protected async Task InvokeWebSocket(WebSocketSubscriptionRequest req)
{
if (AuthSubscriptionResult.ClientWebSocket.State == WebSocketState.Open)
{
try
{
string strReq = JsonConvert.SerializeObject(req, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
byte[] msgArray = Encoding.ASCII.GetBytes(strReq);
ArraySegment <byte> bytesToSend = new ArraySegment <byte>(msgArray);
await AuthSubscriptionResult.ClientWebSocket.SendAsync(bytesToSend, WebSocketMessageType.Text, true,
CancellationToken.None);
}
catch (Exception)
{
throw;
}
}
else
{
throw new Exception(string.Format("Not connected to BitMex on subscription channel:{0}", AuthSubscriptionResult.ClientWebSocket.State.ToString()));
}
}
//We receive an execution report for every of OUR order that were sent to the market
public void SubscribeExecutions()
{
WebSocketSubscriptionRequest request = new WebSocketSubscriptionRequest()
{
op = "subscribe",
args = new string[] { string.Format("{0}", _EXECUTIONS) }
};
InvokeWebSocket(request).Wait();
}
//We receive an execution report for every of OUR order that were sent to the market
public void SubscribeOrders()
{
WebSocketSubscriptionRequest request = new WebSocketSubscriptionRequest()
{
op = "subscribe",
args = new string[] { string.Format("{0}", _ORDER) }
};
InvokeWebSocket(request).Wait();
}
public void UnsubscribeQuotes(string symbol)
{
WebSocketSubscriptionRequest request = new WebSocketSubscriptionRequest()
{
op = "unsubscribe",
args = new string[] { string.Format("{0}:{1}", _QUOTE, symbol) }
};
InvokeWebSocket(request).Wait();
}
public void SubscribeTrades(string symbol)
{
WebSocketSubscriptionRequest request = new WebSocketSubscriptionRequest()
{
op = "subscribe",
args = new string[] { string.Format("{0}:{1}", _TRADE, symbol) }
};
InvokeWebSocket(request).Wait();
}
public void UnsubscribeOrderBookL2(string symbol)
{
WebSocketSubscriptionRequest request = new WebSocketSubscriptionRequest()
{
op = "unsubscribe",
args = new string[] { string.Format("{0}:{1}", _ORDERBOOK_L2, symbol) }
};
InvokeWebSocket(request).Wait();
}
