// ^(\[187,.*) to only see order book for Gnosis
// [187,10615808,[["o",1,"0.04490263","23.55422232"],["t","625586",0,"0.04490263","0.03820551",1503964002]]]
async void BeginReceiveMessages()
{
isReceiving = true;
while (isReceiving)
{
WebSocketReceiveResult receiveResult = null;
using (var ms = new MemoryStream())
{
do
{
receiveResult = await client.ReceiveAsync(clientBuffer, CancellationToken.None);
ms.Write(clientBuffer.Array, clientBuffer.Offset, receiveResult.Count);
}while (!receiveResult.EndOfMessage);
if (receiveResult.MessageType == WebSocketMessageType.Text)
{
JArray data = null;
Exception parseException = null;
ms.Seek(0, SeekOrigin.Begin);
try
{
using (var sr = new StreamReader(ms, readEncoding, false))
using (var reader = new JsonTextReader(sr))
{
data = JArray.Load(reader);
}
}
catch (Exception ex)
{
parseException = ex;
}
if (parseException != null)
{
var receivedString = readEncoding.GetString(clientBuffer.Array);
Console.WriteLine($"Exception parsing {receivedString}:\r\n{parseException.ToString()}");
continue;
}
ProcessDataArray(data);
}
}
}
void ProcessDataArray(JToken data)
{
int messageType = data[0].ToObject <int>();
switch (messageType)
{
case 1010:
OnHeartBeat();
return;
case 1002:
if (data[1].ToObject <int?>() != 1)
{
OnTicker(data[2]);
}
return;
default:
break;
}
if (Markets.CurrencyPairs.TryGetValue(messageType, out var matchingCurrency))
{
// [187,10615808,[["o",1,"0.04490263","23.55422232"],["t","625586",0,"0.04490263","0.03820551",1503964002]]]
int orderId = data[1].ToObject <int>();
var orderArray = data[2].ToArray();
foreach (var orderEntryArray in orderArray)
{
var orderType = orderEntryArray[0].ToObject <string>();
if (orderType == "t")
{
//["t","625586",0,"0.04490263","0.03820551",1503964002]
var trade = new Trade
{
CurrencyPair = matchingCurrency,
TradeId = orderEntryArray[1].ToObject <string>(),
TradeType = (TradeType)orderEntryArray[2].ToObject <int>(), // buy or sell
Price = orderEntryArray[3].ToObject <string>(),
Quantity = orderEntryArray[4].ToObject <string>(),
UnixEpochTime = orderEntryArray[5].ToObject <long>(),
};
OnTradeAction?.OnTradeEvent(trade);
}
else if (orderType == "o")
{
//["o",1,"0.04490263","23.55422232"] 1 = buy order, 0 = sell order
var order = new Order
{
CurrencyPair = matchingCurrency,
OrderType = (OrderType)orderEntryArray[1].ToObject <int>(), // bid or ask
Rate = orderEntryArray[2].ToObject <string>(),
Amount = orderEntryArray[3].ToObject <string>(),
};
OnOrderAction?.OnOrderEvent(order);
}
}
}
}
}
// ^(\[187,.*) to only see order book for Gnosis
// [187,10615808,[["o",1,"0.04490263","23.55422232"],["t","625586",0,"0.04490263","0.03820551",1503964002]]]
public void OnMessageReceived(MemoryStream ms)
{
JArray data = null;
Exception parseException = null;
var readEncoding = client.Encoding;
try
{
using (var sr = new StreamReader(ms, readEncoding, false))
using (var reader = new JsonTextReader(sr))
{
data = JArray.Load(reader);
}
}
catch (Exception ex)
{
parseException = ex;
}
if (parseException != null)
{
var receivedString = readEncoding.GetString(ms.GetBuffer());
Console.WriteLine($"Exception parsing {receivedString}:\r\n{parseException.ToString()}");
return;
}
ProcessDataArray();
void ProcessDataArray()
{
int messageType = data[0].ToObject <int>();
switch (messageType)
{
case 1010:
OnHeartBeat();
return;
case 1002:
if (data[1].ToObject <int?>() != 1)
{
OnTicker(data[2]);
}
return;
default:
break;
}
if (Markets.CurrencyPairs.TryGetValue(messageType, out var matchingCurrency))
{
// [187,10615808,[["o",1,"0.04490263","23.55422232"],["t","625586",0,"0.04490263","0.03820551",1503964002]]]
int orderId = data[1].ToObject <int>();
var orderArray = data[2].ToArray();
foreach (var orderEntryArray in orderArray)
{
var orderType = orderEntryArray[0].ToObject <string>();
if (orderType == "t")
{
//["t","625586",0,"0.04490263","0.03820551",1503964002]
var trade = new Trade
{
CurrencyPair = matchingCurrency,
TradeId = orderEntryArray[1].ToObject <string>(),
TradeType = (TradeType)orderEntryArray[2].ToObject <int>(), // buy or sell
Price = orderEntryArray[3].ToObject <string>(),
Quantity = orderEntryArray[4].ToObject <string>(),
UnixEpochTime = orderEntryArray[5].ToObject <long>(),
};
OnTradeAction?.OnTradeEvent(trade);
}
else if (orderType == "o")
{
//["o",1,"0.04490263","23.55422232"] 1 = buy order, 0 = sell order
var order = new Order
{
CurrencyPair = matchingCurrency,
OrderType = (OrderType)orderEntryArray[1].ToObject <int>(), // bid or ask
Rate = orderEntryArray[2].ToObject <string>(),
Amount = orderEntryArray[3].ToObject <string>(),
};
OnOrderAction?.OnOrderEvent(order);
}
}
}
}
}
