private void CaricaApi()
{
BinanceExchange binance = GestoreImpostazioni.LeggiDatiExchange <BinanceExchange>(valutaFactory);
if (binance != null)
{
gestoreFondi.AggiungiExchange(binance);
}
BitfinexExchange bitfinex = GestoreImpostazioni.LeggiDatiExchange <BitfinexExchange>(valutaFactory);
if (bitfinex != null)
{
gestoreFondi.AggiungiExchange(bitfinex);
}
BitcoinBlockexplorer bitcoin = GestoreImpostazioni.LeggiDatiBlockchain <BitcoinBlockexplorer>(valutaFactory);
if (bitcoin != null)
{
gestoreFondi.AggiungiBlockchain(bitcoin);
}
EthereumEtherscan ethereum = GestoreImpostazioni.LeggiDatiBlockchain <EthereumEtherscan>(valutaFactory);
if (ethereum != null)
{
gestoreFondi.AggiungiBlockchain(ethereum);
}
}
public async Task <(BestExchangeQuote bestBid, BestExchangeQuote bestAsk)> Get(CurrencyPair currencyPair)
{
var httpClient = new HttpClient();
var httpRequestMessageService = new HttpRequestMessageService();
var currencyPairService = new CurrencyPairService();
var bittrexExchange = new BittrexExchange(httpClient, httpRequestMessageService, currencyPairService);
var coinbaseProExchange = new CoinbaseProExchange(httpClient, httpRequestMessageService, currencyPairService);
var krakenExchange = new KrakenExchange(httpClient, httpRequestMessageService, currencyPairService);
var poloniexExchange = new PoloniexExchange(httpClient, httpRequestMessageService, currencyPairService);
var binanceExchange = new BinanceExchange(httpClient, httpRequestMessageService, currencyPairService);
var bitfinexExchange = new BitfinexExchange(httpClient, httpRequestMessageService, currencyPairService);
var bitstampExchange = new BitstampExchange(httpClient, httpRequestMessageService, currencyPairService);
var exchangeResults = await Task.WhenAll(
bittrexExchange.Get(currencyPair),
coinbaseProExchange.Get(currencyPair),
krakenExchange.Get(currencyPair),
poloniexExchange.Get(currencyPair),
binanceExchange.Get(currencyPair),
bitfinexExchange.Get(currencyPair),
bitstampExchange.Get(currencyPair));
var result = arbitrageCalculator.Calculate(
exchangeResults[0],
exchangeResults[1],
exchangeResults[2],
exchangeResults[3],
exchangeResults[4],
exchangeResults[5],
exchangeResults[6]);
return(result);
}
public void ScaricaFondi_ChiaviOk_Array30Valute()
{
BinanceExchange explorer = new BinanceExchange(pubKey, privKey, factory);
List <Fondo> ris = explorer.ScaricaFondi().Result;
Assert.AreEqual(ris.Count, 30);
}
public async Task <ISpotExchangeFacade> CreateExchanges(ExchangeDTO exx)
{
ISpotExchangeFacade fac = null;
if (exx.Name == ExchangeName.Binance.ToString() && this.exchanges.FirstOrDefault(x => x.ExchangeName == ExchangeName.Binance) != null)
{
UserExchangeSecretDTO secrets = await this.repoExchangeSecrets.GetByExchangeId(exx.ID);
fac = new BinanceExchange(exx, secrets, logger);
}
else if (exx.Name == ExchangeName.HitBTC.ToString() && this.exchanges.FirstOrDefault(x => x.ExchangeName == ExchangeName.Binance) != null)
{
UserExchangeSecretDTO secrets = await this.repoExchangeSecrets.GetByExchangeId(exx.ID);
fac = new HitBTCExchange(exx, secrets, logger);
}
else if (exx.Name == ExchangeName.KuCoin.ToString() && this.exchanges.FirstOrDefault(x => x.ExchangeName == ExchangeName.Binance) != null)
{
UserExchangeSecretDTO secrets = await this.repoExchangeSecrets.GetByExchangeId(exx.ID);
fac = new KuCoinExchange(exx, secrets, logger);
