private void BinanceWebsocketPublic()
{
var successDepth = m_socketClient.SubscribeToDepthStream("bnbbtc", (data) =>
{
// handle data
});
var successTrades = m_socketClient.SubscribeToTradesStream("bnbbtc", (data) =>
{
// handle data
});
var successKline = m_socketClient.SubscribeToKlineStream("bnbbtc", KlineInterval.OneMinute, (data) =>
{
// handle data
});
var successSymbol = m_socketClient.SubscribeToSymbolTicker("bnbbtc", (data) =>
{
// handle data
});
var successSymbols = m_socketClient.SubscribeToAllSymbolTicker((data) =>
{
// handle data
});
var successOrderBook = m_socketClient.SubscribeToPartialBookDepthStream("bnbbtc", 10, (data) =>
{
// handle data
});
}
private object SubscribeCandle(string instrument, string field, int interval)
{
var key = instrument + "|" + interval;
if (SubscribedCandle.ContainsKey(key))
{
BinanceStreamKlineData stream;
if (CandleCache.TryGetValue(key, out stream))
{
return(DecodeCandle(stream, field));
}
else
{
return(SubscriptionManager.UninitializedValue);
}
}
else
{
KlineInterval klineInterval = (KlineInterval)interval;
SubscribedCandle.Add(key, true);
Task.Run(() => socketClient.SubscribeToKlineStream(instrument, klineInterval, (stream) =>
{
CandleCache[key] = stream;
CacheCandle(stream, interval);
}));
return(SubscriptionManager.UninitializedValue);
}
}
private void ProcessBuy(BinanceClient client, BinanceSocketClient socketClient, CancellationToken token)
{
token.ThrowIfCancellationRequested();
var subscribeSymbolTicker = socketClient.SubscribeToSymbolTicker("ETHSTORM", data => {
var s = data;
});
if (subscribeSymbolTicker.Error != null)
{
_logger.LogError(subscribeSymbolTicker.Error.Message);
}
else
{
binanceHelper.AddToSubscriptionList("ETHSTORM", subscribeSymbolTicker.Data);
}
var subscribePair = socketClient.SubscribeToKlineStream("ETHSTORM", KlineInterval.FiveMinutes, data => {
var s = data;
});
if (subscribePair.Error != null)
{
_logger.LogError(subscribePair.Error.Message);
}
else
{
binanceHelper.AddToSubscriptionList("ETHSTORM", subscribePair.Data);
}
}
private async Task GetAllSymbols()
{
using (var client = new BinanceClient())
{
var result = await client.GetAllPricesAsync();
if (result.Success)
{
AllPrices = new ObservableCollection <BinanceSymbolViewModel>(result.Data.Select(r => new BinanceSymbolViewModel(r.Symbol, r.Price)).ToList());
}
else
{
messageBoxService.ShowMessage($"Error requesting data: {result.Error.Message}", "error", MessageBoxButton.OK, MessageBoxImage.Error);
}
}
socketClient = new BinanceSocketClient();
List <Task> tasks = new List <Task>();
foreach (var symbol in AllPrices)
{
var task = new Task(() => socketClient.SubscribeToKlineStream(symbol.Symbol.ToLower(), KlineInterval.OneMinute, (data) =>
{
symbol.Price = data.Data.Close;
}));
tasks.Add(task);
task.Start();
}
Task.WaitAll(tasks.ToArray());
}
public void SubscribingToKlineStream_Should_TriggerWhenKlineStreamMessageIsReceived()
{
// arrange
var socket = new Mock <IWebsocket>();
socket.Setup(s => s.Close());
socket.Setup(s => s.Connect()).Returns(Task.FromResult(true));
socket.Setup(s => s.SetEnabledSslProtocols(It.IsAny <System.Security.Authentication.SslProtocols>()));
var factory = new Mock <IWebsocketFactory>();
factory.Setup(s => s.CreateWebsocket(It.IsAny <Log>(), It.IsAny <string>())).Returns(socket.Object);
BinanceStreamKlineData result = null;
