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add trade stream for BtcTurk #772

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May 1, 2022
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add trade stream for BtcTurk #772

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232 changes: 232 additions & 0 deletions src/ExchangeSharp/API/Exchanges/BtcTurk/ExchangeBtcTurkAPI.cs
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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 ExchangeBtcTurkAPI : ExchangeAPI
{
public override string BaseUrl { get; set; } = "https://api.btcturk.com";
public override string BaseUrlWebSocket { get; set; } = "wss://ws-feed-pro.btcturk.com";

public ExchangeBtcTurkAPI()
{
NonceStyle = NonceStyle.UnixMilliseconds;
NonceOffset = TimeSpan.FromSeconds(0.1);
// WebSocketOrderBookType = not implemented
MarketSymbolSeparator = "";
MarketSymbolIsUppercase = true;
// ExchangeGlobalCurrencyReplacements[] not implemented
}

protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
{ /*{
"data": {
"timeZone": "UTC",
"serverTime": 1645091654418,
"symbols": [
{
"id": 1,
"name": "BTCTRY",
"nameNormalized": "BTC_TRY",
"status": "TRADING",
"numerator": "BTC",
"denominator": "TRY",
"numeratorScale": 8,
"denominatorScale": 2,
"hasFraction": false,
"filters": [
{
"filterType": "PRICE_FILTER",
"minPrice": "0.0000000000001",
"maxPrice": "10000000",
"tickSize": "10",
"minExchangeValue": "99.91",
"minAmount": null,
"maxAmount": null
}
],
"orderMethods": [
"MARKET",
"LIMIT",
"STOP_MARKET",
"STOP_LIMIT"
],
"displayFormat": "#,###",
"commissionFromNumerator": false,
"order": 1000,
"priceRounding": false,
"isNew": false,
"marketPriceWarningThresholdPercentage": 0.2500000000000000,
"maximumOrderAmount": null,
"maximumLimitOrderPrice": 5895000.0000000000000000,
"minimumLimitOrderPrice": 58950.0000000000000000
}
}*/
var instruments = await MakeJsonRequestAsync<JToken>("api/v2/server/exchangeinfo");
var markets = new List<ExchangeMarket>();
foreach (JToken instrument in instruments["symbols"])
{
markets.Add(new ExchangeMarket
{
MarketSymbol = instrument["name"].ToStringUpperInvariant(),
QuoteCurrency = instrument["denominator"].ToStringInvariant(),
BaseCurrency = instrument["numerator"].ToStringInvariant(),
});
}
return markets;
}

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsMetadataAsync()).Select(m => m.MarketSymbol).ToArray();
}
return await ConnectPublicWebSocketAsync("/market", async (_socket, msg) =>
{ /* {[
991,
{
"type": 991,
"current": "5.1.0",
"min": "2.3.0"
}
]}*/

/* {[
451,
{
"type": 451,
"pairId": 0,
"symbol": "BTCTRY",
"id": 0,
"method": 0,
"userId": 0,
"orderType": 0,
"price": "0",
"amount": "0",
"numLeft": "0.00",
"denomLeft": "0",
"newOrderClientId": null
}
]}] */
JToken token = JToken.Parse(msg.ToStringFromUTF8());
if (token[0].ToObject<int>() == 991)
{
// no need to do anything with this
}
//else if (token["method"].ToStringInvariant() == "ERROR" || token["method"].ToStringInvariant() == "unknown")
//{
// throw new APIException(token["code"].ToStringInvariant() + ": " + token["message"].ToStringInvariant());
//}
else if (token[0].ToObject<int>() == 451)
{
// channel 451 OrderInsert. Ignore.
}
else if (token[0].ToObject<int>() == 100)
{ /*
{[
100,
{
"ok": true,
"message": "join|trade:BTCTRY",
"type": 100
}
]}
*/
// successfully joined
}
else if (token[0].ToObject<int>() == 421)
{ /*
{[
421,
{
"symbol": "BTCTRY",
"items": [
{
"D": "1651204111661",
"I": "100163785789620803",
"A": "0.0072834700",
"P": "586484.0000000000",
"S": 0
},
{
"D": "1651202811844",
"I": "100163785789620737",
"A": "0.0004123600",
"P": "585778.0000000000",
"S": 1
}
],
"channel": "trade",
"event": "BTCTRY",
"type": 421
}
]} */
var data = token[1];
var dataArray = data["items"].ToArray();
for (int i = 0; i < dataArray.Length; i++)
{
var trade = dataArray[i].ParseTrade("A", "P", "S", "D", TimestampType.UnixMilliseconds, "I", "0");
string marketSymbol = data["symbol"].ToStringInvariant();
trade.Flags |= ExchangeTradeFlags.IsFromSnapshot;
if (i == dataArray.Length - 1)
trade.Flags |= ExchangeTradeFlags.IsLastFromSnapshot;
await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));
}
}
else if (token[0].ToObject<int>() == 422)
{ /* {[
422,
{
"D": "1651204593830",
"I": "100163785789620825",
"A": "0.0008777700",
"P": "586950.0000000000",
"PS": "BTCTRY",
"S": 1,
"channel": "trade",
"event": "BTCTRY",
"type": 422
}
]} */
var data = token[1];
var trade = data.ParseTrade("A", "P", "S", "D", TimestampType.UnixMilliseconds, "I", "0");
string marketSymbol = data["PS"].ToStringInvariant();
await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));
}
else Logger.Warn($"Unexpected channel {token[0].ToObject<int>()}");
}, async (_socket) =>
{ /*
[
151,
{
"type": 151,
"channel": 'CHANNEL_NAME_HERE',
"event": 'PAIR_NAME_HERE',
"join": True
}
]
*/
foreach (var marketSymbol in marketSymbols)
{
var subscribeRequest = new List<object>();
subscribeRequest.Add(151);
subscribeRequest.Add(new
{
type = 151,
channel = "trade",
@event = marketSymbol,
join = true, // If true, it means that you want to subscribe, if false, you can unsubscribe.
});
await _socket.SendMessageAsync(subscribeRequest.ToArray());
}
});
}

}
public partial class ExchangeName { public const string BtcTurk = "BtcTurk"; }
}