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Merged
merged 2 commits into from
Nov 9, 2019
Merged

BL3P: added Trade stream (websocket) #479

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5fd2240
BL3P: added Trade stream (websocket)
vslee Nov 9, 2019
6d182f2
one more namespace
vslee Nov 9, 2019
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3 changes: 1 addition & 2 deletions ExchangeSharp/API/Exchanges/BL3P/BL3PException.cs
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@@ -1,8 +1,7 @@
using System;
using System.Runtime.Serialization;
using ExchangeSharp.API.Exchanges.BL3P.Models;

namespace ExchangeSharp.API.Exchanges.BL3P
namespace ExchangeSharp.BL3P
{
[Serializable]
internal class BL3PException : Exception
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3 changes: 1 addition & 2 deletions ExchangeSharp/API/Exchanges/BL3P/Converters/BL3PResponseConverter.cs
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@@ -1,8 +1,7 @@
using ExchangeSharp.API.Exchanges.BL3P.Models;
using ExchangeSharp.Dependencies.Converters;
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Converters
namespace ExchangeSharp.BL3P
{
internal class BL3PResponseConverter<TSuccess> : JsonComplexObjectConverter<BL3PResponsePayload>
where TSuccess : BL3PResponsePayload, new()
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Enums/BL3PCurrencyFee.cs
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@@ -1,4 +1,4 @@
namespace ExchangeSharp.API.Exchanges.BL3P.Enums
namespace ExchangeSharp.BL3P
{
public enum BL3PCurrencyFee : byte
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Enums/BL3POrderStatus.cs
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@@ -1,4 +1,4 @@
namespace ExchangeSharp.API.Exchanges.BL3P.Enums
namespace ExchangeSharp.BL3P
{
internal enum BL3POrderStatus
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Enums/BL3POrderType.cs
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@@ -1,4 +1,4 @@
namespace ExchangeSharp.API.Exchanges.BL3P.Enums
namespace ExchangeSharp.BL3P
{
internal enum BL3POrderType
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Enums/BL3PResponseType.cs
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@@ -1,4 +1,4 @@
namespace ExchangeSharp.API.Exchanges.BL3P.Enums
namespace ExchangeSharp.BL3P
{
internal enum BL3PResponseType
{
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40 changes: 30 additions & 10 deletions ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs
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Expand Up @@ -5,12 +5,7 @@
using System.Security.Cryptography;
using System.Text;
using System.Threading.Tasks;
using ExchangeSharp.API.Exchanges.BL3P;
using ExchangeSharp.API.Exchanges.BL3P.Enums;
using ExchangeSharp.API.Exchanges.BL3P.Extensions;
using ExchangeSharp.API.Exchanges.BL3P.Models;
using ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Add;
using ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Result;
using ExchangeSharp.BL3P;
using ExchangeSharp.Utility;
using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
Expand Down Expand Up @@ -127,10 +122,10 @@ protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(
params string[] marketSymbols
)
{
if (marketSymbols == null)
throw new ArgumentNullException(nameof(marketSymbols));
if (marketSymbols.Length == 0)
throw new ArgumentException("Value cannot be an empty collection.", nameof(marketSymbols));
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}

Task MessageCallback(IWebSocket _, byte[] msg)
{
Expand Down Expand Up @@ -170,6 +165,31 @@ await Task.WhenAll(
);
}

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
Task MessageCallback(IWebSocket _, byte[] msg)
{ // {{ "date": 1573255932, "marketplace": "BTCEUR", "price_int": 802466000, "type": "buy", "amount_int": 6193344 } }
JToken token = JToken.Parse(msg.ToStringFromUTF8());
var symbol = token["marketplace"].ToStringInvariant();
ExchangeTrade trade = token.ParseTrade(amountKey: "amount_int", priceKey: "price_int", typeKey: "type", timestampKey: "date",
timestampType: TimestampType.UnixSeconds,
idKey: null, // + TODO: add Id Key when BL3P starts providing this info
typeKeyIsBuyValue: "buy");
callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));
return Task.CompletedTask;
}

return new MultiWebsocketWrapper(
await Task.WhenAll(
marketSymbols.Select(ms => ConnectWebSocketAsync($"{ms}/trades", MessageCallback))
).ConfigureAwait(false)
);
}

protected override bool CanMakeAuthenticatedRequest(IReadOnlyDictionary<string, object> payload)
{
return !(PublicApiKey is null) && !(PrivateApiKey is null);
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5 changes: 1 addition & 4 deletions ExchangeSharp/API/Exchanges/BL3P/Extensions/BL3PExtensions.cs
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@@ -1,7 +1,4 @@
using ExchangeSharp.API.Exchanges.BL3P.Enums;
using ExchangeSharp.API.Exchanges.BL3P.Models;