var client = new BinanceSocketClient {
SocketFactory = factory.Object
};
client.SubscribeToKlineStream("test", KlineInterval.OneMinute, (test) => result = test);
var data = new BinanceCombinedStream <BinanceStreamKlineData>()
{
Stream = "test",
Data = new BinanceStreamKlineData()
{
Event = "TestKlineStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "test",
Data = new BinanceStreamKline()
{
TakerBuyBaseAssetVolume = 0.1m,
Close = 0.2m,
CloseTime = new DateTime(2017, 1, 2),
Final = true,
FirstTrade = 10000000000,
High = 0.3m,
Interval = KlineInterval.OneMinute,
LastTrade = 2000000000000,
Low = 0.4m,
Open = 0.5m,
TakerBuyQuoteAssetVolume = 0.6m,
QuoteAssetVolume = 0.7m,
OpenTime = new DateTime(2017, 1, 1),
Symbol = "test",
TradeCount = 10,
Volume = 0.8m
}
}
};
// act
socket.Raise(r => r.OnMessage += null, JsonConvert.SerializeObject(data));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.PublicInstancePropertiesEqual(data.Data, result, "Data"));
Assert.IsTrue(TestHelpers.PublicInstancePropertiesEqual(data.Data.Data, result.Data));
}
public void SubscribingToKlineStream_Should_TriggerWhenKlineStreamMessageIsReceived()
{
// arrange
var socket = new Mock <IWebsocket>();
socket.Setup(s => s.Close());
socket.Setup(s => s.Connect());
socket.Setup(s => s.Url).Returns("test");
socket.Setup(s => s.SetEnabledSslProtocols(It.IsAny <System.Security.Authentication.SslProtocols>()));
var factory = new Mock <IWebsocketFactory>();
factory.Setup(s => s.CreateWebsocket(It.IsAny <string>())).Returns(socket.Object);
BinanceStreamKline result = null;
var client = new BinanceSocketClient {
SocketFactory = factory.Object
};
client.SubscribeToKlineStream("test", KlineInterval.OneMinute, (test) => result = test);
var data = new BinanceStreamKline()
{
Event = "TestKlineStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "test",
Data = new BinanceStreamKlineInner()
{
ActiveBuyVolume = 0.1,
Close = 0.2,
EndTime = new DateTime(2017, 1, 2),
Final = true,
FirstTrade = 10000000000,
High = 0.3,
Interval = KlineInterval.OneMinute,
LastTrade = 2000000000000,
Low = 0.4,
Open = 0.5,
QuoteActiveBuyVolume = 0.6,
QuoteVolume = 0.7,
StartTime = new DateTime(2017, 1, 1),
Symbol = "test",
TradeCount = 10,
Volume = 0.8
}
};
// act
socket.Raise(r => r.OnMessage += null, new MessagedEventArgs(JsonConvert.SerializeObject(data), false, false, true, new byte[2]));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data, result, "Data"));
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data.Data, result.Data));
}
public TradeResult TrailingTakeProfit(Trade trade)
{
TradeResult result = new TradeResult();
bool active = true;
bool canceled = false;
int priceDecimal = BitConverter.GetBytes(decimal.GetBits(trade.TakeProfitPrice)[3])[2];
using (var client = new BinanceSocketClient())
{
var successKline = client.SubscribeToKlineStream(build.Market, KlineInterval.OneMinute, (data) =>
{
if (data.Data.High >= build.TakeProfitPrice)
{
active = false;
}
});
while (active)
{
using (var clientRest = new BinanceClient())
{
var orderStatus = clientRest.QueryOrder(build.Market, trade.OrderId);
if (orderStatus.Success)
{
if (orderStatus.Data.Status == OrderStatus.Canceled)
{
canceled = true;
active = false;
trade.Status = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
}
}
}
}
if (!canceled)
