private static async Task<ICryptoOrderBook> StartBinance(string pair, bool optimized, bool l2Optimized)
{
var url = BinanceValues.ApiWebsocketUrl;
var communicator = new BinanceWebsocketCommunicator(url) { Name = "Binance" };
var client = new BinanceWebsocketClient(communicator);
client.SetSubscriptions(
new OrderBookDiffSubscription(pair)
);
var source = new BinanceOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Binance is special
// We need to load snapshot in advance manually via REST call
_ = source.LoadSnapshot(communicator, pair);
return orderBook;
}
public async Task AutoSnapshotReloading_ShouldWorkAfterTimeout()
{
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
using (var client = new BinanceWebsocketClient(communicator))
{
var pair = "BTCUSDT";
client.SetSubscriptions(
new OrderBookDiffSubscription(pair)
);
var source = new BinanceOrderBookSource(client)
{
LoadSnapshotEnabled = true
};
var orderBook = new CryptoOrderBook(pair, source)
{
SnapshotReloadTimeout = TimeSpan.FromSeconds(5),
SnapshotReloadEnabled = true
};
await Task.Delay(TimeSpan.FromSeconds(13));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
using (var client = new BinanceWebsocketClient(communicator))
{
var pair = "BTCUSDT";
client.SetSubscriptions(
new OrderBookDiffSubscription(pair)
);
var source = new BinanceOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
// Binance is special
// We need to load snapshot in advance manually via REST call
await source.LoadSnapshot(pair);
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
public async Task Connect_ShouldWorkAndReceiveResponse()
{
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
TradeResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new BinanceWebsocketClient(communicator))
{
client.Streams.TradesStream.Subscribe(response =>
{
received = response;
receivedEvent.Set();
});
client.SetSubscriptions(
new TradeSubscription("btcusdt")
);
await communicator.Start();
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
}
}
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BINANCE CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
communicator.Name = "Binance-1";
communicator.ReconnectTimeout = TimeSpan.FromMinutes(10);
communicator.ReconnectionHappened.Subscribe(type =>
Log.Information($"Reconnection happened, type: {type}"));
using (var client = new BinanceWebsocketClient(communicator))
{
SubscribeToStreams(client, communicator);
client.SetSubscriptions(
new TradeSubscription("btcusdt"),
//new TradeSubscription("ethbtc"),
//new TradeSubscription("bnbusdt"),
new AggregateTradeSubscription("bnbusdt"),
new OrderBookPartialSubscription("btcusdt", 5),
//new OrderBookPartialSubscription("bnbusdt", 10),
new OrderBookDiffSubscription("ltcusdt")
);
communicator.Start().Wait();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
/// <summary>
/// Request a new order book snapshot, will be fakely streamed via communicator (WebsocketClient)
/// Method doesn't throw exception, just logs it
/// </summary>
/// <param name="communicator">Target communicator</param>
/// <param name="pair">Target pair</param>
/// <param name="count">Max level count</param>
public async Task LoadSnapshot(BinanceWebsocketCommunicator communicator, string pair, int count = 1000)
{
CryptoValidations.ValidateInput(communicator, nameof(communicator));
var snapshot = await LoadSnapshotRaw(pair, count);
if (snapshot == null)
{
return;
}
OrderBookPartialResponse.StreamFakeSnapshot(snapshot, communicator);
}
private static (ITradeSource, IWebsocketClient) GetBinance(string pair)
{
var url = BinanceValues.ApiWebsocketUrl;
var communicator = new BinanceWebsocketCommunicator(url)
{
Name = "Binance"
};
var client = new BinanceWebsocketClient(communicator);
var source = new BinanceTradeSource(client);
client.SetSubscriptions(
new TradeSubscription(pair)
);
return(source, communicator);
}
public async Task OnStarting_ShouldGetInfoResponse()
{
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
var receivedEvent = new ManualResetEvent(false);
communicator.MessageReceived.Subscribe(msg =>
{
receivedEvent.Set();
});
communicator.Url = new Uri(url + "stream?streams=btcusdt@trade");
await communicator.Start();
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
}
}
