private ExchangeTicker ParseTicker(JToken token)
{
// [{ "TradePairId":100,"Label":"LTC/BTC","AskPrice":0.00006000,"BidPrice":0.02000000,"Low":0.00006000,"High":0.00006000,"Volume":1000.05639978,"LastPrice":0.00006000,"BuyVolume":34455.678,"SellVolume":67003436.37658233,"Change":-400.00000000,"Open": 0.00000500,"Close": 0.00000600, "BaseVolume": 3.58675866,"BaseBuyVolume": 11.25364758, "BaseSellVolume": 3456.06746543 }, ... ]
var symbols = token["Label"].ToStringInvariant().Split('/');
ExchangeTicker ticker = new ExchangeTicker()
{
Id = token["TradePairId"].ToStringInvariant(),
Ask = token["AskPrice"].ConvertInvariant <decimal>(),
Bid = token["BidPrice"].ConvertInvariant <decimal>(),
Last = token["LastPrice"].ConvertInvariant <decimal>(),
// Since we're parsing a ticker for a market, we'll use the volume/baseVolume fields here and ignore the Buy/Sell Volumes
// This is a quess as to ambiguous intent of these fields.
Volume = new ExchangeVolume()
{
BaseSymbol = symbols[0],
ConvertedSymbol = symbols[1],
BaseVolume = token["Volume"].ConvertInvariant <decimal>(),
ConvertedVolume = token["BaseVolume"].ConvertInvariant <decimal>(),
Timestamp = DateTime.UtcNow // No TimeStamp is returned, but Now seems appropriate
}
};
return(ticker);
}
protected override IWebSocket OnGetTickersWebSocket(Action <IReadOnlyCollection <KeyValuePair <string, ExchangeTicker> > > callback)
{
if (callback == null)
{
return(null);
}
Symbols = OnGetSymbolsMetadataAsync().GetAwaiter().GetResult();
symbolDict = Symbols.GroupBy(p => (p.MarketCurrency + p.BaseCurrency).ToLowerInvariant()).ToDictionary(k => k.Key, k => k.FirstOrDefault());
return(ConnectWebSocket(string.Empty, (msg, _socket) =>
{
//消息返回事件
/*
* {"id":"id1","status":"ok","subbed":"market.btcusdt.trade.detail","ts":1527574853489}
*
*
* {{
* "ch": "market.btcusdt.trade.detail",
* "ts": 1527574905759,
* "tick": {
* "id": 8232977476,
* "ts": 1527574905623,
* "data": [
* {
* "amount": 0.3066,
* "ts": 1527574905623,
* "id": 82329774765058180723,
* "price": 7101.81,
* "direction": "buy"
* }
* ]
* }
* }}
*/
try
{
var freshTickers = new Dictionary <string, ExchangeTicker>(StringComparer.OrdinalIgnoreCase);
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];
var tickData = token["tick"];
var id = tickData["id"].ConvertInvariant <long>();
var ticks = tickData["data"];
string marketName = token["ch"].ToStringInvariant().Split('.')[1];
if (!symbolDict.ContainsKey(marketName))
{
return;
}
foreach (JToken tick in ticks)
{
DateTime timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(tick["ts"].ConvertInvariant <long>());
decimal last = tick["price"].ConvertInvariant <decimal>();
decimal volume = tick["amount"].ConvertInvariant <decimal>();
var t = new ExchangeTicker
{
Last = last,
Volume = new ExchangeVolume
{
ConvertedVolume = volume,
ConvertedSymbol = symbolDict[marketName].BaseCurrency,
BaseSymbol = symbolDict[marketName].MarketCurrency,
Timestamp = timestamp
}
};
freshTickers[marketName] = t;
}
callback(freshTickers);
}
catch
{
}
}, (_socket) =>
{
var symbols = GetSymbols().ToArray();
foreach (string symbol in symbols)
{
string normalizedSymbol = NormalizeSymbol(symbol);
long id = Interlocked.Increment(ref webSocketId);
string channel = $"market.{normalizedSymbol}.trade.detail";
string msg = $"{{\"sub\":\"{channel}\",\"id\":\"id{id}\"}}";
_socket.SendMessage(msg);
}
}));
}
protected override IWebSocket OnGetTickersWebSocket(Action <IReadOnlyCollection <KeyValuePair <string, ExchangeTicker> > > callback)
{
if (callback == null)
