public WssHelper(CommonLab.TradePair tp, Ticker t, Depth d)
{
_tradingpair = tp.FromSymbol.ToLower() + tp.ToSymbol.ToLower();
_tradinginfo = new TradingInfo(SubscribeTypes.WSS, _tradingpair, tp);
_tradinginfo.t = t;
_tradinginfo.d = d;
Tp = tp;
CheckTread = new Thread(CheckState);
CheckTread.IsBackground = true;
ws = new WebSocket(spotwssurl);
ws.OnOpen += (sender, e) =>
{
LastCommTimeStamp = DateTime.Now;
ws.Send("{'event':'addChannel','channel':'" + _tradingpair + "_ticker'}");
ws.Send("{'event':'addChannel','channel':'" + _tradingpair + "_depth'}");
ws.Send("{'event':'addChannel','channel':'" + _tradingpair + "_trades'}");
if (!CheckTread.IsAlive)
{
CheckTread.Start();
}
};
ws.OnMessage += (sender, e) =>
{
LastCommTimeStamp = DateTime.Now;
if (e.IsText)
{
JObject obj = null;
try
{
obj = JObject.Parse(e.Data);
}
catch
{
Console.WriteLine(e.Data);
return;
}
if (obj.Property("ping") != null)
{
long pong = Convert.ToInt64(obj["ping"].ToString());
ws.Send("{\"pong\": " + pong + "}");
}
if (obj.Property("status") != null)
{
if (obj["status"].ToString() == "error")
{
Exception err = new Exception(obj["err-msg"].ToString());
throw err;
}
}
if (obj.Property("channel") != null)
{
string ch = obj["channel"].ToString();
if (ch.IndexOf("ticker") > 0) //kline数据
{
try
{
JObject ticker = JObject.Parse(obj["ticker"].ToString());
t.High = Convert.ToDouble(ticker["high"].ToString());
t.Low = Convert.ToDouble(ticker["low"].ToString());
t.Last = Convert.ToDouble(ticker["last"].ToString());
t.Sell = Convert.ToDouble(ticker["sell"].ToString());
t.Buy = Convert.ToDouble(ticker["buy"].ToString());
t.Volume = Convert.ToDouble(ticker["vol"].ToString());
t.Open = 0;// Convert.ToDouble(ticker["open"].ToString()); ;// Convert.ToDouble(ticker["open"].ToString());
t.ExchangeTimeStamp = Convert.ToDouble(obj["date"].ToString()) / 1000;
t.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
t.Delay = t.LocalServerTimeStamp - t.ExchangeTimeStamp;
//UpdateTicker(tradingpair, t);
_tradinginfo.t = t;
TradeInfoEvent(_tradinginfo, TradeEventType.TICKER);
}
catch (Exception err)
{
throw err;
}
}
if (ch.IndexOf("depth") > 0) //深度数据
{
JArray jasks = JArray.Parse(obj["asks"].ToString());
_tradinginfo.d.Asks = new List <MarketOrder>();
for (int i = 0; i < jasks.Count; i++)
{
MarketOrder m = new MarketOrder();
m.Price = Convert.ToDouble(JArray.Parse(jasks[i].ToString())[0]);
m.Amount = Convert.ToDouble(JArray.Parse(jasks[i].ToString())[1]);
_tradinginfo.d.AddNewAsk(m);
}
JArray jbids = JArray.Parse(obj["bids"].ToString());
_tradinginfo.d.Bids = new List <MarketOrder>();
for (int i = 0; i < jbids.Count; i++)
{
MarketOrder m = new MarketOrder();
m.Price = Convert.ToDouble(JArray.Parse(jbids[i].ToString())[0]);
m.Amount = Convert.ToDouble(JArray.Parse(jbids[i].ToString())[1]);
_tradinginfo.d.AddNewBid(m);
}
_tradinginfo.d.ExchangeTimeStamp = 0; // Convert.ToDouble(obj["tick"]["ts"]) ;// Convert.ToDouble(obj["timestamp"].ToString());
_tradinginfo.d.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
_tradinginfo.d.Delay = 0; // _tradinginfo.d.LocalServerTimeStamp - _tradinginfo.d.ExchangeTimeStamp;
if ((_tradinginfo.t.Buy != _tradinginfo.d.Bids[0].Price) || (_tradinginfo.t.Sell != _tradinginfo.d.Asks[0].Price))
{
TradeInfoEvent(_tradinginfo, TradeEventType.TICKER);
}
_tradinginfo.t.UpdateTickerBuyDepth(_tradinginfo.d);
TradeInfoEvent(_tradinginfo, TradeEventType.ORDERS);
}
if (ch.IndexOf("trades") > 0) //交易数据
{
JObject trade = JObject.Parse(obj["data"][0].ToString());
_tradinginfo.trade.TradeID = trade["tid"].ToString();
_tradinginfo.trade.Price = Convert.ToDouble(trade["price"].ToString());
_tradinginfo.trade.Amount = Convert.ToDouble(trade["amount"].ToString());
_tradinginfo.trade.ExchangeTimeStamp = Convert.ToDouble(trade["date"].ToString());
_tradinginfo.trade.Type = Trade.GetType(trade["type"].ToString());
_tradinginfo.trade.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
//UpdateTicker(tradingpair, t);
TradeInfoEvent(_tradinginfo, TradeEventType.TRADE);
}
if (ch.IndexOf("detail") > 0) //市场数据
{
}
}
}
};
ws.OnError += (sender, e) =>
{
Thread.Sleep(10000);
CommonLab.Log log = new Log("/log/huobi_wss_err.log");
