BL3P: added Trade stream (websocket) (#479)

vslee · web-flow · commit d3484ec4f394 · 2019-11-09T12:13:51.000-08:00
* BL3P: added Trade stream (websocket)

- simplified BL3P namespace
- account for null or empty marketSymbols param in OrderBook and Trades WS
- fixed capitalization in BL3PResponsePayloadError.cs

* one more namespace
diff --git a/ExchangeSharp/API/Exchanges/BL3P/BL3PException.cs b/ExchangeSharp/API/Exchanges/BL3P/BL3PException.cs
@@ -1,8 +1,7 @@
 using System;
 using System.Runtime.Serialization;
-using ExchangeSharp.API.Exchanges.BL3P.Models;
 
-namespace ExchangeSharp.API.Exchanges.BL3P
+namespace ExchangeSharp.BL3P
 {
 	[Serializable]
 	internal class BL3PException : Exception
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Converters/BL3PResponseConverter.cs b/ExchangeSharp/API/Exchanges/BL3P/Converters/BL3PResponseConverter.cs
@@ -1,8 +1,7 @@
-using ExchangeSharp.API.Exchanges.BL3P.Models;
 using ExchangeSharp.Dependencies.Converters;
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Converters
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3PResponseConverter<TSuccess> : JsonComplexObjectConverter<BL3PResponsePayload>
 		where TSuccess : BL3PResponsePayload, new()
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3PCurrencyFee.cs b/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3PCurrencyFee.cs
@@ -1,4 +1,4 @@
-namespace ExchangeSharp.API.Exchanges.BL3P.Enums
+namespace ExchangeSharp.BL3P
 {
 	public enum BL3PCurrencyFee : byte
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3POrderStatus.cs b/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3POrderStatus.cs
@@ -1,4 +1,4 @@
-namespace ExchangeSharp.API.Exchanges.BL3P.Enums
+namespace ExchangeSharp.BL3P
 {
 	internal enum BL3POrderStatus
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3POrderType.cs b/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3POrderType.cs
@@ -1,4 +1,4 @@
-namespace ExchangeSharp.API.Exchanges.BL3P.Enums
+namespace ExchangeSharp.BL3P
 {
 	internal enum BL3POrderType
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3PResponseType.cs b/ExchangeSharp/API/Exchanges/BL3P/Enums/BL3PResponseType.cs
@@ -1,4 +1,4 @@
-namespace ExchangeSharp.API.Exchanges.BL3P.Enums
+namespace ExchangeSharp.BL3P
 {
 	internal enum BL3PResponseType
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs b/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs
@@ -5,12 +5,7 @@
 using System.Security.Cryptography;
 using System.Text;
 using System.Threading.Tasks;
-using ExchangeSharp.API.Exchanges.BL3P;
-using ExchangeSharp.API.Exchanges.BL3P.Enums;
-using ExchangeSharp.API.Exchanges.BL3P.Extensions;
-using ExchangeSharp.API.Exchanges.BL3P.Models;
-using ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Add;
-using ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Result;
+using ExchangeSharp.BL3P;
 using ExchangeSharp.Utility;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
@@ -127,10 +122,10 @@ protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(
 			params string[] marketSymbols
 		)
 		{
-			if (marketSymbols == null)
-				throw new ArgumentNullException(nameof(marketSymbols));
-			if (marketSymbols.Length == 0)
-				throw new ArgumentException("Value cannot be an empty collection.", nameof(marketSymbols));
+			if (marketSymbols == null || marketSymbols.Length == 0)
+			{
+				marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
+			}
 
 			Task MessageCallback(IWebSocket _, byte[] msg)
 			{
@@ -170,6 +165,31 @@ await Task.WhenAll(
 			);
 		}
 
