Candles in websockets?

[jdx-john]

I notice that Kraken's WS API provides ohlc but as far as I can see ExchangeSharp only exposes the REST version.
Is this a deliberate design or perhaps it's not seen as useful?
I wouldn't be surprised if there's already a utility class which will generate candles from the raw trades feed... I keep starting to write things then stumbling across existing implementations!

[vslee]

Streaming tickers is implemented in ExchangeSharp for many exchanges but not Kraken. If you'd like you submit an implementation as a Pull Request, we'd be happy to merge it!

[jdx-john]

@vslee I'm not referring to tickers, but to OHLC candles.

I thought that WS functionality for Kraken is supported, e.g. OnGetTickersWebSocketAsync / OnGetTradesWebSocketAsync in ExchangeKrakenAPI?

But my question is that in IExchangeAPI, there is no signature defined at all for streaming OHLC data. Perhaps KRaken is the only exchange who added this (https://docs.kraken.com/websockets/#message-ohlc) or maybe everyone builds their own candles from raw trades data so it's not considered important?

So to submit a PR I would need to add a new API method on the interface and presumably dummy versions for every other exchange, as well as doing the implementation?

[vslee]

I see what you're saying, ExchangeSharp only had REST support for Candles, but not Websocket support. I just made a PR which adds Websocket support for candles. After my PR is merged, you can then add OHLC support to Kraken by overriding the OnGetCandlesWebSocketAsync() method in ExchangeKrakenAPI.cs.