public virtual async Task <CallResult <UpdateSubscription> > SubscribeToTickersAsync(Action <ParibuSocketTicker> onTickerData, Action <ParibuSocketPriceSeries> onPriceSeriesData)
{
var internalHandler = new Action <DataEvent <ParibuSocketResponse> >(data =>
{
var json = JsonConvert.DeserializeObject <SocketPatch <SocketMerge <SocketTickers> > >(data.Data.Data);
foreach (var ticker in json.Patch.Merge.Data)
{
if (ticker.Value.PriceSeries != null && ticker.Value.PriceSeries.Count() > 0)
{
onPriceSeriesData(new ParibuSocketPriceSeries
{
Symbol = ticker.Key,
Prices = ticker.Value.PriceSeries,
});
}
else
{
ticker.Value.Symbol = ticker.Key;
onTickerData(ticker.Value);
}
}
});
var request = new ParibuSocketRequest <ParibuSocketSubscribeRequest> {
Event = "pusher:subscribe", Data = new ParibuSocketSubscribeRequest {
Auth = "", Channel = "prb-public"
}
};
return(await SubscribeAsync(request, null, false, internalHandler).ConfigureAwait(false));
}
public virtual async Task <CallResult <UpdateSubscription> > SubscribeToMarketDataAsync(string symbol, Action <ParibuSocketOrderBook> onOrderBookData, Action <ParibuSocketTrade> onTradeData)
{
var internalHandler = new Action <DataEvent <ParibuSocketResponse> >(data =>
{
var patch = JsonConvert.DeserializeObject <SocketPatch <object> >(data.Data.Data);
if (patch.Index == "orderBook")
{
var pob = new ParibuSocketOrderBook {
Symbol = symbol
};
var json = JsonConvert.DeserializeObject <SocketPatch <SocketMerge <SocketOrderBook> > >(data.Data.Data.Replace(",\"merge\":[],", ",\"merge\":{},"));
if (json.Patch.Merge.Asks != null && json.Patch.Merge.Asks.Data != null && json.Patch.Merge.Asks.Data.Count > 0)
{
foreach (var ask in json.Patch.Merge.Asks.Data)
{
pob.AsksToAdd.Add(new ParibuSocketOrderBookEntry {
Price = ask.Key, Amount = ask.Value
});
}
}
if (json.Patch.Merge.Bids != null && json.Patch.Merge.Bids.Data != null && json.Patch.Merge.Bids.Data.Count > 0)
{
foreach (var bid in json.Patch.Merge.Bids.Data)
{
pob.BidsToAdd.Add(new ParibuSocketOrderBookEntry {
Price = bid.Key, Amount = bid.Value
});
}
}
if (json.Patch.Unset != null && json.Patch.Unset.Count() > 0)
{
foreach (var unset in json.Patch.Unset)
{
var unsetrow = unset.Split('/');
if (unsetrow.Length == 2)
{
if (unsetrow[0] == "buy")
{
pob.BidsToRemove.Add(new ParibuSocketOrderBookEntry {
Price = unsetrow[1].ToDecimal(), Amount = 0.0m
});
}
if (unsetrow[0] == "sell")
{
pob.AsksToRemove.Add(new ParibuSocketOrderBookEntry {
Price = unsetrow[1].ToDecimal(), Amount = 0.0m
});
}
}
}
}
onOrderBookData(pob);
}
else if (patch.Index == "marketMatches")
{
var json = JsonConvert.DeserializeObject <SocketPatch <SocketMerge <IEnumerable <ParibuSocketTrade> > > >(data.Data.Data);
foreach (var trade in json.Patch.Merge)
{
trade.Symbol = symbol;
onTradeData(trade);
}
}
});
var request = new ParibuSocketRequest <ParibuSocketSubscribeRequest> {
Event = "pusher:subscribe", Data = new ParibuSocketSubscribeRequest {
Auth = "", Channel = "prb-market-" + symbol.ToLower()
}
};
return(await SubscribeAsync(request, null, false, internalHandler).ConfigureAwait(false));
}
