Beispiel #1
0
        protected override void DoRunLoopSubscriptions(string resp)
        {
            WebSocketSubscriptionEvent eventSubscr = JsonConvert.DeserializeObject <WebSocketSubscriptionEvent>(resp);

            if (ResponseRequestSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
            {
                if (eventSubscr.table == _ORDER && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
                {
                    WebSocketExecutionReportEvent execReportEvent = JsonConvert.DeserializeObject <WebSocketExecutionReportEvent>(resp);

                    WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];

                    subscrEvent.RunEvent(execReportEvent);
                }
                else if (eventSubscr.table == _EXECUTIONS && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
                {
                    WebSocketExecutionReportEvent execReportEvent = JsonConvert.DeserializeObject <WebSocketExecutionReportEvent>(resp);

                    WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];

                    subscrEvent.RunEvent(execReportEvent);
                }
                else
                {
                    //Log what we are receiving here because we are getting events that we didn't expect
                }
            }
        }
Beispiel #2
0
        protected override void DoRunLoopSubscriptions(string resp)
        {
            WebSocketSubscriptionEvent eventSubscr = JsonConvert.DeserializeObject <WebSocketSubscriptionEvent>(resp);

            if (ResponseRequestSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
            {
                if (eventSubscr.table == _ORDERBOOK_L2 && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
                {
                    WebSocketOrderBookL2Event orderBookL2Event = JsonConvert.DeserializeObject <WebSocketOrderBookL2Event>(resp);

                    WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];

                    subscrEvent.RunEvent(orderBookL2Event);
                }
                else if (eventSubscr.table == _TRADE && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
                {
                    WebSocketTradeEvent tradeEvent = JsonConvert.DeserializeObject <WebSocketTradeEvent>(resp);

                    WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];

                    subscrEvent.RunEvent(tradeEvent);
                }
                else if (eventSubscr.table == _QUOTE && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
                {
                    WebSocketQuoteEvent quoteEvent = JsonConvert.DeserializeObject <WebSocketQuoteEvent>(resp);

                    WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];

                    subscrEvent.RunEvent(quoteEvent);
                }
                else if (eventSubscr.table == _1_DAY_TRADE_BINS && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
                {
                    //TODO: I have to ask BitMex why aren't they retrieveing high and low for the 1 day bin
                    //and they are for the 1 hour bin
                }
                else
                {
                    //Log what we are receiving here because we are getting events that we didn't expect
                }
            }
        }