/// <summary>
/// Get candlesticks for a symbol. Candlesticks/K-Lines are uniquely identified by their open time.
/// If startTime and endTime are not sent, the most recent candlesticks are returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetCandlesticksAsync(this IKucoinHttpClient client, string symbol, CandlestickInterval interval, int limit = default, long startTime = default, long endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/klines");
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("interval", interval.AsString());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get candlesticks for a symbol. Candlesticks/K-Lines are uniquely identified by their open time.
/// If startTime and endTime are not sent, the most recent candlesticks are returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> GetCandlesticksAsync(this IBinanceHttpClient client, string symbol, CandlestickInterval interval, int limit = default, long startTime = default, long endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
var request = new BinanceHttpRequest("/api/v1/klines", 2);
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("interval", interval.AsString());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
return(client.GetAsync(request, token));
}
public virtual void Subscribe(string symbol, CandlestickInterval interval, Action <CandlestickEventArgs> callback)
{
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
Symbol = symbol.FormatSymbol();
SubscribeTo($"{Symbol.ToLowerInvariant()}@kline_{interval.AsString()}", callback);
}
private async Task SubscribeToCandlestick(string symbol, CandlestickInterval interval)
{
var key = GetKey(symbol, interval);
if (_candlestickSubscribers.ContainsKey(key))
{
return;
}
try
{
var subscriber = new CandlestickSubscriber()
{
Symbol = symbol,
Interval = interval
};
try
{
await _candlestickSemaphore.WaitAsync();
if (_candlestickSubscribers.ContainsKey(key))
{
return;
}
_log.LogInformation($"Subscribe to candlestick {symbol} {interval.AsString()}");
_candlestickSubscribers[key] = subscriber;
subscriber.TokenSource = new CancellationTokenSource();
subscriber.CandlestickWebSocketClient = _serviceProvider.GetService <ICandlestickWebSocketClient>();
subscriber.SubscribeTask = subscriber.CandlestickWebSocketClient.SubscribeAsync(symbol, interval, _onCandlestickUpdate, subscriber.TokenSource.Token);
CandlestickDisconnectionTimerInitialize(subscriber);
}
finally
{
_candlestickSemaphore.Release();
}
await subscriber.SubscribeTask;
RemoveSubscriber(symbol, interval);
}
catch (Exception)
{
OnCandlesticDisconnect(symbol, interval, true);
RemoveSubscriber(symbol, interval);
}
}
public virtual Task SubscribeAsync(Symbol symbol, CandlestickInterval interval, Action <CandlestickEventArgs> callback, CancellationToken token)
{
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (!token.CanBeCanceled)
{
throw new ArgumentException("Token must be capable of being in the canceled state.", nameof(token));
}
token.ThrowIfCancellationRequested();
return(SubscribeToAsync($"{symbol.ToLower()}@kline_{interval.AsString()}", symbol, callback, token));
}
private void OnCandlesticDisconnect(string symbol, CandlestickInterval interval, bool error = false)
{
var key = GetKey(symbol, interval);
if (_candlestickSubscribers.ContainsKey(key))
{
var subscriber = _candlestickSubscribers[key];
subscriber.TokenSource?.Cancel();
}
var logMessage = error ? "Error with candlestick websocket" : "Candlestick websocket disconnected";
_log.LogInformation($"{logMessage} {symbol} {interval.AsString()}. Cache will be cleared");
_onCandlestickErrorOrDisconnect(symbol, interval);
}
/// <summary>
/// Get candlesticks for a symbol. Candlesticks/K-Lines are uniquely identified by their open time.