{
return(null);
}
return(ConnectWebSocket(string.Empty, (msg, _socket) =>
{
/*
# Request
# {'event':'addChannel','channel':'ok_sub_spot_bch_btc_ticker'}
# Response
# [
# {
# "channel": "ok_sub_spot_bch_btc_ticker",
# "data": {
# "high": "10000",
# "vol": "185.03743858",
# "last": "111",
# "low": "0.00000001",
# "buy": "115",
# "change": "101",
# "sell": "115",
# "dayLow": "0.00000001",
# "dayHigh": "10000",
# "timestamp": 1500444626000
# }
# }
# ]
*/
try
{
var freshTickers = new Dictionary <string, ExchangeTicker>(StringComparer.OrdinalIgnoreCase);
JToken token = JToken.Parse(msg.UTF8String());
token = token[0];
var channel = token["channel"].ToStringInvariant();
if (channel.EqualsWithOption("addChannel"))
{
return;
}
var sArray = channel.Split('_');
var marketName = sArray[3] + "_" + sArray[4];
var tickData = token["data"];
DateTime timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(tickData["timestamp"].ConvertInvariant <long>());
decimal last = tickData["last"].ConvertInvariant <decimal>();
decimal volume = tickData["vol"].ConvertInvariant <decimal>();
var t = new ExchangeTicker
{
Last = last,
Volume = new ExchangeVolume
{
ConvertedVolume = volume,
ConvertedSymbol = sArray[4].ToUpperInvariant(),
BaseSymbol = sArray[3].ToUpperInvariant(),
Timestamp = timestamp
}
};
freshTickers[marketName] = t;
callback(freshTickers);
}
catch
{
}
}, (_socket) =>
{
var symbols = GetSymbols().ToArray();
foreach (string symbol in symbols)
{
string normalizedSymbol = NormalizeSymbol(symbol);
string channel = $"ok_sub_spot_{normalizedSymbol}_ticker";
string msg = $"{{\'event\':\'addChannel\',\'channel\':\'{channel}\'}}";
_socket.SendMessage(msg);
}
}));
}
protected override IWebSocket OnGetTickersWebSocket(Action <IReadOnlyCollection <KeyValuePair <string, ExchangeTicker> > > callback)
{
if (callback == null)
{
return(null);
}
Dictionary <int, string> channelIdToSymbol = new Dictionary <int, string>();
return(ConnectWebSocket(string.Empty, (msg, _socket) =>
{
try
{
var timeStamp = DateTime.UtcNow;
JToken token = JToken.Parse(msg.UTF8String());
Debug.WriteLine(token);
if (token["type"].ToStringInvariant() == "hello")
{
/*
* {
* "type": "hello",
* "ts": 1533027469340
* }
*/
var i = 1;
}
else if (token["type"].ToStringInvariant() == "topics")
{
/*
* {
* "id": "1",
* "type": "topics",
* "topics": [
* "ticker.btcusdt"
* ]
* }
*/
var j = 1;
}
else
{
/*
* {
* "ticker": [
* 8069.65,
* 0.0061,
* 8066.0,
* 0.222,
* 8069.65,
* 0.0939,
* 8165.27,
* 8203.94,
* 7860.01,
* 84405.603216565,
* 685600090.31904662
* ],
* "type": "ticker.btcusdt",
* "seq": 161002981
* }
*/
var tick = token["ticker"];
var symbol = token["type"].ToString().Split('.')[1];
List <KeyValuePair <string, ExchangeTicker> > tickerList = new List <KeyValuePair <string, ExchangeTicker> >();
ExchangeTicker ticker = ParseTickerWebSocket(symbol, tick);
ticker.Volume.Timestamp = timeStamp;
if (ticker != null)
{
callback(new KeyValuePair <string, ExchangeTicker>[] { new KeyValuePair <string, ExchangeTicker>(symbol, ticker) });
}
}
}
catch (Exception ex)
{
Debug.WriteLine(ex.Message);
}
}, (_socket) =>
{
var symbols = GetSymbols();
foreach (var symbol in symbols)
{
/* {"cmd":"sub","args":["depth.L100.btcusdt"],"id":"1"} */
long id = Interlocked.Increment(ref webSocketId);
string channel = $"ticker.{symbol}";
string msg = $"{{\"cmd\":\"sub\",\"args\":[\"{channel.ToLowerInvariant()}\"],\"id\":\"{id}\"}}";
_socket.SendMessage(msg);
}
}));
}
// working on it. Hitbtc has extensive support for sockets, including trading
