public async Task <IWebSocket> GetWebsocketKlines(IEnumerable <string> streamTickers, KlineInterval interval)
{
string combined = string.Join("/", streamTickers.Select(s => s.ToLower() + "@" + interval.ToString()));
return(await api.ConnectWebSocketAsync($"/stream?streams={combined}", (_socket, msg) =>
{
string json = msg.ToStringFromUTF8();
//logger.Trace($"Kline Data:{json}");
var klinedata = JsonConvert.DeserializeObject <KlineStream>(json);
DateTime dt = CryptoUtility.ParseTimestamp(klinedata.Data.EventTime, TimestampType.UnixMilliseconds);
/*
* logger.Trace($"EventTime:" + dt);
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.OpenTimestamp}");
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.Open}:{klinedata.Data.kline.High}:{klinedata.Data.kline.Low}:{klinedata.Data.kline.Close}");
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.BaseVolume}:{klinedata.Data.kline.QuoteVolume}");
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.TakerBaseVolume}:{klinedata.Data.kline.TakerQuoteVolume}");
*/
if (klinedata.Data.kline.kLineClosed == true)
{
/*
* logger.Trace($"EventTime:" + dt);
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.OpenTimestamp}");
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.Open}:{klinedata.Data.kline.High}:{klinedata.Data.kline.Low}:{klinedata.Data.kline.Close}");
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.BaseVolume}:{klinedata.Data.kline.QuoteVolume}");
* logger.Trace($"KLineData:{klinedata.Data.kline.kLineClosed}:{klinedata.Data.MarketSymbol}:{klinedata.Data.kline.TakerBaseVolume}:{klinedata.Data.kline.TakerQuoteVolume}");
*/
MarketCandle candle = new MarketCandle();
candle.OpenPrice = klinedata.Data.kline.Open;
candle.HighPrice = klinedata.Data.kline.High;
candle.LowPrice = klinedata.Data.kline.Low;
candle.ClosePrice = klinedata.Data.kline.Close;
candle.PeriodSeconds = (int)interval;
candle.BaseCurrencyVolume = (double)klinedata.Data.kline.BaseVolume;
candle.QuoteCurrencyVolume = (double)klinedata.Data.kline.QuoteVolume;
/*
* candle.BaseCurrencyVolume = (double)klinedata.Data.kline.TakerBaseVolume;
* candle.QuoteCurrencyVolume = (double)klinedata.Data.kline.TakerQuoteVolume;
*/
candle.Timestamp = klinedata.Data.kline.OpenTimestamp;
if (!TickerKLines.ContainsKey(klinedata.Data.MarketSymbol))
{
TickerKLines[klinedata.Data.MarketSymbol] = new List <MarketCandle>();
}
TickerKLines[klinedata.Data.MarketSymbol].Add(candle);
}
/*
* string marketSymbol = update.Data.MarketSymbol;
* ExchangeOrderBook book = new ExchangeOrderBook { SequenceId = update.Data.FinalUpdate, MarketSymbol = marketSymbol, LastUpdatedUtc = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(update.Data.EventTime) };
* foreach (List<object> ask in update.Data.Asks)
* {
* var depth = new ExchangeOrderPrice { Price = ask[0].ConvertInvariant<decimal>(), Amount = ask[1].ConvertInvariant<decimal>() };
* book.Asks[depth.Price] = depth;
* }
* foreach (List<object> bid in update.Data.Bids)
* {
* var depth = new ExchangeOrderPrice { Price = bid[0].ConvertInvariant<decimal>(), Amount = bid[1].ConvertInvariant<decimal>() };
* book.Bids[depth.Price] = depth;
* }
* callback(book);
*/
return Task.CompletedTask;
}, (_sock) =>
{
logger.Trace("KLine socket connected");
return Task.CompletedTask;
}));
}
