/// <summary>
/// sub depth
/// </summary>
/// <param name="contractCode"></param>
/// <param name="type"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubDepth(string contractCode, string type, _OnSubDepthResponse callbackFun, string id = _DEFAULT_ID)
{
string ch = $"market.{contractCode}.depth.{type}";
WSSubData subData = new WSSubData()
{
sub = ch, id = id
};
Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubDepthResponse));
}
/// <summary>
/// sub incrementa depth
/// </summary>
/// <param name="symbol"></param>
/// <param name="size"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubIncrementalDepth(string symbol, string size, _OnSubDepthResponse callbackFun, string id = _DEFAULT_ID)
{
string ch = $"market.{symbol}.depth.size_{size}.high_freq";
WSSubData subData = new WSSubData()
{
sub = ch, id = id, dataType = "incremental"
};
Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubDepthResponse));
}
/// <summary>
/// sub kline
/// </summary>
/// <param name="contractCode"></param>
/// <param name="period"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubKLine(string contractCode, string period, _OnSubKLineResponse callbackFun, string id = _DEFAULT_ID)
{
string ch = $"market.{contractCode}.kline.{period}";
WSSubData subData = new WSSubData()
{
sub = ch, id = id
};
Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubKLineResponse));
}
/// <summary>
/// sub trade detail
/// </summary>
/// <param name="symbol"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubTradeDetail(string symbol, _OnSubTradeDetailResponse callbackFun, string id = _DEFAULT_ID)
{
string ch = $"market.{symbol}.trade.detail";
WSSubData subData = new WSSubData()
{
sub = ch, id = id
};
Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubTradeDetailResponse));
}
/// <summary>
/// sub basis
/// </summary>
/// <param name="symbol"></param>
/// <param name="period"></param>
/// <param name="callbackFun"></param>
/// <param name="basisPriceType"></param>
/// <param name="id"></param>
public void SubBasis(string symbol, string period, _OnSubBasisResponse callbackFun, string basisPriceType = "open", string id = _DEFAULT_ID)
{
string ch = $"market.{symbol}.basis.{period}.{basisPriceType}";
WSSubData subData = new WSSubData()
{
sub = ch, id = id
};
Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubBasiesResponse));
}
/// <summary>
/// sub index kline
/// </summary>
/// <param name="symbol"></param>
/// <param name="period"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubIndexKLine(string symbol, string period, _OnSubIndexKLineResponse callbackFun, string id = _DEFAULT_ID)
{
string ch = $"market.{symbol}.index.{period}";
WSSubData subData = new WSSubData()
{
sub = ch, id = id
};
Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubIndexKLineResponse));
}
/// <summary>
/// sub incrementa depth
/// </summary>
/// <param name="contractCode"></param>
/// <param name="size"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubIncrementalDepth(string contractCode, string size, _OnSubDepthResponse callbackFun, string id = WebSocketOp.DEFAULT_ID)
{
string ch = $"market.{contractCode}.depth.size_{size}.high_freq";
WSSubData subData = new WSSubData()
{
sub = ch, id = id, dataType = "incremental"
};
string sub_str = JsonConvert.SerializeObject(subData);
WebSocketOp wsop = new WebSocketOp(this.path, sub_str, callbackFun, typeof(SubDepthResponse), true, this.host);
wsop.Connect();
}
/// <summary>
/// sub kline
/// </summary>
/// <param name="contractCode"></param>
/// <param name="period"></param>
/// <param name="callbackFun"></param>
/// <param name="id"></param>
public void SubKLine(string contractCode, string period, _OnSubKLineResponse callbackFun, string id = WebSocketOp.DEFAULT_ID)
{
string ch = $"market.{contractCode}.kline.{period}";
WSSubData subData = new WSSubData()
{
sub = ch, id = id
};
string sub_str = JsonConvert.SerializeObject(subData);
WebSocketOp wsop = new WebSocketOp(this.path, sub_str, callbackFun, typeof(SubKLineResponse), true, this.host);
wsop.Connect();
}
/// <summary>
/// sub depth
/// </summary>
/// <param name="symbol"></param>
/// <param name="type"></param>
/// <param name="callbackFun"></param>
public void SubDepth(string symbol, string type, _OnSubDepthResponse callbackFun)
{
string ch = $"market.{symbol}.depth.{type}";
WSSubData subData = new WSSubData()
{
sub = ch
};
string sub_str = JsonConvert.SerializeObject(subData);
WebSocketOp wsop = new WebSocketOp(this.path, sub_str, callbackFun, typeof(SubDepthResponse), true, this.host);
wsop.Connect();
}
/// <summary>
/// sub depth
/// </summary>
/// <param name="symbol"></param>
/// <param name="levels"></param>
/// <param name="beRefresh"></param>
/// <param name="callbackFun"></param>
public void SubMBP(string symbol, int levels, bool beRefresh, _OnSubMBPResponse callbackFun)
{
string path = this.mbp;
string ch = $"market.{symbol}.mbp.{levels}";
if (beRefresh)
{
path = this.path;
ch = $"market.{symbol}.mbp.refresh.{levels}";
}
WSSubData subData = new WSSubData()
{
sub = ch
};
string sub_str = JsonConvert.SerializeObject(subData);
WebSocketOp wsop = new WebSocketOp(path, sub_str, callbackFun, typeof(SubMBPResponse), true, this.host);
wsop.Connect();
}
