/// <summary>
/// Sets the job we're subscribing for
/// </summary>
/// <param name="job">Job we're subscribing for</param>
public void SetJob(LiveNodePacket job)
{
var wssUrl = job.BrokerageData["gdax-url"];
var restApi = job.BrokerageData["gdax-rest-api"];
var restClient = new RestClient(restApi);
var webSocketClient = new WebSocketClientWrapper();
var passPhrase = job.BrokerageData["gdax-passphrase"];
var apiKey = job.BrokerageData["gdax-api-key"];
var apiSecret = job.BrokerageData["gdax-api-secret"];
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var aggregator = Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(
Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false);
Initialize(
wssUrl: wssUrl,
websocket: webSocketClient,
restClient: restClient,
apiKey: apiKey,
apiSecret: apiSecret,
passPhrase: passPhrase,
algorithm: null,
priceProvider: priceProvider,
aggregator: aggregator,
job: job
);
if (!IsConnected)
{
Connect();
}
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "bitfinex-rest", "bitfinex-url", "bitfinex-api-secret", "bitfinex-api-key" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var brokerage = new BitfinexBrokerage(
job.BrokerageData["bitfinex-url"],
job.BrokerageData["bitfinex-rest"],
job.BrokerageData["bitfinex-api-key"],
job.BrokerageData["bitfinex-api-secret"],
algorithm,
priceProvider);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "bitfinex-rest", "bitfinex-url", "bitfinex-api-secret", "bitfinex-api-key" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var brokerage = new BitfinexBrokerage(
job.BrokerageData["bitfinex-url"],
job.BrokerageData["bitfinex-rest"],
job.BrokerageData["bitfinex-api-key"],
job.BrokerageData["bitfinex-api-secret"],
algorithm,
priceProvider,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")));
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
private static GDAXBrokerage GetBrokerage()
{
var wssUrl = Config.Get("gdax-url", "wss://ws-feed.pro.coinbase.com");
var webSocketClient = new WebSocketClientWrapper();
var restClient = new RestClient("https://api.pro.coinbase.com");
var apiKey = Config.Get("gdax-api-key");
var apiSecret = Config.Get("gdax-api-secret");
var passPhrase = Config.Get("gdax-passphrase");
var algorithm = new QCAlgorithm();
var userId = Config.GetInt("job-user-id");
var userToken = Config.Get("api-access-token");
var priceProvider = new ApiPriceProvider(userId, userToken);
return(new GDAXBrokerage(wssUrl, webSocketClient, restClient, apiKey, apiSecret, passPhrase, algorithm, priceProvider));
}
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var restClient = new RestClient("https://api.pro.coinbase.com");
var webSocketClient = new WebSocketClientWrapper();
var algorithm = new Mock <IAlgorithm>();
algorithm.Setup(a => a.BrokerageModel).Returns(new GDAXBrokerageModel(AccountType.Cash));
var priceProvider = new ApiPriceProvider(Config.GetInt("job-user-id"), Config.Get("api-access-token"));
return(new GDAXBrokerage(Config.Get("gdax-url", "wss://ws-feed.pro.coinbase.com"), webSocketClient, restClient,
Config.Get("gdax-api-key"), Config.Get("gdax-api-secret"), Config.Get("gdax-passphrase"), algorithm.Object,
priceProvider));
}
private static TestGDAXDataQueueHandler GetDataQueueHandler()
{
var wssUrl = Config.Get("gdax-url", "wss://ws-feed.pro.coinbase.com");
var webSocketClient = new WebSocketClientWrapper();
var restClient = new RestClient("https://api.pro.coinbase.com");
var apiKey = Config.Get("gdax-api-key");
var apiSecret = Config.Get("gdax-api-secret");
var passPhrase = Config.Get("gdax-passphrase");
var algorithm = new QCAlgorithm();
var userId = Config.GetInt("job-user-id");
var userToken = Config.Get("api-access-token");
var priceProvider = new ApiPriceProvider(userId, userToken);
var aggregator = new AggregationManager();
return(new TestGDAXDataQueueHandler(wssUrl, webSocketClient, restClient, apiKey, apiSecret, passPhrase, algorithm, priceProvider, aggregator, null));
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "gdax-url", "gdax-api-secret", "gdax-api-key", "gdax-passphrase" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"GDAXBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var restApi = BrokerageData["gdax-rest-api"];
if (job.BrokerageData.ContainsKey("gdax-rest-api"))
{
restApi = job.BrokerageData["gdax-rest-api"];
}
var restClient = new RestClient(restApi);
var webSocketClient = new WebSocketClientWrapper();
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var aggregator = Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false);
IBrokerage brokerage;
if (job.DataQueueHandler.Contains("GDAXDataQueueHandler"))
{
var dataQueueHandler = new GDAXDataQueueHandler(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider, aggregator, job);
Composer.Instance.AddPart <IDataQueueHandler>(dataQueueHandler);
brokerage = dataQueueHandler;
}
else
{
brokerage = new GDAXBrokerage(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider, aggregator, job);
}
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "gdax-url", "gdax-api-secret", "gdax-api-key", "gdax-passphrase" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"GDAXBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var restClient = new RestClient("https://api.pro.coinbase.com");
var webSocketClient = new WebSocketWrapper();
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
IBrokerage brokerage;
if (job.DataQueueHandler.EndsWith("GDAXDataQueueHandler"))
{
var dataQueueHandler = new GDAXDataQueueHandler(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider);
Composer.Instance.AddPart <IDataQueueHandler>(dataQueueHandler);
brokerage = dataQueueHandler;
}
else
{
brokerage = new GDAXBrokerage(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider);
}
return(brokerage);
}
