/// <inheritdoc />
protected override async Task <CallResult <UpdateSubscription> > DoStart()
{
if (limit.HasValue && limit != 5 && limit != 10 && limit != 20)
{
return(new CallResult <UpdateSubscription>(null, new ArgumentError("Limit should be one of the following: 5, 10, 20 or null for full order book")));
}
CallResult <UpdateSubscription> subResult;
if (limit == null)
{
subResult = await socketClient.SubscribeToDepthStreamAsync(Symbol, HandleUpdate).ConfigureAwait(false);
}
else
{
subResult = await socketClient.SubscribeToPartialBookDepthStreamAsync(Symbol, limit.Value, HandleUpdate).ConfigureAwait(false);
}
if (!subResult.Success)
{
return(new CallResult <UpdateSubscription>(null, subResult.Error));
}
Status = OrderBookStatus.Syncing;
if (limit == null)
{
var bookResult = await restClient.GetOrderBookAsync(Symbol, limit ?? 10000).ConfigureAwait(false);
if (!bookResult.Success)
{
await socketClient.UnsubscribeAll().ConfigureAwait(false);
return(new CallResult <UpdateSubscription>(null, bookResult.Error));
}
SetInitialOrderBook(bookResult.Data.LastUpdateId, bookResult.Data.Asks, bookResult.Data.Bids);
}
else
{
while (!initialUpdateReceived && Status == OrderBookStatus.Syncing)
{
await Task.Delay(10).ConfigureAwait(false);
}
}
return(new CallResult <UpdateSubscription>(subResult.Data, null));
}
/// <inheritdoc />
protected override async Task <CallResult <UpdateSubscription> > DoStart()
{
CallResult <UpdateSubscription> subResult;
if (limit == null)
{
subResult = await socketClient.SubscribeToDepthStreamAsync(Symbol, updateInterval, HandleUpdate).ConfigureAwait(false);
}
else
{
subResult = await socketClient.SubscribeToPartialBookDepthStreamAsync(Symbol, limit.Value, updateInterval, HandleUpdate).ConfigureAwait(false);
}
if (!subResult.Success)
{
return(new CallResult <UpdateSubscription>(null, subResult.Error));
}
Status = OrderBookStatus.Syncing;
if (limit == null)
{
var bookResult = await restClient.GetOrderBookAsync(Symbol, limit ?? 5000).ConfigureAwait(false);
if (!bookResult.Success)
{
await socketClient.UnsubscribeAll().ConfigureAwait(false);
return(new CallResult <UpdateSubscription>(null, bookResult.Error));
}
SetInitialOrderBook(bookResult.Data.LastUpdateId, bookResult.Data.Asks, bookResult.Data.Bids);
}
else
{
while (!initialUpdateReceived && Status == OrderBookStatus.Syncing)
{
await Task.Delay(10).ConfigureAwait(false);
}
}
return(new CallResult <UpdateSubscription>(subResult.Data, null));
}