+		protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
+		{
+			if (marketSymbols == null || marketSymbols.Length == 0)
+			{
+				marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
+			}
+			Task MessageCallback(IWebSocket _, byte[] msg)
+			{ // {{	"date": 1573255932, "marketplace": "BTCEUR", "price_int": 802466000, "type": "buy", "amount_int": 6193344 }	}
+				JToken token = JToken.Parse(msg.ToStringFromUTF8());
+				var symbol = token["marketplace"].ToStringInvariant();
+				ExchangeTrade trade = token.ParseTrade(amountKey: "amount_int", priceKey: "price_int", typeKey: "type", timestampKey: "date",
+					timestampType: TimestampType.UnixSeconds,
+					idKey: null, // + TODO: add Id Key when BL3P starts providing this info
+					typeKeyIsBuyValue: "buy");
+				callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));
+				return Task.CompletedTask;
+			}
+
+			return new MultiWebsocketWrapper(
+				await Task.WhenAll(
+					marketSymbols.Select(ms => ConnectWebSocketAsync($"{ms}/trades", MessageCallback))
+				).ConfigureAwait(false)
+			);
+		}
+
 		protected override bool CanMakeAuthenticatedRequest(IReadOnlyDictionary<string, object> payload)
 		{
 			return !(PublicApiKey is null) && !(PrivateApiKey is null);
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Extensions/BL3PExtensions.cs b/ExchangeSharp/API/Exchanges/BL3P/Extensions/BL3PExtensions.cs
@@ -1,7 +1,4 @@
-using ExchangeSharp.API.Exchanges.BL3P.Enums;
-using ExchangeSharp.API.Exchanges.BL3P.Models;
-
-namespace ExchangeSharp.API.Exchanges.BL3P.Extensions
+namespace ExchangeSharp.BL3P
 {
 	internal static class BL3PExtensions
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PAmount.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PAmount.cs
@@ -1,6 +1,6 @@
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3PAmount
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/BL3POrderBook.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/BL3POrderBook.cs
@@ -1,6 +1,6 @@
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models
+namespace ExchangeSharp.BL3P
 {
 	// ReSharper disable once InconsistentNaming
 	internal class BL3POrderBook
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/BL3POrderRequest.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/BL3POrderRequest.cs
@@ -1,6 +1,6 @@
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models
+namespace ExchangeSharp.BL3P
 {
 	// ReSharper disable once InconsistentNaming
 	internal class BL3POrderRequest
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponse.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponse.cs
@@ -1,7 +1,6 @@
-using ExchangeSharp.API.Exchanges.BL3P.Enums;
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3PEmptyResponse
 		: BL3PResponse<BL3PResponsePayload, BL3PResponsePayloadError>
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponsePayload.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponsePayload.cs
@@ -1,4 +1,4 @@
-namespace ExchangeSharp.API.Exchanges.BL3P.Models
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3PResponsePayload
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponsePayloadError.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/BL3PResponsePayloadError.cs
@@ -1,6 +1,6 @@
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3PResponsePayloadError : BL3PResponsePayload
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Add/BL3POrderAddResponse.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Add/BL3POrderAddResponse.cs
@@ -1,7 +1,6 @@
-using ExchangeSharp.API.Exchanges.BL3P.Converters;
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Add
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3POrderAddResponse : BL3PResponse<BL3POrderAddSuccess>
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Add/BL3POrderAddSuccess.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Add/BL3POrderAddSuccess.cs
@@ -1,6 +1,6 @@
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Add
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3POrderAddSuccess : BL3PResponsePayload
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Result/BL3POrderResultResponse.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Result/BL3POrderResultResponse.cs
@@ -1,7 +1,6 @@
-using ExchangeSharp.API.Exchanges.BL3P.Converters;
 using Newtonsoft.Json;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Result
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3POrderResultResponse : BL3PResponse<BL3POrderResultSuccess>
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Result/BL3POrderResultSuccess.cs b/ExchangeSharp/API/Exchanges/BL3P/Models/Orders/Result/BL3POrderResultSuccess.cs
@@ -1,9 +1,8 @@
 using System;
-using ExchangeSharp.API.Exchanges.BL3P.Enums;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Converters;
 
-namespace ExchangeSharp.API.Exchanges.BL3P.Models.Orders.Result
+namespace ExchangeSharp.BL3P
 {
 	internal class BL3POrderResultSuccess : BL3PResponsePayload
 	{
diff --git a/ExchangeSharp/API/Exchanges/BL3P/MultiWebsocketWrapper.cs b/ExchangeSharp/API/Exchanges/BL3P/MultiWebsocketWrapper.cs
@@ -3,7 +3,7 @@
 using System.Linq;
 using System.Threading.Tasks;
 
