/// <summary>
/// Connect to the All Market Symbol Ticker WebSocket
/// </summary>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToIndividualSymbolTickerWebSocket(BinanceWebSocketMessageHandler <BinanceAggregateTradeData> messageEventHandler)
{
Logger.Debug("Connecting to All Market Symbol Ticker Web Socket");
var endpoint = new Uri($"{BaseWebsocketUri}/!ticker@arr");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
private Guid CreateBinanceWebSocket <T>(Uri endpoint, BinanceWebSocketMessageHandler <T> messageEventHandler) where T : IWebSocketResponse
{
var websocket = new BinanceWebSocket(endpoint.AbsoluteUri);
websocket.OnOpen += (sender, e) =>
{
Logger.Debug($"WebSocket Opened:{endpoint.AbsoluteUri}");
};
websocket.OnMessage += (sender, e) =>
{
Logger.Debug($"WebSocket Messge Received on: {endpoint.AbsoluteUri}");
//TODO: Log message received
var data = JsonConvert.DeserializeObject <T>(e.Data);
messageEventHandler(data);
};
websocket.OnError += (sender, e) =>
{
Logger.Debug($"WebSocket Error on {endpoint.AbsoluteUri}:", e);
CloseWebSocketInstance(websocket.Id, true);
throw new Exception("Binance WebSocket failed")
{
Data =
{
{ "ErrorEventArgs", e }
}
};
};
ActiveWebSockets.TryAdd(websocket.Id, websocket);
AllSockets.Add(websocket);
websocket.SslConfiguration.EnabledSslProtocols = SupportedProtocols;
websocket.Connect();
return(websocket.Id);
}
/// <summary>
/// Connect to the Depth WebSocket
/// </summary>
/// <param name="symbol"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToDepthWebSocket(string symbol, BinanceWebSocketMessageHandler <BinanceDepthData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbol, nameof(symbol));
Logger.Debug("Connecting to Depth Web Socket");
var endpoint = new Uri($"{BaseWebsocketUri}/{symbol.ToLower()}@depth");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Kline WebSocket
/// </summary>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToKlineWebSocket(string symbol, KlineInterval interval, BinanceWebSocketMessageHandler <BinanceKlineData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbol, nameof(symbol));
Logger.Debug("Connecting to Kline Web Socket");
var endpoint = new Uri($"{BaseWebsocketUri}/{symbol.ToLower()}@kline_{EnumExtensions.GetEnumMemberValue(interval)}");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Trades WebSocket
/// </summary>
/// <param name="symbol"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>https://github.com/glitch100/BinanceDotNet/issues
public async Task <Guid> ConnectToTradesWebSocketAsync(string symbol, BinanceWebSocketMessageHandler <BinanceAggregateTradeData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbol, nameof(symbol));
Logger.Debug("Connecting to Trades Web Socket");
var endpoint = new Uri($"{BaseWebsocketUri}/{symbol.ToLower()}@aggTrade");
return(await CreateBinanceWebSocketAsync(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Individual Symbol Ticker WebSocket
/// </summary>
/// <param name="symbol"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToIndividualSymbolTickerWebSocket(string symbol, BinanceWebSocketMessageHandler <BinanceAggregateTradeData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbol, nameof(symbol));
Logger.Debug("Connecting to Individual Symbol Ticker Web Socket");
var endpoint = new Uri($"{BaseWebsocketUri}/{symbol.ToLower()}@ticker");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Combined Depth WebSocket
/// </summary>
/// <param name="symbols"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToDepthWebSocketCombined(string symbols, BinanceWebSocketMessageHandler <BinanceCombinedDepthData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbols, nameof(symbols));
symbols = PrepareCombinedSymbols.CombinedDepth(symbols);
Logger.Debug("Connecting to Combined Depth Web Socket");
var endpoint = new Uri($"{CombinedWebsocketUri}={symbols}");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Kline WebSocket
