internal OKExTradeItem[] GetTickHistory(OKExSymbol symbol, CancellationToken token, out string error)
{
var responce = this.SendPublicGetRequest <OKExTradeItem[]>($"{this.settings.RestEndpoint}/api/v5/market/trades?&instId={symbol.OKExInstrumentId}", token);
error = responce.Message;
return(responce.Data ?? new OKExTradeItem[0]);
}
private void UnsubscribeSymbol(OKExSymbol symbol, OKExSubscriptionType type)
{
if (symbol.InstrumentType == OKExInstrumentType.Index)
{
return;
}
if (!this.subscriberCache.TryGetValue(symbol.OKExInstrumentId, out var okexSubscriber))
{
return;
}
var channelArgs = new List <OKExChannelRequest>();
okexSubscriber.RemoveChannel(type);
if (symbol.TryGetChannelName(type, out string channelName))
{
channelArgs.Add(new OKExChannelRequest()
{
ChannelName = channelName,
InstrumentId = symbol.OKExInstrumentId
});
}
if (!okexSubscriber.ContainsAnyMainSubscription())
{
okexSubscriber.RemoveChannel(OKExSubscriptionType.Ticker);
if (symbol.TryGetChannelName(OKExSubscriptionType.Ticker, out channelName))
{
channelArgs.Add(new OKExChannelRequest()
{
ChannelName = channelName,
InstrumentId = symbol.OKExInstrumentId
});
}
if (symbol.InstrumentType != OKExInstrumentType.Spot)
{
okexSubscriber.RemoveChannel(OKExSubscriptionType.OpenInterest);
if (symbol.TryGetChannelName(OKExSubscriptionType.OpenInterest, out channelName))
{
channelArgs.Add(new OKExChannelRequest()
{
ChannelName = channelName,
InstrumentId = symbol.OKExInstrumentId
});
}
}
this.subscriberCache.Remove(symbol.OKExInstrumentId);
}
if (channelArgs.Count > 0)
{
this.publicWebsocket.RemoveFromQueue(channelArgs.ToArray());
}
}
private void SubscribeSymbol(OKExSymbol symbol, OKExSubscriptionType type)
{
if (symbol.InstrumentType == OKExInstrumentType.Index)
{
return;
}
if (!this.subscriberCache.TryGetValue(symbol.OKExInstrumentId, out var okexSubscriber))
{
this.subscriberCache[symbol.OKExInstrumentId] = okexSubscriber = new OKExGeneralSubscriber(symbol);
}
var args = new List <OKExChannelRequest>();
if (okexSubscriber.SubscriptionCount == 0)
{
okexSubscriber.AddSubscription(OKExSubscriptionType.Ticker);
if (symbol.TryGetChannelName(OKExSubscriptionType.Ticker, out string channelName))
{
args.Add(new OKExChannelRequest()
{
ChannelName = channelName, InstrumentId = symbol.OKExInstrumentId
});
}
if (okexSubscriber.Symbol.InstrumentType != OKExInstrumentType.Spot)
{
okexSubscriber.AddSubscription(OKExSubscriptionType.OpenInterest);
if (symbol.TryGetChannelName(OKExSubscriptionType.OpenInterest, out channelName))
{
args.Add(new OKExChannelRequest()
{
ChannelName = channelName, InstrumentId = symbol.OKExInstrumentId
});
}
}
}
if (!okexSubscriber.ContainsSubscription(type))
{
okexSubscriber.AddSubscription(type);
if (symbol.TryGetChannelName(type, out string channelName))
{
args.Add(new OKExChannelRequest()
{
ChannelName = channelName, InstrumentId = symbol.OKExInstrumentId
});
}
if (args.Count > 0)
{
this.publicWebsocket.AddRequestToQueue(args.ToArray());
}
}
}
public bool TryGetSymbolById(string symbolId, OKExInstrumentType type, out OKExSymbol symbol)
{
symbol = null;
