add trade stream for Bitflyer

src/ExchangeSharp/API/Exchanges/Bitflyer/ExchangeBitflyerApi.cs

@@ -0,0 +1,167 @@
+using Newtonsoft.Json.Linq;
+using SocketIOClient;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace ExchangeSharp
+{
+	public sealed partial class ExchangeBitflyerApi : ExchangeAPI
+	{
+		public override string BaseUrl { get; set; } = "https://api.bitflyer.com";
+		public override string BaseUrlWebSocket { get; set; } = "https://io.lightstream.bitflyer.com";
+
+		public ExchangeBitflyerApi()
+		{
+			//NonceStyle = new guid
+			//NonceOffset not needed
+			// WebSocketOrderBookType = not implemented
+			MarketSymbolSeparator = "_";
+			MarketSymbolIsUppercase = true;
+			// ExchangeGlobalCurrencyReplacements[] not implemented
+		}
+
+		protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
+		{
+			/*
+			 [
+				  {
+					"product_code": "BTC_JPY",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "XRP_JPY",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "ETH_JPY",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "XLM_JPY",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "MONA_JPY",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "ETH_BTC",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "BCH_BTC",
+					"market_type": "Spot"
+				  },
+				  {
+					"product_code": "FX_BTC_JPY",
+					"market_type": "FX"
+				  },
+				  {
+					"product_code": "BTCJPY12MAR2021",
+					"alias": "BTCJPY_MAT1WK",
+					"market_type": "Futures"
+				  },
+				  {
+					"product_code": "BTCJPY19MAR2021",
+					"alias": "BTCJPY_MAT2WK",
+					"market_type": "Futures"
+				  },
+				  {
+					"product_code": "BTCJPY26MAR2021",
+					"alias": "BTCJPY_MAT3M",
+					"market_type": "Futures"
+				  }
+				]
+			 */
+			JToken instruments = await MakeJsonRequestAsync<JToken>("v1/getmarkets");
+			var markets = new List<ExchangeMarket>();
+			foreach (JToken instrument in instruments)
+			{
+				markets.Add(new ExchangeMarket
+				{
+					MarketSymbol = instrument["product_code"].ToStringUpperInvariant(),
+					AltMarketSymbol = instrument["alias"].ToStringInvariant(),
+					AltMarketSymbol2 = instrument["market_type"].ToStringInvariant(),
+				});
+			}
+			return markets.Select(m => m.MarketSymbol);
+		}
+		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();
+			}
+			var client = new SocketIOWrapper(BaseUrlWebSocket);
+
+			foreach (var marketSymbol in marketSymbols)
+			{ // {product_code} can be obtained from the market list. It cannot be an alias.
+			  // BTC/JPY (Spot): lightning_executions_BTC_JPY
+				client.socketIO.On($"lightning_executions_{marketSymbol}", response =>
+				{ /* [[ {
+						"id": 39361,
+						"side": "SELL",
+						"price": 35100,
+						"size": 0.01,
+						"exec_date": "2015-07-07T10:44:33.547Z",
+						"buy_child_order_acceptance_id": "JRF20150707-014356-184990",
+						"sell_child_order_acceptance_id": "JRF20150707-104433-186048"
+					} ]] */
+					var token = JToken.Parse(response.ToStringInvariant());
+					foreach (var tradeToken in token[0])
+					{
+						var trade = tradeToken.ParseTradeBitflyer("size", "price", "side", "exec_date", TimestampType.Iso8601UTC, "id");
+
+						// If it is executed during an Itayose, it will be an empty string.
+						if (string.IsNullOrWhiteSpace(tradeToken["side"].ToStringInvariant()))
+							trade.Flags |= ExchangeTradeFlags.HasNoSide;
+
+						callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade)).Wait();
+					}
+				});
+			}
+
+			client.socketIO.OnConnected += async (sender, e) =>
+			{
+				foreach (var marketSymbol in marketSymbols)
+				{ // {product_code} can be obtained from the market list. It cannot be an alias.
+					// BTC/JPY (Spot): lightning_executions_BTC_JPY
+					await client.socketIO.EmitAsync("subscribe", $"lightning_executions_{marketSymbol}");
+				}
+			};
+			await client.socketIO.ConnectAsync();
+			return client;
+		}
+	}
+
+	class SocketIOWrapper : IWebSocket
+	{
+		public SocketIO socketIO;
+		public SocketIOWrapper(string url)
+		{
+			socketIO = new SocketIO(url);
+			socketIO.Options.Transport = SocketIOClient.Transport.TransportProtocol.WebSocket;
+			socketIO.OnConnected += (s, e) => Connected?.Invoke(this);
+			socketIO.OnDisconnected += (s, e) => Disconnected?.Invoke(this);
+		}
+
+		public TimeSpan ConnectInterval
+		{ get => socketIO.Options.ConnectionTimeout; set => socketIO.Options.ConnectionTimeout = value; }
+
+		public TimeSpan KeepAlive
+		{ get => throw new NotSupportedException(); set => throw new NotSupportedException(); }
+
+		public event WebSocketConnectionDelegate Connected;
+		public event WebSocketConnectionDelegate Disconnected;
+
+		public Task<bool> SendMessageAsync(object message) => throw new NotImplementedException();
+
+		public void Dispose() => socketIO.Dispose();
+	}
+
+	public partial class ExchangeName { public const string Bitflyer = "Bitflyer"; }
+}

