public void SubscribeOrderBook(string symbol, int limit, Action <OrderBookEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
try
{
var orderBookCache = new OrderBookCache(binanceApi, new DepthWebSocketClient());
orderBookCache.Subscribe(symbol, limit, e =>
{
if (cancellationToken.IsCancellationRequested)
{
orderBookCache.Unsubscribe();
return;
}
try
{
var orderBook = NewOrderBook(e.OrderBook);
callback.Invoke(new OrderBookEventArgs {
OrderBook = orderBook
});
}
catch (Exception ex)
{
orderBookCache.Unsubscribe();
exception.Invoke(ex);
}
});
}
catch (Exception ex)
{
exception.Invoke(ex);
}
}
public Task SubscribeOrderBook(string symbol, int limit, Action <OrderBookEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
var tcs = new TaskCompletionSource <object>();
var binanceApi = new BinanceApi();
var orderBookCache = new OrderBookCache(binanceApi, new DepthWebSocketClient());
orderBookCache.Subscribe(symbol, limit, e =>
{
if (cancellationToken.IsCancellationRequested)
{
orderBookCache.Unsubscribe();
return;
}
var orderBook = NewOrderBook(e.OrderBook);
try
{
callback.Invoke(new OrderBookEventArgs {
OrderBook = orderBook
});
}
catch (Exception ex)
{
orderBookCache.Unsubscribe();
exception.Invoke(ex);
return;
}
});
tcs.SetResult(null);
return(tcs.Task);
}
public void SubscribeThrows()
{
var api = new Mock <IBinanceApi>().Object;
var client = new Mock <IDepthWebSocketClient>().Object;
var cache = new OrderBookCache(api, client);
Assert.Throws <ArgumentNullException>("symbol", () => cache.Subscribe(null));
}
public void Unsubscribe()
{
var api = new Mock <IBinanceApi>().Object;
var client = new Mock <IDepthClient>().Object;
var cache = new OrderBookCache(api, client);
// Can call unsubscribe before subscribe or multiple times without fail.
cache.Unsubscribe();
cache.Unsubscribe();
}
public async Task SubscribeThrows()
{
var api = new Mock <IBinanceApi>().Object;
var client = new Mock <IDepthWebSocketClient>().Object;
var cache = new OrderBookCache(api, client);
await Assert.ThrowsAsync <ArgumentNullException>("symbol", () => cache.SubscribeAsync(null, new CancellationToken()));
await Assert.ThrowsAsync <ArgumentException>("token", () => cache.SubscribeAsync(Symbol.BTC_USDT, CancellationToken.None));
}
public async Task StreamThrows()
{
var api = new Mock <IBinanceApi>().Object;
var client = new Mock <IDepthWebSocketClient>().Object;
var cache = new OrderBookCache(api, client);
using (var cts = new CancellationTokenSource())
{
await Assert.ThrowsAsync <ArgumentNullException>("symbol", () => cache.SubscribeAndStreamAsync(null, cts.Token));
}
}
public async Task CacheOrderbook(string symbol)
{
try
{
var depth = await _binance.OrderBook(symbol);
cache = new OrderBookCache(depth);
}
catch (ApiException ae)
{
logger.Error(ae);
cache = new OrderBookCache(new OrderBook(symbol));
}
}
public void SubscribeThrows()
{
var symbol = Symbol.BTC_USDT;
var api = new Mock <IBinanceApi>().Object;
var client = new Mock <IDepthClient>().Object;
var cache = new OrderBookCache(api, client);
Assert.Throws <ArgumentNullException>("symbol", () => cache.Subscribe(null));
Assert.Throws <ArgumentNullException>("symbol", () => cache.Subscribe(string.Empty));
cache.Subscribe(symbol);
Assert.Throws <InvalidOperationException>(() => cache.Subscribe(symbol));
}
private static void CheckNoSql()
{
var myNoSqlClient = new MyNoSqlTcpClient(() => "192.168.10.80:5125", "TestApp");
var subs = new MyNoSqlReadRepository <OrderBookNoSql>(myNoSqlClient, OrderBookNoSql.TableName);
myNoSqlClient.Start();
IOrderBookService client = new OrderBookCache(subs);
Console.Write("Symbol: ");
var cmd = Console.ReadLine();
var symbol = "";
while (cmd != "exit")
{
Console.Clear();
if (!string.IsNullOrEmpty(cmd))
{
symbol = cmd;
}
Console.WriteLine($"Symbol: {symbol}");
var book = client.GetOrderBook("jetwallet", symbol);
if (book != null)
{
foreach (var level in book.Where(e => e.Volume < 0).OrderByDescending(e => e.Price))
{
Console.WriteLine($"\t{level.Price}\t{level.Volume}");
}
Console.WriteLine();
foreach (var level in book.Where(e => e.Volume > 0).OrderByDescending(e => e.Price))
{
Console.WriteLine($"{level.Volume}\t{level.Price}");
}
}
Console.WriteLine();
Console.WriteLine();
Console.Write("Symbol: ");
cmd = Console.ReadLine();
}
}
public void LinkToClient()
{
var api = new Mock <IBinanceApi>().Object;
var client1 = new Mock <IDepthClient>().Object;
var client2 = new DepthClient();
var symbol1 = Symbol.BTC_USDT;
var symbol2 = Symbol.LTC_BTC;
client2.Subscribe(symbol1);
var clientSubscribeStreams = client2.SubscribedStreams.ToArray();
Assert.Equal(DepthClient.GetStreamName(symbol1), clientSubscribeStreams.Single());
var cache = new OrderBookCache(api, client1)
{
Client = client2 // link client.
};
// Client subscribed streams are unchanged after link to unsubscribed cache.
Assert.Equal(clientSubscribeStreams, client2.SubscribedStreams);
cache.Client = client1; // unlink client.
// Subscribe cache to symbol.
cache.Subscribe(symbol2);
// Cache is subscribed to symbol.
Assert.Equal(DepthClient.GetStreamName(symbol2), cache.SubscribedStreams.Single());
cache.Client = client2; // link to client.
// Client has second subscribed stream from cache.
Assert.True(client2.SubscribedStreams.Count() == 2);
Assert.Contains(DepthClient.GetStreamName(symbol2), client2.SubscribedStreams);
}
public async Task CacheOrderbook(string symbol)
{
var depth = await _okex.OrderBook(symbol);
cache = new OrderBookCache(depth);
}