-namespace ExchangeSharp.API.Exchanges.BL3P
+namespace ExchangeSharp.BL3P
 {
 	internal sealed class MultiWebsocketWrapper : IWebSocket
 	{
diff --git a/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs b/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs
@@ -532,7 +532,7 @@ internal static async Task<ExchangeTicker> ParseTickerAsync(this ExchangeAPI api
 		/// <param name="typeKeyIsBuyValue">Type key buy value</param>
 		/// <returns>Trade</returns>
 		internal static ExchangeTrade ParseTrade(this JToken token, object amountKey, object priceKey, object typeKey,
-			object timestampKey, TimestampType timestampType, object idKey, string typeKeyIsBuyValue = "buy")
+			object timestampKey, TimestampType timestampType, object? idKey, string typeKeyIsBuyValue = "buy")
 		{
 			return ParseTradeComponents<ExchangeTrade>(token, amountKey, priceKey, typeKey,
 				timestampKey, timestampType, idKey, typeKeyIsBuyValue);
@@ -610,7 +610,7 @@ internal static ExchangeTrade ParseTradeNDAX(this JToken token, object amountKey
 		}
 
 		internal static T ParseTradeComponents<T>(this JToken token, object amountKey, object priceKey, object typeKey,
-			object timestampKey, TimestampType timestampType, object idKey, string typeKeyIsBuyValue = "buy")
+			object timestampKey, TimestampType timestampType, object? idKey, string typeKeyIsBuyValue = "buy")
 			where T : ExchangeTrade, new()
 		{
 			var isBuy = token[typeKey].ToStringInvariant().EqualsWithOption(typeKeyIsBuyValue);

Original file line number	Diff line number	Diff line change
`@@ -1,8 +1,7 @@`
`1`	`1`	`using System;`
`2`	`2`	`using System.Runtime.Serialization;`
`3`		`-using ExchangeSharp.API.Exchanges.BL3P.Models;`
`4`	`3`
`5`		`-namespace ExchangeSharp.API.Exchanges.BL3P`
	`4`	`+namespace ExchangeSharp.BL3P`
`6`	`5`	`{`
`7`	`6`	`[Serializable]`
`8`	`7`	`internal class BL3PException : Exception`
Original file line number	Diff line number	Diff line change
`@@ -1,8 +1,7 @@`
`1`		`-using ExchangeSharp.API.Exchanges.BL3P.Models;`
`2`	`1`	`using ExchangeSharp.Dependencies.Converters;`
`3`	`2`	`using Newtonsoft.Json;`
`4`	`3`
`5`		`-namespace ExchangeSharp.API.Exchanges.BL3P.Converters`
	`4`	`+namespace ExchangeSharp.BL3P`
`6`	`5`	`{`
`7`	`6`	`internal class BL3PResponseConverter<TSuccess> : JsonComplexObjectConverter<BL3PResponsePayload>`
`8`	`7`	`where TSuccess : BL3PResponsePayload, new()`
Original file line number	Diff line number	Diff line change
`@@ -1,4 +1,4 @@`
`1`		`-namespace ExchangeSharp.API.Exchanges.BL3P.Enums`
	`1`	`+namespace ExchangeSharp.BL3P`
`2`	`2`	`{`
`3`	`3`	`public enum BL3PCurrencyFee : byte`
`4`	`4`	`{`
Original file line number	Diff line number	Diff line change
`@@ -1,7 +1,4 @@`
`1`		`-using ExchangeSharp.API.Exchanges.BL3P.Enums;`
`2`		`-using ExchangeSharp.API.Exchanges.BL3P.Models;`
`3`		`-`
`4`		`-namespace ExchangeSharp.API.Exchanges.BL3P.Extensions`
	`1`	`+namespace ExchangeSharp.BL3P`
`5`	`2`	`{`
`6`	`3`	`internal static class BL3PExtensions`
`7`	`4`	`{`
Original file line number	Diff line number	Diff line change
`@@ -1,6 +1,6 @@`
`1`	`1`	`using Newtonsoft.Json;`
`2`	`2`
`3`		`-namespace ExchangeSharp.API.Exchanges.BL3P.Models`
	`3`	`+namespace ExchangeSharp.BL3P`
`4`	`4`	`{`
`5`	`5`	`internal class BL3PAmount`
`6`	`6`	`{`