}
if (fac != null)
{
this.exchanges.Add(fac);
}
else
{
fac = this.exchanges.FirstOrDefault(x => x.ExchangeName.ToString() == exx.Name);
}
return(fac);
}
public GestoreFondiTests()
{
convertitore = new CryptoCompareConvertitore();
valutaFactory = new ValutaFactory(convertitore);
gestoreFondi = new GestoreFondi();
bitfinex = new BitfinexExchange("5RMqfG7b2qOBkoPIi97UjCpPxnIhAUsDMelbT5K3pB2",
"hnQNJgD80w1WJeZW7zclyJvFkTWNSN0N4r98t7oRrWw", valutaFactory);
binance = new BinanceExchange("VhP4edkGMEmL51YSIXSdva0IkcGxC68r8dOIGg6G5PcNMr3srPcm4rXEled5KeMs",
"1ET6MkbrkS2U1sIvQDu6gDzYzNuYgPX2ujG2Lt8tL5SFTygMKUeyDRFDJPT8Ry6Y", valutaFactory);
btc = new BitcoinBlockexplorer("18cBEMRxXHqzWWCxZNtU91F5sbUNKhL5PX", valutaFactory);
eth = new EthereumEtherscan("0x901476A5a3C504398967C745F236124201298016", valutaFactory);
}
public static void SubscribeInstruments(BinanceExchange ex, CurrencyName[] btcInstruments, CurrencyName[] usdInstruments, Action <object, ExchangePricesEventArgs> callback, string usdToken = "usdt")
{
var str = new StringBuilder(ex.WsUrl);
foreach (var ins in btcInstruments)
{
str.AppendFormat("{0}btc@depth20/", ins.ToString().ToLower());
}
foreach (var ins in usdInstruments)
{
str.AppendFormat("{0}{1}@depth20/", ins.ToString().ToLower(), usdToken);
}
ex.WsUrl = str.ToString();
ex.InstrumentReceived += (s, e) => callback(ex, e);
}
private void TestInizializza()
{
BitfinexExchange bitfinex = new BitfinexExchange("5RMqfG7b2qOBkoPIi97UjCpPxnIhAUsDMelbT5K3pB2",
"hnQNJgD80w1WJeZW7zclyJvFkTWNSN0N4r98t7oRrWw", valutaFactory);
gestoreFondi.AggiungiExchange(bitfinex);
BinanceExchange binance = new BinanceExchange("VhP4edkGMEmL51YSIXSdva0IkcGxC68r8dOIGg6G5PcNMr3srPcm4rXEled5KeMs",
"1ET6MkbrkS2U1sIvQDu6gDzYzNuYgPX2ujG2Lt8tL5SFTygMKUeyDRFDJPT8Ry6Y", valutaFactory);
gestoreFondi.AggiungiExchange(binance);
BitcoinBlockexplorer btc = new BitcoinBlockexplorer("18cBEMRxXHqzWWCxZNtU91F5sbUNKhL5PX", valutaFactory);
gestoreFondi.AggiungiBlockchain(btc);
EthereumEtherscan eth = new EthereumEtherscan("0x901476A5a3C504398967C745F236124201298016", valutaFactory);
gestoreFondi.AggiungiBlockchain(eth);
}
public async Task <(BestExchangeQuote bestBid, BestExchangeQuote bestAsk)> Get()
{
var httpClient = new HttpClient();
var httpRequestMessageService = new HttpRequestMessageService();
var bittrexExchange = new BittrexExchange(httpClient, httpRequestMessageService);
var bittrexResult = await bittrexExchange.Get();
var gdaxExchange = new GdaxExchange(httpClient, httpRequestMessageService);
var gdaxResult = await gdaxExchange.Get();
var coinExchangeExchange = new CoinExchangeExchange(httpClient, httpRequestMessageService);
var coinExchangeExchangeResult = await coinExchangeExchange.Get();
var krakenExchange = new CoinExchangeExchange(httpClient, httpRequestMessageService);
var krakenExchangeResult = await krakenExchange.Get();
var poloniexExchange = new PoloniexExchange(httpClient, httpRequestMessageService);
var poloniexExchangeResult = await poloniexExchange.Get();
var binanceExchange = new BinanceExchange(httpClient, httpRequestMessageService);
var binanceExchangeResult = await binanceExchange.Get();
var bitfinexExchange = new BitfinexExchange(httpClient, httpRequestMessageService);
var bitfinexExchangeResult = await bitfinexExchange.Get();
var bitstampExchange = new BitstampExchange(httpClient, httpRequestMessageService);
