = HeartbeatMs;
if (MarketDataFilter != null)
{
message.MarketDataFilter = MarketDataFilter;
}
WaitFor(_processor.MarketSubscription(message));
}
public Task <StatusMessage> MarketSubscription(MarketSubscriptionMessage message)
{
int id = NextId();
message.Id = id;
message.Op = REQUEST_MARKET_SUBSCRIPTION;
var newSub = new SubscriptionHandler <MarketSubscriptionMessage, ChangeMessage <MarketChange>, MarketChange>(id, message, false);
return(SendMessage(new RequestResponse(id, message,
success => MarketSubscriptionHandler = newSub)));
}
public IObservable <MarketSnap> SubscribeMarket(string marketId)
{
MarketFilter filter = new MarketFilter {
MarketIds = new List <string>()
{
marketId
}
};
MarketSubscriptionMessage message = new MarketSubscriptionMessage()
{
MarketFilter = filter
};
return(SubscribeMarket(marketId, message));
}
/// <summary>
/// Subscribe the the specified orders (syncronously) with the configured
/// HeartbeatMS, ConflationMS and MarketDataFilter.
/// </summary>
/// <param name="message"></param>
public void MarketSubscription(MarketSubscriptionMessage message)
{
foreach (var market in message.MarketFilter.MarketIds)
{
Log.Info($"MarketSubscription for {market}");
}
message.ConflateMs = ConflateMs;
message.HeartbeatMs = HeartbeatMs;
if (MarketDataFilter != null)
{
message.MarketDataFilter = MarketDataFilter;
}
WaitFor(_processor.MarketSubscription(message));
}
/// <summary>
/// Explicit order subscripion. (starting the client if needed).
/// </summary>
/// <param name="subscription"></param>
public void SubscribeMarkets(MarketSubscriptionMessage subscription)
{
_client.Start();
_client.MarketSubscription(subscription);
}
public IObservable<MarketSnap> SubscribeMarket(string marketId, MarketSubscriptionMessage message)
{
networkClient.Start();
IObservable<MarketSnap> market;
if (marketsObservables.TryGetValue(marketId, out market))
{
networkClient.MarketSubscription(message);
return market;
}
var observable = Observable.Create<MarketSnap>(
(IObserver<MarketSnap> observer) =>
{
marketObservers.AddOrUpdate(marketId, observer, (key, existingVal) => existingVal);
return Disposable.Create(() =>
{
IObserver<MarketSnap> ob;
IObservable<MarketSnap> o;
marketsObservables.TryRemove(marketId, out o);
marketObservers.TryRemove(marketId, out ob);
});
})
.Publish()
.RefCount();
marketsObservables.AddOrUpdate(marketId, observable, (key, existingVal) => existingVal);
// TODO:// race?
networkClient.MarketSubscription(message);
return observable;
}
public IObservable<MarketSnap> SubscribeMarket(string marketId)
{
MarketFilter filter = new MarketFilter { MarketIds = new List<string>() { marketId } };
MarketSubscriptionMessage message = new MarketSubscriptionMessage() { MarketFilter = filter };
return SubscribeMarket(marketId, message);
}