/// </summary>
/// <param name="symbols"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToTradesWebSocketCombined(string[] symbols, BinanceWebSocketMessageHandler <CombinedBinanceAggregateTradeData> messageEventHandler)
{
var symbolName = new StringBuilder();
for (int i = 0; i < symbols.Length; i++)
{
string symbol = symbols[i];
if (i > 0)
{
symbolName.Append('/');
}
symbolName.Append(symbol).Append("@aggTrade");
}
var endpoint = new Uri($"{CombinedWebsocketUri}={symbolName.ToString()}");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Combined Depth WebSocket
/// </summary>
/// <param name="symbols"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToDepthWebSocketCombined(List <string> symbols, BinanceWebSocketMessageHandler <BinanceCombinedDepthData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbols, nameof(symbols));
var combinedsymbols = new StringBuilder();
for (int i = 0; i < symbols.Count; i++)
{
string symbol = symbols[i];
if (i > 0)
{
combinedsymbols.Append('/');
}
combinedsymbols.Append(symbol.ToLower()).Append("@depth");
}
Logger.Debug("Connecting to Combined Depth Web Socket");
var endpoint = new Uri($"{CombinedWebsocketUri}={combinedsymbols}");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}
private async Task <Guid> CreateBinanceWebSocketAsync <T>(Uri endpoint, BinanceWebSocketMessageHandler <T> messageEventHandler) where T : IWebSocketResponse
{
var websocket = new BinanceWebSocket();
void onRecv(WebSocketWrapper sender, string msg)
{
Logger.Debug($"WebSocket Messge Received on: {endpoint.AbsoluteUri}");
//TODO: Log message received
var data = JsonConvert.DeserializeObject <T>(msg);
messageEventHandler(data);
}
await websocket.ConnectAsync(endpoint, onRecv);
if (!ActiveWebSockets.ContainsKey(websocket.Id))
{
ActiveWebSockets.Add(websocket.Id, websocket);
}
return(websocket.Id);
}
/// <summary>
/// Connect to thePartial Book Depth Streams
/// </summary>
/// <param name="symbol"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public async Task <Guid> ConnectToPartialDepthWebSocketAsync(string symbol, PartialDepthLevels levels, BinanceWebSocketMessageHandler <BinancePartialData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbol, nameof(symbol));
Logger.Debug("Connecting to Partial Depth Web Socket");
var endpoint = new Uri($"{BaseWebsocketUri}/{symbol.ToLower()}@depth{(int)levels}");
return(await CreateBinanceWebSocketAsync(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Combined Partial Depth WebSocket
/// </summary>
/// <param name="symbols"></param>
/// <param name="depth"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public async Task <Guid> ConnectToPartialDepthWebSocketCombinedAsync(string symbols, string depth, BinanceWebSocketMessageHandler <BinancePartialDepthData> messageEventHandler)
{
Guard.AgainstNullOrEmpty(symbols, nameof(symbols));
Guard.AgainstNullOrEmpty(depth, nameof(depth));
symbols = PrepareCombinedSymbols.CombinedPartialDepth(symbols, depth);
Logger.Debug("Connecting to Combined Partial Depth Web Socket");
var endpoint = new Uri($"{CombinedWebsocketUri}={symbols}");
return(await CreateBinanceWebSocketAsync(endpoint, messageEventHandler));
}
/// <summary>
/// Connect to the Kline WebSocket
/// </summary>
/// <param name="symbols"></param>
/// <param name="messageEventHandler"></param>
/// <returns></returns>
public Guid ConnectToKlineWebSocketCombined(string[] symbols, KlineInterval interval, BinanceWebSocketMessageHandler <CombinedBinanceKlineData> messageEventHandler)
{
var symbolName = new StringBuilder();
for (int i = 0; i < symbols.Length; i++)
{
string symbol = symbols[i];
if (i > 0)
{
symbolName.Append('/');
}
symbolName.Append(symbol.ToLower()).Append("@kline_" + EnumExtensions.GetEnumMemberValue(interval));
}
var endpoint = new Uri($"{CombinedWebsocketUri}={symbolName.ToString()}");
return(CreateBinanceWebSocket(endpoint, messageEventHandler));
}