/// <summary>
/// Retrieve order book data.
/// Use books for 400 depth levels, book5 for 5 depth levels, books50-l2-tbt tick-by-tick 50 depth levels, and books-l2-tbt for tick-by-tick 400 depth levels.
/// books: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 100 ms when there is change in order book.
/// books5: 5 depth levels will be pushed every time.Data will be pushed every 200 ms when there is change in order book.
/// books50-l2-tbt: 50 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed tick by tick, i.e.whenever there is change in order book.
/// books-l2-tbt: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed tick by tick, i.e.whenever there is change in order book.
/// </summary>
/// <param name="intrumentId">Instrument ID</param>
/// <param name="orderBookType">Order Book Type</param>
/// <param name="onData">On Data Handler</param>
/// <returns></returns>
public virtual async Task <CallResult <UpdateSubscription> > SubscribeToOrderBook_Async(string intrumentId, OkexOrderBookType orderBookType, Action <OkexOrderBook> onData)
{
var internalHandler = new Action <DataEvent <OkexOrderBookUpdate> >(data =>
{
foreach (var d in data.Data.Data)
{
d.Instrument = intrumentId;
d.Action = data.Data.Action;
onData(d);
}
});
var jc = JsonConvert.SerializeObject(orderBookType, new OrderBookTypeConverter(false));
var request = new OkexSocketRequest(OkexSocketOperation.Subscribe, jc, intrumentId);
return(await SubscribeAsync(request, null, false, internalHandler).ConfigureAwait(false));
}
/// <summary> /// Retrieve order book data. /// Use books for 400 depth levels, book5 for 5 depth levels, books50-l2-tbt tick-by-tick 50 depth levels, and books-l2-tbt for tick-by-tick 400 depth levels. /// books: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 100 ms when there is change in order book. /// books5: 5 depth levels will be pushed every time.Data will be pushed every 200 ms when there is change in order book. /// books50-l2-tbt: 50 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed tick by tick, i.e.whenever there is change in order book. /// books-l2-tbt: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed tick by tick, i.e.whenever there is change in order book. /// </summary> /// <param name="intrumentId">Instrument ID</param> /// <param name="orderBookType">Order Book Type</param> /// <param name="onData">On Data Handler</param> /// <returns></returns> public virtual CallResult <UpdateSubscription> SubscribeToOrderBook(string intrumentId, OkexOrderBookType orderBookType, Action <OkexOrderBook> onData) => SubscribeToOrderBook_Async(intrumentId, orderBookType, onData).Result;