foreach (var item in this.allSymbolsCache)
{
if (type != OKExInstrumentType.Any && type == item.Key)
{
return(item.Value.TryGetValue(symbolId, out symbol));
}
}
return(false);
}
internal OKExCandleItem[] GetCandleHistory(OKExSymbol symbol, DateTime?after, OKExCandlePeriod period, OKExHistoryType historyType, CancellationToken token, out string error)
{
if (period == OKExCandlePeriod.Tick1)
{
throw new ArgumentException($"Unsupported candle period - {period}");
}
// default
string endpoint = "/api/v5/market/candles";
if (symbol.InstrumentType == OKExInstrumentType.Index)
{
endpoint = "/api/v5/market/index-candles";
}
else if (historyType == OKExHistoryType.Last)
{
if (symbol.IsTopCurrency())
{
endpoint = "/api/v5/market/history-candles";
}
else
{
endpoint = "/api/v5/market/candles";
}
}
else if (historyType == OKExHistoryType.Mark)
{
endpoint = "/api/v5/market/mark-price-candles";
}
//
var request = $"{this.settings.RestEndpoint}{endpoint}?instId={symbol.OKExInstrumentId}&bar={period.GetEnumMember()}";
if (after.HasValue)
{
request += $"&after={new DateTimeOffset(after.Value).ToUnixTimeMilliseconds()}";
}
//
var responce = this.SendPublicGetRequest <OKExCandleItem[]>(request, token);
error = responce?.Message;
return(responce?.Data ?? new OKExCandleItem[0]);
}
internal void UnsubscribeIndexPrice(OKExSymbol symbol)
{
if (symbol.InstrumentType != OKExInstrumentType.Index)
{
return;
}
if (this.indexSubscriberCache.TryGetValue(symbol.OKExInstrumentId, out var subscriber))
{
subscriber.RemoveChannel(OKExSubscriptionType.Ticker);
this.indexSubscriberCache.Remove(symbol.OKExInstrumentId);
if (symbol.TryGetChannelName(OKExSubscriptionType.Ticker, out string channelName))
{
this.publicWebsocket.RemoveFromQueue(new OKExChannelRequest()
{
ChannelName = channelName, InstrumentId = symbol.OKExInstrumentId
});
}
}
}
internal void SubscribeIndexPrice(OKExSymbol symbol)
{
if (symbol.InstrumentType != OKExInstrumentType.Index)
{
return;
}
if (!this.indexSubscriberCache.ContainsKey(symbol.OKExInstrumentId))
{
var subscriber = new OKExIndexSubscriber(symbol);
subscriber.AddSubscription(OKExSubscriptionType.Ticker);
this.indexSubscriberCache[symbol.OKExInstrumentId] = subscriber;
if (symbol.TryGetChannelName(OKExSubscriptionType.Ticker, out string channelName))
{
this.publicWebsocket.AddRequestToQueue(new OKExChannelRequest()
{
ChannelName = channelName, InstrumentId = symbol.OKExInstrumentId
});
}
}
}
public OKExIndexSubscriber(OKExSymbol symbol)
: base(symbol)
{
}
public OKExGeneralSubscriber(OKExSymbol symbol)
: base(symbol)
{
}
public void UnsubscribeMark(OKExSymbol symbol) => this.UnsubscribeSymbol(symbol, OKExSubscriptionType.Mark);
public void UnsubscribeLevel2(OKExSymbol symbol) => this.UnsubscribeSymbol(symbol, OKExSubscriptionType.Level2);
public void UnsubscribeQuote(OKExSymbol symbol) => this.UnsubscribeSymbol(symbol, OKExSubscriptionType.Quote);
public void UnsubscribeLast(OKExSymbol symbol) => this.UnsubscribeSymbol(symbol, OKExSubscriptionType.Last);
public OKExSubscriberBase(OKExSymbol symbol)
{
this.Symbol = symbol;
this.channelsCache = new HashSet <OKExSubscriptionType>();
}
