private Guid CreateUserDataBinanceWebSocket(Uri endpoint, UserDataWebSocketMessages userDataWebSocketMessages)
{
var websocket = new BinanceWebSocket(endpoint.AbsoluteUri);
websocket.OnOpen += (sender, e) =>
{
Logger.Debug($"WebSocket Opened:{endpoint.AbsoluteUri}");
};
websocket.OnMessage += (sender, e) =>
{
Logger.Debug($"WebSocket Message Received on Endpoint: {endpoint.AbsoluteUri}");
var primitive = JsonConvert.DeserializeObject <BinanceWebSocketResponse>(e.Data);
switch (primitive.EventType)
{
case AccountEventType:
var userData = JsonConvert.DeserializeObject <BinanceAccountUpdateData>(e.Data);
userDataWebSocketMessages.AccountUpdateMessageHandler?.Invoke(userData);
break;
case OrderTradeEventType:
var orderTradeData = JsonConvert.DeserializeObject <BinanceTradeOrderData>(e.Data);
if (orderTradeData.ExecutionType == ExecutionType.Trade)
{
userDataWebSocketMessages.TradeUpdateMessageHandler?.Invoke(orderTradeData);
}
else
{
userDataWebSocketMessages.OrderUpdateMessageHandler?.Invoke(orderTradeData);
}
break;
default:
//throw new ArgumentOutOfRangeException(); //TODO: CLEAN UP - Outbound position
break;
}
};
websocket.OnError += (sender, e) =>
{
Logger.Error($"WebSocket Error on {endpoint.AbsoluteUri}: ", e.Exception);
CloseWebSocketInstance(websocket.Id, true);
throw new Exception("Binance UserData WebSocket failed")
{
Data =
{
{ "ErrorEventArgs", e }
}
};
};
if (!ActiveWebSockets.ContainsKey(websocket.Id))
{
ActiveWebSockets.Add(websocket.Id, websocket);
}
AllSockets.Add(websocket);
websocket.SslConfiguration.EnabledSslProtocols = SupportedProtocols;
websocket.Connect();
return(websocket.Id);
}
private Guid CreateBinanceWebSocket <T>(Uri endpoint, BinanceWebSocketMessageHandler <T> messageEventHandler) where T : IWebSocketResponse
{
var websocket = new BinanceWebSocket(endpoint.AbsoluteUri);
websocket.OnOpen += (sender, e) =>
{
Logger.Debug($"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);
}
private async Task <Guid> CreateUserDataBinanceWebSocketAsync(Uri endpoint, string listenKey, UserDataWebSocketMessages userDataWebSocketMessages)
{
var websocket = new BinanceWebSocket(listenKey);
void onMsg(WebSocketWrapper sender, string msg)
{
Logger.Trace($"WebSocket Message Received on Endpoint: {endpoint.AbsoluteUri}");
var primitive = JsonConvert.DeserializeObject <BinanceWebSocketResponse>(msg);
switch (primitive.EventType)
{
case AccountEventType:
var userData = JsonConvert.DeserializeObject <BinanceAccountUpdateData>(msg);
userDataWebSocketMessages.AccountUpdateMessageHandler(userData);
break;
case OrderTradeEventType:
var orderTradeData = JsonConvert.DeserializeObject <BinanceTradeOrderData>(msg);
if (orderTradeData.ExecutionType == ExecutionType.Trade)
{
userDataWebSocketMessages.TradeUpdateMessageHandler(orderTradeData);
}
else
{
userDataWebSocketMessages.OrderUpdateMessageHandler(orderTradeData);
}
break;
case OutboundAccountPosition:
var accountPosition = JsonConvert.DeserializeObject <OutboundAccountPosition>(msg);
userDataWebSocketMessages?.OutboundAccountPositionHandler(accountPosition);
break;
case ListStatus:
//todo
break;
default:
Logger.Error("Unknown EventType for user data stream");
break;
}
}
if (!ActiveWebSockets.ContainsKey(websocket.Id))
{
ActiveWebSockets.Add(websocket.Id, websocket);
}
await websocket.ConnectAsync(endpoint, onMsg);
return(websocket.Id);
}
private Guid CreateBinanceWebSocket(Uri endpoint, OnMessageReceived messageEventHandler)
{
var websocket = new BinanceWebSocket(endpoint.AbsoluteUri);
websocket.OnMessage += (sender, e) =>
{
messageEventHandler(e.Data);
};
if (!ActiveWebSockets.ContainsKey(websocket.Id))
{
ActiveWebSockets.Add(websocket.Id, websocket);
}
AllSockets.Add(websocket);
websocket.SslConfiguration.EnabledSslProtocols = SupportedProtocols;
websocket.Connect();
return(websocket.Id);
}
private async Task <Guid> CreateBinanceWebSocketAsync <T>(Uri endpoint, BinanceWebSocketMessageHandler <T> messageEventHandler) where T : IWebSocketResponse
{
var websocket = new BinanceWebSocket();
void onRecv(WebSocketWrapper sender, string msg)
{
Logger.Debug($"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>
/// Close a specific WebSocket instance using the Guid provided on creation
/// If it is a user data stream socket then also the listenKey is closed
/// </summary>
public void CloseWebSocketInstance(Guid id)
{
BinanceWebSocket ws = null;
lock (ActiveWebSockets)
{
if (ActiveWebSockets.ContainsKey(id))
{
ws = ActiveWebSockets[id];
ActiveWebSockets.Remove(id);
}
else
{
throw new Exception($"No Websocket exists with the Id {id.ToString()}");
}
}
try { _ = ws.CloseAsync(); }
catch { }
if (ws.ListenKey != null)
{
_ = this.BinanceClient.CloseUserDataStream(ws.ListenKey);
}
}