var bitstampExchangeResult = await bitstampExchange.Get();
var result = arbitrageCalculator.Calculate(
bittrexResult,
gdaxResult,
coinExchangeExchangeResult,
krakenExchangeResult,
poloniexExchangeResult,
binanceExchangeResult,
bitfinexExchangeResult,
bitstampExchangeResult);
return(result);
}
private void SalvaBinanceBtn_Click(object sender, RoutedEventArgs e)
{
string apiPub = BinancePubblicaTxt.Text;
string apiPriv = BinancePrivataTxt.Text;
try
{
BinanceExchange binance = new BinanceExchange(apiPub, apiPriv, valutaFactory);
if (gestoreFondi.AggiungiExchange(binance))
{
GestoreImpostazioni.SalvaDatiExchange(binance);
Dispatcher.BeginInvoke(new Action(async() => { await AggiornaFondi(); }));
MessageBox.Show("Chiavi api salvate. Avviato aggiornamento fondi");
}
else
{
MessageBox.Show("Ci sono già delle chiavi API associate per binance, rimuoverle prima di aggiungerne delle altre.");
}
}
catch (ArgumentException eccezione)
{
MessageBox.Show(eccezione.Message);
}
}
public void Costruttore_SenzaPubblica_Eccezione()
{
BinanceExchange explorer = new BinanceExchange(null, privKey, factory);
}
public void TestBinanceOrderbookMerge()
{
//Arrange
//Beginning Orderbooks: one empty, one with 10 values, one with 5 values
var dummyExchange = new BinanceExchange("binance");
dummyExchange.ProfitableSymbolMapping.TryAdd("dummy", DateTime.UtcNow);
var beginningEmptyOrderbook = new BinanceOrderbook();
var beginningFullOrderbook = new BinanceOrderbook();
beginningFullOrderbook.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
beginningFullOrderbook.OfficialBids.TryAdd(32115.28m, 0.02m);
beginningFullOrderbook.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
beginningFullOrderbook.OfficialAsks.TryAdd(32115.29m, 0.005m);
beginningEmptyOrderbook.Symbol = "XRPETH";
beginningFullOrderbook.Symbol = "XRPETH";
beginningEmptyOrderbook.Sequence = 1;
//beginningHalfFullOrderbook.Sequence = 1;
beginningFullOrderbook.Sequence = 1;
beginningEmptyOrderbook.Exchange = dummyExchange;
//beginningHalfFullOrderbook.Exchange = dummyExchange;
beginningFullOrderbook.Exchange = dummyExchange;
//arrange orderbook updates: one empty, one full, one with 6 values
var updateFullOrderbook = new BinanceOrderbook();
updateFullOrderbook.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
updateFullOrderbook.OfficialBids.TryAdd(1m, 0.02m);
updateFullOrderbook.OfficialBids.TryAdd(2m, 0.15m);
updateFullOrderbook.OfficialBids.TryAdd(3m, 0.072382m);
updateFullOrderbook.OfficialBids.TryAdd(4m, 0.066716m);
updateFullOrderbook.OfficialBids.TryAdd(5m, 0.02m);
updateFullOrderbook.OfficialBids.TryAdd(6m, 2.521393m);
updateFullOrderbook.OfficialBids.TryAdd(7m, 0.117404m);
updateFullOrderbook.OfficialBids.TryAdd(8m, 0.139009m);
updateFullOrderbook.OfficialBids.TryAdd(9m, 0.123m);
updateFullOrderbook.OfficialBids.TryAdd(10m, 0.11175m);
updateFullOrderbook.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
updateFullOrderbook.OfficialAsks.TryAdd(11m, 0.005m);
updateFullOrderbook.OfficialAsks.TryAdd(12m, 0.03m);
updateFullOrderbook.OfficialAsks.TryAdd(13m, 0.01759m);
updateFullOrderbook.OfficialAsks.TryAdd(14m, 0.03m);
updateFullOrderbook.OfficialAsks.TryAdd(15m, 0.03m);
updateFullOrderbook.OfficialAsks.TryAdd(16m, 0.12m);
updateFullOrderbook.OfficialAsks.TryAdd(17m, 0.08m);
