public WebsocketClient(Network network)
{
var networkEnv = BinanceEnvironment.GetEnvironment(network);
_ws = new WebSocket(networkEnv.WssApiAddress);
_ws.SslConfiguration.EnabledSslProtocols = System.Security.Authentication.SslProtocols.Tls12;
_ws.EmitOnPing = true;
_ws.OnMessage += _ws_OnMessage;
_ws.OnError += _ws_OnError;
BlockHeight = new BlockHeight(this);
AllMiniTicker = new AllMiniTicker(this);
IndividualMiniTicker = new IndividualMiniTicker(this);
AllTicker = new AllTicker(this);
IndividualTicker = new IndividualTicker(this);
Klines = new Klines(this);
BookDepth = new BookDepth(this);
DiffDepth = new DiffDepth(this);
Trades = new Trades(this);
Transfer = new Transfer(this);
Account = new Account(this);
Orders = new Orders(this);
}
public void GetHistory(Storage storageInstance)
{
if (gettingHistory)
{
updateHistoryWhenFinished = true;
return;
}
gettingHistory = true;
DateTime now = DateTime.UtcNow;
if (string.IsNullOrWhiteSpace(MACDStatus))
{
MACDStatus = "Aquiring";
}
if (string.IsNullOrWhiteSpace(RSIStatus))
{
RSIStatus = "Aquiring";
}
int haveAtleastThisManyKlines = 72;
//Only get as much history as we need
//default total klines
int desiredLookBack;
if (Klines == null || Klines.Count == 0 || Klines.Count < haveAtleastThisManyKlines)
{
// We have no klines, go get some
desiredLookBack = haveAtleastThisManyKlines;
}
else
{
//We have klines, but we are out of date, so we'll get our current one, plus any that happenend
//Get the latest kline
var latestKline = Klines.OrderByDescending(k => k.CloseTime).FirstOrDefault();
var hours = (int)(now - latestKline.CloseTime).TotalHours;
desiredLookBack = hours + 1;
}
var start = now - new TimeSpan(desiredLookBack, 0, 0);
using (var client = new BinanceClient())
{
this.KlineInterval = KlineInterval.OneHour;
var usedInterval = KlineInterval;
var usedSymbol = Symbol;
var result = client.GetKlines(usedSymbol, usedInterval, start);
if (result.Success)
{
//TODO: Use Parallel
//result.Data.AsParallel().ForAll(kline => new CandleDBRow(kline, SymbolAsset, SymbolCurrency, usedInterval) { Connection = storageInstance.DBConnection }.Save());
foreach (var kline in result.Data)
{
new CandleDBRow(kline, SymbolAsset, SymbolCurrency, usedInterval)
{
Connection = storageInstance.DBConnection
}.Save();
}
AddKlines(KlineInterval.OneHour, result.Data.ToList());
}
else
{
new MessageBoxService().ShowMessage($"Getting Candles for symbol {Symbol} failed: {result.Error.Message}", $"Code: {result.Error.Code}", System.Windows.MessageBoxButton.OK, System.Windows.MessageBoxImage.Error);
}
}
gettingHistory = false;
if (updateHistoryWhenFinished)
{
updateHistoryWhenFinished = false;
GetHistory(storageInstance);
// Note: This will use the previous storageInstance, if the instance needs to ever be different, then we can save it later above
}
}
private void _ws_OnMessage(object sender, MessageEventArgs e)
{
//Pre-parsing message. Doesn't fully deserialize now to dynamic to improve performance
if (e.Data.StartsWith("{\"stream\":\"orders\""))
{
Orders.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"trades\""))
{
Trades.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"accounts\""))
{
Account.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"marketDiff\""))
{
DiffDepth.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"marketDepth\""))
{
BookDepth.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"blockheight\""))
{
BlockHeight.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"allMiniTickers\""))
{
AllMiniTicker.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"miniTicker\""))
{
IndividualMiniTicker.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"allTickers\""))
{
AllTicker.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"ticker\""))
{
IndividualTicker.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"kline_"))
{
Klines.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"transfers\""))
{
Transfer.ProcessRecievedMessage(e.Data);
}
else if (e.Data.StartsWith("{\"stream\":\"transfers\""))
{
Transfer.ProcessRecievedMessage(e.Data);
}
else if (!string.IsNullOrWhiteSpace(e.Data))
{
//We might received an error text from backend, have to raise attention if so.
if (e.Data.Contains("error"))
{
throw new WebSocketConnectionException(string.Format("Websocket DEX backend sent error message: {0}", e.Data));
}
}
}
