Reactive.NET - 从 .Subscribe 返回通用对象

Question

有一个组合的网络套接字流wss://stream.binance.com:9443/stream?streams=bnbusdt@ticker/dogeusdt@depth5，我需要以下输出：

public IObservable<WebSocketPriceTicker24Hr> Tickers => ...;
public IObservable<WebSocketDepth> Depth => ...;

日志

Connection opened
Message: {"stream":"dogeusdt@depth5","data":{"lastUpdateId":3740272226,"bids":[["0.20140000","21189.00000000"],["0.20130000","275878.00000000"],["0.20120000","290900.00000000"],["0.20110000","313592.00000000"],["0.20100000","367368.00000000"]],"asks":[["0.20150000","109090.00000000"],["0.20160000","404515.00000000"],["0.20170000","649409.00000000"],["0.20180000","360650.00000000"],["0.20190000","185381.00000000"]]}}
Message: {"stream":"bnbusdt@ticker","data":{"e":"24hrTicker","E":1638097890123,"s":"BNBUSDT","p":"-2.50000000","P":"-0.416","w":"598.07225116","x":"601.40000000","c":"599.00000000","Q":"0.45200000","b":"599.00000000","B":"122.06600000","a":"599.10000000","A":"0.54000000","o":"601.50000000","h":"621.30000000","l":"572.40000000","v":"1286613.77200000","q":"769487994.99120000","O":1638011490067,"C":1638097890067,"F":471394573,"L":472263211,"n":868639}}
Message: {"stream":"dogeusdt@depth5","data":{"lastUpdateId":3740272244,"bids":[["0.20140000","21189.00000000"],["0.20130000","273472.00000000"],["0.20120000","262491.00000000"],["0.20110000","350795.00000000"],["0.20100000","362174.00000000"]],"asks":[["0.20150000","129653.00000000"],["0.20160000","411961.00000000"],["0.20170000","634098.00000000"],["0.20180000","360650.00000000"],["0.20190000","194995.00000000"]]}}
Message: {"stream":"bnbusdt@ticker","data":{"e":"24hrTicker","E":1638097891059,"s":"BNBUSDT","p":"-2.50000000","P":"-0.416","w":"598.07224947","x":"601.40000000","c":"599.00000000","Q":"0.28800000","b":"599.00000000","B":"116.83300000","a":"599.10000000","A":"35.25500000","o":"601.50000000","h":"621.30000000","l":"572.40000000","v":"1286614.33800000","q":"769488331.33030000","O":1638011491059,"C":1638097891059,"F":471394579,"L":472263222,"n":868644}}
Message: {"stream":"dogeusdt@depth5","data":{"lastUpdateId":3740272263,"bids":[["0.20140000","84255.00000000"],["0.20130000","263544.00000000"],["0.20120000","290699.00000000"],["0.20110000","322587.00000000"],["0.20100000","362174.00000000"]],"asks":[["0.20150000","128586.00000000"],["0.20160000","422245.00000000"],["0.20170000","629711.00000000"],["0.20180000","365383.00000000"],["0.20190000","194995.00000000"]]}}

简要说明

流正在返回消息，如前面的日志所示。我需要将结果反序列化为WebSocketResponse<T>，但这就是问题所在。我需要以某种方式拆分消息，否则我不知道，但结果是以下属性：IObservable<WebSocketPriceTicker24Hr> 和 IObservable<WebSocketDepth>。

public IObservable<string> Messages => Observable
    .FromEventPattern<MessageReceivedEventArgs>(h => _webSocket.MessageReceived += h,
        h => _webSocket.MessageReceived -= h)
    .Select(e => e.EventArgs.Message);

...

public IObservable<WebSocketPriceTicker24Hr> Tickers => ...;
public IObservable<WebSocketDepth> Depth => ...;

_eventSubscription = _webSocket.Messages
    .Select(m => // string
    {
        Console.WriteLine($"Message: {m}");

        // TODO: What here?
        //JsonSerializer.Deserialize<WebSocketResponse<WebSocketPriceTicker24Hr>>(m) ?? throw new ArgumentException(m, nameof(m));
        //JsonSerializer.Deserialize<WebSocketResponse<WebSocketDepth>>(m) ?? throw new ArgumentException(m, nameof(m));

        return m;
    })
    .Subscribe((result) => { // IObservable<string>
        // TODO: What here?
    });

...

