private static void WebSocket()
{
var webSocketCacheXlm = new DepthWebSocketCache();
var webSocketCacheEth = new DepthWebSocketCache();
// Handle error events.
webSocketCacheXlm.Error += (s, e) => { Console.WriteLine(e.Exception.Message); };
webSocketCacheEth.Error += (s, e) => { Console.WriteLine(e.Exception.Message); };
// Subscribe callback to BTC/USDT (automatically begin streaming).
//webSocketCacheXlm.Subscribe(Symbol.XLM_USDT, ReceiveOrderBook);
//webSocketCacheEth.Subscribe(Symbol.ETH_BTC, ReceiveOrderBook);
webSocketCacheXlm.Subscribe(Symbol.XLM_USDT, 100);
//webSocketCacheEth.Subscribe(Symbol.ETH_BTC);
Console.WriteLine("started");
var cmd = Console.ReadLine();
while (cmd != "exit")
{
if (cmd == "xlm")
{
var orderBook = webSocketCacheXlm.OrderBook;
PrintOrderBook(orderBook);
}
if (cmd == "eth")
{
var orderBook = webSocketCacheEth.OrderBook;
PrintOrderBook(orderBook);
}
cmd = Console.ReadLine();
}
// Unsubscribe (automatically end streaming).
webSocketCacheXlm.Unsubscribe();
webSocketCacheEth.Unsubscribe();
}
public override Boolean Initialize()
{
m_MessagePump.Signal(Resources.ExchangeInitialization);
try
{
BinanceStatus status = m_Api.GetSystemStatusAsync().Result;
if (status == BinanceStatus.Maintenance)
{
throw new Exception(Resources.ServerMaintenance);
}
TimeSpan delta = TimeSpan.Zero;
for (Int32 i = 0; i < 5; ++i)
{
DateTime now = DateTime.Now;
Boolean result = m_Api.PingAsync().Result;
if (!result)
{
throw new Exception(Resources.ServerPing);
}
delta += DateTime.Now - now;
}
m_MessagePump.Signal(Utilities.FormatMessage(Resources.MessageConnectivityOK, delta.Milliseconds / 5));
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.ConnectivityKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
m_User = new BinanceApiUser(Config.KeyApi, Config.KeySecret);
m_MessagePump.Signal(Resources.LoginOK);
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.LoginKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
UpdateBalances(m_Api.GetAccountInfoAsync(m_User).Result);
m_UserDataWebSocket = new UserDataWebSocketManager();
m_UserDataWebSocket.SubscribeAsync <AccountUpdateEventArgs>(m_User, x => UpdateBalances(x.AccountInfo)).Wait();
m_UserDataWebSocket.WaitUntilWebSocketOpenAsync().Wait();
if (m_Balances.Count == 0)
{
m_MessagePump.Signal(Resources.BalancesOK0);
}
else
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.BalancesKO, m_Balances.Count, (m_Balances.Count == 1 ? String.Empty : "s")));
foreach (KeyValuePair <String, Decimal> balance in m_Balances.OrderBy(x => x.Key))
{
m_MessagePump.Signal($" - {balance.Value:F8} {balance.Key}");
}
}
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.BalancesKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
Dictionary <String, Int32> symbolsData = new Dictionary <String, Int32>();
HashSet <String> assets = new HashSet <String>();
foreach (Symbol symbol in m_Api.GetSymbolsAsync().Result)
{
if (symbol.Status != SymbolStatus.Trading)
{
continue;
}
String baseAsset = symbol.BaseAsset;
String quoteAsset = symbol.BaseAsset;
String name = symbol.ToString();
if ((Config.TradingWhitelist.Count > 0) && (!Config.TradingWhitelist.Contains(baseAsset) || !Config.TradingWhitelist.Contains(quoteAsset)))
{
continue;
}
String mininumQuantity = symbol.Quantity.Minimum.ToString(CultureInfo.InvariantCulture);
Int32 dustDecimals = Math.Max(0, mininumQuantity.IndexOf("1", StringComparison.OrdinalIgnoreCase) - 1);
assets.Add(baseAsset);
assets.Add(quoteAsset);
symbolsData[name] = dustDecimals;
}
ConcurrentBag <Trade> trades = new ConcurrentBag <Trade>();
Parallel.ForEach(assets.SelectMany(x => assets, (a1, a2) => new { Asset1 = a1, Asset2 = a2 }), pair =>
{
if (pair.Asset1 == pair.Asset2)
{
return;
}
TradeLeg leg1 = BuildTradeLeg(symbolsData, Config.InvestmentBaseAsset, pair.Asset1);
if ((leg1 == null) || (leg1.Position != Config.TradingPositions[0]))
{
return;
}
TradeLeg leg2 = BuildTradeLeg(symbolsData, pair.Asset1, pair.Asset2);
