protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
JToken obj = await MakeJsonRequestAsync<JToken>("/0/public/Depth?pair=" + marketSymbol + "&count=" + maxCount);
return ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(obj[marketSymbol], maxCount: maxCount);
}
protected internal override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)
{
JToken token = await MakeJsonRequestAsync <JToken>("/products/" + symbol + "/book?level=" + (maxCount > 50 ? "0" : "2"));
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token, maxCount: maxCount));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
JToken obj = await MakeJsonRequestAsync <JToken>("/depth?symbol=" + marketSymbol + "&limit=" + maxCount);
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(obj, sequence: "lastUpdateId", maxCount: maxCount));
}
protected override async Task <IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action <ExchangeOrderBook> callback, int maxCount = 20, params string[] marketSymbols)
{
return(await ConnectPublicWebSocketAsync(string.Empty, async (_socket, msg) =>
{
/*
* {{
* "id": "id1",
* "status": "ok",
* "subbed": "market.btcusdt.depth.step0",
* "ts": 1526749164133
* }}
*
*
* {{
* "ch": "market.btcusdt.depth.step0",
* "ts": 1526749254037,
* "tick": {
* "bids": [
* [
* 8268.3,
* 0.101
* ],
* [
* 8268.29,
* 0.8248
* ],
*
* ],
* "asks": [
* [
* 8275.07,
* 0.1961
* ],
*
* [
* 8337.1,
* 0.5803
* ]
* ],
* "ts": 1526749254016,
* "version": 7664175145
* }
* }}
*/
var str = msg.ToStringFromUTF8Gzip();
JToken token = JToken.Parse(str);
if (token["status"] != null)
{
return;
}
else if (token["ping"] != null)
{
await _socket.SendMessageAsync(str.Replace("ping", "pong"));
return;
}
var ch = token["ch"].ToStringInvariant();
var sArray = ch.Split('.');
var marketSymbol = sArray[1].ToStringInvariant();
ExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token["tick"], maxCount: maxCount);
book.MarketSymbol = marketSymbol;
callback(book);
}, async (_socket) =>
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
foreach (string symbol in marketSymbols)
{
long id = System.Threading.Interlocked.Increment(ref webSocketId);
var normalizedSymbol = NormalizeMarketSymbol(symbol);
string channel = $"market.{normalizedSymbol}.depth.step0";
await _socket.SendMessageAsync(new { sub = channel, id = "id" + id.ToStringInvariant() });
}
}));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)
{
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/order_book?currencyPair=" + symbol.UrlEncode() + "&depth=" + maxCount.ToStringInvariant());
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)
{
var token = await MakeRequestOkexAsync(symbol, "/depth.do?symbol=$SYMBOL$");
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token.Item1, maxCount: maxCount));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)
{
JToken token = await MakeJsonRequestAsync <JToken>("/open/orders?symbol=" + symbol + "&limit=" + maxCount);
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token, asks: "SELL", bids: "BUY", maxCount: maxCount));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)
{
JToken token = await MakeBitstampRequestAsync("/order_book/" + symbol);
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token, maxCount: maxCount));
}
protected override IDisposable OnGetOrderBookDeltasWebSocket(Action <ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)
{
if (callback == null || symbols == null || symbols.Length == 0)
{
return(null);
}
return(ConnectWebSocket(string.Empty, (msg, _socket) =>
{
/*
* {[
* {
* "binary": 0,
* "channel": "addChannel",
* "data": {
* "result": true,
* "channel": "ok_sub_spot_bch_btc_depth_5"
* }
* }
* ]}
*
*
*
* {[
* {
* "data": {
* "asks": [
* [
* "8364.1163",
* "0.005"
* ],
*
* ],
* "bids": [
* [
* "8335.99",
* "0.01837999"
* ],
* [
