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
}
}
}
public void OnEvent(string resp)
{
WebSocketResponseMessage wsResp = wsResp = JsonConvert.DeserializeObject <WebSocketResponseMessage>(resp);
lock (tSubscrLock)
{
if (wsResp.IsResponse())//We have the response to a subscription
{
WebSocketSubscriptionResponse requestRespSubscr = JsonConvert.DeserializeObject <WebSocketSubscriptionResponse>(resp);
if (ResponseRequestSubscriptions.ContainsKey(requestRespSubscr.GetSubscriptionEvent()))
{
WebSocketSubscriptionResponse requestRespEvent = ResponseRequestSubscriptions[requestRespSubscr.GetSubscriptionEvent()];
requestRespEvent.RunSubscritionEvent(requestRespSubscr);
}
}
else if (resp.Contains("error"))
{
WebSocketErrorMessage wsError = JsonConvert.DeserializeObject <WebSocketErrorMessage>(resp);
if (wsError.request != null)
{
foreach (string ev in wsError.request.args)
{
string[] fields = ev.Split(new string[] { ":" }, StringSplitOptions.RemoveEmptyEntries);
string key = fields[0];
string symbol = fields.Length > 1 ? fields[1] : null;
WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[key];
if (subscrEvent != null)
{
wsError.Symbol = symbol;
subscrEvent.RunEvent(wsError);
}
}
}
else
{
ProcessSubscriptionEvent(resp);
}
}
else //We have an event from a subscription
{
ProcessSubscriptionEvent(resp);
}
}
}
public void SubscribeResponseRequest(string topic, OnSubscritionEvent pOnSubscriptionEvent,
object[] parameters = null)
{
WebSocketSubscriptionResponse msg = new WebSocketSubscriptionResponse()
{
topic = topic,
parameters = parameters,
};
msg.SetSubscritionEvent(pOnSubscriptionEvent);
if (ResponseRequestSubscriptions == null)
{
throw new Exception(string.Format("Response Request Subscriptions Dictionary has not been initialized"));
}
ResponseRequestSubscriptions.Add(topic, msg);
}
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
}
}
}
