/// <inheritdoc />
public async Task <WebCallResult <CoinExOrderBook> > GetOrderBookAsync(string symbol, int mergeDepth, int?limit = null, CancellationToken ct = default)
{
symbol.ValidateCoinExSymbol();
mergeDepth.ValidateIntBetween(nameof(mergeDepth), 0, 8);
limit?.ValidateIntValues(nameof(limit), 5, 10, 20);
var parameters = new Dictionary <string, object>
{
{ "market", symbol },
{ "merge", CoinExHelpers.MergeDepthIntToString(mergeDepth) }
};
parameters.AddOptionalParameter("limit", limit);
return(await _baseClient.Execute <CoinExOrderBook>(_baseClient.GetUrl(MarketDepthEndpoint), HttpMethod.Get, ct, parameters).ConfigureAwait(false));
}
/// <inheritdoc />
public async Task <CallResult <CoinExSocketOrderBook> > GetOrderBookAsync(string symbol, int limit, int mergeDepth)
{
symbol.ValidateCoinExSymbol();
mergeDepth.ValidateIntBetween(nameof(mergeDepth), 0, 8);
limit.ValidateIntValues(nameof(limit), 5, 10, 20);
return(await _baseClient.QueryInternalAsync <CoinExSocketOrderBook>(this, new CoinExSocketRequest(_baseClient.NextIdInternal(), DepthSubject, QueryAction, symbol, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth)), false).ConfigureAwait(false));
}
/// <inheritdoc />
public async Task <CallResult <UpdateSubscription> > SubscribeToOrderBookUpdatesAsync(string symbol, int limit, int mergeDepth, Action <DataEvent <CoinExSocketOrderBook> > onMessage, CancellationToken ct = default)
{
symbol.ValidateCoinExSymbol();
mergeDepth.ValidateIntBetween(nameof(mergeDepth), 0, 8);
limit.ValidateIntValues(nameof(limit), 5, 10, 20);
var internalHandler = new Action <DataEvent <JToken[]> >(data =>
{
if (data.Data.Length != 3)
{
_log.Write(LogLevel.Warning, $"Received unexpected data format for depth update. Expected 3 objects, received {data.Data.Length}. Data: " + data);
return;
}
var fullUpdate = (bool)data.Data[0];
var desResult = _baseClient.DeserializeInternal <CoinExSocketOrderBook>(data.Data[1]);
if (!desResult)
{
_log.Write(LogLevel.Warning, "Received invalid depth update: " + desResult.Error);
return;
}
desResult.Data.FullUpdate = fullUpdate;
onMessage(data.As(desResult.Data, symbol));
});
return(await _baseClient.SubscribeInternalAsync(this, new CoinExSocketRequest(_baseClient.NextIdInternal(), DepthSubject, SubscribeAction, symbol, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth)), null, false, internalHandler, ct).ConfigureAwait(false));
}
