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 <DepthTickUpdateEvent>(data);
_cache[updateEvent.Ch] = updateEvent.Tick;
}
catch (Exception) {
// ignored
}
}
};
webSocket.OnClose += (sender, e) => _cache.Clear();
webSocket.OnError += (sender, e) => WebSocketUtils.CloseWebSocket(webSocket);
webSocket.Connect();
}
public void Decompress_Success()
{
byte[] compressed = GZipDecompresser.Compress("Huobi");
string origin = GZipDecompresser.Decompress(compressed);
Assert.Equal("Huobi", origin);
}
private void WsSourceOnByteDataEvent(WsMessageType msgType, byte[] data)
{
switch (msgType)
{
case WsMessageType.ByteData:
string message = GZipDecompresser.Decompress(data);
_queueMessagesReceivedFromExchange.Enqueue(message);
break;
default:
throw new NotSupportedException(data.ToString());
}
}
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();
}
private void Init()
{
var webSocket = _webSocket = HuobiWebSocketClient.GetWebSocket();
webSocket.OnMessage += (sender, e) => {
var data = GZipDecompresser.Decompress(e.RawData);
if (data.Contains("ping"))
{
(sender as WebSocket)?.Send(data.Replace("ping", "pong"));
}
else
{
try {
var updateEvent = Json.Deserialize <TradeTickUpdateEvent>(data);
if (!_cache.ContainsKey(updateEvent.Ch))
{
_cache[updateEvent.Ch] = new ConcurrentQueue <TradeData>();
}
foreach (var tradeData in updateEvent.Tick.Data)
{
_cache[updateEvent.Ch].Enqueue(tradeData);
}
while (_cache[updateEvent.Ch].Count > 100)
{
_cache[updateEvent.Ch].TryDequeue(out _);
}
}
catch (Exception exception) {
Console.WriteLine(exception);
}
}
};
webSocket.OnClose += (sender, e) => _cache.Clear();
webSocket.OnError += (sender, e) => WebSocketUtils.CloseWebSocket(webSocket);
webSocket.Connect();
}
private void MarketDataSourceOnMessageEvent(WsMessageType msgType, byte[] data)
{
switch (msgType)
{
case WsMessageType.Opened:
break;
case WsMessageType.Closed:
OnDisconnectEvent();
break;
case WsMessageType.ByteData:
string message = GZipDecompresser.Decompress(data);
_queueMarketDataReceivedFromExchange.Enqueue(message);
break;
case WsMessageType.Error:
break;
default:
throw new NotSupportedException("");
}
}
protected override async Task OnBinaryMessage(byte[] data)
{
string json = GZipDecompresser.Decompress(data);
await OnTextMessage(json);
}
