add trade stream for UPbit (#765)

Author: vslee

src/ExchangeSharp/API/UPbit/ExchangeUPbitAPI.cs

@@ -0,0 +1,91 @@
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace ExchangeSharp
+{
+	public sealed partial class ExchangeUPbitAPI : ExchangeAPI
+	{
+		public override string BaseUrl { get; set; } = "https://api.upbit.com";
+		public override string BaseUrlWebSocket { get; set; } = "wss://api.upbit.com/websocket/v1";
+
+		public ExchangeUPbitAPI()
+		{
+			//NonceStyle = NonceStyle.Iso8601; unclear what this is
+			NonceOffset = TimeSpan.FromSeconds(0.1);
+			// WebSocketOrderBookType = not implemented
+			MarketSymbolSeparator = "-";
+			MarketSymbolIsUppercase = true;
+			// ExchangeGlobalCurrencyReplacements[] not implemented
+		}
+
+		public override async Task<IEnumerable<string>> GetMarketSymbolsAsync()
+		{ /*[
+				{
+					"market": "KRW-BTC",
+					"korean_name": "비트코인",
+					"english_name": "Bitcoin"
+				},
+				...
+			] */
+			var instruments = await MakeJsonRequestAsync<JToken>("v1/market/all");
+			var markets = new List<ExchangeMarket>();
+			foreach (JToken instrument in instruments)
+			{
+				markets.Add(new ExchangeMarket
+				{
+					MarketSymbol = instrument["market"].ToStringInvariant(),
+					AltMarketSymbol = instrument["korean_name"].ToStringInvariant(),
+					MarketId = instrument["english_name"].ToStringInvariant(),
+				});
+			}
+			return markets.Select(m => m.MarketSymbol);
+		}
+
+		public override async Task<IWebSocket> GetTradesWebSocketAsync(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) =>
+			{
+				/*{"mk":"KRW-BTC","tms":1523531768829,"td":"2018-04-12","ttm":"11:16:03","ttms":1523531763000,"tp":7691000.0,"tv":0.00996719,"ab":"BID","pcp":7429000.00000000,"c":"RISE","cp":262000.00000000,"sid":1523531768829000,"st":"SNAPSHOT"}
+				 {"mk":"BTC-BCH","tms":1523531745481,"td":"2018-04-12","ttm":"11:15:48","ttms":1523531748370,"tp":0.09601999,"tv":0.18711789,"ab":"BID","pcp":0.09618000,"c":"FALL","cp":0.00016001,"sid":15235317454810000,"st":"SNAPSHOT"}
+				 {"mk":"KRW-BTC","tms":1523531769250,"td":"2018-04-12","ttm":"11:16:04","ttms":1523531764000,"tp":7691000.0,"tv":0.07580113,"ab":"BID","pcp":7429000.00000000,"c":"RISE","cp":262000.00000000,"sid":1523531769250000,"st":"REALTIME"}*/
+				JToken token = JToken.Parse(msg.ToStringFromUTF8());
+				// UPbit does not provide an error element
+				if (token["ty"].ToStringInvariant() == "trade")
+				{
+					var trade = token.ParseTrade("tv", "tp", "ab", "trade_timestamp", TimestampType.UnixMilliseconds, "sid", "BID");
+					string marketSymbol = token["cd"].ToStringInvariant();
+					if (token["st"].ToStringInvariant() == "SNAPSHOT")
+					{
+						trade.Flags |= ExchangeTradeFlags.IsFromSnapshot;
+					}
+					else if (token["st"].ToStringInvariant() == "REALTIME")
+					{ }
+					else Logger.Warn($"Unknown stream type {token["st"].ToStringInvariant()}");
+					await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));
+				}
+				else Logger.Warn($"Unknown response type {token["ty"].ToStringInvariant()}");
+			}, async (_socket) =>
+			{ // [{"ticket":"test"},{"type":"trade","codes":["KRW-BTC","BTC-BCH"]},{"format":"SIMPLE"}]
+			  //var subscribeRequest = new[] { new
+			  //{
+			  //	ticket = "exchangeTrades",
+			  //		type = "trade",
+			  //		codes = marketSymbols,
+			  //	format = "SIMPLE",
+			  //} };
+				var subscribeRequest = @"[{""ticket"":""test""},{""type"":""trade"",""codes"":["
+					+ String.Join(",", marketSymbols.Select(s => $@"""{s}""")) + @"]},{""format"":""SIMPLE""}]";
+				await _socket.SendMessageAsync(subscribeRequest);
+			});
+		}
+	}
+	public partial class ExchangeName { public const string UPbit = "UPbit"; }
+}