public void OnNewTradeInfoEntry(List <TradeInfo> trades)
{
List <TradeInfo> newEntries = new List <TradeInfo>();
lock (_trades)
{
_trades.Clear();
_trades.AddRange(trades);
}
if (newEntries.Any())
{
NewTradeTransactionEvent.Set();
}
OnTradeUpdate?.Invoke(newEntries);
}
public async Task <CallResult <UpdateSubscription> > SubscribeAsync(BitmexSubscribeRequest bitmexSubscribeRequest)
{
CheckDoubleSendingRequest(bitmexSubscribeRequest);
if (!bitmexSubscribeRequest.Args.Any())
{
log.Write(LogVerbosity.Warning, $"Not sending empty request {JsonConvert.SerializeObject(bitmexSubscribeRequest)}");
return(new CallResult <UpdateSubscription>(null, new ServerError("Not sending empty request ", bitmexSubscribeRequest)));
}
var handler = new Action <string>(data =>
{
var token = JToken.Parse(data);
var table = (string)token["table"];
if (String.IsNullOrEmpty(table) || !Map.Mappings.ContainsKey(table))
{
var subscriptionResponse = (string)token["subscribe"];
if (!String.IsNullOrEmpty(subscriptionResponse))
{
var response = Deserialize <BitmexSubscriptionResponse>(data);
if (response)
{
_sendedSubscriptions.TryAdd(response.Data.Subscribe, response.Data.Request);
}
return;
}
else if (!String.IsNullOrEmpty((string)token["unsubscribe"]))
{
var response = Deserialize <BitmexSubscriptionResponse>(data);
if (response)
{
OnUnsubscribe(response.Data);
}
return;
}
else
{
log.Write(LogVerbosity.Warning, $"Unknown table [{table}] update catched at data {data}");
return;
}
}
BitmexSubscribtions updatedTable = Map.Mappings[table];
switch (updatedTable)
{
case BitmexSubscribtions.Announcements:
{
var result = Deserialize <BitmexSocketEvent <Announcement> >(token, false);
if (result.Success)
{
OnAnnouncementUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Chat:
{
var result = Deserialize <BitmexSocketEvent <Chat> >(token, false);
if (result.Success)
{
OnChatMessageUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Connected:
{
var result = Deserialize <BitmexSocketEvent <ConnectedUsers> >(token, false);
if (result.Success)
{
OnChatConnectionUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Funding:
{
var result = Deserialize <BitmexSocketEvent <Funding> >(token, false);
if (result.Success)
{
OnFundingUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Instrument:
{
var result = Deserialize <BitmexSocketEvent <Instrument> >(token, false);
if (result.Success)
{
OnInstrimentUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Insurance:
{
var result = Deserialize <BitmexSocketEvent <Insurance> >(token, false);
if (result.Success)
{
OnInsuranceUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Liquidation:
{
var result = Deserialize <BitmexSocketEvent <Liquidation> >(token, false);
if (result.Success)
{
OnLiquidationUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.OrderBookL2_25:
{
var result = Deserialize <BitmexSocketEvent <BitmexOrderBookEntry> >(token, false);
if (result.Success)
{
if (InstrumentsIndexesAndTicks.Any())
{
foreach (var level in result.Data.Data)
{
var symbolTickInfo = InstrumentsIndexesAndTicks[level.Symbol];
level.SetPrice(symbolTickInfo.Index, symbolTickInfo.TickSize);
}
}
OnOrderBookL2_25Update?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.OrderBookL2:
{
var result = Deserialize <BitmexSocketEvent <BitmexOrderBookEntry> >(token, false);
if (result.Success)
{
if (InstrumentsIndexesAndTicks.Any())
{
foreach (var level in result.Data.Data)
{
var symbolTickInfo = InstrumentsIndexesAndTicks[level.Symbol];
level.SetPrice(symbolTickInfo.Index, symbolTickInfo.TickSize);
}
}
OnorderBookL2Update?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.OrderBook10:
{
var result = Deserialize <BitmexSocketEvent <BitmexOrderBookL10> >(token, false);
if (result.Success)
{
OnOrderBook10Update?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.PublicNotifications:
{
var result = Deserialize <BitmexSocketEvent <GlobalNotification> >(token, false);
if (result.Success)
{
OnGlobalNotificationUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Quote:
{
var result = Deserialize <BitmexSocketEvent <Quote> >(token, false);
if (result.Success)
{
OnQuotesUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.QuoteBin1m:
{
var result = Deserialize <BitmexSocketEvent <Quote> >(token, false);
if (result.Success)
{
OnOneMinuteQuoteBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.QuoteBin5m:
{
var result = Deserialize <BitmexSocketEvent <Quote> >(token, false);
if (result.Success)
{
OnFiveMinuteQuoteBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.QuoteBin1h:
{
var result = Deserialize <BitmexSocketEvent <Quote> >(token, false);
if (result.Success)
{
OnOneHourQuoteBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.QuoteBin1d:
{
var result = Deserialize <BitmexSocketEvent <Quote> >(token, false);
if (result.Success)
{
OnDailyQuoteBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Settlement:
{
var result = Deserialize <BitmexSocketEvent <Settlement> >(token, false);
if (result.Success)
{
OnSettlementUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Trade:
{
var result = Deserialize <BitmexSocketEvent <Trade> >(token, false);
if (result.Success)
{
OnTradeUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.TradeBin1m:
{
var result = Deserialize <BitmexSocketEvent <TradeBin> >(token, false);
if (result.Success)
{
OnOneMinuteTradeBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.TradeBin5m:
{
var result = Deserialize <BitmexSocketEvent <TradeBin> >(token, false);
if (result.Success)
{
OnFiveMinuteTradeBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.TradeBin1h:
{
var result = Deserialize <BitmexSocketEvent <TradeBin> >(token, false);
if (result.Success)
{
OnOneHourTradeBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.TradeBin1d:
{
var result = Deserialize <BitmexSocketEvent <TradeBin> >(token, false);
if (result.Success)
{
OnDailyTradeBinUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Affiliate:
{
var result = Deserialize <BitmexSocketEvent <Affiliate> >(token, false);
if (result.Success)
{
OnUserAffiliatesUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Execution:
{
var result = Deserialize <BitmexSocketEvent <Execution> >(token, false);
if (result.Success)
{
OnUserExecutionsUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Order:
{
var result = Deserialize <BitmexSocketEvent <Order> >(token, false);
if (result.Success)
{
OnUserOrdersUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Margin:
{
var result = Deserialize <BitmexSocketEvent <Margin> >(token, false);
if (result.Success)
{
OnUserMarginUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Position:
{
var result = Deserialize <BitmexSocketEvent <Position> >(token, false);
if (result.Success)
{
OnUserPositionsUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Transact:
{
var result = Deserialize <BitmexSocketEvent <Transaction> >(token, false);
if (result.Success)
{
OnUserTransactionsUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case BitmexSubscribtions.Wallet:
{
var result = Deserialize <BitmexSocketEvent <Wallet> >(token, false);
if (result.Success)
{
OnUserWalletUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
default:
{
log.Write(LogVerbosity.Warning, $"Catched inknown table update: {data}");
break;
}
}
});
return(await Subscribe(bitmexSubscribeRequest, handler));
}
private void HandleTradeUpdates(ITradeUpdate update)
{
OnTradeUpdate?.Invoke(update);
}
private void handleTradeUpdates(
JsonTradeUpdate update)
{
OnTradeUpdate?.Invoke(update);
}
protected void OnItemUpdateHandler(TradeListenerEventArgs e)
{
OnTradeUpdate?.Invoke(this, e);
}