private void _onData(byte[] Data, int Count, string MessageType)
{
_timerTick = _interval;
if (MessageType == "Binary")
{
if (Count == 1)
{
if (_debug)
{
Console.WriteLine(DateTime.Now.ToLocalTime() + " Heartbeat");
}
}
else
{
int offset = 0;
ushort count = ReadShort(Data, ref offset); //number of packets
if (_debug)
{
Console.WriteLine("No of packets: " + count);
}
if (_debug)
{
Console.WriteLine("No of bytes: " + Count);
}
for (ushort i = 0; i < count; i++)
{
ushort length = ReadShort(Data, ref offset); // length of the packet
if (_debug)
{
Console.WriteLine("Packet Length " + length);
}
Tick tick = new Tick();
if (length == 8) // ltp
{
tick = ReadLTP(Data, ref offset);
}
else if (length == 28) // index quote
{
tick = ReadIndexQuote(Data, ref offset);
}
else if (length == 32) // index quote
{
tick = ReadIndexFull(Data, ref offset);
}
else if (length == 44) // quote
{
tick = ReadQuote(Data, ref offset);
}
else if (length == 184) // full with marketdepth and timestamp
{
tick = ReadFull(Data, ref offset);
}
// If the number of bytes got from stream is less that that is required
// data is invalid. This will skip that wrong tick
if (tick.InstrumentToken != 0 && IsConnected && offset <= Count)
{
OnTick(tick);
}
}
}
}
else if (MessageType == "Text")
{
string message = Encoding.UTF8.GetString(Data.Take(Count).ToArray());
if (_debug)
{
Console.WriteLine("WebSocket Message: " + message);
}
Dictionary <string, dynamic> messageDict = Utils.JsonDeserialize(message);
if (messageDict["type"] == "order")
{
OnOrderUpdate?.Invoke(new Order(messageDict["data"]));
}
else if (messageDict["type"] == "error")
{
OnError?.Invoke(messageDict["data"]);
}
}
else if (MessageType == "Close")
{
Close();
}
}
public async Task <CallResult <UpdateSubscription> > SubscribeAsync <TParams>(HitBtcSocketSubscribeBaseRequest <TParams> subscribeRequest)
{
var dataHandler = new Action <string>(data =>
{
var token = JToken.Parse(data);
var method = (string)token["method"];
HitBtcSocketEvent responseType;
if (!mappedResponses.TryGetValue(method, out responseType))
{
log.Write(LogVerbosity.Warning, $"Unknown response method [{method}] update catched at data {data}");
return;
}
switch (responseType)
{
case HitBtcSocketEvent.OrderBookUpdated:
{
var result = Deserialize <HitBtcSocketOrderBookEvent>(token, false);
if (result.Success)
{
OnOrderBookUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.OrderbookFullSnapshot:
{
var result = Deserialize <HitBtcSocketOrderBookEvent>(token, false);
if (result.Success)
{
OnOrderBookSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TradesSnapshot:
{
var result = Deserialize <HitBtcSocketTradesEvent>(token, false);
if (result.Success)
{
OnTradesSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TradesUpdated:
{
var result = Deserialize <HitBtcSocketTradesEvent>(token, false);
if (result.Success)
{
OnTradesUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TickerUpdated:
{
var result = Deserialize <HitBtcSocketTickerEvent>(token, false);
if (result.Success)
{
OnTickerUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.CandlesSnapshot:
{
var result = Deserialize <HitBtcSocketCandlesEvent>(token, false);
if (result.Success)
{
OnCandlesSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.CandlesUpdated:
{
var result = Deserialize <HitBtcSocketCandlesEvent>(token, false);
if (result.Success)
{
OnCandlesUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.ActiveOrdersSnapshot:
{
var result = Deserialize <HitBtcSocketActiveOrdersReportEvent>(token, false);
if (result.Success)
{
OnActiveOrdersSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.OrderUpdated:
{
var result = Deserialize <HitBtcSocketOrderReportEvent>(token, false);
if (result.Success)
{
OnOrderUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginOrdersSnapshot:
