public async Task HandleCombinedStreamData()
{
var message = $"{{\"stream\":\"{_streamName}\",\"data\":{_message}}}";
var stream = new BinanceWebSocketStream(DefaultWebSocketClientTest.CreateMockWebSocketClient(message))
{
Uri = _uri // NOTE: Processing of combined stream data is not dependant upon URI.
};
var isMessageEventReceived = false;
using (var cts = new CancellationTokenSource(TimeSpan.FromSeconds(3)))
{
stream.Message += (s, e) =>
{
isMessageEventReceived = e.Subject == _streamName && e.Json == _message;
};
Assert.False(isMessageEventReceived);
await stream.StreamAsync(cts.Token);
Assert.True(isMessageEventReceived);
}
}
/// <summary>
/// Example using cache, web socket stream (or client), and controller.
/// </summary>
/// <returns></returns>
// ReSharper disable once UnusedMember.Local
private static void AdvancedExampleMain()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", false, false)
.Build();
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
services.GetService <ILoggerFactory>()
.AddFile(configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
// Get configuration settings.
var symbols = configuration.GetSection("Statistics:Symbols").Get <string[]>()
?? new string[] { Symbol.BTC_USDT };
// Initialize cache.
var cache = services.GetService <ISymbolStatisticsCache>();
// Initialize web socket stream.
var webSocket = services.GetService <IBinanceWebSocketStream>();
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Subscribe cache to symbols.
cache.Subscribe(Display, symbols);
// Set web socket URI using cache subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(cache);
// NOTE: This must be done after cache subscribe.
// Route stream messages to cache.
webSocket.Message += (s, e) => cache.HandleMessage(e.Subject, e.Json);
// Begin streaming.
controller.Begin();
Console.ReadKey(true); // wait for user input.
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
/// <summary>
/// Example using manager without DI framework (not recommended).
/// </summary>
// ReSharper disable once InconsistentNaming
// ReSharper disable once UnusedMember.Local
private static void ExampleMainWithoutDI()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.Build();
// Get configuration settings.
var symbols = configuration.GetSection("TradeHistory:Symbols").Get <string[]>()
?? new string[] { Symbol.BTC_USDT };
var limit = 25;
try { limit = Convert.ToInt32(configuration.GetSection("TradeHistory")?["Limit"]); }
catch { /* ignore */ }
var loggerFactory = new LoggerFactory();
loggerFactory.AddFile(configuration.GetSection("Logging:File"));
// Initialize all the things... a DI framework could instantiate for you...
var api = new BinanceApi(BinanceHttpClient.Instance, logger: loggerFactory.CreateLogger <BinanceApi>());
var tradeClient = new AggregateTradeClient(loggerFactory.CreateLogger <AggregateTradeClient>());
var webSocket = new DefaultWebSocketClient(logger: loggerFactory.CreateLogger <DefaultWebSocketClient>());
var stream = new BinanceWebSocketStream(webSocket, loggerFactory.CreateLogger <BinanceWebSocketStream>());
var controller = new BinanceWebSocketStreamController(api, stream, loggerFactory.CreateLogger <BinanceWebSocketStreamController>());
var publisher = new BinanceWebSocketStreamPublisher(controller, loggerFactory.CreateLogger <BinanceWebSocketStreamPublisher>());
var client = new AggregateTradeWebSocketClient(tradeClient, publisher, loggerFactory.CreateLogger <AggregateTradeWebSocketClient>());
var cache = new AggregateTradeWebSocketCache(api, client, loggerFactory.CreateLogger <AggregateTradeWebSocketCache>());
// Add error event handler.
controller.Error += (s, e) => HandleError(e.Exception);
foreach (var symbol in symbols)
{
// Subscribe to symbol with callback.
cache.Subscribe(symbol, limit, Display);
lock (_sync)
{
_message = symbol == symbols.Last()
? $"Symbol: \"{symbol}\" ...press any key to exit."
: $"Symbol: \"{symbol}\" ...press any key to continue.";
}
Console.ReadKey(true);
// Unsubscribe from symbol.
cache.Unsubscribe();
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
public void IsCombined()
{
Assert.False(_stream.IsCombined);
_stream.Uri = BinanceWebSocketStream.CreateUri(_streamName);
Assert.False(_stream.IsCombined);
_stream.Uri = BinanceWebSocketStream.CreateUri(_streamName, "combined");
Assert.True(_stream.IsCombined);
}
public void CreateUri()
{
var uri = BinanceWebSocketStream.CreateUri();
Assert.Null(uri);
uri = BinanceWebSocketStream.CreateUri(_streamName);
Assert.Equal($"{BinanceWebSocketStream.BaseUri}/ws/{_streamName}", uri.AbsoluteUri);
// Duplicates are ignored.
var uri2 = BinanceWebSocketStream.CreateUri(_streamName, _streamName);
Assert.Equal(uri, uri2);
const string streamName = "combined";
uri = BinanceWebSocketStream.CreateUri(_streamName, streamName);
Assert.Equal($"{BinanceWebSocketStream.BaseUri}/stream?streams={_streamName}/{streamName}", uri.AbsoluteUri);
}
/// <summary>
/// Example using cache, web socket stream (or client), and controller.
