private static void ProcessEvent(WebSocketMessage msg)
{
if (msg is ClientLoginResponse)
{
ClientLoginResponse loginResp = (ClientLoginResponse)msg;
if (loginResp.JsonWebToken != null)
{
ClientLoginResponse = loginResp;
}
Thread publishOrderBookThread = new Thread(PublishOrderBookThread);
publishOrderBookThread.Start();
DoLog(string.Format("Client successfully logged with token {0}", loginResp.JsonWebToken));
SubscribeLastSales();
SubscribeQuotes();
Thread.Sleep(1000);
SubscribeOrderBook();
}
else if (msg is DepthOfBook)
{
DepthOfBook depthOfBookDelta = (DepthOfBook)msg;
ProcessDepthOfBook(depthOfBookDelta);
}
else if (msg is LastSale)
{
LastSale lastSale = (LastSale)msg;
DoLog(string.Format("Received last sale for symbol {1}: {0}", lastSale.LastPrice, lastSale.Symbol));
}
else if (msg is Quote)
{
Quote quote = (Quote)msg;
DoLog(string.Format("Received quote for symbol {4}: Bid {0}-{1} -- Ask {2}-{3}",
quote.BidSize, quote.Bid, quote.AskSize, quote.Ask, quote.Symbol));
}
}
private static void ProcessEvent(WebSocketMessage msg)
{
if (msg is ClientLoginResponse)
{
ClientLoginResponse loginResp = (ClientLoginResponse)msg;
if (loginResp.JsonWebToken != null)
{
ClientLoginResponse = loginResp;
}
DoLog(string.Format("Client successfully logged with token {0}", loginResp.JsonWebToken));
//3- Subscribe market data for Security
//Market data will be delivered through many services, for the moment we will use
// LS - LastSales will have all the information regarding the trades that took place (high, low, last, etc.)
// LQ - QuoteService will tell us the the best offers (best buy and sell) that we have for a security.
// It is what fills the red/green holders that we can see in the image!
// When we select a Product (SPOT) and Pair (XBT-USD) in the combos, we will have to fill the instrument holder (story 74)
// ---> In that context we only need the Quote (LQ) service
// Only when we CLICK that instrument we will need the trades service (LS) to fill the header
// ---> Then we can make this call
//Of course, every time we subscribe to some security , we will have to ususcribe to another one.
// That will be covered in the spec document
RequestMarketData(Security);
}
else if (msg is LastSale)
{
//4.1 LastSale event arrived! We update the security in memory with the following fields
LastSale lastSale = (LastSale)msg;
lock (Security)
{
Security.MarketData.LastTradeDateTime = lastSale.GetLastTime();
Security.MarketData.MDTradeSize = lastSale.LastShares;
Security.MarketData.Trade = lastSale.LastPrice;
Security.MarketData.NominalVolume = lastSale.Volume;
Security.MarketData.TradingSessionHighPrice = lastSale.High;
Security.MarketData.TradingSessionLowPrice = lastSale.Low;
Security.MarketData.OpeningPrice = lastSale.Open;
Security.MarketData.NetChgPrevDay = lastSale.Change;
}
MarketDataRefresh();
}
else if (msg is Quote)
{
//4.2 Quote event arrived! We update the security in memory with the following fields
Quote quote = (Quote)msg;
lock (Security)
{
Security.MarketData.BestBidPrice = quote.Bid;
Security.MarketData.BestBidSize = quote.BidSize;
Security.MarketData.BestAskPrice = quote.Ask;
Security.MarketData.BestAskSize = quote.AskSize;
}
MarketDataRefresh();
}
else if (msg is DailySettlementPrice)
{
//4.3 DailySettlementPrice event arrived! We update the security in memory with the following fields
DailySettlementPrice DSP = (DailySettlementPrice)msg;
lock (Security)
{
Security.MarketData.SettlementPrice = DSP.Price;
}
MarketDataRefresh();
}
else if (msg is OfficialFixingPrice)
{
//4.4 DailySettlementPrice event arrived! We update the security in memory with the following fields
OfficialFixingPrice fixingPrice = (OfficialFixingPrice)msg;
lock (Security)
{
Security.MarketData.FIXPrice = fixingPrice.Price;
}
MarketDataRefresh();
}
else if (msg is SubscriptionResponse)
{
SubscriptionResponse subscrResp = (SubscriptionResponse)msg;
//We have to process this message to be sure that the subscription was fully processed
}
}
