public virtual void StopListenTickerStream(Ticker ticker)
{
SubscribedTickers.Remove(ticker);
SocketConnectionInfo info = GetConnectionInfo(ticker, OrderBookSockets);
if (info != null)
{
info.Socket.Error -= OnOrderBookSocketError;
info.Socket.Opened -= OnOrderBookSocketOpened;
info.Socket.Closed -= OnOrderBookSocketClosed;
info.Socket.MessageReceived -= OnOrderBookSocketMessageReceived;
info.Close();
info.Dispose();
OrderBookSockets.Remove(info.Socket);
}
info = GetConnectionInfo(ticker, TradeHistorySockets);
if (info != null)
{
info.Socket.Error -= OnTradeHistorySocketError;
info.Socket.Opened -= OnTradeHistorySocketOpened;
info.Socket.Closed -= OnTradeHistorySocketClosed;
info.Socket.MessageReceived -= OnTradeHistorySocketMessageReceived;
info.Close();
info.Dispose();
TradeHistorySockets.Remove(info.Socket);
}
}
public override void StartListenTickerStream(Ticker ticker)
{
base.StartListenTickerStream(ticker);
SocketConnectionInfo info = CreateOrderBookWebSocket(ticker);
OrderBookSockets.Add(info.Socket, info);
SocketConnectionInfo tradeInfo = CreateTradesWebSocket(ticker);
TradeHistorySockets.Add(tradeInfo.Socket, tradeInfo);
}
protected internal override void ApplyCapturedEvent(Ticker ticker, TickerCaptureDataInfo info)
{
if (info.StreamType == CaptureStreamType.OrderBook)
{
OnOrderBookSocketMessageReceived(OrderBookSockets.FirstOrDefault(s => s.Ticker == ticker).Socket, new MessageReceivedEventArgs(info.Message));
}
else if (info.StreamType == CaptureStreamType.TradeHistory)
{
OnTradeHistorySocketMessageReceived(TradeHistorySockets.FirstOrDefault(s => s.Ticker == ticker).Socket, new MessageReceivedEventArgs(info.Message));
}
}
protected internal override void OnTradeHistorySocketError(object sender, ErrorEventArgs e)
{
SocketConnectionInfo info = TradeHistorySockets.FirstOrDefault(c => c.Key == sender);
if (info != null)
{
if (CheckProcessError(info))
{
return;
}
}
base.OnTradeHistorySocketError(sender, e);
}
protected internal override void OnTradeHistorySocketMessageReceived(object sender, MessageReceivedEventArgs e)
{
byte[] bytes = Encoding.Default.GetBytes(e.Message);
int startIndex = 0;
string[] trades = JSonHelper.Default.DeserializeObject(bytes, ref startIndex, TradeItems);
SocketConnectionInfo info = TradeHistorySockets.FirstOrDefault(c => c.Key == sender);
if (info != null && info.Ticker.CaptureData)
{
info.Ticker.CaptureDataCore(CaptureStreamType.TradeHistory, CaptureMessageType.Incremental, e.Message);
}
OnTradeHistoryItemRecv(info.Ticker, trades);
}
protected internal override void OnTradeHistorySocketMessageReceived(object sender, MessageReceivedEventArgs e)
{
LastWebSocketRecvTime = DateTime.Now;
SocketConnectionInfo info = TradeHistorySockets.FirstOrDefault(c => c.Key == sender);
if (info == null)
{
return;
}
Ticker t = info.Ticker;
if (t.IsUpdatingTrades)
{
return;
}
if (t.CaptureData)
{
t.CaptureDataCore(CaptureStreamType.TradeHistory, CaptureMessageType.Incremental, e.Message);
}
JObject obj = JsonConvert.DeserializeObject <JObject>(e.Message);
JArray items = obj.Value <JArray>("data");
if (items == null)
{
return;
}
foreach (JObject item in items)
{
TradeInfoItem ti = new TradeInfoItem(null, t);
ti.TimeString = item.Value <string>("timestamp");
ti.Type = String2TradeType(item.Value <string>("side"));
ti.AmountString = item.Value <string>("size");
ti.RateString = item.Value <string>("price");
t.AddTradeHistoryItem(ti); //.InsertTradeHistoryItem(ti);
}
if (t.HasTradeHistorySubscribers)
{
TradeHistoryChangedEventArgs ee = new TradeHistoryChangedEventArgs()
{
NewItem = t.TradeHistory.First()
};
t.RaiseTradeHistoryChanged(ee);
}
}