protected override async Task HandleMessage(FeedMessage msg)
{
if (msg.Type == "message")
{
if (msg.Subject == Subject)
{
var i = msg.Topic.IndexOf(":");
if (i == -1)
{
return;
}
var ticker = new KlineFeedMessage <TCandle>();
var sk = SymbolKline.Parse(msg.Topic.Substring(i + 1));
// The JSON.NET documentation states clearly that
// for tricky deserialization scenarios, the fastest
// way is manual deserialization.
ticker.Timestamp = EpochTime.NanosecondsToDate(msg.Data["time"].ToObject <long>());
ticker.Symbol = msg.Data["symbol"].ToObject <string>();
// Here we have the candle data efficiently served as an array of strings.
// In C# we want to parse this array into a strongly-typed object.
var values = msg.Data["candles"].ToObject <string[]>();
var candle = new TCandle
{
Timestamp = EpochTime.SecondsToDate(long.Parse(values[0])),
// We are going to assume that the data from the feed is correctly formatted.
// If an error is thrown here, then there is a deeper problem.
OpenPrice = decimal.Parse(values[1]),
ClosePrice = decimal.Parse(values[2]),
HighPrice = decimal.Parse(values[3]),
LowPrice = decimal.Parse(values[4]),
Amount = decimal.Parse(values[5]),
Volume = decimal.Parse(values[6])
};
// The candlestick does not need to be a typed candle,
// but if it is, we will set that value, as well.
if (candle is IFullKlineCandle <KlineType> wt)
{
wt.Type = sk.KlineType;
}
ticker.Candles = candle;
// push the final object.
await PushNext(ticker);
}
}
}