protected override void HandleMessage(IEnumerable <Action <CandlestickEventArgs> > callbacks, string stream, string json)
{
try
{
var jObject = JObject.Parse(json);
var eventType = jObject["e"].Value <string>();
if (eventType == "kline")
{
//var symbol = jObject["s"].Value<string>();
var eventTime = jObject["E"].Value <long>().ToDateTime();
var kLine = jObject["k"];
var firstTradeId = kLine["f"].Value <long>();
var lastTradeId = kLine["L"].Value <long>();
var isFinal = kLine["x"].Value <bool>();
var candlestick = new Candlestick(
kLine["s"].Value <string>(), // symbol
kLine["i"].Value <string>() // interval
.ToCandlestickInterval(),
kLine["t"].Value <long>() // open time
.ToDateTime(),
kLine["o"].Value <decimal>(), // open
kLine["h"].Value <decimal>(), // high
kLine["l"].Value <decimal>(), // low
kLine["c"].Value <decimal>(), // close
kLine["v"].Value <decimal>(), // volume
kLine["T"].Value <long>() // close time
.ToDateTime(),
kLine["q"].Value <decimal>(), // quote asset volume
kLine["n"].Value <long>(), // number of trades
kLine["V"].Value <decimal>(), // taker buy base asset volume (volume of active buy)
kLine["Q"].Value <decimal>() // taker buy quote asset volume (quote volume of active buy)
);
var eventArgs = new CandlestickEventArgs(eventTime, candlestick, firstTradeId, lastTradeId, isFinal);
try
{
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
Candlestick?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { /* ignore */ }
catch (Exception e)
{
Logger?.LogWarning(e, $"{nameof(CandlestickClient)}.{nameof(HandleMessage)}: Unhandled candlestick event handler exception.");
}
}
else
{
Logger?.LogWarning($"{nameof(CandlestickClient)}.{nameof(HandleMessage)}: Unexpected event type ({eventType}).");
}
}
catch (OperationCanceledException) { /* ignore */ }
catch (Exception e)
{
Logger?.LogError(e, $"{nameof(CandlestickClient)}.{nameof(HandleMessage)}");
}
}
protected override void OnWebSocketEvent(WebSocketStreamEventArgs args, IEnumerable <Action <CandlestickEventArgs> > callbacks)
{
Logger?.LogDebug($"{nameof(CandlestickWebSocketClient)}: \"{args.Json}\"");
try
{
var jObject = JObject.Parse(args.Json);
var eventType = jObject["e"].Value <string>();
if (eventType == "kline")
{
//var symbol = jObject["s"].Value<string>();
var eventTime = jObject["E"].Value <long>();
var firstTradeId = jObject["k"]["f"].Value <long>();
var lastTradeId = jObject["k"]["L"].Value <long>();
var isFinal = jObject["k"]["x"].Value <bool>();
var candlestick = new Candlestick(
jObject["k"]["s"].Value <string>(), // symbol
jObject["k"]["i"].Value <string>()
.ToCandlestickInterval(), // interval
jObject["k"]["t"].Value <long>(), // open time
jObject["k"]["o"].Value <decimal>(), // open
jObject["k"]["h"].Value <decimal>(), // high
jObject["k"]["l"].Value <decimal>(), // low
jObject["k"]["c"].Value <decimal>(), // close
jObject["k"]["v"].Value <decimal>(), // volume
jObject["k"]["T"].Value <long>(), // close time
jObject["k"]["q"].Value <decimal>(), // quote asset volume
jObject["k"]["n"].Value <long>(), // number of trades
jObject["k"]["V"].Value <decimal>(), // taker buy base asset volume (volume of active buy)
jObject["k"]["Q"].Value <decimal>() // taker buy quote asset volume (quote volume of active buy)
);
var eventArgs = new CandlestickEventArgs(eventTime, args.Token, candlestick, firstTradeId, lastTradeId, isFinal);
try
{
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
Candlestick?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!args.Token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(CandlestickWebSocketClient)}: Unhandled candlestick event handler exception.");
}
}
}
else
{
Logger?.LogWarning($"{nameof(CandlestickWebSocketClient)}.{nameof(OnWebSocketEvent)}: Unexpected event type ({eventType}).");
}
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!args.Token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(CandlestickWebSocketClient)}.{nameof(OnWebSocketEvent)}");
}
}
}
/// <summary>
/// Deserialize JSON and raise <see cref="CandlestickEventArgs"/> event.
/// </summary>
/// <param name="json"></param>
/// <param name="symbol"></param>
/// <param name="token"></param>
/// <param name="callback"></param>
protected override void DeserializeJsonAndRaiseEvent(string json, Symbol symbol, CancellationToken token,
Action <CandlestickEventArgs> callback = null)
{
Throw.IfNullOrWhiteSpace(json, nameof(json));
Logger?.LogDebug($"{nameof(CandlestickWebSocketClient)}: \"{json}\"");
try
{
var jObject = JObject.Parse(json);
var eventType = jObject["e"].Value <string>();
if (eventType == "kline")
{
//var symbol = jObject["s"].Value<string>();
var eventTime = jObject["E"].Value <long>();
var firstTradeId = jObject["k"]["f"].Value <long>();
var lastTradeId = jObject["k"]["L"].Value <long>();
var isFinal = jObject["k"]["x"].Value <bool>();
var candlestick = new Candlestick(
jObject["k"]["s"].Value <string>(), // symbol
jObject["k"]["i"].Value <string>()
.ToCandlestickInterval(), // interval
jObject["k"]["t"].Value <long>(), // open time
jObject["k"]["o"].Value <decimal>(), // open
jObject["k"]["h"].Value <decimal>(), // high
jObject["k"]["l"].Value <decimal>(), // low
jObject["k"]["c"].Value <decimal>(), // close
jObject["k"]["v"].Value <decimal>(), // volume
jObject["k"]["T"].Value <long>(), // close time
jObject["k"]["q"].Value <decimal>(), // quote asset volume
jObject["k"]["n"].Value <long>(), // number of trades
jObject["k"]["V"].Value <decimal>(), // taker buy base asset volume (volume of active buy)
jObject["k"]["Q"].Value <decimal>() // taker buy quote asset volume (quote volume of active buy)
);
var eventArgs = new CandlestickEventArgs(eventTime, token, candlestick, firstTradeId, lastTradeId, isFinal);
try
{
callback?.Invoke(eventArgs);
Candlestick?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(CandlestickWebSocketClient)}: Unhandled candlestick event handler exception.");
}
}
}
else
{
Logger?.LogWarning($"{nameof(CandlestickWebSocketClient)}.{nameof(DeserializeJsonAndRaiseEvent)}: Unexpected event type ({eventType}).");
}
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(CandlestickWebSocketClient)}.{nameof(DeserializeJsonAndRaiseEvent)}");
}
}
}