public static void OnAzMessageReciver(object sender, MessageReceivedEventArgs args)
{
//获取快照数据
if (args.Command == CommandType.MarketDepthData)
{
var model = ProtobufHelper.Deserialize <MarketDepthDto>(args.Message);
DepthDto depthResult = ConvertDepth(model);
Depth.AddOrUpdate(model.Market, depthResult, (key, v) => { return(depthResult); });
}
else if (args.Command == CommandType.MarketDepthDiff)
{
var diffModel = ProtobufHelper.Deserialize <MarketDepthDiff>(args.Message);
//深度无快照，或者快照数据的版本与差异数据起始版本不一致时，重新订阅获取快照
if (!Depth.ContainsKey(diffModel.Market) || Depth[diffModel.Market].Version != diffModel.StartVersion)
{
azWebsocket.SendMarketDepth("eth_btc");
}
else
{
UpdateDepth(diffModel);
}
}
Console.WriteLine("数据更新");
}
/// <summary>
/// 接收消息
/// </summary>
/// <param name="sender"></param>
/// <param name="args"></param>
public void ReceivedMsg(object sender, WebSocket4Net.DataReceivedEventArgs args)
{
var msg = args.Data;
var codeArray = new byte[2] {
msg[0], msg[1]
};
var code = (int)ProtobufHelper.GetCommand(codeArray);
OnMessage?.Invoke(null, new MessageReceivedEventArgs(msg, (CommandType)Enum.Parse(typeof(CommandType), code.ToString())));
}
public void SendMarketDepth(string market)
{
var topicObj = new SubMarketDepth()
{
Market = market,
Limit = 10,
Precision = 5
};
SendSubscribeTopic(ProtobufHelper.Serializer(topicObj, 906));
}
public void SubMarketDepth(string market)
{
var topicObj = new SubMarketDepth()
{
Market = market,
Limit = 10,
Precision = 5
};
topicDic.Add("Depth", ProtobufHelper.Serializer(topicObj, 906));
}
public void SubMarketOrder(string market)
{
var topicObj = new SubMarketOrder()
{
Market = market,
Count = 10,
Subscribe = true
};
topicDic.Add("Order", ProtobufHelper.Serializer(topicObj, 907));
}
public void SubUserOrderInfo(string[] markets)
{
foreach (var market in markets)
{
var topicObj = new LoginToMarket()
{
Market = market
};
topicDic.Add(market + "loginM", ProtobufHelper.Serializer(topicObj, 1000));
}
}
