public void VerifyConfiguration(IExchangeConfiguration configuration)
{
Assert.NotNull(configuration);
Assert.NotNull(configuration.BaseUri);
Assert.NotNull(configuration.SupportedCurrencies);
Assert.NotNull(configuration.SupportedPairs);
Assert.IsTrue(TestCandidate.ExchangeSourceType == configuration.ExchangeSourceType);
}
private static IExchange CreateExchangeConfiguration(IExchangeConfiguration exchangeConfiguration)
{
return(new Exchange(
name: exchangeConfiguration.Name,
type: exchangeConfiguration.Type,
durable: exchangeConfiguration.Durable,
autoDelete: exchangeConfiguration.AutoDelete,
arguments: exchangeConfiguration.Arguments));
}
internal Exchange(
IExchangeConfiguration configuration,
IExchangeCommandFactory commands)
{
_configuration = configuration;
_commands = commands;
SetupSocket();
_executor = new ExecutionEngine(configuration);
}
public ModelTranslationBase(
IExchangeConfiguration configuration,
TradingPair pair,
IExchangeCommandFactory commands)
{
_configuration = configuration;
_translator = new ResultTranslation(configuration);
_commands = commands;
_pair = pair;
}
internal AccountBalance(
IEnumerable <IExchangeResponseIntermediate <Balance> > balances,
TradingPair pair,
IExchangeConfiguration configuration)
: base(DateTime.UtcNow, configuration.ExchangeSourceType)
{
BalanceByCurrency = CreateDictionary(
balances
.Select(x => x.Convert(pair)),
configuration);
}
public JfdOrderBooksHarvester(
JfdExchangeConfiguration configuration,
JfdModelConverter modelConverter,
ILog log,
IHandler <OrderBook> orderBookHandler)
: base(JfdExchange.Name, configuration, new JfdQuotesSessionConnector(GetConnectorConfig(configuration), log),
log, orderBookHandler)
{
_configuration = configuration;
_modelConverter = modelConverter;
HeartBeatPeriod = TimeSpan.FromSeconds(90); // Just in case if QuickFix doesn't detect connection failure.
}
internal Exchange(
IExchangeConfiguration configuration,
IExchangeCommandFactory commands,
IExchangeAuthenticator authenticator)
{
_configuration = configuration;
_commands = commands;
SetupSocket();
_executor = new ExecutionEngine(
authenticator,
configuration);
}
internal UserTransactions(
IEnumerable <IExchangeResponseIntermediate <UserTransaction> > transactions,
TradingPair pair,
IExchangeConfiguration configuration)
: base(DateTime.UtcNow, configuration.ExchangeSourceType)
{
Pair = pair;
TransactionsCollection =
transactions
.Select(x => x.Convert(pair))
.Where(x => x != default(UserTransaction))
.ToList()
.AsReadOnly();
}
protected Exchange(string name, IExchangeConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository, ILog log)
{
Name = name;
Config = config;
State = ExchangeState.Initializing;
LykkeLog = log;
Instruments = config.SupportedCurrencySymbols?.Select(x => new Instrument(Name, x.LykkeSymbol)).ToList() ?? new List <Instrument>();
if (!Instruments.Any() && config.UseSupportedCurrencySymbolsAsFilter != false)
{
throw new ArgumentException($"There is no instruments in the settings for {Name} exchange");
}
}
/*
* internal Transactions(IEnumerable<Transaction> transactions, TradingPair pair,
* ExchangeType sourceExchange)
* : base(DateTime.UtcNow, sourceExchange)
* {
* Pair = pair;
*
* TransactionsCollection =
* transactions
* .Where(x => x != default(Transaction))
* .OrderByDescending(x => x.UnixCompletedTimeStamp)
* .ToList()
* .AsReadOnly();
* }*/
internal Transactions(
IEnumerable <IExchangeResponseIntermediate <Transaction> > transactions,
TradingPair pair,
IExchangeConfiguration configuration)
: base(DateTime.UtcNow, configuration.ExchangeSourceType)
{
Pair = pair;
TransactionsCollection =
transactions
.Select(x => x.Convert(pair))
.Where(x => x != default(Transaction))
.OrderByDescending(x => x.UnixCompletedTimeStamp)
.ToList()
.AsReadOnly();
}
protected Exchange(string name, IExchangeConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository, ILog log)
{
Name = name;
Config = config;
State = ExchangeState.Initializing;
LykkeLog = log;
if (config.SupportedCurrencySymbols == null ||
config.SupportedCurrencySymbols.Count == 0)
{
throw new ArgumentException($"There is no instruments in the settings for {Name} exchange");
}
Instruments = config.SupportedCurrencySymbols
.Select(x => new Instrument(Name, x.LykkeSymbol)).ToList();
}
protected OrderBooksHarvesterBase(string exchangeName, IExchangeConfiguration exchangeConfiguration, ILog log,
