private async Task <SortedDictionary <long, KlineTick> > DoGetTicks(string symbol, Period period)
{
var url = $"https://api.huobi.pro/market/history/kline?period={period.GetId()}&symbol={symbol}&size={Size}";
var kline = await _httpClient.GetStringAsync(url);
var klineHistory = Json.Deserialize <KlineHistory>(kline);
var result = SortedDictionaryFactory.NewSortedDictionary();
foreach (var tick in klineHistory.Data)
{
if (!result.ContainsKey(tick.Id))
{
result[tick.Id] = tick;
}
}
return(result);
}
private void Init()
{
var webSocket = _webSocket = HuobiWebSocketClient.GetWebSocket();
webSocket.OnMessage += (sender, e) => {
var data = GZipDecompresser.Decompress(e.RawData);
if (data.Contains("ping"))
{
webSocket.Send(data.Replace("ping", "pong"));
}
else
{
try {
var updateEvent = Json.Deserialize <TrickUpdateEvent>(data);
if (!_cache.ContainsKey(updateEvent.Ch))
{
lock (this) {
if (!_cache.ContainsKey(updateEvent.Ch))
{
_cache[updateEvent.Ch] = SortedDictionaryFactory.NewSortedDictionary();
}
}
}
var ticks = _cache[updateEvent.Ch];
ticks[updateEvent.Tick.Id] = updateEvent.Tick;
while (ticks.Count > Size)
{
ticks.Remove(ticks.Last().Key);
}
}
catch (Exception) {
// ignored
}
}
};
webSocket.OnClose += (sender, e) => _cache.Clear();
webSocket.OnError += (sender, e) => WebSocketUtils.CloseWebSocket(webSocket);
webSocket.Connect();
}
public List <KlineTick> GetTicks(string symbol, Period period, int size = 200)
{
if (!_symbolsService.Exist(symbol))
{
return(null);
}
var key = GetKey(symbol, period);
if (!_cache.ContainsKey(key))
{
lock (this) {
if (!_cache.ContainsKey(key))
{
var sendData = $"{{\"sub\":\"{key}\",\"id\":\"{Guid.NewGuid()}\"}}";
_webSocket.Send(sendData);
_cache[key] = SortedDictionaryFactory.NewSortedDictionary();
_cache[key] = DoGetTicks(symbol, period).Result;
}
}
}
var ticks = _cache[key].Values;
var result = new List <KlineTick>();
foreach (var tick in ticks)
{
if (result.Count < size)
{
result.Add(tick);
}
else
{
break;
}
}
return(result);
}