{
var result = Deserialize <HitBtcSocketMarginActiveOrdersReportEvent>(token, false);
if (result.Success)
{
OnMarginActiveOrdersSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginOrderUpdated:
{
var result = Deserialize <HitBtcSocketMarginOrderReportEvent>(token, false);
if (result.Success)
{
OnMarginOrderUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginAccountsSnapshot:
{
var result = Deserialize <HitBtcSocketMarginAccountsEvent>(token, false);
if (result.Success)
{
OnMarginAccountsSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginAccountUpdated:
{
var result = Deserialize <HitBtcSocketMarginAccountReportEvent>(token, false);
if (result.Success)
{
OnMarginAccountUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TransactionUpdated:
{
var result = Deserialize <HitBtcSocketAccountTransactionEvent>(token, false);
if (result.Success)
{
OnAccountTransactionUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
default:
log.Write(LogVerbosity.Warning, $"Catched unknown method update: {data}");
break;
}
});
return(await Subscribe(BaseAddress + subscribeRequest.EndpointSuffix, subscribeRequest, null, subscribeRequest.EndpointSuffix != MarketDataUrlSuffix, dataHandler));
}
private void _onData(byte[] Data, int Count, string MessageType)
{
_timerTick = _interval;
if (MessageType == "Binary")
{
if (Count == 1)
{
if (_debug)
{
Console.WriteLine(DateTime.Now.ToLocalTime() + " Heartbeat");
}
}
else
{
int offset = 0;
ushort count = ReadShort(Data, ref offset); //number of packets
if (_debug)
{
Console.WriteLine("No of packets: " + count);
}
if (_debug)
{
Console.WriteLine("No of bytes: " + Count);
}
for (ushort i = 0; i < count; i++)
{
ushort length = ReadShort(Data, ref offset); // length of the packet
if (_debug)
{
Console.WriteLine("Packet Length " + length);
}
Tick tick = new Tick();
if (length == 8) // ltp
{
tick = ReadLTP(Data, ref offset);
}
else if (length == 28) // index quote
{
tick = ReadIndexQuote(Data, ref offset);
}
else if (length == 32) // index quote
{
tick = ReadIndexFull(Data, ref offset);
}
else if (length == 44) // quote
{
tick = ReadQuote(Data, ref offset);
}
else if (length == 184) // full with marketdepth and timestamp
{
tick = ReadFull(Data, ref offset);
}
// If the number of bytes got from stream is less that that is required
// data is invalid. This will skip that wrong tick
if (tick.InstrumentToken != 0 && IsConnected && offset <= Count)
{
//List<KeyValuePair<string, object>> keyValuePairs = new List<KeyValuePair<string, object>>();
//keyValuePairs.Add(new KeyValuePair<string,object>("timestamp", tick.Timestamp));
//keyValuePairs.Add(new KeyValuePair<string, object>("instrumenttoken", tick.InstrumentToken));
//keyValuePairs.Add(new KeyValuePair<string, object>("tradable", tick.Tradable));
//keyValuePairs.Add(new KeyValuePair<string, object>("open", tick.Open));
//keyValuePairs.Add(new KeyValuePair<string, object>("high", tick.High));
//keyValuePairs.Add(new KeyValuePair<string, object>("low", tick.Low));
//keyValuePairs.Add(new KeyValuePair<string, object>("close", tick.Close));
//keyValuePairs.Add(new KeyValuePair<string, object>("lastprice", tick.LastPrice));
//keyValuePairs.Add(new KeyValuePair<string, object>("volume", tick.Volume));
//_tickCache.Data.Append(keyValuePairs, true);
OnTick(tick, _hubContext);
}
}
}
}
else if (MessageType == "Text")
{
string message = Encoding.UTF8.GetString(Data.Take(Count).ToArray());
if (_debug)
{
Console.WriteLine("WebSocket Message: " + message);
}
Dictionary <string, dynamic> messageDict = CommonFunctions.JsonDeserialize(message);
if (messageDict["type"] == "order")
{
OnOrderUpdate?.Invoke(new Order(messageDict["data"]));
}
else if (messageDict["type"] == "error")
{
OnError?.Invoke(messageDict["data"]);
}
}
else if (MessageType == "Close")
{
Close();
}
}
