internal void OnCryptoQuote(CryptoQuote quote)
{
RTDataRec Rec = GetRTDataRec(quote.pair, PGClusterNames.Crypto);
Rec.AskTick = quote.ap == 0 ? TickType.FlatTick
: Rec.Ask > quote.ap ? TickType.DownTick : TickType.UpTick;
Rec.Ask = quote.ap;
Rec.BidTick = quote.bp == 0 ? TickType.FlatTick
: Rec.Bid > quote.bp ? TickType.DownTick : TickType.UpTick;
Rec.Bid = quote.bp;
Rec.Spread = (Rec.Ask - Rec.Bid).ToString("0.00000");
}
private void OnCryptoQuote(CryptoQuote quote)
{
string Text;
if (IsJSONTextMode)
{
Text = JsonConvert.SerializeObject(quote);
}
else
{
Text = $"Trade: Pair: {quote.pair}, " +
$"Last Trade: {quote.lp}, Last Trade Size: {quote.ls}, " +
$"Bid: {quote.bp}, Bid Size: {quote.bs}, " +
$"Ask: {quote.ap}, Ask Size: {quote.asz}, " +
$"Exchange ID: {quote.xt}, " +
$"Exchange Timestamp: {PGBase.UnixTimestampMillisToESTDateTime( quote.t )} EST";
}
AppendText(Text);
}
// =====>>>>>>>>>> JSONText Message Received
public override void OnWebSocketJSONText(string JSONText)
{
try
{
string ObjJSONText;
List <object> PGBaseList = JsonConvert.DeserializeObject <List <object> >(JSONText);
foreach (var PGBase in PGBaseList)
{
ObjJSONText = PGBase.ToString();
PolygonBase pGBase = JsonConvert.DeserializeObject <PolygonBase>(ObjJSONText);
switch (pGBase.ev)
{
case "XQ":
CryptoQuote quote = JsonConvert.DeserializeObject <CryptoQuote>(ObjJSONText);
if (quote != null)
{
OnCryptoQuoteEvent?.Invoke(quote);
}
break;
case "XT":
CryptoTrade trade = JsonConvert.DeserializeObject <CryptoTrade>(ObjJSONText);
if (trade != null)
{
OnCryptoTradeEvent?.Invoke(trade);
}
break;
case "XA":
CryptoAggregate cryptoAgg = JsonConvert.DeserializeObject <CryptoAggregate>(ObjJSONText);
if (cryptoAgg != null)
{
OnCryptoAggEvent?.Invoke(cryptoAgg);
}
break;
case "XS":
CryptoSIP CryptoSIPRef = JsonConvert.DeserializeObject <CryptoSIP>(ObjJSONText);
if (CryptoSIPRef != null)
{
OnCryptoSIPEvent?.Invoke(CryptoSIPRef);
}
break;
case "XL2":
CryptoLevel2 cryptoLevel2 = JsonConvert.DeserializeObject <CryptoLevel2>(ObjJSONText);
if (cryptoLevel2 != null)
{
OnCryptoLevel2Event?.Invoke(cryptoLevel2);
}
break;
case "status":
Status StatusIn = JsonConvert.DeserializeObject <Status>(ObjJSONText);
HandleStatusMessage(StatusIn);
break;
default:
break;
}
}
}
catch (System.Exception ex)
{
HandleJSONTextException("websocket_MessageReceived", JSONText, ex);
}
}