WS.cs

namespace Qoden.WebSockets 
{
    //marketdata/info URL is a SignalR endpoint which support several 'channels'
    //Book(String symbol) channel returns order book updates. Upon connecting you'll get order book snapahot and then stream of 
    //increments and snapshots. Snapshot is indicated by 'snapashot' flag.
    //Ex: hubConnection.stream(OrderBookInfo.class, "Book", "btc_usd")
    //In java version I mapped 'decimal' to String since I don't know what class in Java does same as decimal in .NET

    //Trades(String symbol) channel returns recent trades. Upon connection you'll receive latest 100 trades and then you'll get updates 
    //as they come.
    //Ex: hubConnection.stream(TradeInfo[].class, "Trades", "btc_usd")

    //MiniTicker() channel returns market overview, some basic information about all instruments. Upon connecting you'll get snapshot
    //followed by updates.
    //Ex: hubConnection.stream(QuoteInfo[].class, "MiniTicker")

    [DataContract]
    public sealed class OrderBookInfo
    {
        [DataMember]
        public string Instrument { get; set; }

        [DataMember]
        public OrderBookLevelInfo[] Bids { get; set; }

        [DataMember]
        public OrderBookLevelInfo[] Asks { get; set; }

        [DataMember]
        public long Version { get; set; }

        [DataMember]
        public decimal AskTotalAmount { get; set; }

        [DataMember]
        public decimal BidTotalAmount { get; set; }

        [DataMember]
        public bool Snapshot { get; set; }

        public static OrderBookInfo Empty(string instrument) => new OrderBookInfo
        {
            Instrument = instrument,
            Asks = Array.Empty<OrderBookLevelInfo>(),
            Bids = Array.Empty<OrderBookLevelInfo>(),
            Snapshot = true
        };
    }

    [DataContract]
    public struct OrderBookLevelInfo
    {
        [DataMember]
        public decimal Amount { get; }
        [DataMember]
        public decimal Price { get; }

        public OrderBookLevelInfo(decimal amount, decimal price)
        {
            Amount = amount;
            Price = price;
        }
    }

    public sealed class QuoteInfo
    {
        [DataMember]
        public string Instrument { get; set; }

        /// <summary>
        ///     Start date and time of quote.
        /// </summary>
        [DataMember]
        public DateTime Start { get; set; }

        DateTime IMarketUpdate.Timestamp => Start;

        /// <summary>
        ///     End date and time of quote
        /// </summary>
        [DataMember]
        public DateTime End { get; set; }

        /// <summary>
        ///     Lowest price of quote in the timeframe.
        /// </summary>
        [DataMember]
        public decimal Low { get; set; }

        /// <summary>
        ///     Highest price of quote in the timeframe.
        /// </summary>
        [DataMember]
        public decimal High { get; set; }

        /// <summary>
        ///     Volume of trading
        /// </summary>
        [DataMember]
        public decimal Volume { get; set; }

        /// <summary>
        ///     Open price
        /// </summary>
        [DataMember]
        public decimal Open { get; set; }

        /// <summary>
        ///     Close price
        /// </summary>
        [DataMember]
        public decimal Close { get; set; }
    }

    public class TradeInfo
    {
        [DataMember]
        public long TradeId { get; set; }

        [DataMember]
        public DateTime TradeTime { get; set; }

        [DataMember]
        public decimal Amount { get; set; }

        [DataMember]
        public decimal ExecutionPrice { get; set; }

        [DataMember]
        public string Instrument { get; set; }

        [DataMember]
        public OrderSide Side { get; set; }
    }

    public enum OrderSide : byte
    {
        Buy = 0,
        Sell = 1
    }

}