protected override IWebSocket OnGetTickersWebSocket(Action <IReadOnlyCollection <KeyValuePair <string, ExchangeTicker> > > callback)
{
if (callback == null)
{
return(null);
}
Dictionary <int, string> channelIdToSymbol = new Dictionary <int, string>();
return(ConnectWebSocket(string.Empty, (msg, _socket) =>
{
try
{
var timeStamp = DateTime.UtcNow;
JToken token = JToken.Parse(msg.UTF8String());
Debug.WriteLine(token);
if (token["result"].ToStringInvariant() == "true")
{
/*
* {
* "jsonrpc": "2.0",
* "result": true,
* "id": 1
* }
*/
var i = 1;
}
else if (token["type"].ToStringInvariant() == "topics")
{
/*
* {
* "id": "1",
* "type": "topics",
* "topics": [
* "ticker.btcusdt"
* ]
* }
*/
var j = 1;
}
else if (token["method"].ToStringInvariant() == "ticker")
{
/*
* {
* "jsonrpc": "2.0",
* "method": "ticker",
* "params": {
* "ask": "0.054464",
* "bid": "0.054463",
* "last": "0.054463",
* "open": "0.057133",
* "low": "0.053615",
* "high": "0.057559",
* "volume": "33068.346",
* "volumeQuote": "1832.687530809",
* "timestamp": "2017-10-19T15:45:44.941Z",
* "symbol": "ETHBTC"
* }
* }
*/
var tick = token["params"];
var symbol = tick["symbol"].ToStringInvariant();
List <KeyValuePair <string, ExchangeTicker> > tickerList = new List <KeyValuePair <string, ExchangeTicker> >();
ExchangeTicker ticker = ParseTickerWebSocket(symbol, tick);
if (ticker != null)
{
callback(new KeyValuePair <string, ExchangeTicker>[] { new KeyValuePair <string, ExchangeTicker>(symbol, ticker) });
}
}
}
catch (Exception ex)
{
Debug.WriteLine(ex.Message);
}
}, (_socket) =>
{
var symbols = GetSymbols();
foreach (var symbol in symbols)
{
/* {
* "method": "subscribeTicker",
* "params": {
* "symbol": "ETHBTC"
* },
* "id": 123
* } */
long id = Interlocked.Increment(ref webSocketId);
string channel = $"{symbol}";
string msg = $"{{\"method\":\"subscribeTicker\",\"params\":{{\"symbol\":\"{channel}\"}},\"id\":{id}}}";
_socket.SendMessage(msg);
}
}));
}
protected override IWebSocket OnGetTickersWebSocket(Action <IReadOnlyCollection <KeyValuePair <string, ExchangeTicker> > > callback)
{
if (callback == null)
{
return(null);
}
void innerCallback(string json)
{
#region sample json
/*
* {
* Nonce : int,
* Deltas :
* [
* {
* MarketName : string,
* High : decimal,
* Low : decimal,
* Volume : decimal,
* Last : decimal,
* BaseVolume : decimal,
* TimeStamp : date,
* Bid : decimal,
* Ask : decimal,
* OpenBuyOrders : int,
* OpenSellOrders : int,
* PrevDay : decimal,
* Created : date
* }
* ]
* }
*/
#endregion
var freshTickers = new Dictionary <string, ExchangeTicker>(StringComparer.OrdinalIgnoreCase);
JToken token = JToken.Parse(json);
token = token["D"];
foreach (JToken ticker in token)
{
string marketName = ticker["M"].ToStringInvariant();
decimal last = ticker["l"].ConvertInvariant <decimal>();
decimal ask = ticker["A"].ConvertInvariant <decimal>();
decimal bid = ticker["B"].ConvertInvariant <decimal>();
decimal volume = ticker["V"].ConvertInvariant <decimal>();
decimal baseVolume = ticker["m"].ConvertInvariant <decimal>();
DateTime timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(ticker["T"].ConvertInvariant <long>());
var t = new ExchangeTicker
{
Ask = ask,
Bid = bid,
Last = last,
Volume = new ExchangeVolume
{
ConvertedVolume = volume,
ConvertedSymbol = marketName.Split('-')[0],
BaseVolume = baseVolume,
BaseSymbol = marketName.Split('-')[1],
Timestamp = timestamp
}
};
freshTickers[marketName] = t;
}
callback(freshTickers);
}
var client = SocketManager;
return(client.SubscribeToSummaryDeltas(innerCallback));
}
