从 GDAX web socket feed 获取数据

Posted 2023-02-16

【中文标题】从 GDAX web socket feed 获取数据

【英文标题】：Get data from GDAX web socket feed

【发布时间】：2017-06-01 08:11:53

【问题描述】：

我想从这个 wss://ws-feed.gdax.com 获取数据

我对 websocket 一无所知。我正在阅读一些教程，它使用了我不知道的 websocket 服务器、TCP 等术语。任何人都可以请建议我应该如何进行，如何编写 c# 代码来从上面获取数据。

这是我阅读以获取实时数据的文档 - https://docs.gdax.com/#websocket-feed

首先创建一个窗口应用程序。在这里阅读WebSocketSharp库可以用来连接WebSockets所以安装它，到目前为止写了这段代码：

using (var ws = new WebSocket("wss://ws-feed.gdax.com"))
        
            ws.Connect();
             string json = "\"type\": \"subscribe\",    \"product_ids\": [\"BTC-USD\"]";
            ws.Send(json); //gives error -Function evaluation disabled because a previous function evaluation timed out. You must continue execution to reenable function evaluation.
        

任何帮助将不胜感激。

【参考方案1】：

ClientWebSocket socket = new ClientWebSocket();
Task task = socket.ConnectAsync(new Uri("wss://ws-feed.gdax.com"), CancellationToken.None);
task.Wait();
Thread readThread = new Thread(
    delegate(object obj)
    
        byte[] recBytes = new byte[1024];
        while (true) 
            ArraySegment<byte> t = new ArraySegment<byte>(recBytes);
            Task<WebSocketReceiveResult> receiveAsync = socket.ReceiveAsync(t, CancellationToken.None);
            receiveAsync.Wait();
            string jsonString = Encoding.UTF8.GetString(recBytes);
            Console.Out.WriteLine("jsonString = 0", jsonString);
            recBytes = new byte[1024];
        

    );
readThread.Start();
string json = "\"product_ids\":[\"btc-usd\"],\"type\":\"subscribe\"";
byte[] bytes = Encoding.UTF8.GetBytes(json);
ArraySegment<byte> subscriptionMessageBuffer = new ArraySegment<byte>(bytes);
socket.SendAsync(subscriptionMessageBuffer, WebSocketMessageType.Text, true, CancellationToken.None);
Console.ReadLine();

【参考方案2】：

基本上，您所做的是朝着正确的方向。只需在阅读消息之前检查 websocket 状态。

以下示例来自https://github.com/sefbkn/gdax.netcore，稍作修改

var webSocketClient = new ClientWebSocket();
var cancellationToken = new CancellationToken();

await webSocketClient.ConnectAsync(new Uri("wss://ws-feed.gdax.com"), cancellationToken).ConfigureAwait(false);
if (webSocketClient.State == WebSocketState.Open)

    var requestString = JsonConvert.SerializeObject(new 
        type = "subscribe",
        product_ids = new[]"ETH-EUR",
        channels = new[]"ticker"
    );

    var requestBytes = UTF8Encoding.UTF8.GetBytes(requestString);
    var subscribeRequest = new ArraySegment<byte>(requestBytes);
    var sendCancellationToken = new CancellationToken();
    await webSocketClient.SendAsync(subscribeRequest, WebSocketMessageType.Text, true, sendCancellationToken).ConfigureAwait(false);

    while (webSocketClient.State == WebSocketState.Open)
    
        var receiveCancellationToken = new CancellationToken();
        using(var stream = new MemoryStream(1024))
        
            var receiveBuffer = new ArraySegment<byte>(new byte[1024*8]);
            WebSocketReceiveResult webSocketReceiveResult;
            do
            
                webSocketReceiveResult = await webSocketClient.ReceiveAsync(receiveBuffer, receiveCancellationToken).ConfigureAwait(false);
                await stream.WriteAsync(receiveBuffer.Array, receiveBuffer.Offset, receiveBuffer.Count);
             while(!webSocketReceiveResult.EndOfMessage);

            var message = stream.ToArray().Where(b => b != 0).ToArray();
            messageReceived(Encoding.ASCII.GetString(message, 0, message.Length));