IHandler <OrderBook> newOrderBookHandler)
{
ExchangeConfiguration = exchangeConfiguration;
_newOrderBookHandler = newOrderBookHandler;
ExchangeName = exchangeName;
Log = log.CreateComponentScope(GetType().Name);
_converters = new ExchangeConverters(exchangeConfiguration.SupportedCurrencySymbols,
string.Empty, exchangeConfiguration.UseSupportedCurrencySymbolsAsFilter);
_orderBookSnapshots = new ConcurrentDictionary <string, OrderBookSnapshot>();
_cancellationTokenSource = new CancellationTokenSource();
CancellationToken = _cancellationTokenSource.Token;
_heartBeatMonitoringTimer = new Timer(s => RestartMessenger("No messages from the exchange"));
_snapshotRefreshTimer = new Timer(s => RestartMessenger("Refresh order book snapshot"));
}
internal OpenOrders(
IEnumerable <IExchangeResponseIntermediate <Order> > orders,
TradingPair pair,
IExchangeConfiguration configuration)
: base(DateTime.UtcNow, configuration.ExchangeSourceType)
{
var allOrders = orders
.Select(x => x.Convert(pair))
.Distinct();
BuyOrders =
new ReadOnlyDictionary <string, Order>(
allOrders
.Where(x => x.IsBuyOrder)
.ToDictionary(x => x.Id, x => x));
SellOrders = new ReadOnlyDictionary <string, Order>(
allOrders
.Where(x => x.IsSellOrder)
.ToDictionary(x => x.Id, x => x));
}
protected OrderBooksHarvesterBase(string exchangeName, IExchangeConfiguration exchangeConfiguration, ILog log,
OrderBookSnapshotsRepository orderBookSnapshotsRepository, OrderBookEventsRepository orderBookEventsRepository,
IHandler <OrderBook> newOrderBookHandler)
{
ExchangeConfiguration = exchangeConfiguration;
OrderBookSnapshotsRepository = orderBookSnapshotsRepository;
OrderBookEventsRepository = orderBookEventsRepository;
_newOrderBookHandler = newOrderBookHandler;
ExchangeName = exchangeName;
Log = log.CreateComponentScope(GetType().Name);
_converters = new ExchangeConverters(exchangeConfiguration.SupportedCurrencySymbols,
string.Empty);
_orderBookSnapshots = new ConcurrentDictionary <string, OrderBookSnapshot>();
_cancellationTokenSource = new CancellationTokenSource();
CancellationToken = _cancellationTokenSource.Token;
_heartBeatMonitoringTimer = new Timer(RestartMessenger);
}
internal ExecutionEngine(IExchangeConfiguration configuration)
{
_configuration = configuration;
_dispatcher = new RequestDispatcher(_configuration.BaseUri);
_translator = new ResultTranslation(_configuration);
}
private ReadOnlyDictionary <Currency, Balance> CreateDictionary(IEnumerable <Balance> balances, IExchangeConfiguration configuration)
{
var dict = new Dictionary <Currency, Balance>();
foreach (var currency in configuration.SupportedCurrencies)
{
var balance = balances.FirstOrDefault(x => x.BalanceCurrency == currency);
if (balance == default(Balance))
{
balance = new Balance(
0.00m,
currency,
0.00m,
DateTime.UtcNow,
configuration.ExchangeSourceType,
0.00m);
}
dict[currency] = balance;
}
return(new ReadOnlyDictionary <Currency, Balance>(dict));
}
#pragma warning disable RECS0154 // Parameter is never used
internal AccountBalance(IEnumerable <Balance> balances, TradingPair pair, IExchangeConfiguration configuration)
#pragma warning restore RECS0154 // Parameter is never used
: base(DateTime.UtcNow, configuration.ExchangeSourceType)
{
BalanceByCurrency = CreateDictionary(balances, configuration);
}
public EndPointConfigurator(IExchangeConfiguration exchange, IQueueConfiguration queue, string routingKey)
{
RoutingKey = routingKey;
ExchangeConfiguration = exchange;
QueueConfiguration = queue;
}
internal ResultTranslation(IExchangeConfiguration configuration)
{
_configuration = configuration;
}
public SocketObservable(IExchangeConfiguration configuration, object subscribe)
{
_socketUri = configuration.WebSocketUri;
_observable = MessageBuffer(subscribe);
}
internal ExecutionEngine(IExchangeAuthenticator authenticator, IExchangeConfiguration configuration)
{
_dispatcher = new RequestDispatcher(configuration.BaseUri, authenticator);
_translator = new ResultTranslation(configuration);
_configuration = configuration;
}
protected OrderBooksWebSocketHarvester(string exchangeName, IExchangeConfiguration exchangeConfiguration, IMessenger <TRequest, TResponse> messanger, ILog log,
IHandler <OrderBook> orderBookHandler)
: base(exchangeName, exchangeConfiguration, log, orderBookHandler)
{
Messenger = messanger;
}