if ((leg2 == null) || (leg2.Position != Config.TradingPositions[1]))
{
return;
}
TradeLeg leg3 = BuildTradeLeg(symbolsData, pair.Asset2, Config.InvestmentBaseAsset);
if ((leg3 == null) || (leg3.Position != Config.TradingPositions[2]))
{
return;
}
trades.Add(new Trade(leg1, leg2, leg3));
});
if (trades.Count == 0)
{
throw new Exception(Resources.NoTriangularRelationships);
}
m_Trades.AddRange(trades);
m_MessagePump.Signal(Utilities.FormatMessage(Resources.TradesOK, m_Trades.Count, (m_Trades.Count == 1 ? String.Empty : "s")));
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.TradesKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
List <String> symbols = m_Trades.Select(x => x.Leg1.Symbol)
.Union(m_Trades.Select(x => x.Leg2.Symbol))
.Union(m_Trades.Select(x => x.Leg3.Symbol))
.Distinct().OrderBy(x => x).ToList();
foreach (String symbol in symbols)
{
m_OrderBooks[symbol] = new SortedOrderBook(m_Api.GetOrderBookAsync(symbol, Config.DataSize).Result);
m_OrderBooksCache[symbol] = new DepthWebSocketCache();
m_OrderBooksCache[symbol].Error += (sender, e) => m_OrderBooks[symbol].Invalid = true;
m_OrderBooksCache[symbol].OutOfSync += (sender, e) => m_OrderBooks[symbol].Invalid = true;
m_OrderBooksCache[symbol].Subscribe(symbol, e => m_OrderBooks[symbol] = new SortedOrderBook(e.OrderBook));
Thread.Sleep(Config.DataStagger);
}
m_MessagePump.Signal(Utilities.FormatMessage(Resources.OrderBooksOK, symbols.Count, (symbols.Count == 1 ? String.Empty : "s")));
m_MessagePump.Signal(String.Empty);
m_Initialized = true;
return(true);
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.OrderBooksKO, Utilities.GetExceptionMessage(e)));
return(false);
}
}
public static async Task ExampleMain(string[] args)
{
// Initialize REST API client.
var api = new BinanceApi();
// Check connectivity.
if (await api.PingAsync())
{
Console.WriteLine("Successful!");
}
// Create user with API-Key and API-Secret.
using (var user = new BinanceApiUser("<API-Key>", "<API-Secret>"))
{
// Create a client (MARKET) order.
var order = new MarketOrder(user)
{
Symbol = Symbol.BTC_USDT,
Side = OrderSide.Buy,
Quantity = 0.01m
};
try
{
// Validate client order.
order.Validate();
// Send the TEST order.
await api.TestPlaceAsync(order);
Console.WriteLine("Test Order Successful!");
}
catch (Exception e)
{
Console.WriteLine($"Test Order Failed: \"{e.Message}\"");
}
}
// Initialize web socket client (with automatic streaming enabled).
var webSocketClient = new AggregateTradeWebSocketClient();
// Handle error events.
webSocketClient.Error += (s, e) => { Console.WriteLine(e.Exception.Message); };
// Subscribe callback to BTC/USDT (automatically begin streaming).
webSocketClient.Subscribe(Symbol.BTC_USDT, evt =>
{
var side = evt.Trade.IsBuyerMaker ? "SELL" : "BUY ";
// Handle aggregate trade events.
Console.WriteLine($"{evt.Trade.Symbol} {side} {evt.Trade.Quantity} @ {evt.Trade.Price}");
});
Console.ReadKey(true); // wait for user input.
// Unsubscribe from symbol (automatically end streaming).
webSocketClient.Unsubscribe();
// Initiatlize web socket cache (with automatic streaming enabled).
var webSocketCache = new DepthWebSocketCache();
// Handle error events.
webSocketCache.Error += (s, e) => { Console.WriteLine(e.Exception.Message); };
// Subscribe callback to symbol (automatically begin streaming).
webSocketCache.Subscribe(Symbol.BTC_USDT, evt =>
{
// Get symbol from cache (update cache if a symbol is missing).
var symbol = Symbol.Cache.Get(evt.OrderBook.Symbol);
var minBidPrice = evt.OrderBook.Bids.Last().Price;
var maxAskPrice = evt.OrderBook.Asks.Last().Price;
// Handle order book update events.
Console.WriteLine($"Bid Quantity: {evt.OrderBook.Depth(minBidPrice)} {symbol.BaseAsset} - " +
$"Ask Quantity: {evt.OrderBook.Depth(maxAskPrice)} {symbol.BaseAsset}");
});
Console.ReadKey(true); // wait for user input.
// Unsubscribe from symbol (automatically end streaming).
webSocketCache.Unsubscribe();
}