log.WriteLine(e.Message);
log.WriteLine(e.Exception.StackTrace);
ws.Connect();
};
ws.Connect();
}
public WssHelper(CommonLab.TradePair tp, Ticker t, Depth d)
{
_tradingpair = tp.FromSymbol.ToLower() + "_" + tp.ToSymbol.ToLower();
_tradinginfo = new TradingInfo(SubscribeTypes.WSS, _tradingpair, tp);
_tradinginfo.t = t;
_tradinginfo.d = d;
Tp = tp;
CheckTread = new Thread(CheckState);
CheckTread.IsBackground = true;
ws = new WebSocket(spotwssurl);
ws.OnOpen += (sender, e) =>
{
ws.Send("{'event':'addChannel','channel':'ok_sub_spot_" + _tradingpair + "_ticker'}");
ws.Send("{'event':'addChannel','channel':'ok_sub_spot_" + _tradingpair + "_depth_20'}");
ws.Send("{'event':'addChannel','channel':'ok_sub_spot_" + _tradingpair + "_deals'}");
//if (!CheckTread.IsAlive) CheckTread.Start();
};
ws.OnMessage += (sender, e) => {
if (e.IsText)
{
LastCommTimeStamp = DateTime.Now;
JArray jaraw = JArray.Parse(e.Data);
if (jaraw.Count > 0)
{
JObject robj = JObject.Parse(jaraw[0].ToString());
string[] strs = robj["channel"].ToString().Split('_');
if (strs.Length < 2)
{
return;
}
if (strs[strs.Length - 1] == "ticker")
{
//JObject obj = JObject.Parse(robj["data"].ToString());
try
{
JObject ticker = JObject.Parse(robj["data"].ToString());
t.High = Convert.ToDouble(ticker["high"].ToString());
t.Low = Convert.ToDouble(ticker["low"].ToString());
t.Last = Convert.ToDouble(ticker["last"].ToString());
t.Sell = Convert.ToDouble(ticker["sell"].ToString());
t.Buy = Convert.ToDouble(ticker["buy"].ToString());
t.Volume = Convert.ToDouble(ticker["vol"].ToString());
t.Open = 0;// Convert.ToDouble(ticker["open"].ToString());
t.ExchangeTimeStamp = Convert.ToDouble(ticker["timestamp"].ToString());
t.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
t.Delay = t.LocalServerTimeStamp - t.ExchangeTimeStamp;
//UpdateTicker(tradingpair, t);
_tradinginfo.t = t;
TradeInfoEvent(_tradinginfo, TradeEventType.TICKER);
}
catch (Exception err)
{
Console.WriteLine(err.Message + e.Data);
}
}
else if (strs[strs.Length - 2] == "depth")
{
JObject obj = JObject.Parse(robj["data"].ToString());
try
{
if (obj.Property("asks") != null)
{
_tradinginfo.d.Asks = new List <MarketOrder>();
JArray jasks = JArray.Parse(obj["asks"].ToString());
for (int i = 0; i < jasks.Count; i++)
{
MarketOrder m = new MarketOrder();
m.Price = Convert.ToDouble(JArray.Parse(jasks[i].ToString())[0]);
m.Amount = Convert.ToDouble(JArray.Parse(jasks[i].ToString())[1]);
_tradinginfo.d.AddNewAsk(m);
}
}
}
catch
{ }
try
{
if (obj.Property("bids") != null)
{
JArray jbids = JArray.Parse(obj["bids"].ToString());
_tradinginfo.d.Bids = new List <MarketOrder>();
for (int i = 0; i < jbids.Count; i++)
{
MarketOrder m = new MarketOrder();
m.Price = Convert.ToDouble(JArray.Parse(jbids[i].ToString())[0]);
m.Amount = Convert.ToDouble(JArray.Parse(jbids[i].ToString())[1]);
_tradinginfo.d.AddNewBid(m);
}
}
}
catch
{ }
_tradinginfo.d.ExchangeTimeStamp = Convert.ToDouble(obj["timestamp"].ToString());
_tradinginfo.d.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
_tradinginfo.d.Delay = _tradinginfo.d.LocalServerTimeStamp - _tradinginfo.d.ExchangeTimeStamp;
_tradinginfo.t.UpdateTickerBuyDepth(_tradinginfo.d);
TradeInfoEvent(_tradinginfo, TradeEventType.ORDERS);
}
else if (strs[strs.Length - 1] == "deals")
{
try
{
JArray trade = JArray.Parse((JArray.Parse(robj["data"].ToString()))[0].ToString());
_tradinginfo.trade.TradeID = trade[0].ToString();
_tradinginfo.trade.Price = Convert.ToDouble(trade[1].ToString());
_tradinginfo.trade.Amount = Convert.ToDouble(trade[2].ToString());
_tradinginfo.trade.ExchangeTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(Convert.ToDateTime(trade[3].ToString()));
_tradinginfo.trade.Type = Trade.GetType(trade[4].ToString());
_tradinginfo.trade.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
//UpdateTicker(tradingpair, t);
TradeInfoEvent(_tradinginfo, TradeEventType.TRADE);
}
catch (Exception err)
{
Console.WriteLine(err.Message + e.Data);
}
}
}
}
};
ws.OnError += (sender, e) =>
{
Thread.Sleep(1000);
CommonLab.Log log = new Log("/log/okcoin_wss_err.log");
log.WriteLine(e.Message);
log.WriteLine(e.Exception.StackTrace);
ws.Close();
ws.Connect();
};
ws.Connect();
}