/// </summary>
// ReSharper disable once UnusedMember.Local
private static void AdvancedExampleMain()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.Build();
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
services.GetService <ILoggerFactory>()
.AddFile(configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
// Get configuration settings.
var symbol = configuration.GetSection("PriceChart")?["Symbol"] ?? Symbol.BTC_USDT;
var interval = CandlestickInterval.Minute;
try { interval = configuration.GetSection("PriceChart")?["Interval"].ToCandlestickInterval() ?? CandlestickInterval.Minute; }
catch { /* ignore */ }
var limit = 25;
try { limit = Convert.ToInt32(configuration.GetSection("PriceChart")?["Limit"] ?? "25"); }
catch { /* ignore */ }
// Initialize cache.
var cache = services.GetService <ICandlestickCache>();
// Initialize stream.
var webSocket = services.GetService <IBinanceWebSocketStream>();
// Initialize controller.
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Subscribe cache to symbol and interval with limit and callback.
cache.Subscribe(symbol, interval, limit, Display);
// Set web socket URI using cache subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(cache);
// NOTE: This must be done after cache subscribe.
// Route stream messages to cache.
webSocket.Message += (s, e) => cache.HandleMessage(e.Subject, e.Json);
// Begin streaming.
controller.Begin();
lock (_sync) _message = "...press any key to continue.";
Console.ReadKey(true); // wait for user input.
}
//*/////////////////////////////////////////
// Alternative usage (with an IJsonClient).
////////////////////////////////////////////
// Initialize publisher/client.
var client = services.GetService <ICandlestickClient>();
cache.Client = client; // link [new] client to cache.
// Initialize controller.
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Subscribe cache to symbol and interval with limit and callback.
//cache.Subscribe(symbol, interval, limit, Display);
// NOTE: Cache is already subscribed to symbol (above).
// Begin streaming.
controller.Begin();
lock (_sync) _message = "(alternative usage) ...press any key to exit.";
Console.ReadKey(true); // wait for user input.
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
/// <summary>
/// Example with single controller using combined streams.
/// </summary>
/// <returns></returns>
public static async Task ExampleMain()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.Build();
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder // configure logging.
.SetMinimumLevel(LogLevel.Trace)
.AddFile(configuration.GetSection("Logging:File")))
.BuildServiceProvider();
Console.Clear(); // clear the display.
var limit = 5; // set to 0 to use diff. depth stream (instead of partial depth stream).
var api = services.GetService <IBinanceApi>();
// Create cache.
var btcCache = services.GetService <IOrderBookCache>();
var ethCache = services.GetService <IOrderBookCache>();
// Create web socket stream.
var webSocket = services.GetService <IBinanceWebSocketStream>();
// Initialize controller.
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Query and display the order books.
var btcOrderBook = await api.GetOrderBookAsync(Symbol.BTC_USDT, limit);
var ethOrderBook = await api.GetOrderBookAsync(Symbol.ETH_BTC, limit);
Display(btcOrderBook, ethOrderBook);
// Monitor order book and display updates in real-time.
btcCache.Subscribe(Symbol.BTC_USDT, limit,
evt =>
{
btcOrderBook = evt.OrderBook;
Display(btcOrderBook, ethOrderBook);
});
// Monitor order book and display updates in real-time.
ethCache.Subscribe(Symbol.ETH_BTC, limit,
evt =>
{
ethOrderBook = evt.OrderBook;
Display(btcOrderBook, ethOrderBook);
});
// Set web socket URI using cache subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(
btcCache.SubscribedStreams.Concat(ethCache.SubscribedStreams));
// NOTE: This must be done after cache subscribe.
// Route stream messages to cache.
webSocket.Message += (s, e) => btcCache.HandleMessage(e.Subject, e.Json);
webSocket.Message += (s, e) => ethCache.HandleMessage(e.Subject, e.Json);
// Verify we are using a shared/combined stream (not necessary).
if (!webSocket.IsCombined())
{
throw new Exception("You are NOT using combined streams :(");
}
// Begin streaming.
controller.Begin();
Console.ReadKey(true);
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
public BinanceWebSocketStreamTest()
{
_uri = BinanceWebSocketStream.CreateUri(_streamName);
_stream = new BinanceWebSocketStream(DefaultWebSocketClientTest.CreateMockWebSocketClient(_message));
}
public static void AdvancedExampleMain()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.Build();
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
services.GetService <ILoggerFactory>()
.AddFile(configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
// Get configuration settings.
var symbols = configuration.GetSection("CombinedStreamsExample:Symbols").Get <string[]>()
?? new string[] { Symbol.BTC_USDT };
// Initialize the client.
var client = services.GetService <ISymbolStatisticsClient>();
// Initialize the stream.
var webSocket = services.GetService <IBinanceWebSocketStream>();
// Initialize controller.
