private string GetAuthMsg(ref bool bIsValid)
{
try
{
long authNonce = BitfinexAuthentication.CreateAuthNonce();
string authPayload = BitfinexAuthentication.CreateAuthPayload(authNonce);
string authSig = BitfinexAuthentication.CreateSignature(authPayload, _apiSecret);
RequestAuth reqAuth = new RequestAuth
{
ApiKey = _apiKey,
AuthNonce = authNonce,
AuthSig = authSig,
AuthPayload = authPayload
};
bIsValid = true;
return(CBitfinexJsonSerializer.SerializeObject(reqAuth));
}
catch (Exception e)
{
Error("Unable gen AuthMsg");
return("");
}
}
public string GetSubscribeTrade(string instrument)
{
RequestSubsribeTrades reqTr = new RequestSubsribeTrades {
Symbol = instrument
};
string msgTrade = CBitfinexJsonSerializer.SerializeObject(reqTr);
return(msgTrade);
}
public void SendPing(int cid = 0)
{
RequestPing rp = new RequestPing {
Cid = cid
};
string msg = CBitfinexJsonSerializer.SerializeObject(rp);
SendMessage(msg);
}
/*
* public void UpdateStock(long chanId, CBookParam newBookParam)
* {
*
* bool bNeedRemove = false;
* long keyRemove = 0;
*
* //if channel changed (for example after disconnect)
* //need to remove old channel first
* foreach (var kvp in _dictBookChanidInstr)
* {
* if (kvp.Value.Instrument == newBookParam.Instrument)
* {
* bNeedRemove = true;
* keyRemove = kvp.Key;
* }
* }
* if (bNeedRemove)
* _dictBookChanidInstr.Remove(keyRemove);
*
*
* _dictBookChanidInstr[chanId] = newBookParam;
*
*
* }
*/
public string GetSubscribeBook(string instrument, int precisionLevel)
{
// int precisionLevel = 1;
RequestSubscribeBook reqBook = new RequestSubscribeBook {
Prec = String.Format("P{0}", precisionLevel),
Symbol = instrument,
Len = precisionLevel == 0 ? "25": "100"
// Len = "100"
};
string msgBook = CBitfinexJsonSerializer.SerializeObject(reqBook);
return(msgBook);
}
private void ProcessResponseError(string rawMsg, ResponseError responseError)
{
string msg = Err.GetFullErrorMessage(responseError);
if (responseError.Code == Err.ERR_SUB_FAIL)
{
ResponseErrorSubscribe res = CBitfinexJsonSerializer.DeserializeObject <ResponseErrorSubscribe>(rawMsg);
msg += " Symbol=" + res.Symbol;
}
Log(msg);
Error(msg);
}
public void ProcessData(string data)
{
LogRaw(data);
if (data[0] == '{') //event message
{
MessageBase mb = CBitfinexJsonSerializer.DeserializeObject <MessageBase>(data);
if (mb.Event == EnmMessageType.Info)
{
ProcessResponseInfo(CBitfinexJsonSerializer.DeserializeObject <ResponseInfo>(data));
}
else if (mb.Event == EnmMessageType.Auth)
{
ProcessResponseAuth(CBitfinexJsonSerializer.DeserializeObject <ResponseAuth>(data));
}
else if (mb.Event == EnmMessageType.Error)
{
ProcessResponseError(data, CBitfinexJsonSerializer.DeserializeObject <ResponseError>(data));
}
else if (mb.Event == EnmMessageType.Subscribed)
{
ResponseSubscribed rs = CBitfinexJsonSerializer.DeserializeObject <ResponseSubscribed>(data);
if (rs.Channel == "book")
{
ResponseSubscribedBook rsb = CBitfinexJsonSerializer.DeserializeObject <ResponseSubscribedBook>(data);
//string instrument = rs.Symbol[0] == 't' ? rs.Symbol.Remove(0, 1) : rs.Symbol;
CBookParams bp = new CBookParams
{
Instrument = rsb.Symbol[0] == 't' ? rsb.Symbol.Remove(0, 1) : rsb.Symbol,
Precision = rsb.Prec
};
//string instrument = rs.Symbol;
UpdateBookChanInstr(rs.ChanId, bp);
}
else if (rs.Channel == "trades")
{
UpdateTradesChanInstr(rs.ChanId, rs.Symbol);
}
}
}
else if (data[0] == '[') //channel data
{
JArray jArr = CBitfinexJsonSerializer.DeserializeObject <JArray>(data);
if (jArr.Count() < 2)
{
Error("Invalid message");
return;
}
long channelId = (int)jArr[0];
string instrument = "";
CBookParams bookParam = null;
if (channelId == _chanIdPersonalData)
{
string evnt = (string)jArr[1];
if (evnt == "ws")
{
ProcessWalletSnapshot(jArr);
}
else if (evnt == "wu")
{
ProcessWalletUpdate(jArr);
}
else if (evnt == "ps")
{
ProcessPositionsSnapshot((JArray)jArr[2]);
}
else if (evnt == "pn")
{
ProcessPositionNew((JArray)jArr[2]);
}
else if (evnt == "pu")
{
ProcessPositionUpdate((JArray)jArr[2]);
}
else if (evnt == "pc")
{
ProcessPositionClose((JArray)jArr[2]);
}
else if (evnt == "os")
{
ProcessOrdersSnapshot((JArray)jArr[2]);
}
else if (evnt == "on")
{
ProcessOrderNew((JArray)jArr[2]);
}
else if (evnt == "ou")
{
ProcessOrderUpdate((JArray)jArr[2]);
}
else if (evnt == "oc")
{
ProcessOrderCancell((JArray)jArr[2]);
}
else if (evnt == "fos")
{
ProcesFundingOrderSnapshot(jArr);
}
else if (evnt == "n")
{
ProcessNotification((JArray)jArr[2]);
}
else if (evnt == "te")
{
ProcessUserTradeExecute((JArray)jArr[2]);
}
else if (evnt == "tu")
{
ProcessUserTradeUpdate((JArray)jArr[2]);
}
else if (evnt == "hb")
{
if (_name.Contains("auth"))
{
ProcessHeartBeatAuth();
}
}
}
else if (GetBookParam(channelId, ref bookParam))
{
if (jArr.Count() == 2)
{
if (IsHeartBeat(jArr[1]))
{
return;
}
JArray arr = (JArray)jArr[1];
if (arr[0].Type == JTokenType.Array)
{
ProcessOrderBookSnapshot(bookParam, arr);
}
else
{
ProcessOrderBookUpdate(bookParam, arr);
}
}
}
else if (GetTradesInst(channelId, ref instrument))
{
if (jArr.Count() == 2)
{
if (IsHeartBeat(jArr[1]))
{
return;
}
ProcessTradesSnapshot(instrument, (JArray)jArr[1]);
}
else if (jArr.Count() == 3)
{
string evnt = (string)jArr[1];
//As we don't need trade id - use te, which must be recieved first,
//not tu using this docs:
// http://blog.bitfinex.com/api/websocket-api-update/
if (evnt == "te")
{
ProcessTradeExecute(instrument, (JArray)jArr[2]);
}
}
}
}
else
{
Error("Websocket. Unknown message");
}
}
