Add Candles (OHLC) websocket support in ExchangeAPI

[vslee]

• part of Candles in websockets? #595

[jdx-john]

I don't think I'm placed to review but this seemed a good place to ask a question, as I am interested to provide a Kraken implementation.

Why are the method signatures not consistent?

OnGetCandlesWebSocketAsync(Action<IReadOnlyCollection<MarketCandle>> callback, params string[] marketSymbols)
OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols)
OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols) 

1. Trades passes a Func rather than Action but looking at the console they are used exactly the same
2. Why do we have return type of <string, ...> on Tickers & Trades but not Candles? I think the string holds the pair-name, but isn't that returned inside the objects anyway?

Doesn't stop me working on a Kraken implementation in the meantime locally.

[vslee]

There was not an API design process in the beginning. Instead, it has evolved over the ears. Various contributors have added bits and pieces. That is why there are inconsistencies. Perhaps one day someone will want to go through and clean up the API. In the meantime, we can do what makes the most sense for any new additions.
You're right in that returning a string for the symbol is superfluous, since the symbol name already exists inside MarketCandle, so that's why I have left it off. The reason that Trades passes a Func instead of Action is that this allows the callback itself to be an async method. Come to think of it, this would be useful for the candles callback so I will push a commit that changes this. Eventually, the rest of the methods can be updated to support this as well, but for now we can just update this one.

[jdx-john]

Thanks @vslee it's good to know I wasn't missing anything major with it being a new codebase to me. I hadn't thought of the async callback detail, though. That's a good point.