private void OnAccountTradeUpdate(AccountTradeUpdateEventArgs e)
{
var symbol = e.Trade.Symbol;
var immutableAccountTrades = _cache.GetAccountTrades(symbol);
if (immutableAccountTrades != null)
{
_log.LogDebug($"new account trade recieved {e.Trade?.Id}", e);
var mutableTrades = immutableAccountTrades.ToBuilder();
var previousTrade = mutableTrades.FirstOrDefault(p => p.Id == e.Trade.Id);
if (previousTrade != null)
{
_log.LogDebug($"previous account trade removed {e.Trade?.Id}", e);
mutableTrades.Remove(previousTrade);
}
mutableTrades.Add(e.Trade);
_cache.SetAccountTrades(symbol, mutableTrades.ToImmutable());
UpdateOrders(e.Order, symbol);
_log.LogDebug($"new account trade added {e.Trade?.Id}", e);
}
}
private static void OnTradeUpdateEvent(object sender, AccountTradeUpdateEventArgs e)
{
lock (Program.ConsoleSync)
{
Console.WriteLine();
Console.WriteLine($"Order [{e.Order.Id}] update: {e.OrderExecutionType}");
Program.Display(e.Order);
Console.WriteLine();
Program.Display(e.Trade);
Console.WriteLine();
}
}
public void Properties()
{
var time = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
var user = new BinanceApiUser("api-key");
var symbol = Symbol.BTC_USDT;
const int id = 123456;
const string clientOrderId = "test-order";
const decimal price = 4999;
const decimal originalQuantity = 1;
const decimal executedQuantity = 0.5m;
const OrderStatus status = OrderStatus.PartiallyFilled;
const TimeInForce timeInForce = TimeInForce.IOC;
const OrderType orderType = OrderType.Market;
const OrderSide orderSide = OrderSide.Sell;
const decimal stopPrice = 5000;
const decimal icebergQuantity = 0.1m;
const bool isWorking = true;
var order = new Order(user, symbol, id, clientOrderId, price, originalQuantity, executedQuantity, status, timeInForce, orderType, orderSide, stopPrice, icebergQuantity, time, isWorking);
const OrderRejectedReason orderRejectedReason = OrderRejectedReason.None;
const string newClientOrderId = "new-test-order";
const long tradeId = 12345;
const long orderId = 54321;
const decimal quantity = 1;
const decimal commission = 10;
const string commissionAsset = "BNB";
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, tradeId, orderId, price, quantity, commission, commissionAsset, time, isBuyer, isMaker, isBestPriceMatch);
const decimal quantityOfLastFilledTrade = 1;
using (var cts = new CancellationTokenSource())
{
var args = new AccountTradeUpdateEventArgs(time, cts.Token, order, orderRejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade);
Assert.Equal(time, args.Time);
Assert.Equal(order, args.Order);
Assert.Equal(OrderExecutionType.Trade, args.OrderExecutionType);
Assert.Equal(orderRejectedReason, args.OrderRejectedReason);
Assert.Equal(newClientOrderId, args.NewClientOrderId);
Assert.Equal(trade, args.Trade);
Assert.Equal(quantityOfLastFilledTrade, args.QuantityOfLastFilledTrade);
}
}
private void OnAccountTradeUpdate(AccountTradeUpdateEventArgs e)
{
var symbol = e.Trade.Symbol;
var immutableAccountTrades = _cache.GetAccountTrades(symbol);
if (immutableAccountTrades != null)
{
var mutableTrades = immutableAccountTrades.ToBuilder();
var previousTrade = mutableTrades.FirstOrDefault(p => p.Id == e.Trade.Id);
if (previousTrade != null)
{
mutableTrades.Remove(previousTrade);
}
mutableTrades.Add(e.Trade);
_cache.SetAccountTrades(symbol, mutableTrades.ToImmutable());
UpdateOrders(e.Order, symbol);
}
}
/// <summary>
/// Deserialize JSON and raise <see cref="UserDataEventArgs"/> event.
/// </summary>
/// <param name="json"></param>
/// <param name="token"></param>
/// <param name="callback"></param>
/// <returns></returns>
protected override void DeserializeJsonAndRaiseEvent(string json, CancellationToken token, Action <UserDataEventArgs> callback = null)
{
Throw.IfNullOrWhiteSpace(json, nameof(json));
Logger?.LogDebug($"{nameof(UserDataWebSocketClient)}: \"{json}\"");
try
{
var jObject = JObject.Parse(json);
var eventType = jObject["e"].Value <string>();
var eventTime = jObject["E"].Value <long>();
// ReSharper disable once ConvertIfStatementToSwitchStatement
if (eventType == "outboundAccountInfo")
{
var commissions = new AccountCommissions(
jObject["m"].Value <int>(), // maker
jObject["t"].Value <int>(), // taker
jObject["b"].Value <int>(), // buyer
jObject["s"].Value <int>()); // seller
var status = new AccountStatus(
jObject["T"].Value <bool>(), // can trade
jObject["W"].Value <bool>(), // can withdraw
jObject["D"].Value <bool>()); // can deposit
var balances = jObject["B"]
.Select(entry => new AccountBalance(
entry["a"].Value <string>(), // asset
entry["f"].Value <decimal>(), // free amount
entry["l"].Value <decimal>())) // locked amount
.ToList();
var eventArgs = new AccountUpdateEventArgs(eventTime, token, new AccountInfo(User, commissions, status, jObject["u"].Value <long>(), balances));
try
{
callback?.Invoke(eventArgs);
AccountUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled account update event handler exception.");
}
}
}
else if (eventType == "executionReport")
{
var order = new Order(User);
FillOrder(order, jObject);
var executionType = ConvertOrderExecutionType(jObject["x"].Value <string>());
var rejectedReason = ConvertOrderRejectedReason(jObject["r"].Value <string>());
var newClientOrderId = jObject["c"].Value <string>();
if (executionType == OrderExecutionType.Trade) // trade update event.
