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add trade stream to LBank #741

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merged 1 commit into from
Feb 20, 2022
Merged

add trade stream to LBank #741

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59 changes: 59 additions & 0 deletions src/ExchangeSharp/API/Exchanges/LBank/ExchangeLBankAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,8 @@ public class ExchangeLBankAPI : ExchangeAPI
/// </summary>
public override string BaseUrl { get; set; } = "https://api.lbank.info/v1";

public override string BaseUrlWebSocket { get; set; } = "wss://www.lbkex.net/ws/V2/";

/// <summary>
/// Gets the name of the API.
/// </summary>
Expand Down Expand Up @@ -539,6 +541,63 @@ private List<ExchangeWithdrawalResponse> ParseWithdrawListResponse(JToken withdr

#endregion PARSERS PrivateAPI

#region Websockets
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();
}
return await ConnectPublicWebSocketAsync("", async (_socket, msg) =>
{
/* {
"trade":{
"volume":6.3607,
"amount":77148.9303,
"price":12129,
"direction":"sell",
"TS":"2019-06-28T19:55:49.460"
},
"type":"trade",
"pair":"btc_usdt",
"SERVER":"V2",
"TS":"2019-06-28T19:55:49.466"
}*/
JToken token = JToken.Parse(msg.ToStringFromUTF8());
if (token["status"].ToStringInvariant() == "error")
{
if (token["message"].ToStringInvariant().Contains("Invalid order pairs"))
{
// ignore, bc invalid order pairs are normal in LBank
}
else throw new APIException(token["message"].ToStringInvariant());
}
else if (token["type"].ToStringInvariant() == "trade")
{
var trade = token["trade"].ParseTrade("amount", "price", "direction", "TS", TimestampType.Iso8601China, null);
string marketSymbol = token["pair"].ToStringInvariant();
await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));
}
}, async (_socket) =>
{ /* {
"action":"subscribe",
"subscribe":"trade",
"pair":"eth_btc"
}*/
foreach (var marketSymbol in marketSymbols)
{
var subscribeRequest = new
{
action = "subscribe",
subscribe = "trade",
pair = marketSymbol,
};
await _socket.SendMessageAsync(subscribeRequest);
}
});
}
#endregion

#region HELPERS

protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)
Expand Down
14 changes: 13 additions & 1 deletion src/ExchangeSharp/Utility/CryptoUtility.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -38,6 +38,8 @@ public static class CryptoUtility
internal static readonly DateTime UnixEpochLocal = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Local);
internal static readonly Encoding Utf8EncodingNoPrefix = new UTF8Encoding(false, true);
static bool isWindows = System.Runtime.InteropServices.RuntimeInformation.IsOSPlatform(OSPlatform.Windows);
static string chinaZoneId = isWindows ? "China Standard Time" : "Asia/Shanghai";
static TimeZoneInfo chinaZone = TimeZoneInfo.FindSystemTimeZoneById(chinaZoneId);
static string koreanZoneId = isWindows ? "Korea Standard Time" : "Asia/Seoul";
static TimeZoneInfo koreaZone = TimeZoneInfo.FindSystemTimeZoneById(koreanZoneId);

Expand Down Expand Up @@ -188,7 +190,7 @@ public enum SourceTimeZone
{
/// <summary> time zone is specifically specified in string </summary>
AsSpecified,
Local, Korea, UTC
Local, China, Korea, UTC,
}
/// <summary>
/// Convert object to a UTC DateTime
Expand All @@ -215,6 +217,8 @@ public static DateTime ToDateTimeInvariant(this object obj, SourceTimeZone sourc
throw new NotImplementedException(); // TODO: implement this when needed
case SourceTimeZone.Local:
return DateTime.SpecifyKind(dt, DateTimeKind.Local).ToUniversalTime(); // convert to UTC
case SourceTimeZone.China:
return TimeZoneInfo.ConvertTime(dt, chinaZone, TimeZoneInfo.Utc); // convert to UTC
case SourceTimeZone.Korea:
return TimeZoneInfo.ConvertTime(dt, koreaZone, TimeZoneInfo.Utc); // convert to UTC
case SourceTimeZone.UTC:
Expand Down Expand Up @@ -693,6 +697,9 @@ public static DateTime ParseTimestamp(object value, TimestampType type)
case TimestampType.Iso8601Local:
return value.ToDateTimeInvariant(SourceTimeZone.Local);

case TimestampType.Iso8601China:
return value.ToDateTimeInvariant(SourceTimeZone.China);

case TimestampType.Iso8601Korea:
return value.ToDateTimeInvariant(SourceTimeZone.Korea);

Expand Down Expand Up @@ -1481,6 +1488,11 @@ public enum TimestampType
/// </summary>
Iso8601Local,

/// <summary>
/// ISO 8601 in china Standard Time
/// </summary>
Iso8601China,

/// <summary>
/// ISO 8601 in Korea Standard Time
/// </summary>
Expand Down