namespace ExchangeSharp.API.Exchanges.BL3P.Extensions
namespace ExchangeSharp.BL3P
{
internal static class BL3PExtensions
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Models/BL3PAmount.cs
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@@ -1,6 +1,6 @@
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models
namespace ExchangeSharp.BL3P
{
internal class BL3PAmount
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Models/BL3POrderBook.cs
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@@ -1,6 +1,6 @@
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models
namespace ExchangeSharp.BL3P
{
// ReSharper disable once InconsistentNaming
internal class BL3POrderBook
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Models/BL3POrderRequest.cs
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@@ -1,6 +1,6 @@
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models
namespace ExchangeSharp.BL3P
{
// ReSharper disable once InconsistentNaming
internal class BL3POrderRequest
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3 changes: 1 addition & 2 deletions ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponse.cs
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@@ -1,7 +1,6 @@
using ExchangeSharp.API.Exchanges.BL3P.Enums;
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models
namespace ExchangeSharp.BL3P
{
internal class BL3PEmptyResponse
: BL3PResponse<BL3PResponsePayload, BL3PResponsePayloadError>
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponsePayload.cs
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@@ -1,4 +1,4 @@
namespace ExchangeSharp.API.Exchanges.BL3P.Models
namespace ExchangeSharp.BL3P
{
internal class BL3PResponsePayload
{
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2 changes: 1 addition & 1 deletion ...s/BL3P/Models/Bl3PResponsePayloadError.cs → ...s/BL3P/Models/BL3PResponsePayloadError.cs
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@@ -1,6 +1,6 @@
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models
namespace ExchangeSharp.BL3P
{
internal class BL3PResponsePayloadError : BL3PResponsePayload
{
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3 changes: 1 addition & 2 deletions ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Add/BL3POrderAddResponse.cs
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@@ -1,7 +1,6 @@
using ExchangeSharp.API.Exchanges.BL3P.Converters;
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Add
namespace ExchangeSharp.BL3P
{
internal class BL3POrderAddResponse : BL3PResponse<BL3POrderAddSuccess>
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Add/BL3POrderAddSuccess.cs
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@@ -1,6 +1,6 @@
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Add
namespace ExchangeSharp.BL3P
{
internal class BL3POrderAddSuccess : BL3PResponsePayload
{
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3 changes: 1 addition & 2 deletions ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Result/BL3POrderResultResponse.cs
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@@ -1,7 +1,6 @@
using ExchangeSharp.API.Exchanges.BL3P.Converters;
using Newtonsoft.Json;

namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Result
namespace ExchangeSharp.BL3P
{
internal class BL3POrderResultResponse : BL3PResponse<BL3POrderResultSuccess>
{
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3 changes: 1 addition & 2 deletions ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Result/BL3POrderResultSuccess.cs
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@@ -1,9 +1,8 @@
using System;
using ExchangeSharp.API.Exchanges.BL3P.Enums;
using Newtonsoft.Json;
using Newtonsoft.Json.Converters;

namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Result
namespace ExchangeSharp.BL3P
{
internal class BL3POrderResultSuccess : BL3PResponsePayload
{
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2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/BL3P/MultiWebsocketWrapper.cs
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Expand Up @@ -3,7 +3,7 @@
using System.Linq;
using System.Threading.Tasks;

namespace ExchangeSharp.API.Exchanges.BL3P
namespace ExchangeSharp.BL3P
{
internal sealed class MultiWebsocketWrapper : IWebSocket
{
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4 changes: 2 additions & 2 deletions ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs
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Expand Up @@ -532,7 +532,7 @@ internal static async Task<ExchangeTicker> ParseTickerAsync(this ExchangeAPI api
/// <param name="typeKeyIsBuyValue">Type key buy value</param>
/// <returns>Trade</returns>
internal static ExchangeTrade ParseTrade(this JToken token, object amountKey, object priceKey, object typeKey,
object timestampKey, TimestampType timestampType, object idKey, string typeKeyIsBuyValue = "buy")
object timestampKey, TimestampType timestampType, object? idKey, string typeKeyIsBuyValue = "buy")
{
return ParseTradeComponents<ExchangeTrade>(token, amountKey, priceKey, typeKey,
timestampKey, timestampType, idKey, typeKeyIsBuyValue);
Expand Down Expand Up @@ -610,7 +610,7 @@ internal static ExchangeTrade ParseTradeNDAX(this JToken token, object amountKey
}

internal static T ParseTradeComponents<T>(this JToken token, object amountKey, object priceKey, object typeKey,
object timestampKey, TimestampType timestampType, object idKey, string typeKeyIsBuyValue = "buy")
object timestampKey, TimestampType timestampType, object? idKey, string typeKeyIsBuyValue = "buy")
where T : ExchangeTrade, new()
{
var isBuy = token[typeKey].ToStringInvariant().EqualsWithOption(typeKeyIsBuyValue);
Expand Down