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[Poloniex] Add websocket candle feed #799

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merged 4 commits into from
Mar 5, 2023
Merged

[Poloniex] Add websocket candle feed #799

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9d36596
Fix typo in CryptoUtiliy.SecondsToPeriodStringLongReverse XML tag sum…
BZ-CO Mar 5, 2023
beee232
Grouping websocket methods
BZ-CO Mar 5, 2023
821548b
OnGetDeltaOrderBookWebSocketAsync to expression body
BZ-CO Mar 5, 2023
2d35038
Implement GetCandlesWebSocketAsync
BZ-CO Mar 5, 2023
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104 changes: 59 additions & 45 deletions src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -456,51 +456,6 @@ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>>
return tickers;
}

protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(
Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback,
params string[] symbols) =>
await ConnectWebsocketPublicAsync(
async (socket) => { await SubscribeToChannel(socket, "ticker", symbols); },
async (socket, symbol, sArray, token) =>
{
var tickers = new List<KeyValuePair<string, ExchangeTicker>>
{
new KeyValuePair<string, ExchangeTicker>(symbol,
await this.ParseTickerWebSocketAsync(symbol, token))
};
callback(tickers);
});

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(
Func<KeyValuePair<string, ExchangeTrade>, Task> callback,
params string[] marketSymbols) =>
await ConnectWebsocketPublicAsync(
async (socket) => { await SubscribeToChannel(socket, "trades", marketSymbols); },
async (socket, symbol, sArray, token) =>
{
var trade = token.ParseTrade(amountKey: "quantity", priceKey: "price", typeKey: "takerSide",
timestampKey: "ts", TimestampType.UnixMilliseconds, idKey: "id");
await callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));
});

protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(
Action<ExchangeOrderBook> callback,
int maxCount = 20,
params string[] marketSymbols)
{
return await ConnectWebsocketPublicAsync(
async (socket) =>
{
await SubscribeToOrderBookDepthChannel(socket, marketSymbols, maxCount);
}, (socket, symbol, sArray, token) =>
{
var book = token.ParseOrderBookFromJTokenArrays();
book.MarketSymbol = symbol;
callback(book);
return Task.CompletedTask;
});
}

protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)
{
//https://api.poloniex.com/markets/{symbol}/orderBook?scale={scale}&limit={limit}
Expand Down Expand Up @@ -853,6 +808,65 @@ protected override async Task<IEnumerable<ExchangeTransaction>> OnGetDepositHist
return transactions;
}

protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(
Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback,
params string[] symbols) =>
await ConnectWebsocketPublicAsync(
async (socket) => { await SubscribeToChannel(socket, "ticker", symbols); },
async (socket, symbol, sArray, token) =>
{
var tickers = new List<KeyValuePair<string, ExchangeTicker>>
{
new KeyValuePair<string, ExchangeTicker>(symbol,
await this.ParseTickerWebSocketAsync(symbol, token))
};
callback(tickers);
});

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(
Func<KeyValuePair<string, ExchangeTrade>, Task> callback,
params string[] marketSymbols) =>
await ConnectWebsocketPublicAsync(
async (socket) => { await SubscribeToChannel(socket, "trades", marketSymbols); },
async (socket, symbol, sArray, token) =>
{
var trade = token.ParseTrade(amountKey: "quantity", priceKey: "price", typeKey: "takerSide",
timestampKey: "ts", TimestampType.UnixMilliseconds, idKey: "id");
await callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));
});

protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(
Action<ExchangeOrderBook> callback,
int maxCount = 20,
params string[] marketSymbols) =>
await ConnectWebsocketPublicAsync(
async (socket) => { await SubscribeToOrderBookDepthChannel(socket, marketSymbols, maxCount); },
(socket, symbol, sArray, token) =>
{
var book = token.ParseOrderBookFromJTokenArrays();
book.MarketSymbol = symbol;
callback(book);
return Task.CompletedTask;
});

protected override async Task<IWebSocket> OnGetCandlesWebSocketAsync(
Func<MarketCandle, Task> callback,
int periodSeconds,
params string[] marketSymbols) =>
await ConnectWebsocketPublicAsync(
async (socket) =>
{
await SubscribeToChannel(socket,
$"candles_{CryptoUtility.SecondsToPeriodStringLongReverse(periodSeconds).ToLowerInvariant()}",
marketSymbols);
}, async (socket, symbol, sArray, token) =>
{
var candle = this.ParseCandle(token, symbol, periodSeconds, "open", "high", "low", "close",
"ts", TimestampType.UnixMilliseconds, "quantity", "amount", null, "tradeCount");

await callback(candle);
});

private static string ParseFeesCurrency(bool isBuy, string symbol)
{
string feesCurrency = null;
Expand Down
2 changes: 1 addition & 1 deletion src/ExchangeSharp/Utility/CryptoUtility.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -1220,7 +1220,7 @@ public static string SecondsToPeriodStringLong(int seconds)
}

/// <summary>
/// Convert seconds to a period string, i.e. SECOND_5, MINUTE_1, HOUR_2, DAY_3, WEEK_1week, MONTH_1, YEAR_1 etc.
/// Convert seconds to a period string, i.e. SECOND_5, MINUTE_1, HOUR_2, DAY_3, WEEK_1, MONTH_1, YEAR_1 etc.
/// </summary>
/// <param name="seconds">Seconds. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>
/// <returns>Period string</returns>
Expand Down