src/ExchangeSharp/API/Exchanges/Bitflyer/Models/BitflyerTrade.cs

@@ -0,0 +1,17 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace ExchangeSharp.Bitflyer
+{
+	public class BitflyerTrade : ExchangeTrade
+	{
+		public string BuyChildOrderAcceptanceId { get; set; }
+		public string SellChildOrderAcceptanceId { get; set; }
+
+		public override string ToString()
+		{
+			return string.Format("{0},{1}, {2}", base.ToString(), BuyChildOrderAcceptanceId, SellChildOrderAcceptanceId);
+		}
+	}
+}

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

@@ -25,6 +25,7 @@ The above copyright notice and this permission notice shall be included in all c
 using ExchangeSharp.NDAX;
 using ExchangeSharp.API.Exchanges.FTX.Models;
 using ExchangeSharp.Bybit;
+using ExchangeSharp.Bitflyer;
 
 namespace ExchangeSharp
 {
@@ -541,6 +542,16 @@ internal static ExchangeTrade ParseTradeBinance(this JToken token, object amount
 			return trade;
 		}
 
+		internal static ExchangeTrade ParseTradeBitflyer(this JToken token, object amountKey, object priceKey, object typeKey,
+			object timestampKey, TimestampType timestampType, object idKey, string typeKeyIsBuyValue = "buy")
+		{
+			var trade = ParseTradeComponents<BitflyerTrade>(token, amountKey, priceKey, typeKey,
+				timestampKey, timestampType, idKey, typeKeyIsBuyValue);
+			trade.BuyChildOrderAcceptanceId = token["buy_child_order_acceptance_id"].ConvertInvariant<string>();
+			trade.SellChildOrderAcceptanceId = token["sell_child_order_acceptance_id"].ConvertInvariant<string>();
+			return trade;
+		}
+
 		internal static ExchangeTrade ParseTradeBybit(this JToken token, object amountKey, object priceKey, object typeKey,
 			object timestampKey, TimestampType timestampType, object idKey, string typeKeyIsBuyValue = "buy")
 		{

src/ExchangeSharp/ExchangeSharp.csproj

@@ -35,6 +35,7 @@
     <PackageReference Include="Microsoft.CodeAnalysis.Analyzers" Version="2.9.7" />
     <PackageReference Include="Newtonsoft.Json" Version="11.0.2" />
     <PackageReference Include="NLog" Version="4.5.10" />
+    <PackageReference Include="SocketIOClient" Version="3.0.5" />
     <PackageReference Include="System.Configuration.ConfigurationManager" Version="4.5.0" />
   </ItemGroup>
 

src/ExchangeSharp/Model/ExchangeTrade.cs

@@ -1,4 +1,4 @@
-/*
+/*
 MIT LICENSE
 
 Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com
@@ -120,6 +120,11 @@ public enum ExchangeTradeFlags
         /// <summary>
         /// Whether the trade is the last trade from a snapshot
         /// </summary>
-        IsLastFromSnapshot = 4
+        IsLastFromSnapshot = 4,
+
+		/// <summary>
+		/// Is neither buy nor sell
+		/// </summary>
+		HasNoSide = 8,
     }
 }