// Models
public class WebSocketResponse<T>
{
    public string? Stream { get; set; }
    public T? Data { get; set; }
}

public class WebSocketPriceTicker24Hr
{
    [JsonPropertyName("e")] public string? EventType { get; set; }

    [JsonPropertyName("E")] public long EventTime { get; set; }

    [JsonPropertyName("s")] public string? Symbol { get; set; }

    [JsonPropertyName("p")] public decimal PriceChange { get; set; }

    [JsonPropertyName("P")] public decimal PriceChangePercent { get; set; }

    [JsonPropertyName("w")] public decimal WeightedAveragePrice { get; set; }

    [JsonPropertyName("x")] public decimal PreviousClosePrice { get; set; }

    [JsonPropertyName("c")] public decimal LastPrice { get; set; }

    [JsonPropertyName("Q")] public decimal LastQuantity { get; set; }

    [JsonPropertyName("b")] public decimal BestBidPrice { get; set; }

    [JsonPropertyName("B")] public decimal BestBidQuantity { get; set; }

    [JsonPropertyName("a")] public decimal BestAskPrice { get; set; }

    [JsonPropertyName("A")] public decimal BestAskQuantity { get; set; }

    [JsonPropertyName("o")] public decimal OpenPrice { get; set; }

    [JsonPropertyName("h")] public decimal HighPrice { get; set; }

    [JsonPropertyName("l")] public decimal LowPrice { get; set; }

    [JsonPropertyName("v")] public decimal TotalTradedBaseVolume { get; set; }

    [JsonPropertyName("q")] public decimal TotalTradedQuoteVolume { get; set; }

    [JsonPropertyName("O")] public long OpenTime { get; set; }

    [JsonPropertyName("C")] public long CloseTime { get; set; }

    [JsonPropertyName("F")] public long FirstTradeId { get; set; }

    [JsonPropertyName("L")] public long LastTradeId { get; set; }

    [JsonPropertyName("n")] public long Count { get; set; }
}

public class WebSocketDepth
{
    [JsonPropertyName("e")] public string? EventType { get; set; }

    [JsonPropertyName("E")] public long EventTime { get; set; }

    [JsonPropertyName("s")] public string? Symbol { get; set; }

    [JsonPropertyName("U")] public long FirstUpdateId { get; set; }

    [JsonPropertyName("u")] public long FinalUpdateId { get; set; }

    [JsonPropertyName("b")]
    public IEnumerable<IEnumerable<string>> Bids { get; set; } = Array.Empty<IEnumerable<string>>();

    [JsonPropertyName("a")]
    public IEnumerable<IEnumerable<string>> Asks { get; set; } = Array.Empty<IEnumerable<string>>();
}

Answer 1

您可以构建一个 IObservable<object> 类型的 observable，其中包含 WebSocketPriceTicker24Hr 和 WebSocketDepth 对象。之后，您使用OfType<T>() 构建特定类型的可观察对象。

IObservable<object> afterDeserialize = source.Select<string, object>(it => {
    var ticker = JsonSerializer.Deserialize<WebSocketResponse<WebSocketPriceTicker24Hr>>(it);
    var depth = JsonSerializer.Deserialize<WebSocketResponse<WebSocketDepth>>(it);
    if (ticker != null && ticker.stream == "bnbusdt@ticker") {
        return ticker.data;
    }
    if (depth != null && depth.stream == "dogeusdt@depth5") {
        return depth.data;
    }
    throw new InvalidOperationException("Could not deserialize the JSON to any object");
});

这是反序列化/提取 JSON 的“数据”部分的一种可能方法，但这些硬编码的 stream 检查很难看。当格式不匹配时，JsonSerializer.Deserialize() 调用将不会返回 null。您必须将反序列化过程调整为更通用/更健壮。但对于概念验证，这将返回 WebSocketPriceTicker24Hr 和 WebSocketDepth 对象。

现在我们可以在这个 observable 上使用OfType<T>()。

IObservable<WebSocketDepth> onlyDepths = afterDeserialize
    .OfType<WebSocketDepth>();

IObservable<WebSocketPriceTicker24Hr> onlyTicker = afterDeserialize
    .OfType<WebSocketPriceTicker24Hr>();

您可以从那里订阅onlyDepths 和onlyTicker observables。