private async Task <bool> ProcessSocketCandleMessage(string table, string json)
{
const ExchangeChannel channel = ExchangeChannel.Candle;
var candleChannel = ExchangeConfig.SupportedWebsocketChannels[channel];
if (table.Contains(candleChannel))
{
var timePeriod = ExchangeConfig.SupportedTimePeriods
.Select(x => new { x.Key, x.Value })
.FirstOrDefault(x => x.Value == table.Replace(candleChannel, ""))?.Key;
if (!timePeriod.HasValue)
{
return(false);
}
var candleModels = DeserialiseJsonToModel <CandleResponse, CandleModel>(json);
foreach (var model in candleModels)
{
model.Period = timePeriod.Value;
}
await UpdateSubscriptions(channel, candleModels);
return(true);
}
return(false);
}
protected async Task UpdateSubscriptions(ExchangeChannel channel, IEnumerable models)
{
if (_subscriptions.ContainsKey(channel))
{
var subs = _subscriptions[channel];
foreach (var subscription in subs)
{
await subscription.TriggerUpdate(models);
}
}
}
private async Task <bool> ProcessSocketTradeMessage(string table, string json)
{
const ExchangeChannel channel = ExchangeChannel.Trade;
var tradeChannel = ExchangeConfig.SupportedWebsocketChannels[channel];
if (!table.Contains(tradeChannel))
{
return(false);
}
await UpdateSubscriptions(channel, DeserialiseJsonToModel <TradeResponse, TradeModel>(json));
return(true);
}
public async Task SubscribeToSocketAsync <T>(ExchangeChannel channel, IStreamSubscription subscription, Instrument?instrument = null) where T : ExchangeDto
{
if (!ExchangeConfig.SupportedWebsocketChannels.ContainsKey(channel))
{
return;
}
if (!_subscriptions.ContainsKey(channel))
{
_subscriptions.Add(channel, new List <IStreamSubscription>());
}
_subscriptions[channel].Add(subscription);
await _socketClient.SubscribeAsync(await GetSocketRequest(channel, instrument));
}
private string GetSocketRequest(ExchangeChannel channel)
{
switch (channel)
{
case ExchangeChannel.Trade:
return(BitmexUtils.GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Trade], ToSymbol(Instrument.BTCUSD)));
case ExchangeChannel.Book:
return(BitmexUtils.GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Book], ToSymbol(Instrument.BTCUSD)));
case ExchangeChannel.Candle:
var paths = ExchangeConfig.SupportedTimePeriods.Values.Select(x => $"{ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Candle]}{x}").ToList();
var args = paths.Select(x => new[] { ToSymbol(Instrument.BTCUSD) }).ToList();
return(BitmexUtils.GetSocketRequest(paths, args));
default:
throw new ArgumentOutOfRangeException(nameof(channel), channel, null);
}
}
protected override Task <string> GetSocketRequest(ExchangeChannel channel, Instrument?instrument = null)
{
var result = "";
switch (channel)
{
case ExchangeChannel.Trade:
result = GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Trade], instrument.HasValue ? ToSymbol(instrument.Value) : null);
break;
case ExchangeChannel.Book:
result = GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Book], instrument.HasValue ? ToSymbol(instrument.Value) : null);
break;
case ExchangeChannel.Candle:
var paths = ExchangeConfig.SupportedTimePeriods.Values
.Select(x => $"{ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Candle]}{x}")
.ToList();
var args = instrument.HasValue
? paths.Select(x => new[] { ToSymbol(instrument.Value) }).ToList()
: null;
result = GetSocketRequest(paths, args);
break;
case ExchangeChannel.Position:
result = GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Position], instrument.HasValue ? $"filter={ToSymbol(instrument.Value)}" : null);
break;
default:
throw new ArgumentOutOfRangeException(nameof(channel), channel, null);
}
return(Task.FromResult(result));
}
public Task SubscribeToStreamAsync <T>(ExchangeChannel channel, IStreamSubscription subscription, Instrument?instrument = null) where T : ExchangeDto
{
return(_exchangeApi.SubscribeToSocketAsync <T>(channel, subscription, instrument));
}
protected abstract Task <string> GetSocketRequest(ExchangeChannel channel, Instrument?instrument = null);