* "8335.9899",
* "0.06"
* ],
* ],
* "timestamp": 1526734386064
* },
* "binary": 0,
* "channel": "ok_sub_spot_btc_usdt_depth_20"
* }
* ]}
*
*/
try
{
JToken token = JToken.Parse(msg.UTF8String());
token = token[0];
var channel = token["channel"].ToStringInvariant();
if (channel.EqualsWithOption("addChannel"))
{
return;
}
var sArray = channel.Split('_');
var symbol = sArray[3] + "_" + sArray[4];
var data = token["data"];
ExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(data, sequence: "timestamp", maxCount: maxCount);
book.Symbol = symbol;
callback(book);
}
catch
{
// TODO: Handle exception
}
}, (_socket) =>
{
if (symbols.Length == 0)
{
symbols = GetSymbols().ToArray();
}
foreach (string symbol in symbols)
{
// subscribe to order book and trades channel for given symbol
string normalizedSymbol = NormalizeSymbol(symbol);
string channel = $"ok_sub_spot_{normalizedSymbol}_depth_{maxCount}";
string msg = $"{{\'event\':\'addChannel\',\'channel\':\'{channel}\'}}";
_socket.SendMessage(msg);
}
}));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
JToken token = await MakeJsonRequestAsync <JToken>("/market/orderbook/level2_" + maxCount + "?symbol=" + marketSymbol);
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token, asks: "asks", bids: "bids", maxCount: maxCount));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
JToken token = await MakeJsonRequestAsync <JToken>("/depth/" + marketSymbol + "?limit=" + maxCount, BaseUrl, null);
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token[marketSymbol]));
}
protected override IDisposable OnGetOrderBookDeltasWebSocket(Action <ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)
{
if (callback == null || symbols == null || symbols.Length == 0)
{
return(null);
}
return(ConnectWebSocket(string.Empty, (msg, _socket) =>
{
/*
* {{
* "id": "id1",
* "status": "ok",
* "subbed": "market.btcusdt.depth.step0",
* "ts": 1526749164133
* }}
*
*
* {{
* "ch": "market.btcusdt.depth.step0",
* "ts": 1526749254037,
* "tick": {
* "bids": [
* [
* 8268.3,
* 0.101
* ],
* [
* 8268.29,
* 0.8248
* ],
*
* ],
* "asks": [
* [
* 8275.07,
* 0.1961
* ],
*
* [
* 8337.1,
* 0.5803
* ]
* ],
* "ts": 1526749254016,
* "version": 7664175145
* }
* }}
*/
try
{
var str = msg.UTF8StringFromGzip();
JToken token = JToken.Parse(str);
if (token["status"] != null)
{
return;
}
else if (token["ping"] != null)
{
_socket.SendMessage(str.Replace("ping", "pong"));
return;
}
var ch = token["ch"].ToStringInvariant();
var sArray = ch.Split('.');
var symbol = sArray[1].ToStringInvariant();
ExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token["tick"], maxCount: maxCount);
book.Symbol = symbol;
callback(book);
}
catch
{
// TODO: Handle exception
}
}, (_socket) =>
{
if (symbols.Length == 0)
{
symbols = GetSymbols().ToArray();
}
// request all symbols, this does not work sadly, only the first is pulled
foreach (string symbol in symbols)
{
long id = System.Threading.Interlocked.Increment(ref webSocketId);
var normalizedSymbol = NormalizeSymbol(symbols[0]);
// subscribe to order book and trades channel for given symbol
string channel = $"market.{normalizedSymbol}.depth.step0";
string msg = $"{{\"sub\":\"{channel}\",\"id\":\"id{id}\"}}";
_socket.SendMessage(msg);
}
}));
}
/// <inheritdoc />
protected async override Task <ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
JToken response = await MakeJsonRequestAsync <JToken>($"/markets/{marketSymbol}/orderbook?depth={maxCount}");
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(response, maxCount: maxCount));
}
protected override async Task <ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
var token = await MakeRequestOkexAsync(marketSymbol, $"/spot/v3/instruments/{marketSymbol}/book", BaseUrlV3);
return(ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token.Item1, maxCount: maxCount));
}