/// <summary>
/// Cryptocurrency order book.
/// Process order book data from one source per one target pair.
/// </summary>
/// <param name="targetPair">Select target pair</param>
/// <param name="source">Provide order book data source</param>
/// <param name="targetType">Select target precision (default: All - accepts every type of data)</param>
public CryptoOrderBook(string targetPair, IOrderBookSource source, CryptoOrderBookType targetType = CryptoOrderBookType.All)
{
CryptoValidations.ValidateInput(targetPair, nameof(targetPair));
CryptoValidations.ValidateInput(source, nameof(source));
TargetPairOriginal = targetPair;
TargetPair = CryptoPairsHelper.Clean(targetPair);
_source = source;
TargetType = targetType;
if (targetType == CryptoOrderBookType.L1 || targetType == CryptoOrderBookType.L2)
{
// save memory, only one order at price level
_priceLevelInitialCapacity = 1;
}
else if (targetType == CryptoOrderBookType.L3)
{
// better performance, could be multiple orders at price level
_priceLevelInitialCapacity = 5;
}
Subscribe();
RestartAutoSnapshotReloading();
RestartValidityChecking();
}
/// <summary>
/// Change client and resubscribe to the new streams
/// </summary>
public void ChangeClient(BitmexWebsocketClient client)
{
CryptoValidations.ValidateInput(client, nameof(client));
_client = client;
_subscription?.Dispose();
Subscribe();
}
/// <summary>
/// Change client and resubscribe to the new streams
/// </summary>
public void ChangeClient(IHuobiMarketByPriceWebsocketClient client)
{
CryptoValidations.ValidateInput(client, nameof(client));
_client = client;
_subscriptionSnapshot?.Dispose();
_subscription?.Dispose();
Subscribe();
}
/// <summary>
/// Change client and resubscribe to the new streams
/// </summary>
public void ChangeClient(BitfinexWebsocketClient client)
{
CryptoValidations.ValidateInput(client, nameof(client));
_client = client;
_subscriptionCanceled?.Dispose();
_subscriptionCreated?.Dispose();
_subscriptionUpdated?.Dispose();
_subscriptionSnapshot?.Dispose();
Subscribe();
}
/// <summary>
/// Orders manager
/// </summary>
/// <param name="source">Orders source</param>
/// <param name="orderPrefix">Select prefix if you want to distinguish orders</param>
/// <param name="targetPair">Select target pair, if you want to filter monitored orders</param>
public CryptoOrders(IOrderSource source, long?orderPrefix = null, string targetPair = null)
{
CryptoValidations.ValidateInput(source, nameof(source));
_source = source;
TargetPair = CryptoPairsHelper.Clean(targetPair);
TargetPairOriginal = targetPair;
_source.SetExistingOrders(_idToOrder);
_orderPrefix = orderPrefix;
Subscribe();
}
/// <summary>
/// Cryptocurrency order book.
/// Process order book data from one source per one target pair.
/// </summary>
/// <param name="targetPair">Select target pair</param>
/// <param name="source">Provide level 2 source data</param>
public CryptoOrderBookL2(string targetPair, IOrderBookSource source)
{
CryptoValidations.ValidateInput(targetPair, nameof(targetPair));
CryptoValidations.ValidateInput(source, nameof(source));
TargetPairOriginal = targetPair;
TargetPair = CryptoPairsHelper.Clean(targetPair);
_source = source;
Subscribe();
RestartAutoSnapshotReloading();
RestartValidityChecking();
}
/// <summary>
/// Request a new order book snapshot, will be fakely streamed via communicator (WebsocketClient)
/// Method doesn't throw exception, just logs it
/// </summary>
/// <param name="communicator">Target communicator</param>
/// <param name="pair">Target pair</param>
/// <param name="count">Max level count</param>
public async Task LoadSnapshot(BinanceWebsocketCommunicator communicator, string pair, int count = 1000)
{
CryptoValidations.ValidateInput(communicator, nameof(communicator));
var snapshot = await LoadSnapshotRaw(pair, count);
if (snapshot == null)
{
return;
}
OrderBookPartialResponse.StreamFakeSnapshot(snapshot, communicator);
}