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
if (symbols.Length == 1)
{
// Subscribe to symbol with callback.
client.Subscribe(Display, symbols[0]);
}
else
{
// Alternative usage (combined streams).
client.StatisticsUpdate += (s, evt) => { Display(evt); };
// Subscribe to all symbols.
foreach (var symbol in symbols)
{
client.Subscribe(symbol); // using event instead of callbacks.
}
}
// Set stream URI using client subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(client);
// NOTE: This must be done after client subscribe.
// Route stream messages to client.
webSocket.Message += (s, e) => client.HandleMessage(e.Subject, e.Json);
// Begin streaming.
controller.Begin();
_message = "...press any key to continue.";
Console.ReadKey(true); // wait for user input.
//*//////////////////////////////////////////////////
// Example: Unsubscribe/Subscribe after streaming...
/////////////////////////////////////////////////////
// NOTE: When the URI is changed, the web socket is aborted
// and a new connection is made. There's a delay
// before streaming begins to allow for multiple
// changes.
// Unsubscribe a symbol.
client.Unsubscribe(symbols[0]);
// Subscribe to the real Bitcoin :D
client.Subscribe(Symbol.BCH_USDT); // a.k.a. BCC.
// Set stream URI using client subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(client);
// NOTE: This must be done after client subscribe.
lock (_sync)
{
// Remove unsubscribed symbol and clear display (application specific).
_statistics.Remove(symbols[0]);
Console.Clear();
}
_message = "...press any key to exit.";
Console.ReadKey(true); // wait for user input.
///////////////////////////////////////////////////*/
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
public static async Task AdvancedExampleMain(string[] args)
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.AddUserSecrets <Program>() // for access to API key and secret.
.Build();
// Get API key.
var key = configuration["BinanceApiKey"] // user secrets configuration.
?? configuration.GetSection("User")["ApiKey"]; // appsettings.json configuration.
// Get API secret.
var secret = configuration["BinanceApiSecret"] // user secrets configuration.
?? configuration.GetSection("User")["ApiSecret"]; // appsettings.json configuration.
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
services.GetService <ILoggerFactory>()
.AddFile(configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
Console.Clear(); // clear the display.
// ReSharper disable once InconsistentlySynchronizedField
_limit = 5;
var symbol = Symbol.BTC_USDT;
var asset = symbol.BaseAsset;
var api = services.GetService <IBinanceApi>();
var cache = services.GetService <IOrderBookCache>();
var webSocket = services.GetService <IBinanceWebSocketStream>();
var userProvider = services.GetService <IBinanceApiUserProvider>();
using (var user = userProvider.CreateUser(key, secret))
using (var manager = services.GetService <IUserDataWebSocketManager>())
{
// Query and display order book and current asset balance.
var balance = (await api.GetAccountInfoAsync(user)).GetBalance(asset);
var orderBook = await api.GetOrderBookAsync(symbol, _limit);
Display(orderBook, balance);
// Subscribe cache to symbol with callback.
cache.Subscribe(symbol, _limit, evt => Display(evt.OrderBook, balance));
// Set web socket URI using cache subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(cache);
// NOTE: This must be done after cache subscribe.
// Route stream messages to cache.
webSocket.Message += (s, e) => cache.HandleMessage(e.Subject, e.Json);
// Subscribe to symbol to display latest order book and asset balance.
await manager.SubscribeAsync <AccountUpdateEventArgs>(user,
evt =>
{
// Update asset balance.
balance = evt.AccountInfo.GetBalance(asset);
// Display latest order book and asset balance.
Display(cache.OrderBook, balance);
});
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Begin streaming.
controller.Begin();
// Optionally, wait for web socket is connected (open).
await manager.WaitUntilWebSocketOpenAsync();
// Verify we are NOT using a combined streams (DEMONSTRATION ONLY).
if (webSocket.IsCombined() || webSocket == manager.Client.Publisher.Stream)
{
throw new Exception("You ARE using combined streams :(");
}
lock (_sync) _message = "...press any key to continue.";
Console.ReadKey(true); // wait for user input.
}
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine("...press any key to continue.");
Console.ReadKey(true);
}
}
/// <summary>
/// Example using cache, web socket stream (or client), and controller.
/// </summary>
// ReSharper disable once UnusedMember.Local
private static void AdvancedExampleMain()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.Build();
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
services.GetService <ILoggerFactory>()
.AddFile(configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
Console.Clear(); // clear the display.
