public void WebSocketMessageHandler(MessageArgs e)
{
//cout(e.Text);
string text = e.Text.Replace("\u0000", string.Empty);
if (text.StartsWith("["))
{
JArray array = JArray.Parse(text);
int chanId = array[0].Value <int>();
// Check the ChannelId of the message
if (m_tickerChannelIds.ContainsKey(chanId)) // is this channel id in our TICKER list?
{
string symbol = m_tickerChannelIds[chanId];
JArray ja = array[1] as JArray;
if (ja == null)
{
string msgtype = array[1].Value <string>();
if (msgtype == "hb")
{
//dout("BITFINEX:HEARTBEAT");
}
else
{
ErrorMessage("Bitfinex::WebSocketMessageHandler=> Unknown ticker message type: {0}", msgtype);
}
return;
}
var tim = new TickerMessage(ja);
// TODO: Fire event with this ticker update
cout("BITFINEX Ticker: {0} {1}", symbol, tim.ToString());
return;
}
else if (m_tradeChannelIds.ContainsKey(chanId)) // is this channel id in our TRADE list?
{
string symbol = m_tradeChannelIds[chanId];
JArray ja = array[1] as JArray;
if (ja == null)
{
string msgtype = array[1].Value <string>();
if (msgtype == "hb")
{
//dout("BITFINEX:HEARTBEAT");
}
else if (msgtype == "te")
{
ja = array[2] as JArray;
var trm = new TradeMessage(ja);
// TODO: Fire event with this trade execution
cout("BITFINEX Trade Execution: {0} {1}", symbol, trm.ToString());
}
else if (msgtype == "tu")
{
ja = array[2] as JArray;
var trm = new TradeMessage(ja);
// TODO: Fire event with this trade execution update
cout("BITFINEX Trade Execution Update: {0} {1}", symbol, trm.ToString());
}
else
{
ErrorMessage("Bitfinex::WebSocketMessageHandler=> Unknown trade message type: {0}", msgtype);
}
return;
}
foreach (JArray t in ja)
{
var trm = new TradeMessage(t);
// TODO: Fire event with this trade update
cout("BITFINEX Trade: {0} {1}", symbol, trm.ToString());
}
return;
}
if (array[1] is JArray)
{
JArray book = array[1].Value <JArray>();
if (book[0] is JArray)
{
//m_orderBook.Clear();
for (int i = 0; i < book.Count; ++i)
{
var bookEntry = book[i].Value <JArray>();
float price = bookEntry[0].Value <float>();
int ordersAtLevel = bookEntry[1].Value <int>();
float amount = bookEntry[2].Value <float>();
//cout("{0} {1} {2}", price, ordersAtLevel, amount);
if (ordersAtLevel == 0)
{
m_orderBook.UpdateBid(price.ToString(), 0);
m_orderBook.UpdateAsk(price.ToString(), 0);
}
else
{
if (amount >= 0) // bid
{
m_orderBook.UpdateBid(price.ToString(), amount.ToString());
}
if (amount <= 0) // ask
{
m_orderBook.UpdateAsk(price.ToString(), (-amount).ToString());
}
}
}
FireOrderBookUpdate();
}
else // only contains a SINGLE book entry (a single list containing 3 values)
{
float price = book[0].Value <float>();
int ordersAtLevel = book[1].Value <int>();
float amount = book[2].Value <float>();
//cout("{0} {1} {2}", price, ordersAtLevel, amount);
if (ordersAtLevel == 0)
{
m_orderBook.UpdateBid(price.ToString(), 0);
m_orderBook.UpdateAsk(price.ToString(), 0);
}
else
{
if (amount >= 0) // bid
{
m_orderBook.UpdateBid(price.ToString(), amount.ToString());
}
if (amount <= 0) // ask
{
m_orderBook.UpdateAsk(price.ToString(), (-amount).ToString());
}
}
FireOrderBookUpdate();
}
}
else
{
if (array[1].Type == JTokenType.String && array[1].Value <string>() == "hb")
{
dout("{0} BITFINEX:HEARTBEAT", DateTime.Now.ToString("HH:mm:ss"));
}
else
{
ErrorMessage("BITFINEX: Unknown message: {0}", array[1]);
}
}
}
else
{
JObject msg = JObject.Parse(text);
if (msg["event"] != null)
{
string msgType = msg["event"].Value <string>();
if (msgType == "info")
{
var version = msg["version"];
if (version != null)
{
int iversion = version.Value <int>();
JObject platform = msg["platform"] as JObject;
int status = platform["status"].Value <int>();
dout("BITFINEX: info version={0} status={1}", iversion, status);
}
var code = msg["code"];
if (code != null)
{
int icode = code.Value <int>();
string message = msg["msg"].Value <string>();
dout("BITFINEX: info code={0} message:{1}", icode, message);
}
}
else if (msgType == "subscribed")
{
//dout("BITFINEX: subscribed");
string channel = msg["channel"].Value <string>();
int chanId = msg["chanId"].Value <int>();
string symbol = msg["symbol"].Value <string>();
string pair = msg["pair"].Value <string>();
if (channel == "ticker")
{
m_tickerChannelIds[chanId] = pair;
}
else if (channel == "trades")
{
m_tradeChannelIds[chanId] = pair;
}
else
{
ErrorMessage("Bitfinex::WebSocketMessageHandler=> Unknown channel in 'subscribed' message: {0}", channel);
}
dout("BITFINEX:subscribed channel={0} chanId={1} symbol={2} pair={3}", channel, chanId, symbol, pair);
}
}
else
{
ErrorMessage("Unknown message type: ", Str(msg));
}
}
return;
}
