Method GetOrderBookAsync

Namespace

WhalesSecret.TradeScriptLib.API.TradingV1.MarketData

Assembly

WhalesSecret.TradeScriptLib.dll

GetOrderBookAsync(SymbolPair, CancellationToken)

Get the latest order book snapshot for this subscription or waits for the first order book snapshot to be received for the subscription of the given symbol pair if none is available.

Task<OrderBook> GetOrderBookAsync(SymbolPair symbolPair, CancellationToken cancellationToken = default)

Parameters

symbolPair SymbolPair

Symbol pair of the subscription whose order book to get.

cancellationToken CancellationToken

Cancellation token that allows the caller to cancel the operation.

Returns

Task<OrderBook>

Up-to-date order book.

Remarks

This method is useful, for example, if one wants to get an order book snapshot every N seconds.

The method is not suitable to give you all order book updates.

Exceptions

InvalidArgumentException

Thrown if the set does not contain a subscription for the given symbol pair.

InvalidStateException

Thrown if the method is called while batch monitoring operation is active.

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.

NotConnectedException

Thrown if the connection strategy is FailInstantlyIfNotConnected and the connection to the exchange is interrupted.

NotFoundException

Thrown if:

• FailIfNotAvailable is used and no order book data are yet present to report an order book snapshot, or
• the method is called after the order book subscription was disposed.

GetOrderBookAsync(SymbolPair, OrderBookGetMode, CancellationToken)

Gets an up-to-date order book for the subscribed symbol pair that satisfies getMode requirement.

Task<OrderBook> GetOrderBookAsync(SymbolPair symbolPair, OrderBookGetMode getMode = OrderBookGetMode.WaitUntilNew, CancellationToken cancellationToken = default)

Parameters

symbolPair SymbolPair

Symbol pair of the subscription whose order book to get.

getMode OrderBookGetMode

Sets the mode specifying which order book snapshot is returned and when.

cancellationToken CancellationToken

Cancellation token that allows the caller to cancel the operation.

Returns

Task<OrderBook>

Up-to-date order book.

Remarks

This method is useful, for example, if one wants to get an order book snapshot every N seconds.

The method is not suitable to give you all order book updates.

Exceptions

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.

NotConnectedException

Thrown if the connection strategy is FailInstantlyIfNotConnected and the connection to the exchange is interrupted.

NotFoundException

Thrown if:

• FailIfNotAvailable is used and no order book data are yet present to report an order book snapshot, or
• the method is called after the order book subscription was disposed.

InvalidStateException

Thrown if the method is called while batch monitoring operation is active.