protected override void DoRunLoopSubscriptions(string resp)
{
WebSocketSubscriptionEvent eventSubscr = JsonConvert.DeserializeObject <WebSocketSubscriptionEvent>(resp);
if (ResponseRequestSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
if (eventSubscr.table == _ORDER && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
WebSocketExecutionReportEvent execReportEvent = JsonConvert.DeserializeObject <WebSocketExecutionReportEvent>(resp);
WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];
subscrEvent.RunEvent(execReportEvent);
}
else if (eventSubscr.table == _EXECUTIONS && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
WebSocketExecutionReportEvent execReportEvent = JsonConvert.DeserializeObject <WebSocketExecutionReportEvent>(resp);
WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];
subscrEvent.RunEvent(execReportEvent);
}
else
{
//Log what we are receiving here because we are getting events that we didn't expect
}
}
}
protected override void DoRunLoopSubscriptions(string resp)
{
WebSocketSubscriptionEvent eventSubscr = JsonConvert.DeserializeObject <WebSocketSubscriptionEvent>(resp);
if (ResponseRequestSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
if (eventSubscr.table == _ORDERBOOK_L2 && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
WebSocketOrderBookL2Event orderBookL2Event = JsonConvert.DeserializeObject <WebSocketOrderBookL2Event>(resp);
WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];
subscrEvent.RunEvent(orderBookL2Event);
}
else if (eventSubscr.table == _TRADE && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
WebSocketTradeEvent tradeEvent = JsonConvert.DeserializeObject <WebSocketTradeEvent>(resp);
WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];
subscrEvent.RunEvent(tradeEvent);
}
else if (eventSubscr.table == _QUOTE && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
WebSocketQuoteEvent quoteEvent = JsonConvert.DeserializeObject <WebSocketQuoteEvent>(resp);
WebSocketSubscriptionEvent subscrEvent = EventSubscriptions[eventSubscr.GetSubscriptionEvent()];
subscrEvent.RunEvent(quoteEvent);
}
else if (eventSubscr.table == _1_DAY_TRADE_BINS && EventSubscriptions.ContainsKey(eventSubscr.GetSubscriptionEvent()))
{
//TODO: I have to ask BitMex why aren't they retrieveing high and low for the 1 day bin
//and they are for the 1 hour bin
}
else
{
//Log what we are receiving here because we are getting events that we didn't expect
}
}
}
private bool EventSubscriptionExists(Type eventType)
{
return(EventSubscriptions != null && EventSubscriptions.ContainsKey(eventType));
}