// Get configuration settings.
var limit = 10;
var symbol = configuration.GetSection("OrderBook")?["Symbol"] ?? Symbol.BTC_USDT;
try { limit = Convert.ToInt32(configuration.GetSection("OrderBook")?["Limit"]); }
catch { /* ignore */ }
// NOTE: Currently the Partial Book Depth Stream only supports limits of: 5, 10, or 20.
if (limit > 10)
{
limit = 20;
}
else if (limit > 5)
{
limit = 10;
}
else if (limit > 0)
{
limit = 5;
}
// Initialize cache.
var cache = services.GetService <IOrderBookCache>();
// Initialize web socket stream.
var webSocket = services.GetService <IBinanceWebSocketStream>();
// Initialize controller.
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Subscribe cache to symbol with limit and callback.
// NOTE: If no limit is provided (or limit = 0) then the order book is initialized with
// limit = 1000 and the diff. depth stream is used to keep order book up-to-date.
cache.Subscribe(symbol, limit, Display);
// Set web socket URI using cache subscribed streams.
webSocket.Uri = BinanceWebSocketStream.CreateUri(cache);
// NOTE: This must be done after cache subscribe.
// Route stream messages to cache.
webSocket.Message += (s, e) => cache.HandleMessage(e.Subject, e.Json);
// Begin streaming.
controller.Begin();
lock (_sync) _message = "...press any key to continue.";
Console.ReadKey(true); // wait for user input.
}
//*/////////////////////////////////////////
// Alternative usage (with an IJsonClient).
////////////////////////////////////////////
// Initialize client.
var client = services.GetService <IDepthClient>();
cache.Client = client; // link [new] client to cache.
// Initialize controller.
using (var controller = new RetryTaskController(webSocket.StreamAsync))
{
controller.Error += (s, e) => HandleError(e.Exception);
// Subscribe cache to symbol with limit and callback.
//cache.Subscribe(symbol, limit, Display);
// NOTE: Cache is already subscribed to symbol (above).
// Begin streaming.
controller.Begin();
lock (_sync) _message = "(alternative usage) ...press any key to exit.";
Console.ReadKey(true); // wait for user input.
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
/// <summary>
/// Example with multiple controllers not using combined streams.
/// </summary>
/// <returns></returns>
public static async Task ExampleMain()
{
try
{
// Load configuration.
var configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.Build();
// Configure services.
var services = new ServiceCollection()
.AddBinance() // add default Binance services.
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
services.GetService <ILoggerFactory>()
.AddFile(configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
Console.Clear(); // clear the display.
const int limit = 5;
var api = services.GetService <IBinanceApi>();
// Query and display the order books.
var btcOrderBook = await api.GetOrderBookAsync(Symbol.BTC_USDT, limit);
var ethOrderBook = await api.GetOrderBookAsync(Symbol.ETH_BTC, limit);
Display(btcOrderBook, ethOrderBook);
// Create cache.
var btcCache = services.GetService <IOrderBookCache>();
var ethCache = services.GetService <IOrderBookCache>();
// Create web socket streams.
var webSocket1 = services.GetService <IBinanceWebSocketStream>();
var webSocket2 = services.GetService <IBinanceWebSocketStream>();
// NOTE: IBinanceWebSocketStream must be setup as Transient with DI (default).
// Initialize controllers.
using (var controller1 = new RetryTaskController(webSocket1.StreamAsync))
using (var controller2 = new RetryTaskController(webSocket2.StreamAsync))
{
controller1.Error += (s, e) => HandleError(e.Exception);
controller2.Error += (s, e) => HandleError(e.Exception);
btcCache.Subscribe(Symbol.BTC_USDT, limit,
evt =>
{
btcOrderBook = evt.OrderBook;
Display(btcOrderBook, ethOrderBook);
});
ethCache.Subscribe(Symbol.ETH_BTC, limit,
evt =>
{
ethOrderBook = evt.OrderBook;
Display(btcOrderBook, ethOrderBook);
});
// Set web socket URI using cache subscribed streams.
webSocket1.Uri = BinanceWebSocketStream.CreateUri(btcCache);
webSocket2.Uri = BinanceWebSocketStream.CreateUri(ethCache);
// NOTE: This must be done after cache subscribe.
// Route stream messages to cache.
webSocket1.Message += (s, e) => btcCache.HandleMessage(e.Subject, e.Json);
webSocket2.Message += (s, e) => ethCache.HandleMessage(e.Subject, e.Json);
// Begin streaming.
controller1.Begin();
controller2.Begin();
// Verify we are NOT using a shared/combined stream (not necessary).
if (webSocket1.IsCombined() || webSocket2.IsCombined() || webSocket1 == webSocket2)
{
throw new Exception("You ARE using combined streams :(");
}
Console.ReadKey(true);
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
