Feature: Add support for ws-orderbook to Kraken and Gemini Exchanges (#588)

* Linting. Consistent tabs for code formatting.

* Add support for ws-orderbooks to Kraken and Gemini.

Author: EcBen

src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs

@@ -0,0 +1,22 @@
+using ExchangeSharp.API.Exchanges.Kraken.Models.Types;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Converters;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace ExchangeSharp.API.Exchanges.Kraken.Models.Request
+{
+	internal class ChannelAction
+	{
+		[JsonConverter(typeof(StringEnumConverter))]
+		[JsonProperty("event")]
+		public ActionType Event { get; set; }
+
+		[JsonProperty("pair")]
+		public List<string> Pairs { get; set; }
+
+		[JsonProperty("subscription")]
+		public Subscription SubscriptionSettings { get; set; }
+	}
+}

src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs

@@ -0,0 +1,16 @@
+using System;
+using System.Collections.Generic;
+using System.Runtime.Serialization;
+using System.Text;
+
+namespace ExchangeSharp.API.Exchanges.Kraken.Models.Types
+{
+	internal enum ActionType
+	{
+		[EnumMember(Value = "subscribe")]
+		Subscribe,
+
+		[EnumMember(Value = "unsubscribe")]
+		Unsubscribe
+	}
+}

src/ExchangeSharp/API/Exchanges/Kraken/Models/Request/ChannelAction.cs

@@ -0,0 +1,16 @@
+using Newtonsoft.Json;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace ExchangeSharp.API.Exchanges.Kraken.Models.Types
+{
+	internal class Subscription
+	{
+		[JsonProperty("name")]
+		public string Name { get; set; }
+
+		[JsonProperty("depth")]
+		public int Depth { get; set; }
+	}
+}

src/ExchangeSharp/API/Exchanges/Kraken/Models/Types/ActionType.cs

@@ -26,7 +26,7 @@ public async Task CheckDebugger()
 				return;
 			}
 
-			using (var proc = Process.GetCurrentProcess())
+			using(var proc = Process.GetCurrentProcess())
 			{
 				Console.Error.WriteLine($"Connect debugger to PID: {proc.Id}.");
 				Console.Error.WriteLine("Waiting...");
@@ -166,17 +166,15 @@ protected async Task RunWebSocket(string exchangeName, Func<IExchangeAPI, Task<I
 			}
 		}
 
-
 		/// <summary>
 		/// Makes the app keep running after main thread has exited
 		/// </summary>
 		/// <param name="callback">A callback for when the user press CTRL-C or Q</param>
-		protected static IDisposable KeepSessionAlive(Action callback = null)
-			=> new ConsoleSessionKeeper(callback);
+		protected static IDisposable KeepSessionAlive(Action callback = null) => new ConsoleSessionKeeper(callback);
 
-		protected static async Task<string[]> ValidateMarketSymbolsAsync(IExchangeAPI api, string[] marketSymbols)
+		protected static async Task<string[]> ValidateMarketSymbolsAsync(IExchangeAPI api, string[] marketSymbols, bool isWebSocket = false)
 		{
-			var apiSymbols = (await api.GetMarketSymbolsAsync()).ToArray();
+			var apiSymbols = (await api.GetMarketSymbolsAsync(isWebSocket)).ToArray();
 
 			if (marketSymbols is null || marketSymbols.Length == 0)
 			{
@@ -209,8 +207,8 @@ string[] apiSymbols
 				var validSymbols = string.Join(",", apiSymbols.OrderBy(s => s));
 
 				throw new ArgumentException(
-					$"Symbol {marketSymbol} does not exist in API {api.Name}.\n" +
-					$"Valid symbols: {validSymbols}"
+					$"Symbol {marketSymbol} does not exist in API {api.Name}.\n"
+					+ $"Valid symbols: {validSymbols}"
 				);
 			}
 		}
@@ -230,10 +228,10 @@ protected void PrintOrderBook(ExchangeOrderBook orderBook)
 
 			for (var i = 0; i < length; i++)
 			{
-				var (_, ask) = orderBook.Asks.ElementAtOrDefault(i);
-				var (_, bid) = orderBook.Bids.ElementAtOrDefault(i);
-				Console.WriteLine($"{bid.Price,10} ({bid.Amount,9:N2}) | " +
-				                  $"{ask.Price,10} ({ask.Amount,9:N})");
+				var(_, ask) = orderBook.Asks.ElementAtOrDefault(i);
+				var(_, bid) = orderBook.Bids.ElementAtOrDefault(i);
+				Console.WriteLine($"{bid.Price,10} ({bid.Amount,9:N2}) | "
+					+ $"{ask.Price,10} ({ask.Amount,9:N})");
 			}
 		}
 	}

src/ExchangeSharp/API/Exchanges/Kraken/Models/Types/Subscription.cs

@@ -9,19 +9,19 @@
 namespace ExchangeSharpConsole.Options
 {
 	[Verb("ws-orderbook", HelpText =
-		"Connects to the given exchange websocket and keeps printing the first bid and ask prices and amounts for the given market symbols." +
-		"If market symbol is not set then uses all.")]
+		"Connects to the given exchange websocket and keeps printing the first bid and ask prices and amounts for the given market symbols."
+		+ "If market symbol is not set then uses all.")]
 	public class WebSocketsOrderbookOption : BaseOption, IOptionPerExchange, IOptionWithMultipleMarketSymbol
 	{
 		public override async Task RunCommand()
 		{
 			async Task<IWebSocket> GetWebSocket(IExchangeAPI api)
 			{
-				var symbols = await ValidateMarketSymbolsAsync(api, MarketSymbols.ToArray());
+				var symbols = await ValidateMarketSymbolsAsync(api, MarketSymbols.ToArray(), true);
 
 				return await api.GetFullOrderBookWebSocketAsync(
 					OrderBookCallback,
-					symbols: symbols
+					symbols : symbols
 				);
 			}
 
@@ -30,13 +30,13 @@ async Task<IWebSocket> GetWebSocket(IExchangeAPI api)
 
 		private static void OrderBookCallback(ExchangeOrderBook msg)
 		{
-			var (_, bid) = msg.Bids.FirstOrDefault();
-			var (_, ask) = msg.Asks.FirstOrDefault();
+			var(_, bid) = msg.Bids.FirstOrDefault();
+			var(_, ask) = msg.Asks.FirstOrDefault();
 
 			Console.WriteLine(
-				$"[{msg.MarketSymbol,-8}:{msg.SequenceId,10}] " +
-				$"{bid.Price,10} ({bid.Amount,9:N2}) | " +
-				$"{ask.Price,10} ({ask.Amount,9:N})"
+				$"[{msg.MarketSymbol,-8}:{msg.SequenceId,10}] "
+				+ $"{bid.Price,10} ({bid.Amount,9:N2}) | "
+				+ $"{ask.Price,10} ({ask.Amount,9:N})"
 			);
 		}