protected virtual async Task <string[]> AddMarketSymbolsToChannel(IWebSocket socket, string channelFormat, string[] marketSymbols)
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
var spotSymbols = marketSymbols.Where(ms => ms.Split('-').Length == 2);
var futureSymbols = marketSymbols.Where(
ms => ms.Split('-').Length == 3 && int.TryParse(ms.Split('-')[2], out int i));
var swapSymbols = marketSymbols.Where(
ms => ms.Split('-').Length == 3 && ms.Split('-')[2] == "SWAP");
await sendMessageAsync("spot", spotSymbols);
await sendMessageAsync("futures", futureSymbols);
await sendMessageAsync("swap", swapSymbols);
async Task sendMessageAsync(string category, IEnumerable <string> symbolsToSend)
{
var channels = symbolsToSend
.Select(marketSymbol => string.Format($"{category}{channelFormat}", NormalizeMarketSymbol(marketSymbol)))
.ToArray();
await socket.SendMessageAsync(new { op = "subscribe", args = channels });
}
return(marketSymbols);
}
private async Task <string[]> AddMarketSymbolsToChannel(IWebSocket socket, string channelFormat, string[] marketSymbols)
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsMetadataAsync()).Where(s => s.IsActive).Select(s => s.MarketSymbol).ToArray();
}
var channels = marketSymbols
.Select(marketSymbol => string.Format(channelFormat, NormalizeMarketSymbol(marketSymbol)))
.ToArray();
await socket.SendMessageAsync(new { op = "subscribe", args = channels });
return(marketSymbols);
}
private async Task <string[]> AddMarketSymbolsToChannel(IWebSocket socket, string channelFormat, string[] marketSymbols, bool useJustFirstSymbol = false)
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
foreach (string marketSymbol in marketSymbols)
{
string normalizedSymbol = NormalizeMarketSymbol(marketSymbol);
if (useJustFirstSymbol)
{
normalizedSymbol = normalizedSymbol.Substring(0, normalizedSymbol.IndexOf(MarketSymbolSeparator[0]));
}
string channel = string.Format(channelFormat, normalizedSymbol);
await socket.SendMessageAsync(new { @event = "addChannel", channel });
}
return(marketSymbols);
}
private async Task <string[]> AddSymbolsToChannel(IWebSocket socket, string channelFormat, string[] symbols, bool useJustFirstSymbol = false)
{
if (symbols == null || symbols.Length == 0)
{
symbols = (await GetSymbolsAsync()).ToArray();
}
foreach (string symbol in symbols)
{
string normalizedSymbol = NormalizeSymbol(symbol);
if (useJustFirstSymbol)
{
normalizedSymbol = normalizedSymbol.Substring(0, normalizedSymbol.IndexOf(SymbolSeparator[0]));
}
string channel = string.Format(channelFormat, normalizedSymbol);
string msg = $"{{\"event\":\"addChannel\",\"channel\":\"{channel}\"}}";
await socket.SendMessageAsync(msg);
}
return(symbols);
}
/// <summary>
/// 响应websocket返回的msg信息
/// </summary>
/// <param name="socket"></param>
/// <param name="msg"></param>
/// <param name="symbols"></param>
/// <param name="dataKey"></param>
/// <returns></returns>
private async Task <Tuple <JToken, Symbol> > ProcessWebsocketMessage(IWebSocket socket, byte[] msg,
Symbol[] symbols, string dataKey = "tick")
{
var str = msg.ToStringFromUTF8Gzip();
JToken token = JToken.Parse(str);
if (token["status"] != null)
{
//todo:订阅失败
return(null);
}
if (token["ping"] != null)
{
await socket.SendMessageAsync(str.Replace("ping", "pong"));
return(null);
}
var val = token["ch"].ToStringInvariant();
if (symbols == null)
{
symbols = this.Symbols.ToArray();
}
var symbol = GetSysmbol(val, symbols);
if (symbol == null) //订阅错误
{
return(null);
}
JToken data = token[dataKey];
return(new Tuple <JToken, Symbol>(data, symbol));
}
// internal for testing
internal static async Task Send(IWebSocket webSocket, string data)
{
await webSocket.SendMessageAsync(data);
}
