public async Task SubscribeTicker()
{
if (!_subscriptions.ContainsKey(SUBJ_TICKER))
{
await _wampChannelOpenTask;
var subscriber = new TickSubscriber();
subscriber.OnTickerUpdate += (s, e) =>
{
_tickers[e.Symbol] = e;
OnTickerUpdate?.Invoke(this, e);
};
var obj = await _wampChannel.RealmProxy.Services.RegisterSubscriber(subscriber);
_subscriptions[SUBJ_TICKER] = obj;
}
}
private void _webSocket_MessageReceived(object sender, MessageReceivedEventArgs e)
{
var message = JsonConvert.DeserializeObject <JArray>(e.Message);
if (message.Count == 0 || message[0].Type != JTokenType.Integer)
{
return;
}
var msgCode = message[0].Value <int>();
switch (msgCode)
{
case MessageHelper.Heartbeat:
break;
case MessageHelper.AccountNotifications:
break;
case MessageHelper.TickerData:
if (message.Count > 2)
{
for (int i = 2; i < message.Count; i++)
{
if (message[i].Type != JTokenType.Array && message[i].HasValues)
{
continue;
}
var tick = TickData.TickDataFromMessage(message[i].Values());
if (tick != null)
{
OnTickerUpdate?.Invoke(this, tick.ToQuote());
}
}
}
break;
default:
//MessageHelper.ExchangeVolume24Hours:
break;
}
}
public void OnMessage(string currencyPair, decimal last, decimal lowestAsk, decimal highestBid, decimal percentChange,
decimal baseVolume, decimal quoteVolume, byte isFrozen, decimal dayHigh, decimal dayLow)
{
var quote = new Quote
{
Symbol = CurrencyPair.Parse(currencyPair),
Last = last,
Ask = lowestAsk,
Bid = highestBid,
PercentChange = percentChange,
BaseVolume = baseVolume,
Volume = quoteVolume,
IsFrozenValue = isFrozen
};
OnTickerUpdate?.Invoke(this, quote);
}
public async Task <CallResult <UpdateSubscription> > SubscribeAsync <TParams>(HitBtcSocketSubscribeBaseRequest <TParams> subscribeRequest)
{
var dataHandler = new Action <string>(data =>
{
var token = JToken.Parse(data);
var method = (string)token["method"];
HitBtcSocketEvent responseType;
if (!mappedResponses.TryGetValue(method, out responseType))
{
log.Write(LogVerbosity.Warning, $"Unknown response method [{method}] update catched at data {data}");
return;
}
switch (responseType)
{
case HitBtcSocketEvent.OrderBookUpdated:
{
var result = Deserialize <HitBtcSocketOrderBookEvent>(token, false);
if (result.Success)
{
OnOrderBookUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.OrderbookFullSnapshot:
{
var result = Deserialize <HitBtcSocketOrderBookEvent>(token, false);
if (result.Success)
{
OnOrderBookSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TradesSnapshot:
{
var result = Deserialize <HitBtcSocketTradesEvent>(token, false);
if (result.Success)
{
OnTradesSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TradesUpdated:
{
var result = Deserialize <HitBtcSocketTradesEvent>(token, false);
if (result.Success)
{
OnTradesUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TickerUpdated:
{
var result = Deserialize <HitBtcSocketTickerEvent>(token, false);
if (result.Success)
{
OnTickerUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.CandlesSnapshot:
{
var result = Deserialize <HitBtcSocketCandlesEvent>(token, false);
if (result.Success)
{
OnCandlesSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.CandlesUpdated:
{
var result = Deserialize <HitBtcSocketCandlesEvent>(token, false);
if (result.Success)
{
OnCandlesUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.ActiveOrdersSnapshot:
{
var result = Deserialize <HitBtcSocketActiveOrdersReportEvent>(token, false);
if (result.Success)
{
OnActiveOrdersSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.OrderUpdated:
{
var result = Deserialize <HitBtcSocketOrderReportEvent>(token, false);
if (result.Success)
{
OnOrderUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginOrdersSnapshot:
{
var result = Deserialize <HitBtcSocketMarginActiveOrdersReportEvent>(token, false);
if (result.Success)
{
OnMarginActiveOrdersSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginOrderUpdated:
{
var result = Deserialize <HitBtcSocketMarginOrderReportEvent>(token, false);
if (result.Success)
{
OnMarginOrderUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginAccountsSnapshot:
{
var result = Deserialize <HitBtcSocketMarginAccountsEvent>(token, false);
if (result.Success)
{
OnMarginAccountsSnapshot?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.MarginAccountUpdated:
{
var result = Deserialize <HitBtcSocketMarginAccountReportEvent>(token, false);
if (result.Success)
{
OnMarginAccountUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
case HitBtcSocketEvent.TransactionUpdated:
{
var result = Deserialize <HitBtcSocketAccountTransactionEvent>(token, false);
if (result.Success)
{
OnAccountTransactionUpdate?.Invoke(result.Data);
}
else
{
log.Write(LogVerbosity.Warning, "Couldn't deserialize data received from stream: " + result.Error);
}
break;
}
default:
log.Write(LogVerbosity.Warning, $"Catched unknown method update: {data}");
break;
}
});
return(await Subscribe(BaseAddress + subscribeRequest.EndpointSuffix, subscribeRequest, null, subscribeRequest.EndpointSuffix != MarketDataUrlSuffix, dataHandler));
}