public async Task SubscribeOrderBook(string symbol, int limit, Action <OrderBookEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
var kucoinClient = new KucoinSocketClient();
CallResult <UpdateSubscription> result = null;
try
{
result = await kucoinClient.SubscribeToAggregatedOrderBookUpdatesAsync(symbol, async data =>
{
if (cancellationToken.IsCancellationRequested)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
return;
}
var orderBook = new OrderBook
{
Symbol = data.Symbol,
Exchange = Exchange.Kucoin,
FirstUpdateId = data.SequenceStart,
LastUpdateId = data.SequenceEnd
};
orderBook.Asks = (from ask in data.Changes.Asks select new OrderBookPriceLevel {
Id = ask.Sequence, Price = ask.Price, Quantity = ask.Quantity
}).ToList();
orderBook.Bids = (from bid in data.Changes.Bids select new OrderBookPriceLevel {
Id = bid.Sequence, Price = bid.Price, Quantity = bid.Quantity
}).ToList();
try
{
callback.Invoke(new OrderBookEventArgs {
OrderBook = orderBook
});
}
catch (Exception ex)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
exception.Invoke(ex);
kucoinClient.Dispose();
return;
}
}).ConfigureAwait(false);
}
catch (Exception)
{
if (result != null)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
}
throw;
}
}
public async Task SubscribeStatistics(IEnumerable <string> symbols, Action <StatisticsEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
var kucoinSocketClient = new KucoinSocketClient();
CallResult <UpdateSubscription> result = null;
try
{
var kucoinClient = new KucoinClient();
foreach (var symbol in symbols)
{
result = await kucoinSocketClient.SubscribeToSnapshotUpdatesAsync(symbol, async data =>
{
if (cancellationToken.IsCancellationRequested)
{
await kucoinSocketClient.Unsubscribe(result.Data).ConfigureAwait(false);
return;
}
try
{
var symbolStats = new SymbolStats
{
Symbol = data.Symbol,
Exchange = Exchange.Kucoin,
CloseTime = data.Timestamp,
Volume = data.Volume,
LowPrice = data.Low,
HighPrice = data.High,
LastPrice = data.LastPrice,
PriceChange = data.ChangePrice,
PriceChangePercent = data.ChangePercentage * 100
};
callback.Invoke(new StatisticsEventArgs {
Statistics = new[] { symbolStats }
});
}
catch (Exception ex)
{
await kucoinSocketClient.Unsubscribe(result.Data).ConfigureAwait(false);
exception.Invoke(ex);
return;
}
});
}
}
catch (Exception)
{
if (result != null)
{
await kucoinSocketClient.Unsubscribe(result.Data).ConfigureAwait(false);
}
throw;
}
}
public async Task SubscribeAccountInfo(User user, Action <AccountInfoEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
if (user == null)
{
throw new ArgumentNullException(nameof(user));
}
var localUser = user;
var kucoinClient = new KucoinSocketClient(new KucoinSocketClientOptions {
ApiCredentials = new KucoinApiCredentials(user.ApiKey, user.ApiSecret, user.ApiPassPhrase)
});
CallResult <UpdateSubscription> result = null;
try
{
result = await kucoinClient.SubscribeToBalanceChangesAsync(async data =>
{
if (cancellationToken.IsCancellationRequested)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
return;
}
var accountInfo = await GetAccountInfoAsync(localUser, cancellationToken).ConfigureAwait(false);
try
{
callback.Invoke(new AccountInfoEventArgs {
AccountInfo = accountInfo
});
}
catch (Exception ex)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
exception.Invoke(ex);
kucoinClient.Dispose();
return;
}
}).ConfigureAwait(false);
}
catch (Exception)
{
if (result != null)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
}
throw;
}
}
public override void SetupConnector()
{
this.Client = new KucoinClient(new KucoinClientOptions()
{
ApiCredentials = new KucoinApiCredentials(
this.InParameters["apiKey"].GetValue().ToString(),
this.InParameters["apiSecret"].GetValue().ToString(),
this.InParameters["apiPassphrase"].GetValue().ToString())
});
this.SocketClient = new KucoinSocketClient();
this.Next();
}
public async Task SubscribeTrades(string symbol, int limit, Action <TradeEventArgs> callback, Action <Exception> exception, CancellationToken cancellationToken)
{
var kucoinClient = new KucoinSocketClient();
CallResult <UpdateSubscription> result = null;
try
{
bool initialising = true;
result = await kucoinClient.SubscribeToTradeUpdatesAsync(symbol, async data =>
{
if (cancellationToken.IsCancellationRequested)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
return;
}
try
{
if (initialising)
{
var initialiTrades = await GetTradesAsync(symbol, limit, cancellationToken).ConfigureAwait(false);
callback.Invoke(new TradeEventArgs {
Trades = initialiTrades
});
initialising = false;
}
else
{
var trade = new Trade
{
Id = data.Sequence,
Exchange = Exchange.Kucoin,
Symbol = data.Symbol,
Price = data.Price,
Time = data.Timestamp,
Quantity = data.Quantity
};
callback.Invoke(new TradeEventArgs {
Trades = new[] { trade }
});
}
}
catch (Exception ex)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
exception.Invoke(ex);
return;
}
}).ConfigureAwait(false);
}
catch (Exception)
{
if (result != null)
{
await kucoinClient.Unsubscribe(result.Data).ConfigureAwait(false);
kucoinClient.Dispose();
}
throw;
}
}