/// <summary> /// sub depth /// </summary> /// <param name="contractCode"></param> /// <param name="type"></param> /// <param name="callbackFun"></param> /// <param name="id"></param> public void SubDepth(string contractCode, string type, _OnSubDepthResponse callbackFun, string id = _DEFAULT_ID) { string ch = $"market.{contractCode}.depth.{type}"; WSSubData subData = new WSSubData() { sub = ch, id = id }; Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubDepthResponse)); }
/// <summary> /// sub incrementa depth /// </summary> /// <param name="contractCode"></param> /// <param name="size"></param> /// <param name="callbackFun"></param> /// <param name="id"></param> public void SubIncrementalDepth(string contractCode, string size, _OnSubDepthResponse callbackFun, string id = _DEFAULT_ID) { string ch = $"market.{contractCode}.depth.size_{size}.high_freq"; WSSubData subData = new WSSubData() { sub = ch, id = id, dataType = "incremental" }; Sub(JsonConvert.SerializeObject(subData), ch, callbackFun, typeof(SubDepthResponse)); }
/// <summary> /// sub incrementa depth /// </summary> /// <param name="contractCode"></param> /// <param name="size"></param> /// <param name="callbackFun"></param> /// <param name="id"></param> public void SubIncrementalDepth(string contractCode, string size, _OnSubDepthResponse callbackFun, string id = WebSocketOp.DEFAULT_ID) { string ch = $"market.{contractCode}.depth.size_{size}.high_freq"; WSSubData subData = new WSSubData() { sub = ch, id = id, dataType = "incremental" }; string sub_str = JsonConvert.SerializeObject(subData); WebSocketOp wsop = new WebSocketOp(this.path, sub_str, callbackFun, typeof(SubDepthResponse), true, this.host); wsop.Connect(); }
/// <summary> /// sub depth /// </summary> /// <param name="symbol"></param> /// <param name="type"></param> /// <param name="callbackFun"></param> public void SubDepth(string symbol, string type, _OnSubDepthResponse callbackFun) { string ch = $"market.{symbol}.depth.{type}"; WSSubData subData = new WSSubData() { sub = ch }; string sub_str = JsonConvert.SerializeObject(subData); WebSocketOp wsop = new WebSocketOp(this.path, sub_str, callbackFun, typeof(SubDepthResponse), true, this.host); wsop.Connect(); }