C# Websocketでマーケットデータを購読する
Topic
WebSocketsクラスのメソッドを用いて、マーケットデータを受信する
Usage
ConnectAsyncでWebSocketハンドシェイクを開始する
using System.Net.WebSockets;
using System.Text;
namespace websocketApp;
class Program
{
static async Task Main()
{
using (var ws = new ClientWebSocket())
{
string streamName = "bnbbtc@trade";
Uri uri = new Uri($"wss://stream.binance.com:9443/ws/{streamName}");
await ws.ConnectAsync(uri, CancellationToken.None);
ArraySegment<byte> buf = new byte[1056];
while (ws.State == WebSocketState.Open)
{
var result = await ws.ReceiveAsync(buf, CancellationToken.None);
if (result.MessageType == WebSocketMessageType.Close)
{
await ws.CloseAsync(WebSocketCloseStatus.NormalClosure, null, CancellationToken.None);
Console.WriteLine(result.CloseStatusDescription);
}
else
{
string message = Encoding.ASCII.GetString(buf.Array, 0, result.Count);
Console.WriteLine(message);
}
}
}
}
}
実行結果
{"e":"trade","E":1673987412974,"s":"BNBBTC","t":214194757,"p":"0.01418900","q":"0.10600000","b":1622759055,"a":1622759001,"T":1673987412974,"m":false,"M":true}
{"e":"trade","E":1673987413694,"s":"BNBBTC","t":214194758,"p":"0.01418800","q":"0.27300000","b":1622758997,"a":1622759056,"T":1673987413694,"m":true,"M":true}
{"e":"trade","E":1673987425104,"s":"BNBBTC","t":214194759,"p":"0.01418800","q":"0.09900000","b":1622758997,"a":1622759068,"T":1673987425103,"m":true,"M":true}
各プロパティの説明は以下を参照
{
"e": "trade", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"t": 12345, // Trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"b": 88, // Buyer order ID
"a": 50, // Seller order ID
"T": 123456785, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore
}