Method CreateCandlestickSubscriptionsAsync

Namespace: WhalesSecret.TradeScriptLib.API.TradingV1

Assembly: WhalesSecret.TradeScriptLib.dll

CreateCandlestickSubscriptionsAsync(IReadOnlyList<SymbolPair>)

Sends a subscription request to receive candlestick updates from the exchange.

Task<ICandlestickSubscriptionSet> CreateCandlestickSubscriptionsAsync(IReadOnlyList<SymbolPair> symbolPairs)

Parameters

symbolPairs IReadOnlyList<SymbolPair>: Symbol pairs to subscribe.

Returns

Task<ICandlestickSubscriptionSet>: Candlestick subscription set wrapping a collection of ICandlestickSubscriptions with convenience methods.

Remarks

Method can be called in parallel fashion but the symbol pairs of the parallel calls are subscribed one set at the time given internal locking mechanism.

To retrieve historical candles (i.e. before the current day), the script can use GetCandlesticksAsync(SymbolPair, CandleWidth, DateTime, DateTime, CancellationToken) and does not need any subscriptions. The subscriptions are not technically required even for today's data but in that case, extra requests may be sent to an exchange. To minimize the number of requests sent to an exchange, the script that relies on recent (today's) candlesticks should first create a candlestick subscription and then use either GetCandlesticksAsync(SymbolPair, CandleWidth, DateTime, DateTime, CancellationToken) or the subscription's methods to retrieve the candlestick data.

Exceptions

AlreadyExistsException: Thrown if at least one of the given symbol pairs is already subscribed or its subscription is in progress.
NotConnectedException: Thrown if the request could not be sent to the exchange.
NotAvailableException: Thrown if the symbol pair is not supported on the exchange or if the used connection has not been created with MarketData support.
ExchangeResponseTimeoutException: Thrown if the exchange does not respond in timely manner.
InvalidExchangeResponseException: Thrown if the exchange responded with invalid response.
ExchangeIsUnderMaintenanceException: Thrown if the exchange is in the maintenance mode and does not accept new requests.
ApiRequestLimitReachedException: Thrown if the exchange rejected to create a new data subscription due to an API rate limit.
InvalidRequestDataException: Thrown if the exchange rejected to accept a new data subscription because some value in the subscription request is malformed or otherwise invalid.
OperationCanceledException: Thrown if the operation was cancelled, including cancellation during the shutdown.
NotConnectedTimeoutException: Thrown if the connection strategy associated with this instance is BlockUntilReconnectedOrTimeout with non-infinite timeout value and this timeout expired while the connection to the exchange is interrupted. That is, this exception does not limit the request itself, it rather limits the period of time that allows the client to recover from the interruption of the connection to the exchange.
OperationFailedException: Thrown if the request failed for an unknown reason with an unknown outcome.
MalfunctionException: Thrown if an internal unexpected error occurred.
InvalidArgumentException: Thrown if symbolPairs is null, an empty collection, or contains a single symbol pair multiple times.