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Add Candles (OHLC) websocket support in ExchangeAPI #596

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merged 2 commits into from
Jun 5, 2021
Merged

Add Candles (OHLC) websocket support in ExchangeAPI #596

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7063138
Add Candles (OHLC) websocket support in ExchangeAPI
vslee Jun 1, 2021
e380e8e
changed GetCandlesWebSocketAsync() to allow for async callback
vslee Jun 3, 2021
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13 changes: 13 additions & 0 deletions src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -178,6 +178,8 @@ protected virtual Task<ExchangeMarginPositionResult> OnGetOpenPositionAsync(stri
throw new NotImplementedException();
protected virtual Task<ExchangeCloseMarginPositionResult> OnCloseMarginPositionAsync(string marketSymbol) =>
throw new NotImplementedException();
protected virtual Task<IWebSocket> OnGetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols) =>
throw new NotImplementedException();
protected virtual Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols) =>
throw new NotImplementedException();
protected virtual Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols) =>
Expand Down Expand Up @@ -997,6 +999,17 @@ public virtual async Task<ExchangeCloseMarginPositionResult> CloseMarginPosition
#endregion REST API

#region Web Socket API
/// <summary>
/// Gets Candles (OHLC) websocket
/// </summary>
/// <param name="callbackAsync">Callback</param>
/// <param name="marketSymbols">Market Symbols</param>
/// <returns>Web socket, call Dispose to close</returns>
public virtual Task<IWebSocket> GetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols)
{
callbackAsync.ThrowIfNull(nameof(callbackAsync), "Callback must not be null");
return OnGetCandlesWebSocketAsync(callbackAsync, marketSymbols);
}

/// <summary>
/// Get all tickers via web socket
Expand Down
10 changes: 10 additions & 0 deletions src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs
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Expand Up @@ -237,6 +237,13 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
#endregion REST

#region Web Socket
/// <summary>
/// Gets Candles (OHLC) websocket
/// </summary>
/// <param name="callbackAsync">Callback</param>
/// <param name="marketSymbols">Market Symbols</param>
/// <returns>Web socket, call Dispose to close</returns>
Task<IWebSocket> GetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols);

/// <summary>
/// Get all tickers via web socket
Expand All @@ -254,6 +261,8 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
/// <returns>Web socket, call Dispose to close</returns>
Task<IWebSocket> GetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols);

// Task<IWebSocket> GetDeltaOrderBookWebSocketAsync is in IOrderBookProvider

/// <summary>
/// Get the details of all changed orders via web socket
/// </summary>
Expand All @@ -268,6 +277,7 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
/// <returns>Web socket, call Dispose to close</returns>
Task<IWebSocket> GetCompletedOrderDetailsWebSocketAsync(Action<ExchangeOrderResult> callback);

Task<IWebSocket> GetUserDataWebSocketAsync(Action<object> callback, string listenKey);
#endregion Web Socket
}
}