{
decimal trailingTakePerc = build.TrailingTakePercent < 0 ? build.TrailingTakePercent * -1m : build.TrailingTakePercent;
trade.StopLossPrice = decimal.Round(build.TakeProfitPrice - (build.TakeProfitPrice * (trailingTakePerc / 100)), priceDecimal);
trade.IsTrailingTake = true;
trade.DisplayType = "TSLVC";
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
return(TrailingStopLoss(trade));
}
else
{
return(result);
}
}
static void Main(string[] args)
{
BinanceDefaults.SetDefaultApiCredentials("APIKEY", "APISECRET");
BinanceDefaults.SetDefaultLogVerbosity(LogVerbosity.Debug);
BinanceDefaults.SetDefaultLogOutput(Console.Out);
using (var client = new BinanceClient())
using (var socketClient = new BinanceSocketClient())
{
// Public
var ping = client.Ping();
var serverTime = client.GetServerTime();
var orderBook = client.GetOrderBook("BNBBTC", 10);
var aggTrades = client.GetAggregatedTrades("BNBBTC", startTime: DateTime.UtcNow.AddMinutes(-2), endTime: DateTime.UtcNow, limit: 10);
var klines = client.GetKlines("BNBBTC", KlineInterval.OneHour, startTime: DateTime.UtcNow.AddHours(-10), endTime: DateTime.UtcNow, limit: 10);
var prices24h = client.Get24HPrices("BNBBTC");
var allPrices = client.GetAllPrices();
var allBookPrices = client.GetAllBookPrices();
// Private
var openOrders = client.GetOpenOrders("BNBBTC");
var allOrders = client.GetAllOrders("BNBBTC");
var testOrderResult = client.PlaceTestOrder("BNBBTC", OrderSide.Buy, OrderType.Limit, TimeInForce.GoodTillCancel, 1, 1);
var queryOrder = client.QueryOrder("BNBBTC", allOrders.Data[0].OrderId);
var orderResult = client.PlaceOrder("BNBBTC", OrderSide.Sell, OrderType.Limit, TimeInForce.GoodTillCancel, 10, 0.0002);
var cancelResult = client.CancelOrder("BNBBTC", orderResult.Data.OrderId);
var accountInfo = client.GetAccountInfo();
var myTrades = client.GetMyTrades("BNBBTC");
// Withdrawal/deposit
var withdrawalHistory = client.GetWithdrawHistory();
var depositHistory = client.GetDepositHistory();
var withdraw = client.Withdraw("ASSET", "ADDRESS", 0);
// Streams
var successDepth = socketClient.SubscribeToDepthStream("bnbbtc", (data) =>
{
// handle data
});
var successTrades = socketClient.SubscribeToTradesStream("bnbbtc", (data) =>
{
// handle data
});
var successKline = socketClient.SubscribeToKlineStream("bnbbtc", KlineInterval.OneMinute, (data) =>
{
// handle data
});
var successStart = client.StartUserStream();
var successAccount = socketClient.SubscribeToAccountUpdateStream(successStart.Data.ListenKey, (data) =>
{
// handle data
});
var successOrder = socketClient.SubscribeToOrderUpdateStream(successStart.Data.ListenKey, (data) =>
{
// handle data
});
socketClient.UnsubscribeFromStream(successDepth.Data);
socketClient.UnsubscribeFromAccountUpdateStream();
socketClient.UnsubscribeAllStreams();
}
Console.ReadLine();
}
public TradeResult MiddleOrderFlip(Trade trade)
{
// Take Profit Stop Loss Trailing Stop Loss
decimal middle = build.TakeProfitPrice - ((build.TakeProfitPrice - build.StopLossPrice) / 2);
bool active = true;
bool canceledSwap = false;
bool take = true;
bool initial = true;
bool trailingTake = false;
int iterationCanceled = 0;
int priceDecimal = BitConverter.GetBytes(decimal.GetBits(trade.StopLossPrice)[3])[2];
decimal prevStopLossPrice = build.StopLossPrice;
