/// <summary>
/// Gets the order book for a symbol
/// </summary>
/// <param name="symbol">The symbol to retrieve depth data for</param>
/// <param name="mergeDepth">The depth of merging, based on 8 decimals. 1 mergeDepth will merge the last decimals of all order in the book, 7 will merge the last 7 decimals of all orders together</param>
/// <param name="limit">The limit of results returned</param>
/// <param name="ct">Cancellation token</param>
/// <returns>Order book for a symbol</returns>
public async Task <WebCallResult <CoinExOrderBook> > GetOrderBookAsync(string symbol, int mergeDepth, int?limit = null, CancellationToken ct = default)
{
symbol.ValidateCoinExSymbol();
mergeDepth.ValidateIntBetween(nameof(mergeDepth), 0, 8);
limit?.ValidateIntValues(nameof(limit), 5, 10, 20);
var parameters = new Dictionary <string, object>
{
{ "market", symbol },
{ "merge", CoinExHelpers.MergeDepthIntToString(mergeDepth) }
};
parameters.AddOptionalParameter("limit", limit);
return(await Execute <CoinExOrderBook>(GetUrl(MarketDepthEndpoint), HttpMethod.Get, ct, parameters).ConfigureAwait(false));
}
/// <summary>
/// Gets the depth data for a market
/// </summary>
/// <param name="market">The market to retrieve depth data for</param>
/// <param name="mergeDepth">The depth of merging, based on 8 decimals. 1 mergeDepth will merge the last decimals of all order in the book, 7 will merge the last 7 decimals of all orders together</param>
/// <param name="limit">The limit of results returned</param>
/// <returns>Depth data for a market</returns>
public async Task <WebCallResult <CoinExMarketDepth> > GetMarketDepthAsync(string market, int mergeDepth, int?limit = null)
{
if (mergeDepth < 0 || mergeDepth > 8)
{
return(WebCallResult <CoinExMarketDepth> .CreateErrorResult(new ArgumentError("Merge depth needs to be between 0 - 8")));
}
if (limit.HasValue && limit != 5 && limit != 10 && limit != 20)
{
return(WebCallResult <CoinExMarketDepth> .CreateErrorResult(new ArgumentError("Limit should be 5 / 10 / 20")));
}
var parameters = new Dictionary <string, object>
{
{ "market", market },
{ "merge", CoinExHelpers.MergeDepthIntToString(mergeDepth) }
};
parameters.AddOptionalParameter("limit", limit);
return(await Execute <CoinExMarketDepth>(GetUrl(MarketDepthEndpoint), parameters : parameters).ConfigureAwait(false));
}
/// <summary>
/// Subscribe to market depth updates for a market
/// </summary>
/// <param name="market">The market to receive updates for</param>
/// <param name="limit">The limit of results to receive in a update</param>
/// <param name="mergeDepth">The depth of merging, based on 8 decimals. 1 mergeDepth will merge the last decimals of all order in the book, 7 will merge the last 7 decimals of all orders together</param>
/// <param name="onMessage">Datahandler, receives Param 1[string]: the market name, Param 2[bool]: whether this is a full update, or an update based on the last send data, Param 3[CoinExSocketMarketDepth]: the update data</param>
/// <returns>A stream subscription. This stream subscription can be used to be notified when the socket is closed and can close this specific stream
/// using the <see cref="UnsubscribeFromStream(CoinExStreamSubscription)"/> method</returns>
public async Task <CallResult <CoinExStreamSubscription> > SubscribeToMarketDepthUpdatesAsync(string market, int limit, int mergeDepth, Action <string, bool, CoinExSocketMarketDepth> onMessage)
{
if (mergeDepth < 0 || mergeDepth > 8)
{
return(new CallResult <CoinExStreamSubscription>(null, new ArgumentError("Merge depth needs to be between 0 - 8")));
}
if (limit != 5 && limit != 10 && limit != 20)
{
return(new CallResult <CoinExStreamSubscription>(null, new ArgumentError("Limit should be 5 / 10 / 20")));
}
var sub = new CoinExDepthSubscription()
{
Handler = onMessage, Market = market
};
return(await Subscribe(sub, new CoinExSocketRequest(DepthSubject, SubscribeAction, market, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth))).ConfigureAwait(false));
}
/// <summary>
/// Get a market depth overview
/// </summary>
/// <param name="market">The market to get depth for</param>
/// <param name="limit">The limit of results returned</param>
/// <param name="mergeDepth">The depth of merging, based on 8 decimals. 1 mergeDepth will merge the last decimals of all order in the book, 7 will merge the last 7 decimals of all orders together</param>
/// <returns>Depth overview for a market</returns>
public async Task <CallResult <CoinExSocketMarketDepth> > GetMarketDepthAsync(string market, int limit, int mergeDepth)
{
if (mergeDepth < 0 || mergeDepth > 8)
{
return(new CallResult <CoinExSocketMarketDepth>(null, new ArgumentError("Merge depth needs to be between 0 - 8")));
}
if (limit != 5 && limit != 10 && limit != 20)
{
return(new CallResult <CoinExSocketMarketDepth>(null, new ArgumentError("Limit should be 5 / 10 / 20")));
}
return(await QueryNewSocket <CoinExSocketMarketDepth>(new CoinExSocketRequest(DepthSubject, QueryAction, market, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth)), false).ConfigureAwait(false));
}
/// <summary>
/// Subscribe to market depth updates for a market
/// </summary>
/// <param name="market">The market to receive updates for</param>
/// <param name="limit">The limit of results to receive in a update</param>
/// <param name="mergeDepth">The depth of merging, based on 8 decimals. 1 mergeDepth will merge the last decimals of all order in the book, 7 will merge the last 7 decimals of all orders together</param>
/// <param name="onMessage">Data handler, receives Param 1[string]: the market name, Param 2[bool]: whether this is a full update, or an update based on the last send data, Param 3[CoinExSocketMarketDepth]: the update data</param>
/// <returns>A stream subscription. This stream subscription can be used to be notified when the socket is disconnected/reconnected</returns>
public async Task <CallResult <UpdateSubscription> > SubscribeToMarketDepthUpdatesAsync(string market, int limit, int mergeDepth, Action <string, bool, CoinExSocketMarketDepth> onMessage)
{
if (mergeDepth < 0 || mergeDepth > 8)
{
return(new CallResult <UpdateSubscription>(null, new ArgumentError("Merge depth needs to be between 0 - 8")));
}
if (limit != 5 && limit != 10 && limit != 20)
{
return(new CallResult <UpdateSubscription>(null, new ArgumentError("Limit should be 5 / 10 / 20")));
}
var internalHandler = new Action <JToken[]>(data =>
{
if (data.Length != 3)
{
log.Write(LogVerbosity.Warning, $"Received unexpected data format for depth update. Expected 3 objects, received {data.Length}. Data: " + data.ToString());
return;
}
var fullUpdate = (bool)data[0];
var desResult = Deserialize <CoinExSocketMarketDepth>(data[1], false);
if (!desResult.Success)
{
log.Write(LogVerbosity.Warning, "Received invalid depth update: " + desResult.Error);
return;
}
onMessage(market, fullUpdate, desResult.Data);
});
return(await Subscribe(new CoinExSocketRequest(NextId(), DepthSubject, SubscribeAction, market, limit, CoinExHelpers.MergeDepthIntToString(mergeDepth)), null, false, internalHandler).ConfigureAwait(false));
}