{
var trade = new AccountTrade(
jObject["s"].Value <string>(), // symbol
jObject["t"].Value <long>(), // ID
jObject["i"].Value <long>(), // order ID
jObject["L"].Value <decimal>(), // price (price of last filled trade)
jObject["z"].Value <decimal>(), // quantity (accumulated quantity of filled trades)
jObject["n"].Value <decimal>(), // commission
jObject["N"].Value <string>(), // commission asset
jObject["T"].Value <long>(), // timestamp
order.Side == OrderSide.Buy, // is buyer
jObject["m"].Value <bool>(), // is buyer maker
jObject["M"].Value <bool>()); // is best price
var quantityOfLastFilledTrade = jObject["l"].Value <decimal>();
var eventArgs = new AccountTradeUpdateEventArgs(eventTime, token, order, rejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade);
try
{
callback?.Invoke(eventArgs);
TradeUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled trade update event handler exception.");
}
}
}
else // order update event.
{
var eventArgs = new OrderUpdateEventArgs(eventTime, token, order, executionType, rejectedReason, newClientOrderId);
try
{
callback?.Invoke(eventArgs);
OrderUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled order update event handler exception.");
}
}
}
}
else
{
Logger?.LogWarning($"{nameof(UserDataWebSocketClient)}.{nameof(DeserializeJsonAndRaiseEvent)}: Unexpected event type ({eventType}) - \"{json}\"");
}
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}.{nameof(DeserializeJsonAndRaiseEvent)}");
}
}
}
protected override void OnWebSocketEvent(WebSocketStreamEventArgs args, IEnumerable <Action <UserDataEventArgs> > callbacks)
{
if (!ListenKeys.ContainsKey(args.StreamName))
{
Logger?.LogError($"{nameof(UserDataWebSocketClient)}.{nameof(OnWebSocketEvent)}: Unknown listen key (\"{args.StreamName}\"). [thread: {Thread.CurrentThread.ManagedThreadId}]");
return; // ignore.
}
var user = ListenKeys[args.StreamName];
Logger?.LogDebug($"{nameof(UserDataWebSocketClient)}: \"{args.Json}\"");
try
{
var jObject = JObject.Parse(args.Json);
var eventType = jObject["e"].Value <string>();
var eventTime = jObject["E"].Value <long>().ToDateTimeK();
// ReSharper disable once ConvertIfStatementToSwitchStatement
if (eventType == "outboundAccountInfo")
{
var commissions = new AccountCommissions(
jObject["m"].Value <int>(), // maker
jObject["t"].Value <int>(), // taker
jObject["b"].Value <int>(), // buyer
jObject["s"].Value <int>()); // seller
var status = new AccountStatus(
jObject["T"].Value <bool>(), // can trade
jObject["W"].Value <bool>(), // can withdraw
jObject["D"].Value <bool>()); // can deposit
var balances = jObject["B"]
.Select(entry => new AccountBalance(
entry["a"].Value <string>(), // asset
entry["f"].Value <decimal>(), // free amount
entry["l"].Value <decimal>())) // locked amount
.ToList();
var eventArgs = new AccountUpdateEventArgs(eventTime, args.Token, new AccountInfo(user, commissions, status, jObject["u"].Value <long>().ToDateTimeK(), balances));
try
{
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
AccountUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!args.Token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled account update event handler exception.");
}
}
}
else if (eventType == "executionReport")
{
var order = new Order(user);
FillOrder(order, jObject);
var executionType = ConvertOrderExecutionType(jObject["x"].Value <string>());
var rejectedReason = ConvertOrderRejectedReason(jObject["r"].Value <string>());
var newClientOrderId = jObject["c"].Value <string>();
if (executionType == OrderExecutionType.Trade) // trade update event.
{
var trade = new AccountTrade(
jObject["s"].Value <string>(), // symbol
jObject["t"].Value <long>(), // ID
jObject["i"].Value <long>(), // order ID
jObject["L"].Value <decimal>(), // price (price of last filled trade)
jObject["z"].Value <decimal>(), // quantity (accumulated quantity of filled trades)
jObject["n"].Value <decimal>(), // commission
jObject["N"].Value <string>(), // commission asset
jObject["T"].Value <long>()
.ToDateTimeK(), // time
order.Side == OrderSide.Buy, // is buyer
jObject["m"].Value <bool>(), // is buyer maker
jObject["M"].Value <bool>()); // is best price
var quantityOfLastFilledTrade = jObject["l"].Value <decimal>();
var eventArgs = new AccountTradeUpdateEventArgs(eventTime, args.Token, order, rejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade);
try
{
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
TradeUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!args.Token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled trade update event handler exception.");
}
}
}
else // order update event.
{
var eventArgs = new OrderUpdateEventArgs(eventTime, args.Token, order, executionType, rejectedReason, newClientOrderId);
try
{
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
OrderUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!args.Token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled order update event handler exception.");
}
}
}
}
else
{
Logger?.LogWarning($"{nameof(UserDataWebSocketClient)}.{nameof(OnWebSocketEvent)}: Unexpected event type ({eventType}) - \"{args.Json}\"");
}
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!args.Token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}.{nameof(OnWebSocketEvent)}");
}
}
}
private void OnAccountTradeUpdate(object sender, AccountTradeUpdateEventArgs args)
{
_onAccountTradeUpdate?.Invoke(args);
}
