/// <summary>
/// Subscribes to order book updates for a symbol
/// </summary>
/// <param name="symbol">The symbol to subscribe to</param>
/// <param name="precision">The precision of the updates</param>
/// <param name="frequency">The frequency of updates</param>
/// <param name="length">The range for the order book updates, either 25 or 100</param>
/// <param name="handler">The handler for the data</param>
/// <returns></returns>
public async Task <CallResult <UpdateSubscription> > SubscribeToBookUpdatesAsync(string symbol, Precision precision, Frequency frequency, int length, Action <BitfinexOrderBookEntry[]> handler)
{
if (length != 25 && length != 100)
{
return(new CallResult <UpdateSubscription>(null, new ArgumentError("Limit should be either 25 or 100")));
}
var internalHandler = new Action <JToken>(data =>
{
var dataArray = (JArray)data[1];
if (dataArray[0].Type == JTokenType.Array)
{
HandleData("Book snapshot", dataArray, handler);
}
else
{
HandleSingleToArrayData("Book update", dataArray, handler);
}
});
var sub = new BitfinexBookSubscriptionRequest(
symbol,
JsonConvert.SerializeObject(precision, new PrecisionConverter(false)),
JsonConvert.SerializeObject(frequency, new FrequencyConverter(false)),
length);
return(await Subscribe(sub, null, false, internalHandler).ConfigureAwait(false));
}
/// <summary>
/// Subscribes to order book updates for a symbol
/// </summary>
/// <param name="symbol">The symbol to subscribe to</param>
/// <param name="precision">The precision of the updates</param>
/// <param name="frequency">The frequency of updates</param>
/// <param name="length">The range for the order book updates, either 25 or 100</param>
/// <param name="handler">The handler for the data</param>
/// <returns></returns>
public async Task <CallResult <UpdateSubscription> > SubscribeToBookUpdatesAsync(string symbol, Precision precision, Frequency frequency, int length, Action <IEnumerable <BitfinexOrderBookEntry> > handler)
{
symbol.ValidateBitfinexSymbol();
length.ValidateIntValues(nameof(length), 25, 100);
var internalHandler = new Action <JToken>(data =>
{
var dataArray = (JArray)data[1] !;
if (dataArray[0].Type == JTokenType.Array)
{
HandleData("Book snapshot", dataArray, handler);
}
else
{
HandleSingleToArrayData("Book update", dataArray, handler);
}
});
var sub = new BitfinexBookSubscriptionRequest(
symbol,
JsonConvert.SerializeObject(precision, new PrecisionConverter(false)),
JsonConvert.SerializeObject(frequency, new FrequencyConverter(false)),
length);
return(await Subscribe(sub, null, false, internalHandler).ConfigureAwait(false));
}
/// <inheritdoc />
public async Task <CallResult <UpdateSubscription> > SubscribeToOrderBookUpdatesAsync(string symbol, Precision precision, Frequency frequency, int length, Action <DataEvent <IEnumerable <BitfinexOrderBookEntry> > > handler, Action <DataEvent <int> >?checksumHandler = null, CancellationToken ct = default)
{
symbol.ValidateBitfinexSymbol();
length.ValidateIntValues(nameof(length), 25, 100);
if (precision == Precision.R0)
{
throw new ArgumentException("Invalid precision R0, use SubscribeToRawBookUpdatesAsync instead");
}
var internalHandler = new Action <DataEvent <JToken> >(data =>
{
if (data.Data[1]?.ToString() == "cs")
{
// Process
checksumHandler?.Invoke(data.As(data.Data[2] !.Value <int>(), symbol));
}
else
{
var dataArray = (JArray)data.Data[1] !;
if (dataArray.Count == 0)
{
// Empty array
return;
}
if (dataArray[0].Type == JTokenType.Array)
{
HandleData("Book snapshot", dataArray, symbol, data, handler, _bookSerializer);
}
else
{
HandleSingleToArrayData("Book update", dataArray, symbol, data, handler, _bookSerializer);
}
}
});
var sub = new BitfinexBookSubscriptionRequest(
symbol,
JsonConvert.SerializeObject(precision, new PrecisionConverter(false)),
JsonConvert.SerializeObject(frequency, new FrequencyConverter(false)),
length);
return(await _baseClient.SubscribeInternalAsync(this, sub, null, false, internalHandler, ct).ConfigureAwait(false));
}