/// <summary>
/// Constructor for brokerage
/// </summary>
/// <param name="wssUrl">websockets url</param>
/// <param name="restUrl">rest api url</param>
/// <param name="apiKey">api key</param>
/// <param name="apiSecret">api secret</param>
/// <param name="algorithm">the algorithm instance is required to retrieve account type</param>
/// <param name="priceProvider">The price provider for missing FX conversion rates</param>
public BitfinexBrokerage(string wssUrl, string restUrl, string apiKey, string apiSecret, IAlgorithm algorithm, IPriceProvider priceProvider)
: base(wssUrl, new WebSocketWrapper(), new RestClient(restUrl), apiKey, apiSecret, Market.Bitfinex, "Bitfinex")
{
_subscriptionManager = new BitfinexSubscriptionManager(this, wssUrl, _symbolMapper);
_algorithm = algorithm;
WebSocket.Open += (sender, args) =>
{
SubscribeAuth();
};
}
/// <summary>
/// Constructor for brokerage
/// </summary>
/// <param name="wssUrl">websockets url</param>
/// <param name="websocket">instance of websockets client</param>
/// <param name="restClient">instance of rest client</param>
/// <param name="apiKey">api key</param>
/// <param name="apiSecret">api secret</param>
/// <param name="algorithm">the algorithm instance is required to retrieve account type</param>
/// <param name="priceProvider">The price provider for missing FX conversion rates</param>
public BitfinexBrokerage(string wssUrl, IWebSocket websocket, IRestClient restClient, string apiKey, string apiSecret, IAlgorithm algorithm, IPriceProvider priceProvider)
: base(wssUrl, websocket, restClient, apiKey, apiSecret, Market.Bitfinex, "Bitfinex")
{
_subscriptionManager = new BitfinexSubscriptionManager(this, wssUrl, _symbolMapper);
_symbolPropertiesDatabase = SymbolPropertiesDatabase.FromDataFolder();
_algorithm = algorithm;
WebSocket.Open += (sender, args) =>
{
SubscribeAuth();
};
}
/// <summary>
/// Constructor for brokerage
/// </summary>
/// <param name="websocket">instance of websockets client</param>
/// <param name="restClient">instance of rest client</param>
/// <param name="apiKey">api key</param>
/// <param name="apiSecret">api secret</param>
/// <param name="algorithm">the algorithm instance is required to retrieve account type</param>
/// <param name="priceProvider">The price provider for missing FX conversion rates</param>
/// <param name="aggregator">consolidate ticks</param>
public BitfinexBrokerage(IWebSocket websocket, IRestClient restClient, string apiKey, string apiSecret, IAlgorithm algorithm, IPriceProvider priceProvider, IDataAggregator aggregator)
: base(WebSocketUrl, websocket, restClient, apiKey, apiSecret, TimeSpan.FromMinutes(1), "Bitfinex")
{
SubscriptionManager = new BitfinexSubscriptionManager(this, WebSocketUrl, _symbolMapper);
_symbolPropertiesDatabase = SymbolPropertiesDatabase.FromDataFolder();
_algorithm = algorithm;
_aggregator = aggregator;
WebSocket.Open += (sender, args) =>
{
SubscribeAuth();
};
}
/// <summary>
/// Constructor for brokerage
/// </summary>
/// <param name="websocket">instance of websockets client</param>
/// <param name="restClient">instance of rest client</param>
/// <param name="apiKey">api key</param>
/// <param name="apiSecret">api secret</param>
/// <param name="algorithm">the algorithm instance is required to retrieve account type</param>
/// <param name="priceProvider">The price provider for missing FX conversion rates</param>
/// <param name="aggregator">consolidate ticks</param>
public BitfinexBrokerage(IWebSocket websocket, IRestClient restClient, string apiKey, string apiSecret, IAlgorithm algorithm, IPriceProvider priceProvider, IDataAggregator aggregator)
: base(WebSocketUrl, websocket, restClient, apiKey, apiSecret, "Bitfinex")
{
SubscriptionManager = new BitfinexSubscriptionManager(this, WebSocketUrl, _symbolMapper);
_symbolPropertiesDatabase = SymbolPropertiesDatabase.FromDataFolder();
_algorithm = algorithm;
_aggregator = aggregator;
// load currency map
using (var wc = new WebClient())
{
var json = wc.DownloadString("https://api-pub.bitfinex.com/v2/conf/pub:map:currency:sym");
var rows = JsonConvert.DeserializeObject <List <List <List <string> > > >(json)[0];
_currencyMap = rows
.ToDictionary(row => row[0], row => row[1].ToUpperInvariant());
}
WebSocket.Open += (sender, args) =>
{
SubscribeAuth();
};
}