/// If startTime and endTime are not sent, the most recent candlesticks are returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetCandlesticksAsync(this IBinanceHttpClient client, string symbol, CandlestickInterval interval, int limit = default, DateTime startTime = default, DateTime endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v1/klines");
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("interval", interval.AsString());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (startTime != default)
{
if (startTime.Kind != DateTimeKind.Utc)
{
throw new ArgumentException("Date/Time must be UTC.", nameof(startTime));
}
request.AddParameter("startTime", startTime.ToTimestamp());
}
// ReSharper disable once InvertIf
if (endTime != default)
{
if (endTime.Kind != DateTimeKind.Utc)
{
throw new ArgumentException("Date/Time must be UTC.", nameof(endTime));
}
request.AddParameter("endTime", endTime.ToTimestamp());
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
private void RemoveSubscriber(string symbol, CandlestickInterval interval)
{
var key = GetKey(symbol, interval);
if (_candlestickSubscribers.ContainsKey(key))
{
var subscriber = _candlestickSubscribers[key];
subscriber.CandlestickDisconnectionTimer?.Dispose();
subscriber.TokenSource?.Dispose();
}
CandlestickSubscriber removedSubscriber = null;
if (_candlestickSubscribers.TryRemove(key, out removedSubscriber))
{
_log.LogInformation($"subscriber removed for {symbol} {interval.AsString()}");
}
}
public virtual Task SubscribeAsync(string symbol, CandlestickInterval interval, Action <CandlestickEventArgs> callback, CancellationToken token)
{
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (!token.CanBeCanceled)
{
throw new ArgumentException("Token must be capable of being in the canceled state.", nameof(token));
}
token.ThrowIfCancellationRequested();
Symbol = symbol.FormatSymbol();
if (IsSubscribed)
{
throw new InvalidOperationException($"{nameof(CandlestickWebSocketClient)} is already subscribed to symbol: \"{symbol}\"");
}
return(SubscribeToAsync($"{Symbol.ToLower()}@kline_{interval.AsString()}", callback, token));
}
public async Task Candlestick(string symbol, CandlestickInterval interval,
Action <CandlestickEventArgs> onUpdate,
Action <string, CandlestickInterval> onError)
{
if (_candlestickSubscribers == null || !_candlestickSubscribers.ContainsKey($"{symbol}{interval.AsString()}"))
{
_onCandlestickUpdate = onUpdate ?? throw new ArgumentException(nameof(onUpdate));
_onCandlestickError = onError ?? throw new ArgumentException(nameof(onError));
if (_candlestickSubscribers == null)
{
_candlestickSubscribers = new ConcurrentDictionary <string, CandlestickSubscriber>();
}
await SubscribeToCandlestick(symbol, interval);
}
}
public void SetCandlestick(string symbol, CandlestickInterval interval, ImmutableList <Candlestick> candlesticks)
{
_memoryCache.Set($"{symbol}{SYMBOL_CANDLESTICK}{interval.AsString()}", candlesticks, TimeSpan.FromMinutes(CACHE_TIME_IN_MINUTES));
}
public virtual ICandlestickClient Unsubscribe(string symbol, CandlestickInterval interval, Action <CandlestickEventArgs> callback)
{
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
symbol = symbol.FormatSymbol();
Logger?.LogDebug($"{nameof(CandlestickClient)}.{nameof(Unsubscribe)}: \"{symbol}\" \"{interval.AsString()}\" (callback: {(callback == null ? "no" : "yes")}). [thread: {Thread.CurrentThread.ManagedThreadId}]");
UnsubscribeStream(GetStreamName(symbol, interval), callback);
return(this);
}
private async Task SubscribeToCandlestick(string symbol, CandlestickInterval interval, bool reConnect = false)
{
_log.LogInformation($"Subscribe to candlestick {symbol} {interval.AsString()}");
var key = GetKey(symbol, interval);
if (_candlestickSubscribers.ContainsKey(key) && !reConnect)
{
return;
}
try
{
CandlestickSubscriber subscriber = _candlestickSubscribers.ContainsKey(key) ? _candlestickSubscribers[key] : null;
if (subscriber != null)
{
subscriber.TokenSource.Cancel();
subscriber.TokenSource.Dispose();
}
else
{
subscriber = new CandlestickSubscriber()
{
Symbol = symbol,
Interval = interval
};
CandlestickReConnectionTimerInitialize(subscriber);
_candlestickSubscribers[key] = subscriber;
}
subscriber.TokenSource = new CancellationTokenSource();
subscriber.CandlestickWebSocketClient = _serviceProvider.GetService <ICandlestickWebSocketClient>();
subscriber.SubscribeTask = subscriber.CandlestickWebSocketClient.SubscribeAsync(symbol, interval, _onCandlestickUpdate, subscriber.TokenSource.Token);
await subscriber.SubscribeTask;
}
catch (Exception ex)
{
if (_candlestickSubscribers.ContainsKey(key))
{
var subscriber = _candlestickSubscribers[key];
subscriber.CandlestickReConnectionTimer?.Dispose();
subscriber.TokenSource?.Dispose();
CandlestickSubscriber removedSubscriber = null;
if (_candlestickSubscribers.TryRemove(key, out removedSubscriber))
{
_log.LogInformation($"subscriber removed for {symbol} {interval.AsString()}");
}
}
_log.LogError($"Error with candlestick websocket {ex.Message}", ex);
_onCandlestickError?.Invoke(symbol, interval);
}
}
/// <summary>
/// Convert symbol and <see cref="CandlestickInterval"/> to stream name.
/// </summary>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <returns></returns>
public static string GetStreamName(string symbol, CandlestickInterval interval)
{
Throw.IfNullOrEmpty(symbol, nameof(symbol));
return($"{symbol.ToLowerInvariant()}@kline_{interval.AsString()}");
}
private static string GetStreamName(string symbol, CandlestickInterval interval)
=> $"{symbol.ToLowerInvariant()}@kline_{interval.AsString()}";
private static string GetKey(string symbol, CandlestickInterval interval)
{
return($"{symbol}{interval.AsString()}");
}
public void ClearCandlestick(string symbol, CandlestickInterval interval)
{
_memoryCache.Remove($"{symbol}{SYMBOL_CANDLESTICK}{interval.AsString()}");
}
public ImmutableList <Candlestick> GetCandlesticks(string symbol, CandlestickInterval interval)
{
return(_memoryCache.Get <ImmutableList <Candlestick> >($"{symbol}{SYMBOL_CANDLESTICK}{interval.AsString()}"));
}