decimal percentStop = decimal.Round((build.StopLossPrice - build.Price) / build.Price * -1m, 2);
TradeResult result = new TradeResult();
using (var client = new BinanceSocketClient())
{
var successKline = client.SubscribeToKlineStream(build.Market, KlineInterval.OneMinute, (data) =>
{
if (trade.Status && iterationCanceled == 0)
{
if (build.TrailingStopLoss)
{
if (((trade.StopLossPrice - data.Data.High) / data.Data.High * -1) > percentStop)
{
prevStopLossPrice = trade.StopLossPrice;
trade.StopLossPrice = decimal.Round(data.Data.High - (data.Data.High * percentStop), priceDecimal);
middle = trade.TakeProfitPrice - ((trade.TakeProfitPrice - trade.StopLossPrice) / 2);
}
}
if (data.Data.Low > middle && !take)
{
if (!build.TrailingTakeProfit)
{
Cancel cancel = new Cancel();
if (cancel.Trade(trade))
{
canceledSwap = true;
Sell sell = new Sell(build, api);
trade = sell.Limit(trade, trade.TakeProfitPrice);
if (trade.Success)
{
canceledSwap = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
take = true;
}
}
}
else if (data.Data.High > trade.TakeProfitPrice)
{
trailingTake = true;
}
}
else if (data.Data.Low <= middle && take || data.Data.Low <= middle && initial || trade.StopLossPrice > prevStopLossPrice && data.Data.Low <= middle)
{
Cancel cancel = new Cancel();
if (cancel.Trade(trade) || initial)
{
canceledSwap = true;
Sell sell = new Sell(build, api);
trade = sell.LimitStop(trade, trade.StopLossPrice);
if (trade.Success)
{
canceledSwap = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
take = false;
}
}
}
initial = false;
}
});
while (active && !trailingTake)
{
using (var db = new ApplicationDbContext())
{
Trade tradeGrab = db.Trades.Where(t => t.Id == trade.Id).Single();
if (!tradeGrab.Status)
{
trade.Status = false;
}
}
using (var clientRest = new BinanceClient())
{
var orderStatus = clientRest.QueryOrder(build.Market, trade.OrderId);
if (orderStatus.Success)
{
if (orderStatus.Data.Status == OrderStatus.Filled)
{
result.SellPrice = orderStatus.Data.Price;
result.SellOrderId = trade.OrderId;
result.TradeId = trade.Id;
result.EndTime = DateTime.Now;
CalculateResult calculate = new CalculateResult();
result = calculate.PercentDifference(result, trade);
result.Success = true;
active = false;
}
if (orderStatus.Data.Status == OrderStatus.Canceled && !canceledSwap)
{
iterationCanceled++;
if (iterationCanceled > 4)
{
active = false;
trade.Status = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
System.Threading.Thread.Sleep(5000);
}
else if (orderStatus.Data.Status != OrderStatus.Canceled)
{
iterationCanceled = 0;
}
}
}
}
}
if (trailingTake == true)
{
decimal trailingTakePerc = build.TrailingTakePercent < 0 ? build.TrailingTakePercent * -1m : build.TrailingTakePercent;
trade.StopLossPrice = decimal.Round(build.TakeProfitPrice - (build.TakeProfitPrice * (trailingTakePerc / 100)), priceDecimal);
trade.IsTrailingTake = true;
trade.DisplayType = "TSLVC";
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
return(TrailingStopLoss(trade));
}
else
{
return(result);
}
}
public TradeResult TrailingStopLoss(Trade trade)
{
bool canceledSwap = false;
int iterationCanceled = 0;
bool active = true;
int priceDecimal = BitConverter.GetBytes(decimal.GetBits(trade.StopLossPrice)[3])[2];
decimal prevStopLossPrice = build.StopLossPrice;
decimal percentStop = decimal.Round((build.StopLossPrice - build.Price) / build.Price * -1, 3);
