p.fs

module Bittrex

open Asset
open Bittrex.Net
open Deedle

let internal rest = new BittrexClient()
let internal webSockets = new BittrexSocketClient()

let marketHistory (pair : AssetPair) = 
  async { 
    return rest.GetMarketHistoryAsync(pair.symbol).Result.Result
           |> Array.map (fun r -> r.Timestamp => decimal r.Price)
           |> series
  }

let pairs = 
  async { 
    return rest.GetMarkets().Result
           |> Array.map (fun x -> x.BaseCurrency, x.MarketCurrency)
           |> Array.filter (fun (x, _) -> not <| x.Equals("USDT"))
           |> Array.map (fun (x, y) -> sprintf "%s-%s" x y)
           |> Array.map (fun pair -> initAssetPair pair Bittrex)
  }

let internal subscribe (pair : AssetPair) (x : Objects.BittrexMarketSummary) = 
  async { 
    pair.price.Value <- x.Last |> decimal
    pair.lastUpdate.Value <- x.TimeStamp
    pair.longOrdersNumber.Value <- x.OpenBuyOrders
    pair.shortOrdersNumber.Value <- x.OpenSellOrders
    let! history = marketHistory pair
    pair.marketHistory.Value <- history
    printfn "%A" (pair.ToString())
  }

let rec internal bittrexStream (pair : AssetPair) (consumer : 'a -> 'b) = 
  async { 
    let status = webSockets.SubscribeToMarketDeltaStream(pair.symbol, fun x -> consumer pair x)
    if not status.Success then 
      do! Async.Sleep 60000
      return! bittrexStream pair consumer
  }

let init() = 
  pairs
  |> Array.iter (fun pair -> bittrexStream pair subscribe |> Async.Start)