private Guid CreateUserDataBinanceWebSocket(Uri endpoint, UserDataWebSocketMessages userDataWebSocketMessages)
{
var websocket = new BinanceWebSocket(endpoint.AbsoluteUri);
websocket.OnOpen += (sender, e) =>
{
Logger.Debug($"WebSocket Opened:{endpoint.AbsoluteUri}");
};
websocket.OnMessage += (sender, e) =>
{
Logger.Debug($"WebSocket Message Received on Endpoint: {endpoint.AbsoluteUri}");
var primitive = JsonConvert.DeserializeObject <BinanceWebSocketResponse>(e.Data);
switch (primitive.EventType)
{
case AccountEventType:
var userData = JsonConvert.DeserializeObject <BinanceAccountUpdateData>(e.Data);
userDataWebSocketMessages.AccountUpdateMessageHandler?.Invoke(userData);
break;
case OrderTradeEventType:
var orderTradeData = JsonConvert.DeserializeObject <BinanceTradeOrderData>(e.Data);
if (orderTradeData.ExecutionType == ExecutionType.Trade)
{
userDataWebSocketMessages.TradeUpdateMessageHandler?.Invoke(orderTradeData);
}
else
{
userDataWebSocketMessages.OrderUpdateMessageHandler?.Invoke(orderTradeData);
}
break;
default:
//throw new ArgumentOutOfRangeException(); //TODO: CLEAN UP - Outbound position
break;
}
};
websocket.OnError += (sender, e) =>
{
Logger.Error($"WebSocket Error on {endpoint.AbsoluteUri}: ", e.Exception);
CloseWebSocketInstance(websocket.Id, true);
throw new Exception("Binance UserData WebSocket failed")
{
Data =
{
{ "ErrorEventArgs", e }
}
};
};
if (!ActiveWebSockets.ContainsKey(websocket.Id))
{
ActiveWebSockets.Add(websocket.Id, websocket);
}
AllSockets.Add(websocket);
websocket.SslConfiguration.EnabledSslProtocols = SupportedProtocols;
websocket.Connect();
return(websocket.Id);
}
/// <summary>
/// Connect to the UserData WebSocket
/// </summary>
/// <param name="userDataMessageHandlers"></param>
/// <returns></returns>
public async Task <Guid> ConnectToUserDataWebSocket(UserDataWebSocketMessages userDataMessageHandlers)
{
Guard.AgainstNull(BinanceClient, nameof(BinanceClient));
Logger.Debug("Connecting to User Data Web Socket");
var streamResponse = await BinanceClient.StartUserDataStream();
var endpoint = new Uri($"{BaseWebsocketUri}/{streamResponse.ListenKey}");
return(CreateUserDataBinanceWebSocket(endpoint, userDataMessageHandlers));
}
private async Task <Guid> CreateUserDataBinanceWebSocketAsync(Uri endpoint, string listenKey, UserDataWebSocketMessages userDataWebSocketMessages)
{
var websocket = new BinanceWebSocket(listenKey);
void onMsg(WebSocketWrapper sender, string msg)
{
Logger.Trace($"WebSocket Message Received on Endpoint: {endpoint.AbsoluteUri}");
var primitive = JsonConvert.DeserializeObject <BinanceWebSocketResponse>(msg);
switch (primitive.EventType)
{
case AccountEventType:
var userData = JsonConvert.DeserializeObject <BinanceAccountUpdateData>(msg);
userDataWebSocketMessages.AccountUpdateMessageHandler(userData);
break;
case OrderTradeEventType:
var orderTradeData = JsonConvert.DeserializeObject <BinanceTradeOrderData>(msg);
if (orderTradeData.ExecutionType == ExecutionType.Trade)
{
userDataWebSocketMessages.TradeUpdateMessageHandler(orderTradeData);
}
else
{
userDataWebSocketMessages.OrderUpdateMessageHandler(orderTradeData);
}
break;
case OutboundAccountPosition:
var accountPosition = JsonConvert.DeserializeObject <OutboundAccountPosition>(msg);
userDataWebSocketMessages?.OutboundAccountPositionHandler(accountPosition);
break;
case ListStatus:
//todo
break;
default:
Logger.Error("Unknown EventType for user data stream");
break;
}
}
if (!ActiveWebSockets.ContainsKey(websocket.Id))
{
ActiveWebSockets.Add(websocket.Id, websocket);
}
await websocket.ConnectAsync(endpoint, onMsg);
return(websocket.Id);
}