TradeResult result = new TradeResult();
using (var client = new BinanceSocketClient())
{
var successKline = client.SubscribeToKlineStream(build.Market, KlineInterval.OneMinute, (data) =>
{
if (trade.Status && iterationCanceled == 0)
{
decimal newPercentDiff = decimal.Round((trade.StopLossPrice - data.Data.High) / data.Data.High, 3);
newPercentDiff = newPercentDiff < 0 ? newPercentDiff * -1m : newPercentDiff;
if (newPercentDiff > percentStop)
{
trade.StopLossPrice = decimal.Round(data.Data.High - (data.Data.High * percentStop), priceDecimal);
Cancel cancel = new Cancel();
if (cancel.Trade(trade))
{
canceledSwap = true;
Sell sell = new Sell(build, api);
trade = sell.LimitStop(trade, trade.StopLossPrice);
if (trade.Success)
{
canceledSwap = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
}
}
}
});
while (active)
{
using (var db = new ApplicationDbContext())
{
Trade tradeGrab = db.Trades.Where(t => t.Id == trade.Id).Single();
if (!tradeGrab.Status)
{
trade.Status = false;
}
}
using (var clientRest = new BinanceClient())
{
var orderStatus = clientRest.QueryOrder(build.Market, trade.OrderId);
if (orderStatus.Success)
{
if (orderStatus.Data.Status == OrderStatus.Filled)
{
result.SellPrice = orderStatus.Data.Price;
result.SellOrderId = trade.OrderId;
result.TradeId = trade.Id;
result.EndTime = DateTime.Now;
CalculateResult calculate = new CalculateResult();
result = calculate.PercentDifference(result, trade);
result.Success = true;
active = false;
}
if (orderStatus.Data.Status == OrderStatus.Canceled && !canceledSwap)
{
iterationCanceled++;
if (iterationCanceled > 4)
{
active = false;
trade.Status = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
System.Threading.Thread.Sleep(5000);
}
else if (orderStatus.Data.Status != OrderStatus.Canceled)
{
iterationCanceled = 0;
}
}
}
}
}
return(result);
}
static void Main(string[] args)
{
BinanceClient.SetDefaultOptions(new BinanceClientOptions()
{
ApiCredentials = new ApiCredentials("APIKEY", "APISECRET"),
LogVerbosity = LogVerbosity.Debug,
LogWriters = new List <TextWriter> {
Console.Out
}
});
BinanceSocketClient.SetDefaultOptions(new BinanceSocketClientOptions()
{
ApiCredentials = new ApiCredentials("APIKEY", "APISECRET"),
LogVerbosity = LogVerbosity.Debug,
LogWriters = new List <TextWriter> {
Console.Out
}
});
using (var client = new BinanceClient())
{
// Public
var ping = client.Ping();
var exchangeInfo = client.GetExchangeInfo();
var serverTime = client.GetServerTime();
var orderBook = client.GetOrderBook("BNBBTC", 10);
var aggTrades = client.GetAggregatedTrades("BNBBTC", startTime: DateTime.UtcNow.AddMinutes(-2), endTime: DateTime.UtcNow, limit: 10);
var klines = client.GetKlines("BNBBTC", KlineInterval.OneHour, startTime: DateTime.UtcNow.AddHours(-10), endTime: DateTime.UtcNow, limit: 10);
var price = client.GetPrice("BNBBTC");
var prices24h = client.Get24HPrice("BNBBTC");
var allPrices = client.GetAllPrices();
var allBookPrices = client.GetAllBookPrices();
var historicalTrades = client.GetHistoricalTrades("BNBBTC");
// Private
var openOrders = client.GetOpenOrders("BNBBTC");
var allOrders = client.GetAllOrders("BNBBTC");
var testOrderResult = client.PlaceTestOrder("BNBBTC", OrderSide.Buy, OrderType.Limit, 1, price: 1, timeInForce: TimeInForce.GoodTillCancel);
