Question

我想从这个wss获取数据：//ws-feed.gdax.com

我对websocket一无所知。我正在阅读一些教程，它使用websocket服务器，TCP等术语，我不知道。任何人都可以建议我该如何处理，如何编写一个c＃代码来从上面获取数据。

这是我读取的用于获取实时数据的文档 - https://docs.gdax.com/#websocket-feed

通过创建窗口应用程序启动。在这里读到WebSocketSharp库可用于连接WebSockets，因此安装它并到目前为止编写了这段代码：

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.
        }

非常感谢任何帮助。

Answer 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();

Answer 2

基本上，你所做的是朝着正确的方向发展。在阅读消息之前，请检查websocket状态。

以下示例来自https://github.com/sefbkn/gdax.netcore，几乎没有修改

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));
        }
    }
}

从GDAX Web套接字源获取数据

2 个答案: