protected override async Task HandleMessage(FeedMessage msg)
{
if (msg.Type == "message")
{
if (msg.Subject == Subject)
{
var i = msg.Topic.IndexOf(":");
if (i == -1)
{
return;
}
var ticker = new KlineFeedMessage <TCandle>();
var sk = SymbolKline.Parse(msg.Topic.Substring(i + 1));
// The JSON.NET documentation states clearly that
// for tricky deserialization scenarios, the fastest
// way is manual deserialization.
ticker.Timestamp = EpochTime.NanosecondsToDate(msg.Data["time"].ToObject <long>());
ticker.Symbol = msg.Data["symbol"].ToObject <string>();
// Here we have the candle data efficiently served as an array of strings.
// In C# we want to parse this array into a strongly-typed object.
var values = msg.Data["candles"].ToObject <string[]>();
var candle = new TCandle
{
Timestamp = EpochTime.SecondsToDate(long.Parse(values[0])),
// We are going to assume that the data from the feed is correctly formatted.
// If an error is thrown here, then there is a deeper problem.
OpenPrice = decimal.Parse(values[1]),
ClosePrice = decimal.Parse(values[2]),
HighPrice = decimal.Parse(values[3]),
LowPrice = decimal.Parse(values[4]),
Amount = decimal.Parse(values[5]),
Volume = decimal.Parse(values[6])
};
// The candlestick does not need to be a typed candle,
// but if it is, we will set that value, as well.
if (candle is IFullKlineCandle <KlineType> wt)
{
wt.Type = sk.KlineType;
}
ticker.Candles = candle;
// push the final object.
await PushNext(ticker);
}
}
}
/// <summary>
/// Unsubscribe from the specified ticker.
/// </summary>
/// <param name="symbol">The trading pair (symbol) of the ticker to remove.</param>
/// <param name="type">The <see cref="KlineType"/> of the ticker to remove.</param>
public virtual async Task UnsubscribeOne(string symbol, KlineType type)
{
if (disposedValue)
{
throw new ObjectDisposedException(GetType().FullName);
}
if (!Connected)
{
return;
}
SymbolKline sk = SymbolKline.Empty;
foreach (var t in activeTickers)
{
if (t.Symbol == symbol && t.KlineType == type)
{
sk = t;
break;
}
}
if (sk == SymbolKline.Empty)
{
return;
}
var topic = $"{Topic}:{sk}";
var e = new FeedMessage()
{
Type = "unsubscribe",
Id = connectId.ToString("d"),
Topic = topic,
Response = true
};
await Send(e);
}
/// <summary>
/// Subscribe to the specified ticker.
/// </summary>
/// <param name="symbol">The trading pair (symbol) of the ticker to add.</param>
/// <param name="type">The <see cref="KlineType"/> of the ticker to add.</param>
/// <returns></returns>
public virtual async Task SubscribeOne(string symbol, KlineType type)
{
if (disposedValue)
{
throw new ObjectDisposedException(GetType().FullName);
}
if (!Connected)
{
await Connect();
}
foreach (var t in activeTickers)
{
if (t.Symbol == symbol && t.KlineType == type)
{
return;
}
}
var sk = new SymbolKline(symbol, type);
activeTickers.Add(sk);
var topic = $"{Topic}:{sk}";
var e = new FeedMessage()
{
Type = "subscribe",
Id = connectId.ToString("d"),
Topic = topic,
Response = true,
PrivateChannel = false
};
await Send(e);
}
/// <summary>
/// Unsubscribe from the specified ticker.
/// </summary>
/// <param name="symbolKline">The <see cref="SymbolKline"/> combination of the ticker to remove.</param>
/// <returns></returns>
public virtual async Task UnsubscribeOne(SymbolKline symbolKline)
{
await UnsubscribeOne(symbolKline.Symbol, symbolKline.KlineType);
}
public override async Task <KlineChart <TCandle, TCustom, TCol> > SubscribeOne(SymbolKline key)
{
if (disposedValue)
{
throw new ObjectDisposedException(GetType().FullName);
}
if (!Connected)
{
await Connect();
}
foreach (var t in activeFeeds.Keys)
{
if (t.Symbol == key.Symbol && t.KlineType == key.KlineType)
{
return(null);
}
}
var sk = key;
var newFeed = new KlineChart <TCandle, TCustom, TCol>(this, sk);
activeFeeds.Add(sk, newFeed);
var topic = $"{Topic}:{sk}";
var e = new FeedMessage()
{
Type = "subscribe",
Id = connectId.ToString("d"),
Topic = topic,
Response = true,
PrivateChannel = false
};
await Send(e);
return(newFeed);
}
public override async Task <TCol> ProvideInitialData(SymbolKline key)
{
return(await Market.Instance.GetKline <TCandle, TCustom, TCol>(key.Symbol, key.KlineType));
}