var queryOrder = client.QueryOrder("BNBBTC", allOrders.Data[0].OrderId);
var orderResult = client.PlaceOrder("BNBBTC", OrderSide.Sell, OrderType.Limit, 10, price: 0.0002m, timeInForce: TimeInForce.GoodTillCancel);
var cancelResult = client.CancelOrder("BNBBTC", orderResult.Data.OrderId);
var accountInfo = client.GetAccountInfo();
var myTrades = client.GetMyTrades("BNBBTC");
// Withdrawal/deposit
var withdrawalHistory = client.GetWithdrawHistory();
var depositHistory = client.GetDepositHistory();
var withdraw = client.Withdraw("ASSET", "ADDRESS", 0);
}
var socketClient = new BinanceSocketClient();
// Streams
var successDepth = socketClient.SubscribeToDepthStream("bnbbtc", (data) =>
{
// handle data
});
var successTrades = socketClient.SubscribeToTradesStream("bnbbtc", (data) =>
{
// handle data
});
var successKline = socketClient.SubscribeToKlineStream("bnbbtc", KlineInterval.OneMinute, (data) =>
{
// handle data
});
var successTicker = socketClient.SubscribeToAllSymbolTicker((data) =>
{
// handle data
});
var successSingleTicker = socketClient.SubscribeToSymbolTicker("bnbbtc", (data) =>
{
// handle data
});
string listenKey;
using (var client = new BinanceClient())
listenKey = client.StartUserStream().Data.ListenKey;
var successAccount = socketClient.SubscribeToUserStream(listenKey, data =>
{
// Hanlde account info data
},
data =>
{
// Hanlde order update info data
});
socketClient.UnsubscribeAllStreams();
Console.ReadLine();
}
private async Task GetAllSymbols()
{
using (var client = new BinanceClient())
{
var result = await client.GetAllPricesAsync();
if (result.Success)
{
AllPrices = new ObservableCollection <BinanceSymbolViewModel>(result.Data.Select(r => new BinanceSymbolViewModel(r.Symbol, r.Price)).OrderBy(s => s.SymbolCurrency).ThenBy(s => s.SymbolAsset).ToList());
foreach (var price in AllPrices)
{
if (CurrencyDictionary.ContainsKey(price.SymbolCurrency))
{
if (!CurrencyDictionary[price.SymbolCurrency].Contains(price.SymbolAsset))
{
CurrencyDictionary[price.SymbolCurrency].Add(price.SymbolAsset);
}
}
else
{
CurrencyDictionary.Add(price.SymbolCurrency, new ObservableCollection <string> {
price.SymbolAsset
});
}
if (AssetDictionary.ContainsKey(price.SymbolAsset))
{
if (!AssetDictionary[price.SymbolAsset].Contains(price.SymbolCurrency))
{
AssetDictionary[price.SymbolAsset].Add(price.SymbolCurrency);
}
}
else
{
AssetDictionary.Add(price.SymbolAsset, new ObservableCollection <string> {
price.SymbolCurrency
});
}
}
var cdKeys = CurrencyDictionary.Keys.ToList();
var adKeys = AssetDictionary.Keys.ToList();
for (int k = 0; k < cdKeys.Count; k++)
{
CurrencyDictionary[cdKeys[k]] = new ObservableCollection <string>(CurrencyDictionary[cdKeys[k]].OrderBy(v => v));
}
for (int k = 0; k < adKeys.Count; k++)
{
AssetDictionary[adKeys[k]] = new ObservableCollection <string>(AssetDictionary[adKeys[k]].OrderBy(v => v));
}
}
else
{
messageBoxService.ShowMessage($"Error getting all symbols data.\n{result.Error.Message}", $"Error Code: {result.Error.Code}", MessageBoxButton.OK, MessageBoxImage.Error);
}
}
List <Task> tasks = new List <Task>();
foreach (var symbol in AllPrices)
{
var task = new Task(() => binanceSocketClient.SubscribeToKlineStream(symbol.Symbol.ToLower(), KlineInterval.OneMinute, (data) =>
{
symbol.Price = data.Data.Close;
}));
tasks.Add(task);
task.Start();
}
Task.WaitAll(tasks.ToArray());
}