updateFullOrderbook.OfficialAsks.TryAdd(18m, 0.125775m);
updateFullOrderbook.OfficialAsks.TryAdd(19m, 0.03563m);
updateFullOrderbook.OfficialAsks.TryAdd(20m, 0.001m);
var updateHalfFullOrderbook = new BinanceOrderbook();
updateHalfFullOrderbook.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
updateHalfFullOrderbook.OfficialBids.TryAdd(1m, 0.02m);
updateHalfFullOrderbook.OfficialBids.TryAdd(2m, 0.15m);
updateHalfFullOrderbook.OfficialBids.TryAdd(3m, 0.072382m);
updateHalfFullOrderbook.OfficialBids.TryAdd(4m, 0.066716m);
updateHalfFullOrderbook.OfficialBids.TryAdd(5m, 0.02m);
updateHalfFullOrderbook.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
updateHalfFullOrderbook.OfficialAsks.TryAdd(6m, 0.005m);
updateHalfFullOrderbook.OfficialAsks.TryAdd(7m, 0.03m);
updateHalfFullOrderbook.OfficialAsks.TryAdd(8m, 0.01759m);
updateHalfFullOrderbook.OfficialAsks.TryAdd(9m, 0.03m);
updateHalfFullOrderbook.OfficialAsks.TryAdd(10m, 0.03m);
updateFullOrderbook.Sequence = 2;
updateHalfFullOrderbook.Sequence = 2;
updateFullOrderbook.Exchange = dummyExchange;
updateHalfFullOrderbook.Exchange = dummyExchange;
updateFullOrderbook.Symbol = "BTCUSDT";
updateHalfFullOrderbook.Symbol = "BTCUSDT";
//Act: run the following merge combinations:
// empty beginning orderbook -> full update | full beginning -> half-full update | half-full beginning to full update
beginningEmptyOrderbook.Merge(updateFullOrderbook);
beginningFullOrderbook.Merge(updateHalfFullOrderbook);
//beginningHalfFullOrderbook.Merge(updateFullOrderbook);
//Assert: check that the beginning orderbooks now match the updates
Assert.IsTrue(beginningEmptyOrderbook.OfficialAsks.Count == updateFullOrderbook.OfficialAsks.Count &&
beginningEmptyOrderbook.OfficialBids.Count == updateFullOrderbook.OfficialBids.Count);
Assert.IsTrue(beginningFullOrderbook.OfficialAsks.Count == updateHalfFullOrderbook.OfficialAsks.Count &&
beginningFullOrderbook.OfficialBids.Count == updateHalfFullOrderbook.OfficialBids.Count);
//Assert.IsTrue(beginningHalfFullOrderbook.OfficialAsks.Count == updateFullOrderbook.OfficialAsks.Count &&
// beginningHalfFullOrderbook.OfficialBids.Count == updateFullOrderbook.OfficialBids.Count);
Assert.IsTrue(CheckLayers(updateFullOrderbook, beginningEmptyOrderbook));
Assert.IsTrue(CheckLayers(updateHalfFullOrderbook, beginningFullOrderbook));
//Assert.IsTrue(CheckLayers(updateFullOrderbook, beginningHalfFullOrderbook));
}
public void ScaricaFondi_ChiaviErrate_Eccezzione()
{
BinanceExchange explorer = new BinanceExchange("blabla", "blabla", factory);
List <Fondo> ris = explorer.ScaricaFondi().Result;
}
public void Costruttore_FactoryNull_Eccezione()
{
BinanceExchange explorer = new BinanceExchange("", privKey, null);
}
public void Costruttore_PubblicaVuota_Eccezione()
{
BinanceExchange explorer = new BinanceExchange("", privKey, factory);
}
public void Costruttore_PrivataVuota_Eccezione()
{
BinanceExchange explorer = new BinanceExchange(pubKey, "", factory);
}
public BinanceTicker(BinanceExchange exchange) : base(exchange)
{
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
// Receiving an event that removes a price level that is not in your local order book can happen and is normal.
OrderBook.EnableValidationOnRemove = false;
}
public void Costruttore_SenzaPrivata_Eccezione()
{
BinanceExchange explorer = new BinanceExchange(pubKey, null, factory);
}