Add Candles (OHLC) websocket support in ExchangeAPI (#596)

* Add Candles (OHLC) websocket support in ExchangeAPI

- part of #595

* changed GetCandlesWebSocketAsync() to allow for async callback

Author: vslee

src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs

@@ -178,6 +178,8 @@ protected virtual Task<ExchangeMarginPositionResult> OnGetOpenPositionAsync(stri
 			throw new NotImplementedException();
 		protected virtual Task<ExchangeCloseMarginPositionResult> OnCloseMarginPositionAsync(string marketSymbol) =>
 			throw new NotImplementedException();
+		protected virtual Task<IWebSocket> OnGetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols) =>
+			throw new NotImplementedException();
 		protected virtual Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols) =>
 			throw new NotImplementedException();
 		protected virtual Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols) =>
@@ -997,6 +999,17 @@ public virtual async Task<ExchangeCloseMarginPositionResult> CloseMarginPosition
 		#endregion REST API
 
 		#region Web Socket API
+		/// <summary>
+		/// Gets Candles (OHLC) websocket
+		/// </summary>
+		/// <param name="callbackAsync">Callback</param>
+		/// <param name="marketSymbols">Market Symbols</param>
+		/// <returns>Web socket, call Dispose to close</returns>
+		public virtual Task<IWebSocket> GetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols)
+		{
+			callbackAsync.ThrowIfNull(nameof(callbackAsync), "Callback must not be null");
+			return OnGetCandlesWebSocketAsync(callbackAsync, marketSymbols);
+		}
 
 		/// <summary>
 		/// Get all tickers via web socket

src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs

@@ -237,6 +237,13 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
 		#endregion REST
 
 		#region Web Socket
+		/// <summary>
+		/// Gets Candles (OHLC) websocket
+		/// </summary>
+		/// <param name="callbackAsync">Callback</param>
+		/// <param name="marketSymbols">Market Symbols</param>
+		/// <returns>Web socket, call Dispose to close</returns>
+		Task<IWebSocket> GetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols);
 
 		/// <summary>
 		/// Get all tickers via web socket
@@ -254,6 +261,8 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
 		/// <returns>Web socket, call Dispose to close</returns>
 		Task<IWebSocket> GetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols);
 
+		// Task<IWebSocket> GetDeltaOrderBookWebSocketAsync is in IOrderBookProvider
+
 		/// <summary>
 		/// Get the details of all changed orders via web socket
 		/// </summary>
@@ -268,6 +277,7 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
 		/// <returns>Web socket, call Dispose to close</returns>
 		Task<IWebSocket> GetCompletedOrderDetailsWebSocketAsync(Action<ExchangeOrderResult> callback);
 
+		Task<IWebSocket> GetUserDataWebSocketAsync(Action<object> callback, string listenKey);
 		#endregion Web Socket
 	}
 }