protected virtual void OnInterpreterProcessedPosition(BitMexWebsocketPosition c)
{
if (InterpreterProcessedPosition != null)
{
InterpreterProcessedPosition(this, c);
}
}
//Update the values of the grid when the object is updated
public void UpdatePositionGrid(object source, BitMexWebsocketPosition p)
{
BindingList <BitMexWebsocketPosition> positions = new BindingList <BitMexWebsocketPosition>();
positions.Add(position);
dgdTrades.DataSource = positions.Select(pos => new { Symbol = pos.Symbol, Leverage = pos.Leverage, Side = pos.Side, Size = pos.CurrentQty, AvgEntryPrice = pos.AvgEntryPrice, LiqPrice = pos.LiquidationPrice }).ToList();
}
//ProcessMessage is called every time a message is received from the Websocket, here the message is interpreted and directed to the correct function
public void ProcessMessage(object source, string message)
{
//The Websocket message contains an update regarding the TRADE subscription
//We get rid of the unnecessary part of the string and deserialise the remaining to obtain an object of BitMexWebsocketPosition type
//In this case we only want the position for XBTUSD so we specify it in the subscribe message
if (message.Contains("\"table\":\"position\""))
{
try
{
string search = "\"data\":";
int i = message.IndexOf(search);
string json = message.Substring(i + search.Length);
json = json.Remove(json.Length - 1);
BitMexWebsocketPosition position = JsonConvert.DeserializeObject <List <BitMexWebsocketPosition> >(json).First();
OnInterpreterProcessedPosition(position);
return;
}
catch (Exception e)
{
ActivityLog.Error("WEBSOCKET INTERPRETER", e.Message);
}
}
//We add this check so that we do not log API Keys in plain text in the log file
if (message.Contains("error") && !message.Contains("authKey"))
{
ActivityLog.Error("WEBSOCKET INTERPRETER", message);
return;
}
//We add this check so that we do not log API Keys in plain text in the log file
if (message.Contains("error") && message.Contains("authKey"))
{
ActivityLog.Error("WEBSOCKET INTERPRETER", "Authentication Failed, Please Check API Keys");
return;
}
}
//When we try to connect to the websocket the objects are instantiated
private void btnConnect_Click(object sender, EventArgs e)
{
try
{
if (btnConnect.Text == "Connect")
{
if (cboWebsocketURL.SelectedIndex != 1 && cboWebsocketURL.SelectedIndex != 0)
{
return;
}
string apiKey = "";
string apiSecret = "";
if (websocketClient == null || !websocketClient.GetIsConnected())
{
if (chkAuthenticate.Checked)
{
apiKey = txtAPIKey.Text;
apiSecret = txtAPISecret.Text;
}
websocketClient = new BitMexWebsocketClient(new Uri(cboWebsocketURL.Text), apiKey, apiSecret);
websocketInterpreter = new BitMexWebsocketInterpreter();
position = new BitMexWebsocketPosition();
DelegateManagement();
}
websocketClient.Connect();
}
if (btnConnect.Text == "Disconnect")
{
websocketClient.Disconnect();
websocketClient = null;
}
}
catch (Exception ex)
{
ActivityLog.Error("FORM", ex.Message);
}
}
