unsafe private void onTradesHandler(ulong tradeBuffLen, IntPtr marketStr)
{
var market = CString.ToString(marketStr);
FreeString(marketStr);
var tradesList = new List <Trade>();
for (int i = 0; i < (int)tradeBuffLen; i++)
{
tradesList.Add(subTradesBuff[i].ToTrade());
subTradesBuff[i].Dispose();
}
if (!onTradesCbs.ContainsKey(market))
{
return;
}
var trades = new TradesResponse(market, tradesList);
this.onTradesCbs.TryGetValue(market, out var callbacks);
foreach (var callback in callbacks)
{
callback(trades);
}
}
public AskBid ToAskBid()
{
return(new AskBid(
CString.ToString(this.price),
CString.ToString(this.qty)
));
}
public Balance ToBalance()
{
return(new Balance(
CString.ToString(this.asset),
CString.ToString(this.total),
CString.ToString(this.free)
));
}
public MarketPair ToMarketPair()
{
return(new MarketPair(
CString.ToString(this.baseSymbol),
CString.ToString(this.quote),
CString.ToString(this.symbol),
CString.ToString(this.baseIncrement),
CString.ToString(this.quoteIncrement),
CString.ToString(this.baseMinPrice),
CString.ToString(this.quoteMinPrice)
));
}
public Trade ToTrade()
{
return(new Trade(
CString.ToString(this.id),
CString.ToString(this.buyerOrderId),
CString.ToString(this.sellerOrderId),
CString.ToString(this.marketPair),
CString.ToString(this.price),
CString.ToString(this.qty),
CString.ToString(this.fees),
this.side,
this.liquidity,
this.createdAt
));
}
public Order ToOrder()
{
return(new Order(
CString.ToString(this.id),
CString.ToString(this.marketPair),
CString.ToString(this.clientOrderId),
this.createdAt,
this.orderType,
this.side,
this.status,
CString.ToString(this.size),
CString.ToString(this.price),
CString.ToString(this.remaining)
));
}
unsafe private void onOrderbookHandler(ulong bidActualValueLen, ulong askActualValueLen, IntPtr marketStr, ulong lastUpdateId, ulong updateId)
{
var market = CString.ToString(marketStr);
FreeString(marketStr);
var bidsList = new List <AskBid>();
var asksList = new List <AskBid>();
for (int i = 0; i < (int)bidActualValueLen; i++)
{
bidsList.Add(subBidsBuff[i].ToAskBid());
subBidsBuff[i].Dispose();
}
for (int i = 0; i < (int)askActualValueLen; i++)
{
asksList.Add(subAsksBuff[i].ToAskBid());
subAsksBuff[i].Dispose();
}
if (!onOrderbookCbs.ContainsKey(market))
{
return;
}
var latestOrderbook = new OrderbookResponse(
market,
asksList,
bidsList,
lastUpdateId,
updateId
);
this.onOrderbookCbs.TryGetValue(market, out var callbacks);
foreach (var callback in callbacks)
{
callback(latestOrderbook);
}
}
unsafe public IEnumerable <string> CancelAllOrders(string market)
{
var orders = new IntPtr[1024];
var ordersLen = orders.Length;
var cancelledOrdersList = new List <String>();
fixed(IntPtr *orderBuff = orders.AsSpan())
{
handleResult(ExchangeClient.CancelAllOrders(
_client_handle,
market,
(IntPtr)orderBuff, (UIntPtr)ordersLen, out var actualLen
));
for (int i = 0; i < (int)actualLen; i++)
{
cancelledOrdersList.Add(CString.ToString(orders[i]));
ExchangeClient.FreeString(orders[i]);
}
}
return(cancelledOrdersList);
}
private void handleResult(FFIResult result)
{
string message = "Unknown error";
if (result.message.ToInt64() != 0)
{
message = CString.ToString(result.message);
FreeString(result.message);
}
switch (result.tag)
{
case ResultTag.Ok: return;
case ResultTag.InvalidArgument:
throw new ArgumentException(message);
case ResultTag.BinanceError:
throw new BinanceError(message);
case ResultTag.CoinbaseError:
throw new CoinbaseError(message);
case ResultTag.NashProtocolError:
throw new NashProtocolError(message);
case ResultTag.MissingImplementation:
throw new MissingImplementation(message);
case ResultTag.AssetNotFound:
throw new AssetNotFound(message);
case ResultTag.NoApiKeySet:
throw new NoApiKeySet(message);
case ResultTag.InternalServerError:
throw new InternalServerError(message);
case ResultTag.ServiceUnavailable:
throw new ServiceUnavailable(message);
case ResultTag.Unauthorized:
throw new Unauthorized(message);
case ResultTag.SymbolNotFound:
throw new SymbolNotFound(message);
case ResultTag.SocketError:
throw new SocketError(message);
case ResultTag.GetTimestampFailed:
throw new GetTimestampFailed(message);
case ResultTag.ReqError:
throw new ReqError(message);
case ResultTag.InvalidHeaderError:
throw new InvalidHeaderError(message);
case ResultTag.InvalidPayloadSignature:
throw new InvalidPayloadSignature(message);
case ResultTag.IoError:
throw new IoError(message);
case ResultTag.PoisonError:
throw new PoisonError(message);
case ResultTag.JsonError:
throw new JsonError(message);
case ResultTag.ParseFloatError:
throw new ParseFloatError(message);
case ResultTag.UrlParserError:
throw new UrlParserError(message);
case ResultTag.Tungstenite:
throw new Tungstenite(message);
case ResultTag.TimestampError:
throw new TimestampError(message);
case ResultTag.UnkownResponse:
throw new UnkownResponse(message);
case ResultTag.NotParsableResponse:
throw new NotParsableResponse(message);
case ResultTag.MissingParameter:
throw new MissingParameter(message);
case ResultTag.WebSocketMessageNotSupported:
throw new WebSocketMessageNotSupported(message);
}
}