public DepthTick GetDepth(string symbol)
{
if (!_symbolsService.Exist(symbol))
{
throw null;
}
if (!_webSocket.IsAlive)
{
Init();
}
var key = $"market.{symbol}.depth.step0";
if (!_cache.ContainsKey(key))
{
var sendData = $"{{\"sub\":\"{key}\",\"id\":\"{Guid.NewGuid()}\"}}";
_webSocket.Send(sendData);
}
for (var i = 0; i < 10; i++)
{
if (_cache.ContainsKey(key))
{
break;
}
Thread.Sleep(200);
}
return(_cache[key]);
}
public List <TradeData> GetTradeData(string symbol, int size = 20)
{
if (!_symbolsService.Exist(symbol))
{
throw new ArgumentException($"symbol {symbol} error");
}
var key = $"market.{symbol}.trade.detail";
if (!_cache.ContainsKey(key))
{
lock (this) {
if (!_cache.ContainsKey(key))
{
var history = _httpClient
.GetStringAsync($"https://api.huobi.pro/market/history/trade?symbol={symbol}&size=100")
.Result;
history = history.Replace("trade-id", "tradeId");
var tradeHistory = Json.Deserialize <TradeHistory>(history);
_cache[key] = new ConcurrentQueue <TradeData>();
var tradeTicks = new LinkedList <TradeData>();
foreach (var item in tradeHistory.Data.SelectMany(tick => tick.Data))
{
tradeTicks.AddFirst(item);
}
foreach (var data in tradeTicks)
{
_cache[key].Enqueue(data);
}
var sendData = $"{{\"sub\":\"{key}\",\"id\":\"{Guid.NewGuid()}\"}}";
_webSocket.Send(sendData);
}
}
}
for (var i = 0; i < 50; i++)
{
if (_cache.ContainsKey(key))
{
break;
}
Thread.Sleep(200);
}
var result = new List <TradeData>(_cache[key]);
result.Reverse();
return(result.GetRange(0, Math.Min(result.Count, size)));
}
public List <KlineTick> GetTicks(string symbol, Period period, int size = 200)
{
if (!_symbolsService.Exist(symbol))
{
return(null);
}
var key = GetKey(symbol, period);
if (!_cache.ContainsKey(key))
{
lock (this) {
if (!_cache.ContainsKey(key))
{
var sendData = $"{{\"sub\":\"{key}\",\"id\":\"{Guid.NewGuid()}\"}}";
_webSocket.Send(sendData);
_cache[key] = SortedDictionaryFactory.NewSortedDictionary();
_cache[key] = DoGetTicks(symbol, period).Result;
}
}
}
var ticks = _cache[key].Values;
var result = new List <KlineTick>();
foreach (var tick in ticks)
{
if (result.Count < size)
{
result.Add(tick);
}
else
{
break;
}
}
return(result);
}