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NDAX: fix Trades websocket #534

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Merged
merged 1 commit into from
Apr 15, 2020
Merged

NDAX: fix Trades websocket #534

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20 changes: 12 additions & 8 deletions src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -60,8 +60,9 @@ protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketS
var result = await MakeJsonRequestAsync<IEnumerable<Instrument>>("GetInstruments", null,
new Dictionary<string, object>()
{ {"OMSId", 1}}, "POST");

return result.Select(instrument => instrument.ToExchangeMarket());
_marketSymbolToInstrumentIdMapping = result.ToDictionary(keySelector: instrument => instrument.Symbol.Replace("_", ""),
elementSelector: instrument => instrument.InstrumentId);
return result.Select(instrument => instrument.ToExchangeMarket());
}

protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOrderDetailsAsync(string symbol = null,
Expand Down Expand Up @@ -325,7 +326,7 @@ private async Task EnsureInstrumentIdsAvailable()
{
if (_marketSymbolToInstrumentIdMapping == null)
{
await GetTickersAsync();
await OnGetMarketSymbolsMetadataAsync();
}
}

Expand Down Expand Up @@ -421,11 +422,14 @@ await socket.SendMessageAsync(new MessageFrame

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
{
await EnsureInstrumentIdsAvailable();
var instrumentIds = marketSymbols == null || marketSymbols.Length == 0 ?
(await GetMarketSymbolsMetadataAsync()).Select(s => (long?)long.Parse(s.AltMarketSymbol)).ToArray() :
await GetInstrumentIdFromMarketSymbol(marketSymbols);

long?[] instrumentIds;
if (marketSymbols == null || marketSymbols.Length == 0)
instrumentIds = (await GetMarketSymbolsMetadataAsync()).Select(s => (long?)long.Parse(s.AltMarketSymbol)).ToArray();
else
{
await EnsureInstrumentIdsAvailable();
instrumentIds = await GetInstrumentIdFromMarketSymbol(marketSymbols);
}
return await ConnectWebSocketAsync("", async (socket, bytes) =>
{
var messageFrame =
Expand Down