mirror of
https://github.com/JKorf/CryptoExchange.Net.git
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Updated Shared APIs ISubscribeIncrementalOrderBook
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@@ -0,0 +1,25 @@
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using CryptoExchange.Net.Interfaces;
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namespace CryptoExchange.Net.SharedApis
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{
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/// <summary>
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/// Order book info
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/// </summary>
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public record SharedIncrementalOrderBook : SharedOrderBook
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{
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/// <summary>
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/// The sequence number of the first book update in this update.
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/// </summary>
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public long? StartSequenceNumber { get; set; }
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/// <summary>
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/// ctor
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/// </summary>
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public SharedIncrementalOrderBook(SharedQuantityType quantityType, long? startSequenceNumber, long? endSequenceNumber, ISymbolOrderBookEntry[] asks, ISymbolOrderBookEntry[] bids)
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:base(quantityType, endSequenceNumber, asks, bids)
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{
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StartSequenceNumber = startSequenceNumber;
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}
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}
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}
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@@ -716,11 +716,11 @@ namespace CryptoExchange.Net.SharedApis
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public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
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public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
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this IEnumerable<SharedCapabilityResolution<ISubscribeIncrementalOrderBookSocket>> capabilities,
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this IEnumerable<SharedCapabilityResolution<ISubscribeIncrementalOrderBookSocket>> capabilities,
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SubscribeOrderBookRequest request,
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SubscribeOrderBookRequest request,
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Action<DataEvent<SharedOrderBook>> onData,
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Action<DataEvent<SharedIncrementalOrderBook>> onData,
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CancellationToken ct = default)
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CancellationToken ct = default)
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{
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{
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return capabilities
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return capabilities
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.Select(x => x.Capability.SubscribeToOrderBookUpdatesAsync(request, onData, ct))
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.Select(x => x.Capability.SubscribeToIncrementalOrderBookUpdatesAsync(request, onData, ct))
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.ParallelEnumerateAsync();
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.ParallelEnumerateAsync();
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}
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}
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+2
-2
@@ -14,7 +14,7 @@ namespace CryptoExchange.Net.SharedApis
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/// <summary>
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/// <summary>
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/// Order book subscription options
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/// Order book subscription options
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/// </summary>
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/// </summary>
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SubscribeOrderBookOptions SubscribeOrderBookOptions { get; }
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SubscribeIncrementalOrderBookOptions SubscribeIncrementalOrderBookOptions { get; }
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/// <summary>
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/// <summary>
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/// Subscribe to incremental order book updates for a symbol
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/// Subscribe to incremental order book updates for a symbol
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@@ -23,6 +23,6 @@ namespace CryptoExchange.Net.SharedApis
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/// <param name="handler">Update handler</param>
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/// <param name="handler">Update handler</param>
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/// <param name="ct">Cancellation token, can be used to stop the updates</param>
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/// <param name="ct">Cancellation token, can be used to stop the updates</param>
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/// <returns></returns>
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/// <returns></returns>
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Task<WebSocketResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<DataEvent<SharedOrderBook>> handler, CancellationToken ct = default);
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Task<WebSocketResult<UpdateSubscription>> SubscribeToIncrementalOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<DataEvent<SharedIncrementalOrderBook>> handler, CancellationToken ct = default);
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}
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}
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}
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}
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+1
-1
@@ -33,7 +33,7 @@ namespace CryptoExchange.Net.SharedApis
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/// ctor
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/// ctor
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/// </summary>
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/// </summary>
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public SubscribeIncrementalOrderBookOptions(string exchange, bool needsAuthentication, int[] limits, SharedOrderBookSubscriptionType updateType)
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public SubscribeIncrementalOrderBookOptions(string exchange, bool needsAuthentication, int[] limits, SharedOrderBookSubscriptionType updateType)
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: base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToOrderBookUpdatesAsync), _defaultParameterRules)
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: base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToIncrementalOrderBookUpdatesAsync), _defaultParameterRules)
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{
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{
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SupportedLimits = limits;
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SupportedLimits = limits;
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UpdateType = updateType;
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UpdateType = updateType;
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