public async Task SubscribeOnCandles(string currencyPairId, CandlePeriod period, Action <IList <Infrastructure.Common.Models.Market.Candle> > callback, int limit = 30)
{
var request = new SocketSubscriptionRequest <CandleRequestParameters>
{
RequestMethodName = "subscribeCandles",
SnapshotMethodName = "snapshotCandles",
NotificationMethodName = "updateCandles",
UnsubscribeMethodName = "unsubscribeCandles",
RequestParameters = new CandleRequestParameters
{
CurrencyPairId = currencyPairId,
Period = period.ToInnerFormat(),
Limit = limit
}
};
await _connection.Subscribe <CandleNotificationParameters>(request, notificationParameters =>
{
var notificationCurrencyPairId = notificationParameters.CurrencyPairId;
var notificationPeriod = CandlePeriodMap.ToOuterFormat(notificationParameters.Period);
if (!(currencyPairId == notificationCurrencyPairId && notificationPeriod == period))
{
return;
}
callback(notificationParameters.Candles
.Select(CandleMap.ToOuterModel)
.ToList());
});
}
public async Task SubscribeOnOrderBook(string currencyPairId, Action <IList <Infrastructure.Common.Models.Market.OrderBookItem> > callback)
{
var request = new SocketSubscriptionRequest <OrderBookRequestParameters>
{
RequestMethodName = "subscribeOrderbook",
SnapshotMethodName = "snapshotOrderbook",
NotificationMethodName = "updateOrderbook",
UnsubscribeMethodName = "unsubscribeOrderbook",
RequestParameters = new OrderBookRequestParameters
{
CurrencyPairId = currencyPairId,
}
};
await _connection.Subscribe <OrderBookNotificationParameters>(request, notificationParameters =>
{
var notificationCurrencyPairId = notificationParameters.CurrencyPairId;
if (currencyPairId != notificationCurrencyPairId)
{
return;
}
var mergedItems = new List <Infrastructure.Common.Models.Market.OrderBookItem>();
mergedItems.AddRange(notificationParameters.AskItems.Select(item => item.ToOuterModel(OrderBookItemType.Ask)));
mergedItems.AddRange(notificationParameters.BidItems.Select(item => item.ToOuterModel(OrderBookItemType.Bid)));
callback(mergedItems);
});
}
public async Task SubscribeOrders(Infrastructure.Common.Models.Market.CurrencyPair targetCurrencyPair, Action <Infrastructure.Common.Models.Trading.Order> callback)
{
var request = new SocketSubscriptionRequest <EmptyRequestParameters>
{
RequestMethodName = "subscribeReports",
SnapshotMethodName = null,
NotificationMethodName = "activeOrders",
UnsubscribeMethodName = null,
RequestParameters = new EmptyRequestParameters()
};
await _connection.Subscribe <Order[]>(request, orders =>
{
foreach (var order in orders)
{
if (order.CurrencyPairId != targetCurrencyPair.Id)
{
continue;
}
var result = order.ToOuterModel(targetCurrencyPair);
callback(result);
}
});
request = new SocketSubscriptionRequest <EmptyRequestParameters>
{
RequestMethodName = "subscribeReports",
SnapshotMethodName = null,
NotificationMethodName = "report",
UnsubscribeMethodName = null,
RequestParameters = new EmptyRequestParameters()
};
await _connection.Subscribe <Order>(request, order =>
{
if (order.CurrencyPairId != targetCurrencyPair.Id)
{
return;
}
var result = order.ToOuterModel(targetCurrencyPair);
callback(result);
});
}
