/// <summary>
/// Handles object messages sent by bitmex.
/// </summary>
/// <param name="msg">The MSG.</param>
/// <param name="streams">The streams.</param>
/// <returns></returns>
public static bool HandleObjectMessage(string msg, BitmexClientStreams streams)
{
var response = BitmexJsonSerializer.Deserialize <JObject>(msg);
// ********************
// ADD OBJECT HANDLERS BELOW
// ********************
return
(TradeResponse.TryHandle(response, streams.TradesSubject) ||
TradeBinResponse.TryHandle(response, streams.TradeBinSubject) ||
BookResponse.TryHandle(response, streams.BookSubject) ||
QuoteResponse.TryHandle(response, streams.QuoteSubject) ||
LiquidationResponse.TryHandle(response, streams.LiquidationSubject) ||
PositionResponse.TryHandle(response, streams.PositionSubject) ||
MarginResponse.TryHandle(response, streams.MarginSubject) ||
OrderResponse.TryHandle(response, streams.OrderSubject) ||
WalletResponse.TryHandle(response, streams.WalletSubject) ||
InstrumentResponse.TryHandle(response, streams.InstrumentSubject) ||
ExecutionResponse.TryHandle(response, streams.ExecutionSubject) ||
FundingResponse.TryHandle(response, streams.FundingsSubject) ||
ErrorResponse.TryHandle(response, streams.ErrorSubject) ||
SubscribeResponse.TryHandle(response, streams.SubscribeSubject) ||
InfoResponse.TryHandle(response, streams.InfoSubject) ||
AuthenticationResponse.TryHandle(response, streams.AuthenticationSubject));
}
private bool HandleObjectMessage(string msg)
{
var response = BitmexJsonSerializer.Deserialize <JObject>(msg);
// ********************
// ADD OBJECT HANDLERS BELOW
// ********************
return
(TradeResponse.TryHandle(response, Streams.TradesSubject) ||
TradeBinResponse.TryHandle(response, Streams.TradeBinSubject) ||
BookResponse.TryHandle(response, Streams.BookSubject) ||
QuoteResponse.TryHandle(response, Streams.QuoteSubject) ||
LiquidationResponse.TryHandle(response, Streams.LiquidationSubject) ||
PositionResponse.TryHandle(response, Streams.PositionSubject) ||
OrderResponse.TryHandle(response, Streams.OrderSubject) ||
WalletResponse.TryHandle(response, Streams.WalletSubject) ||
ErrorResponse.TryHandle(response, Streams.ErrorSubject) ||
SubscribeResponse.TryHandle(response, Streams.SubscribeSubject) ||
InfoResponse.TryHandle(response, Streams.InfoSubject) ||
AuthenticationResponse.TryHandle(response, Streams.AuthenticationSubject));
}
private void HandleMessage(ResponseMessage message)
{
try
{
var messageSafe = (message.Text ?? string.Empty).Trim();
// index 0 = MessageType
// index 1 = ChannelId
// index 2 = ChannelName
// index 3 = Payload (nullable)
var deserialized = BitmexJsonSerializer.Deserialize <List <object> >(messageSafe);
if (deserialized.Count == 4 &&
Guid.TryParse(deserialized[1].ToString(), out Guid channelGuid) &&
_channels.TryGetValue(channelGuid, out BitmexWebsocketChannel channel))
{
var payload = deserialized[3].ToString();
BitmexResponseHandler.HandleObjectMessage(payload, channel.Streams);
return;
}
Debug.WriteLine($"Unhandled response: '{messageSafe}'");
}
catch (Exception e)
{
Debug.WriteLine("Exception while receiving message");
}
}
public void String_Enum_CamelCase_Test()
{
var str = "{\"myEnum\":\"testValue\"}";
var cls = BitmexJsonSerializer.Deserialize <MyClass>(str);
cls.MyEnum.Should().Be(MyEnum.TestValue);
}
internal static bool TryParse(JsonElement response, Action <WelcomeInfoResponse> action)
{
if (response.TryGetProperty("info", out _) && response.TryGetProperty("version", out _))
{
var welcomeInfoResponse = BitmexJsonSerializer.Deserialize <WelcomeInfoResponse>(response);
action?.Invoke(welcomeInfoResponse);
return(true);
}
return(false);
}
internal static bool TryParse(JsonElement response, Action <UnsubscribeResponse> action)
{
if (response.TryGetProperty("unsubscribe", out _))
{
var unsubscribeResponse = BitmexJsonSerializer.Deserialize <UnsubscribeResponse>(response);
action?.Invoke(unsubscribeResponse);
return(true);
}
return(false);
}
internal static bool TryHandle(string response, ISubject <InfoResponse> subject)
{
if (!BitmexJsonSerializer.ContainsProperty(response, "info"))
{
return(false);
}
var parsed = BitmexJsonSerializer.Deserialize <InfoResponse>(response);
subject.OnNext(parsed);
return(true);
}
internal static bool TryHandle(JsonElement response, Action <CancelAllAfterResponse> action)
{
if (response.TryGetProperty("request", out var request) &&
request.TryGetProperty("op", out var op) &&
op.GetString() == "cancelAllAfter")
{
var cancelAllAfterResponse = BitmexJsonSerializer.Deserialize <CancelAllAfterResponse>(response);
action?.Invoke(cancelAllAfterResponse);
return(true);
}
return(false);
}
internal static bool TryHandle(string response, ISubject <AuthenticationResponse> subject)
{
if (!BitmexJsonSerializer.ContainsValue(response, "authKey"))
{
return(false);
}
var parsed = BitmexJsonSerializer.Deserialize <AuthenticationResponse>(response);
subject.OnNext(parsed);
return(true);
}
public static bool TryHandle(JsonElement response, Action <TableResponse <T> > action, SubscriptionType subscriptionType)
{
if (response.TryGetProperty("table", out var table) &&
Enum.TryParse(table.GetString(), true, result: out SubscriptionType subscription) &&
subscription == subscriptionType)
{
var tableResponse = BitmexJsonSerializer.Deserialize <TableResponse <T> >(response);
action?.Invoke(tableResponse);
return(true);
}
return(false);
}
internal static bool TryParse(JsonElement response, Action <AuthenticationResponse> action)
{
if (response.TryGetProperty("request", out var request) &&
request.TryGetProperty("op", out var op) &&
op.GetString() == "authKeyExpires")
{
var authenticationResponse = BitmexJsonSerializer.Deserialize <AuthenticationResponse>(response);
action?.Invoke(authenticationResponse);
return(true);
}
return(false);
}
internal static bool TryHandle(string response, ISubject <BookResponse> subject)
{
if (!BitmexJsonSerializer.ContainsValue(response, "orderBookL2"))
{
return(false);
}
var parsed = BitmexJsonSerializer.Deserialize <BookResponse>(response);
subject.OnNext(parsed);
return(true);
}
internal static bool TryHandle(string response, ISubject <TradeBinResponse> subject)
{
if (!BitmexJsonSerializer.ContainsRaw(response, "tradeBin"))
{
return(false);
}
var parsed = BitmexJsonSerializer.Deserialize <TradeBinResponse>(response);
parsed.Size = parsed.Table?.Replace("tradeBin", string.Empty).Trim();
subject.OnNext(parsed);
return(true);
}