protected virtual void OnInterpreterProcessedQuote(BitMexWebsocketQuote c)
{
if (InterpreterProcessedQuote != null)
{
InterpreterProcessedQuote(this, c);
}
}
//ProcessMessage is called every time a message is received from the Websocket, here the message is interpreted and directed to the correct function
public void ProcessMessage(object source, string message)
{
//The Websocket message contains an update regarding the QUOTE subscription
//We get rid of the unnecessary part of the string and deserialise the remaining to obtain an object of BitMexWebsocketQuote type
//We then pass the call another event to update the object through a Delegate
//Note that the websocket message can contain several quotes at the same time so what we do is deserialize to a list and only keep the last
//because the last is the most recent
if (message.Contains("\"table\":\"quote\""))
{
try
{
string search = "\"data\":";
int i = message.IndexOf(search);
string json = message.Substring(i + search.Length);
json = json.Remove(json.Length - 1);
BitMexWebsocketQuote quote = JsonConvert.DeserializeObject <List <BitMexWebsocketQuote> >(json).Last();
OnInterpreterProcessedQuote(quote);
return;
}
catch (Exception e)
{
ActivityLog.Error("WEBSOCKET INTERPRETER", e.Message);
}
}
//We add this check so that we do not log API Keys in plain text in the log file
if (message.Contains("error") && !message.Contains("authKey"))
{
ActivityLog.Error("WEBSOCKET INTERPRETER", message);
return;
}
//We add this check so that we do not log API Keys in plain text in the log file
if (message.Contains("error") && message.Contains("authKey"))
{
ActivityLog.Error("WEBSOCKET INTERPRETER", "Authentication Failed, Please Check API Keys");
return;
}
}
//When we try to connect to the websocket the objects are instantiated
private void btnConnect_Click(object sender, EventArgs e)
{
try
{
if (btnConnect.Text == "Connect")
{
if (cboWebsocketURL.SelectedIndex != 1 && cboWebsocketURL.SelectedIndex != 0)
{
return;
}
string apiKey = "";
string apiSecret = "";
if (websocketClient == null || !websocketClient.GetIsConnected())
{
if (chkAuthenticate.Checked)
{
apiKey = txtAPIKey.Text;
apiSecret = txtAPISecret.Text;
}
websocketClient = new BitMexWebsocketClient(new Uri(cboWebsocketURL.Text), apiKey, apiSecret);
websocketInterpreter = new BitMexWebsocketInterpreter();
quote = new BitMexWebsocketQuote();
DelegateManagement();
}
websocketClient.Connect();
}
if (btnConnect.Text == "Disconnect")
{
websocketClient.Disconnect();
websocketClient = null;
}
}
catch (Exception ex)
{
ActivityLog.Error("FORM", ex.Message);
}
}
//Update the values of the Textboxes when the object is updated
//Note that quote also contains Symbol and Size of Bid and Ask however we are not using them in this example
public void UpdateQuoteValues(object source, BitMexWebsocketQuote c)
{
txtAsk.Text = quote.AskPrice.ToString();
txtBid.Text = quote.BidPrice.ToString();
}