private void OnOrderBookEventReceived(RealtimeMessage message)
{
if (message is RealtimeReceived)
{
var receivedMessage = message as RealtimeReceived;
OnReceived(receivedMessage);
}
else if (message is RealtimeOpen)
{
}
else if (message is RealtimeDone)
{
var doneMessage = message as RealtimeDone;
OnDone(doneMessage);
}
else if (message is RealtimeMatch)
{
}
else if (message is RealtimeChange)
{
}
else if (message is RealtimeOpen)
{
}
OnUpdated();
}
private static async void Subscribe(string product, Action <RealtimeMessage> onMessageReceived)
{
if (String.IsNullOrWhiteSpace(product))
{
throw new ArgumentNullException("product");
}
if (onMessageReceived == null)
{
throw new ArgumentNullException("onMessageReceived", "Message received callback must not be null.");
}
var uri = new Uri("wss://ws-feed.exchange.coinbase.com");
var webSocketClient = new ClientWebSocket();
var cancellationToken = new CancellationToken();
var requestString = String.Format(@"{{""type"": ""subscribe"",""product_id"": ""{0}""}}", product);
var requestBytes = UTF8Encoding.UTF8.GetBytes(requestString);
await webSocketClient.ConnectAsync(uri, cancellationToken);
if (webSocketClient.State == WebSocketState.Open)
{
var subscribeRequest = new ArraySegment <byte>(requestBytes);
var sendCancellationToken = new CancellationToken();
await webSocketClient.SendAsync(subscribeRequest, WebSocketMessageType.Text, true, sendCancellationToken);
while (webSocketClient.State == WebSocketState.Open)
{
var receiveCancellationToken = new CancellationToken();
var receiveBuffer = new ArraySegment <byte>(new byte[1024 * 1024 * 5]); // 5MB buffer
var webSocketReceiveResult = await webSocketClient.ReceiveAsync(receiveBuffer, receiveCancellationToken);
if (webSocketReceiveResult.Count == 0)
{
continue;
}
var jsonResponse = Encoding.UTF8.GetString(receiveBuffer.Array, 0, webSocketReceiveResult.Count);
var jToken = JToken.Parse(jsonResponse);
var typeToken = jToken["type"];
if (typeToken == null)
{
continue;
}
var type = typeToken.Value <string>();
RealtimeMessage realtimeMessage = null;
switch (type)
{
case "received":
realtimeMessage = new RealtimeReceived(jToken);
break;
case "open":
realtimeMessage = new RealtimeOpen(jToken);
break;
case "done":
realtimeMessage = new RealtimeDone(jToken);
break;
case "match":
realtimeMessage = new RealtimeMatch(jToken);
break;
case "change":
realtimeMessage = new RealtimeChange(jToken);
break;
default:
break;
}
if (realtimeMessage == null)
{
continue;
}
onMessageReceived(realtimeMessage);
}
}
}
private static async void Subscribe(string product, Action <RealtimeMessage> onMessageReceived)
{
if (String.IsNullOrWhiteSpace(product))
{
throw new ArgumentNullException("product");
}
if (onMessageReceived == null)
{
throw new ArgumentNullException("onMessageReceived", "Message received callback must not be null.");
}
JArray aj = new JArray();
var uri = new Uri("wss://ws-feed.gdax.com");
var webSocketClient = new ClientWebSocket();
var cancellationToken = new CancellationToken();
//jStr.Append()
var requestString = string.Format("");
//String.Format(@"{{""type"": ""subscribe"",""product_id"": ""{0}""}}", product);
//JObject jObj = new JObject(
// new JProperty(
// "type", "subscribe"),
// new JProperty(
// "product_ids", new JArray(
// "BTC-USD")),
// new JProperty(
// "channels", new JArray(
// "level2", "heartbeat", new JObject(
// new JProperty(
// "name", "ticker"), new JProperty(
// "product_ids", new JArray(
// "BTC-USD"))))));
//JObject jObj = new JObject(
// new JProperty(
// "type", "subscribe"),
// new JProperty(
// "product_ids", new JArray(
// "BTC-USD")),
// new JProperty(
// "channels", new JArray(
// "heartbeat", new JObject(
// new JProperty(
// "name", "ticker"), new JProperty(
// "product_ids", new JArray(
// "BTC-USD"))))));
//JObject jObj = new JObject(
// new JProperty(
// "type", "subscribe"),
// new JProperty(
// "product_ids", new JArray(
// "BTC-USD")),
// new JProperty(
// "channels", new JArray(
// "matches", "heartbeat", new JObject(
// new JProperty(
// "name", "ticker"), new JProperty(
// "product_ids", new JArray(
// "BTC-USD"))))));
JObject jObj = new JObject(
new JProperty(
"type", "subscribe"),
new JProperty(
"product_ids", new JArray(
"BTC-USD", product)),
new JProperty(
"channels", new JArray(
"matches")));
//Console.WriteLine(jObj.ToString());
var requestBytes = UTF8Encoding.UTF8.GetBytes(jObj.ToString());
await webSocketClient.ConnectAsync(uri, cancellationToken);
if (webSocketClient.State == WebSocketState.Open)
{
var subscribeRequest = new ArraySegment <byte>(requestBytes);
var sendCancellationToken = new CancellationToken();
await webSocketClient.SendAsync(subscribeRequest, WebSocketMessageType.Text, true, sendCancellationToken);
while (webSocketClient.State == WebSocketState.Open)
{
var receiveCancellationToken = new CancellationToken();
var receiveBuffer = new ArraySegment <byte>(new byte[1024 * 1024 * 1]); // 5MB buffer 1024 * 1024 * 5
var webSocketReceiveResult = await webSocketClient.ReceiveAsync(receiveBuffer, receiveCancellationToken);
if (webSocketReceiveResult.Count == 0)
{
continue;
}
var jsonResponse = Encoding.UTF8.GetString(receiveBuffer.Array, 0, webSocketReceiveResult.Count);
//var jToken = JToken.Parse(jsonResponse);
var jToken = JObject.Parse(jsonResponse);
var typeToken = jToken["type"];
if (typeToken == null)
{
continue;
}
var type = typeToken.Value <string>();
RealtimeMessage realtimeMessage = null;
//Console.WriteLine("MSG TYPE: {0}", type);
switch (type)
{
case "received":
realtimeMessage = new RealtimeReceived(jToken);
break;
case "open":
realtimeMessage = new RealtimeOpen(jToken);
break;
case "done":
realtimeMessage = new RealtimeDone(jToken);
break;
case "match":
realtimeMessage = new RealtimeMatch(jToken);
break;
case "change":
realtimeMessage = new RealtimeChange(jToken);
break;
default:
break;
}
if (realtimeMessage == null)
{
continue;
}
onMessageReceived(realtimeMessage);
}
}
}
private void OnOrderBookEventReceived(RealtimeMessage message)
{
if (message is RealtimeReceived)
{
var receivedMessage = message as RealtimeReceived;
OnReceived(receivedMessage);
}
else if (message is RealtimeOpen)
{
}
else if (message is RealtimeDone)
{
var doneMessage = message as RealtimeDone;
OnDone(doneMessage);
}
else if (message is RealtimeMatch)
{
}
else if (message is RealtimeChange)
{
}
else if (message is RealtimeOpen)
{
}
OnUpdated();
}
