/// <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="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 = _DEFAULT_ID)
{
string ch = $"market.{contractCode}.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 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 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();
}
