/// <summary>
/// Subscribe to depth updates
/// </summary>
/// <param name="symbol">Symbol to subscribe to</param>
/// <param name="depth">Depth of the initial order book snapshot. 10, 25, 100, 500 or 1000</param>
/// <param name="handler">Data handler</param>
/// <returns>A stream subscription. This stream subscription can be used to be notified when the socket is disconnected/reconnected</returns>
public async Task <CallResult <UpdateSubscription> > SubscribeToOrderBookUpdatesAsync(string symbol, int depth, Action <DataEvent <KrakenStreamOrderBook> > handler)
{
symbol.ValidateKrakenWebsocketSymbol();
depth.ValidateIntValues(nameof(depth), 10, 25, 100, 500, 1000);
var subSymbol = SymbolToServer(symbol);
var innerHandler = new Action <DataEvent <string> >(data =>
{
var token = data.Data.ToJToken(log);
if (token == null || token.Type != JTokenType.Array)
{
log.Write(LogLevel.Warning, "Failed to deserialize stream order book");
return;
}
var evnt = StreamOrderBookConverter.Convert((JArray)token);
if (evnt == null)
{
log.Write(LogLevel.Warning, "Failed to deserialize stream order book");
return;
}
handler(data.As(evnt.Data, symbol));
});
return(await SubscribeAsync(new KrakenSubscribeRequest("book", NextId(), subSymbol) { Details = new KrakenDepthSubscriptionDetails(depth) }, null, false, innerHandler).ConfigureAwait(false));
}
public void Event_Should_ParseCountOfFour()
{
var testObj = StreamOrderBookConverter.Convert(this.fiveElements);
Assert.AreEqual(2, testObj.Data.Asks.Count());
Assert.AreEqual(1, testObj.Data.Bids.Count());
Assert.AreEqual(1234, testObj.ChannelId);
Assert.AreEqual("book-10", testObj.Topic);
Assert.AreEqual("XBT/USD", testObj.Symbol);
Assert.AreEqual("0.40100000", testObj.Data.Asks.ElementAt(1).RawQuantity);
Assert.AreEqual("5542.50000", testObj.Data.Asks.ElementAt(1).RawPrice);
}
/// <summary>
/// Subscribe to depth updates
/// </summary>
/// <param name="market">Market to subscribe to</param>
/// <param name="depth">Depth of the initial order book snapshot</param>
/// <param name="handler">Data handler</param>
/// <returns>A stream subscription. This stream subscription can be used to be notified when the socket is disconnected/reconnected</returns>
public async Task <CallResult <UpdateSubscription> > SubscribeToDepthUpdatesAsync(string market, int depth, Action <KrakenSocketEvent <KrakenStreamOrderBook> > handler)
{
var innerHandler = new Action <string>(data =>
{
var token = data.ToJToken(log);
if (token == null || token.Type != JTokenType.Array)
{
log.Write(LogVerbosity.Warning, "Failed to deserialize stream order book");
return;
}
handler(StreamOrderBookConverter.Convert((JArray)token));
});
return(await Subscribe(new KrakenSubscribeRequest("book", NextId(), market) { Details = new KrakenDepthSubscriptionDetails(depth) }, null, false, innerHandler).ConfigureAwait(false));
}
