public async Task ReceiveOrderBook()
{
await _clientWebSocket.ConnectAsync();
var info = await _clientWebSocket.GetResponseAsync();
Assert.NotNull(info);
var request = new SubscribeRequest
{
Event = "subscribe",
Channel = "book",
Pair = "BTCUSD",
Prec = "R0"
};
await _clientWebSocket.SendRequestAsync(request);
var successfull = await _clientWebSocket.GetResponseAsync();
var respose = JsonConvert.DeserializeObject <SubscribedResponse>(successfull);
var snapshot = await _clientWebSocket.GetResponseAsync();
var obsh = OrderBookSnapshotResponse.Parse(snapshot);
var update = await _clientWebSocket.GetResponseAsync();
var upd = OrderBookUpdateResponse.Parse(update);
Assert.NotNull(respose);
}
public async Task ReceiveOrderBook()
{
await _clientWebSocket.ConnectAsync(CancellationToken.None);
var info = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
Assert.NotNull(info);
var request = SubscribeOrderBooksRequest.BuildRequest("BTCUSD", "", "R0");
await _clientWebSocket.SendRequestAsync(request, CancellationToken.None);
var successfull = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
var respose = JsonConvert.DeserializeObject <SubscribedResponse>(successfull);
var snapshot = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
OrderBookSnapshotResponse.Parse(snapshot);
var update = await _clientWebSocket.GetResponseAsync(CancellationToken.None);
OrderBookUpdateResponse.Parse(update);
Assert.NotNull(respose);
}
private async Task <dynamic> GetResponse()
{
var json = await Messenger.GetResponseAsync(CancellationToken);
var result = EventResponse.Parse(json) ??
TickerResponse.Parse(json) ??
OrderBookSnapshotResponse.Parse(json) ??
(dynamic)OrderBookUpdateResponse.Parse(json) ??
HeartbeatResponse.Parse(json);
return(result);
}
private IEnumerable <OrderBookLevelBulk> ConvertDiff(OrderBookUpdateResponse update)
{
var converted = ConvertLevels(update.ProductId, update.Changes);
var group = converted.GroupBy(RecognizeAction).ToArray();
foreach (var actionGroup in group)
{
var bulk = new OrderBookLevelBulk(actionGroup.Key, actionGroup.ToArray(), CryptoOrderBookType.L2);
FillBulk(update, bulk);
yield return(bulk);
}
}
private IEnumerable <OrderBookLevelBulk> ConvertDiff(OrderBookUpdateResponse update)
{
var convertedBids = ConvertLevels(update.Market, update.Data.Asks);
var convertedAsks = ConvertLevels(update.Market, update.Data.Bids);
var converted = convertedAsks.Concat(convertedBids);
var group = converted.GroupBy(RecognizeAction).ToArray();
foreach (var actionGroup in group)
{
var bulk = new OrderBookLevelBulk(actionGroup.Key, actionGroup.ToArray(), CryptoOrderBookType.L2);
FillBulk(update, bulk);
yield return(bulk);
}
}
private async Task HandleResponse(OrderBookUpdateResponse response)
{
var orderBookItem = BitfinexModelConverter.ToOrderBookItem(response);
var pair = _channels[response.ChannelId].Pair;
response.Pair = pair;
if (response.Price == 0)
{
await HandleOrdersEventsAsync(response.Pair,
OrderBookEventType.Delete, new[] { orderBookItem });
}
else
{
await HandleOrdersEventsAsync(response.Pair,
OrderBookEventType.Add, new[] { orderBookItem });
}
}
private bool HandleObjectMessage(string msg)
{
// ********************
// ADD OBJECT HANDLERS BELOW
// ********************
//var response = FtxJsonSerializer.Deserialize<JObject>(msg);
return
(SubscribedResponse.TryHandle(msg, Streams.SubscribedSubject) ||
ErrorResponse.TryHandle(msg, Streams.ErrorSubject) ||
PongResponse.TryHandle(msg, Streams.PongSubject) ||
TickerResponse.TryHandle(msg, Streams.TickerSubject) ||
OrderBookUpdateResponse.TryHandle(msg, Streams.OrderBookUpdateSubject, "update") ||
OrderBookSnapshotResponse.TryHandle(msg, Streams.OrderBookSnapshotSubject, "partial") ||
// MarketsUpdateResponse.TryHandle(msg, Streams.MarketsUpdateSubject, "update") ||
// MarketsSnapshotResponse.TryHandle(msg, Streams.MarketsSnapshotSubject, "partial") ||
MarketsResponse.TryHandle(msg, Streams.MarketsSubject) ||
TradeResponse.TryHandle(msg, Streams.TradesSubject) ||
OrdersResponse.TryHandle(msg, Streams.OrdersSubject) ||
FillsResponse.TryHandle(msg, Streams.FillsSubject));
}
private bool HandleObjectMessage(string msg)
{
var response = CoinbaseJsonSerializer.Deserialize <JObject>(msg);
// ********************
// ADD OBJECT HANDLERS BELOW
// ********************
return
(HeartbeatResponse.TryHandle(response, Streams.HeartbeatSubject) ||
TradeResponse.TryHandle(response, Streams.TradesSubject) ||
OrderBookUpdateResponse.TryHandle(response, Streams.OrderBookUpdateSubject) ||
OrderBookSnapshotResponse.TryHandle(response, Streams.OrderBookSnapshotSubject) ||
TickerResponse.TryHandle(response, Streams.TickerSubject) ||
ErrorResponse.TryHandle(response, Streams.ErrorSubject) ||
SubscribeResponse.TryHandle(response, Streams.SubscribeSubject) ||
false);
}
private void HandleBook(OrderBookUpdateResponse update)
{
BufferData(update);
}
