如何用SignalR实现类似Cryptocompare的行情数据流式推送？

需求背景 #

要为TradingView图表实现类似Cryptocompare的行情数据流式推送，支持的订阅流格式包括：

• 交易流（Trade）：0~{exchange}~{base}~{quote}
• 行情Ticker流：2~{exchange}~{base}~{quote}
• K线周期流：24~{exchange or CCCAGG}~{base}~{quote}~{period}
• 其他类型流

现有SignalR实现及疑问 #

我用SignalR实现了一个雏形，但不确定实现方式是否正确，后端C#代码如下：

public class MarketData : Hub
{
    public async Task SendMessage(object message)
    {
        // 处理接收的消息
        var receivedData = JsonConvert.DeserializeObject<dynamic>(message.ToString());

        if (receivedData.action == "SubAdd")
        {
            // 开始推送数据（示例逻辑，需替换为实际业务）
            while (true)
            {
                var randomData = GenerateRandomData(); 
                await Clients.Caller.SendAsync("ReceiveMessage", randomData);
                await Task.Delay(1000); // 每秒推送一次示例数据
            }
        }
    }

    private string GenerateRandomData()
    {
        // 替换为实际数据生成/获取逻辑
        return "Random Data: " + new Random().Next(1000).ToString();
    }
}

配套的测试前端代码：

<!DOCTYPE html>
<html lang="en">
<head>
    <meta charset="UTF-8" />
    <meta name="viewport" content="width=device-width, initial-scale=1.0" />
    <title>SignalR Client Test</title>

    <!-- 引入SignalR客户端库 -->
    <script src="https://cdn.jsdelivr.net/npm/@microsoft/signalr@latest/dist/browser/signalr.min.js"></script>
</head>
<body>
<h1>SignalR Client Test</h1>

<button id="connectBtn">Connect</button>
<button id="disconnectBtn" disabled>Disconnect</button>
<h2>Received Messages:</h2>
<ul id="messagesList"></ul>

<h2>Send a Custom Message:</h2>
<textarea id="customMessage" rows="4" cols="50">{"action":"SubAdd","subs":["0~Binance~BTC~USDT"]}</textarea><br>
<button id="sendCustomBtn">Send Custom Message</button>

<script>
    let connection = new signalR.HubConnectionBuilder()
        .withUrl("https://localhost:5001/hub")
        .configureLogging(signalR.LogLevel.Information)
        .build();

    const connectBtn = document.getElementById("connectBtn");
    const disconnectBtn = document.getElementById("disconnectBtn");
    const messagesList = document.getElementById("messagesList");
    const sendCustomBtn = document.getElementById("sendCustomBtn");

    connectBtn.addEventListener("click", function () {
        connection
            .start()
            .then(function () {
                console.log("connected");
                connectBtn.disabled = true;
                disconnectBtn.disabled = false;
            })
            .catch((err) => console.error(err.toString()));
    });

    disconnectBtn.addEventListener("click", function () {
        connection.stop().then(function () {
            connectBtn.disabled = false;
            disconnectBtn.disabled = true;
        });
    });

    sendCustomBtn.addEventListener("click", function() {
        const customMessageText = document.getElementById("customMessage").value;
        let customMessage;
        try {
            customMessage = JSON.parse(customMessageText);
            connection.invoke("SendMessage", customMessage).catch(err => console.error(err.toString()));
        } catch (error) {
            console.error("Invalid JSON message:", error);
            alert("Please enter a valid JSON message.");
        }
    });

    connection.on("ReceiveMessage", function (message) {
        let li = document.createElement("li");
        li.textContent = message;
        messagesList.appendChild(li);
    });
</script>
</body>
</html>

Orleans Grain实现咨询 #

我认为Microsoft Orleans Grain适合这个场景：当多个用户订阅同一交易对/交易所时，可以复用Grain实例，还能实现节点负载均衡。想请教该场景下的正确实现方式。

内容的提问来源于stack exchange，提问作者nop