add trade stream for Coincheck (#762)

Author: vslee

src/ExchangeSharp/API/Exchanges/Coincheck/ExchangeCoincheckAPI.cs

@@ -0,0 +1,71 @@
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace ExchangeSharp
+{
+	public sealed partial class ExchangeCoincheckAPI : ExchangeAPI
+	{
+		public override string BaseUrl { get; set; } = "https://coincheck.com";
+		public override string BaseUrlWebSocket { get; set; } = "wss://ws-api.coincheck.com";
+
+		public ExchangeCoincheckAPI()
+		{
+			NonceStyle = NonceStyle.UnixSeconds;
+			NonceOffset = TimeSpan.FromSeconds(0.1);
+			// WebSocketOrderBookType = not implemented
+			MarketSymbolSeparator = "_";
+			MarketSymbolIsUppercase = false;
+			// ExchangeGlobalCurrencyReplacements[] not implemented
+		}
+
+		protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
+		{ // unclear, but appears like this is all they have available, at least for trade stream (from their poor documentation)
+			return new[] { "btc_jpy", "etc_jpy", "fct_jpy", "mona_jpy", "plt_jpy", };
+		}
+
+		protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
+		{
+			if (marketSymbols == null || marketSymbols.Length == 0)
+			{
+				marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
+			}
+			return await ConnectPublicWebSocketAsync("", async (_socket, msg) =>
+			{ /*[
+				  2357062,		// 0 "ID",
+				  "[pair]",		// 1 "Currency pair"
+				  "148638.0",	// 2 "Order rate"
+				  "5.0",		// 3 "Order amount"
+				  "sell"		// 4 "Specify order_type."
+				]*/
+				JToken token = JToken.Parse(msg.ToStringFromUTF8());
+				// no error msgs provided
+				if (token.Type == JTokenType.Array)
+				{
+					var trade = token.ParseTrade(3, 2, 4, null, TimestampType.None, 0);
+					string marketSymbol = token[1].ToStringInvariant();
+					await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));
+				}
+				else Logger.Warn($"Unexpected token type {token.Type}");
+			}, async (_socket) =>
+			{ /*{
+			   	"type": "subscribe",
+					"channel": "[pair]-trades"
+				}*/
+				foreach (var marketSymbol in marketSymbols)
+				{
+					var subscribeRequest = new
+					{
+						type = "subscribe",
+						channel = $"{marketSymbol}-trades",
+					};
+					await _socket.SendMessageAsync(subscribeRequest);
+				}
+			});
+		}
+	}
+	public partial class ExchangeName { public const string Coincheck = "Coincheck"; }
+}