public async Task Initialize()
{
//await InitializePoloniex();
//Console.WriteLine("poloniex initialized");
await InitializeBittrex();
Console.WriteLine("bittrex initialized");
async Task InitializeBittrex()
{
var bittrexHub = new NBittrex.BittrexHub();
bittrexHub.OnUpdateExchangeStateTick += (_, tick) =>
{
if (tick == null || tick.Fills == null || !tick.Fills.Any())
{
return;
}
decimal
localHigh = 0m,
localLow = decimal.MaxValue,
lastPrice = 0m,
firstPrice = 0m,
aggregateVolume = 0m;
DateTime first = DateTime.MaxValue, last = DateTime.MinValue;
foreach (var item in tick.Fills)
{
Console.WriteLine($"Received trade event: Bittrex {item.OrderType} {tick.Marketname}, {item.Quantity} at {item.Rate}");
var rate = item.Rate;
// Update local low and local high price
if (rate < localLow)
{
localLow = rate;
}
if (rate > localHigh)
{
localHigh = rate;
}
// Update the first and last prices
var timeStamp = item.TimeStamp;
if (timeStamp < first)
{
first = timeStamp;
firstPrice = rate;
}
if (timeStamp > last)
{
last = timeStamp;
lastPrice = rate;
}
// Update the aggregate volume
aggregateVolume += item.Quantity;
}
OnFillEvent(
currencyPair: Canonical(tick.Marketname, BittrexSeparator),
exchange: Bittrex,
localLow: localLow,
localHigh: localHigh,
firstPrice: firstPrice,
lastPrice: lastPrice,
first: first,
last: last,
volume: aggregateVolume);
};
await bittrexHub.Connect();
var httpClient = new NBittrex.API.Http.ApiHttpClient();
var markets = await httpClient.Public.GetMarkets();
var marketNames = markets.Result.Select(o => o.MarketName);
// FOR DEBUG ONLY
marketNames = marketNames.Where(o => o == "BTC-NEO");
foreach (var marketName in marketNames)
{
var isSubscribed = await bittrexHub.SubscribeToTicker(marketName);
if (isSubscribed)
{
Console.WriteLine($"Subscribed to {marketName}");
}
else
{
Console.WriteLine($"FAILED to subscribe to {marketName}");
}
}
}
/*async Task InitializePoloniex()
* {
* // initialize current price
* var restClient = new ApiHttpClient();
* var marketData = await restClient.Public.GetTicker();
* foreach (var market in marketData)
* {
* var val = market.Value;
* OnPriceEvent(
* currencyPair: Canonical(market.Key, PoloniexSeparator),
* exchange: Poloniex,
* price: val.Last,
* volume: val.BaseVolume);
* }
*
* poloniexTicker.Tick += (_, tick) =>
* OnPriceEvent(
* currencyPair: Canonical(tick.CurrencyPair, PoloniexSeparator),
* exchange: Poloniex,
* price: tick.Last,
* volume: tick.BaseVolume);
*
* await poloniexTicker.Initialize();
*
* var client = new PoloniexWebSocketClient();
* await client.Connect();
* await client.SubscribeToTicker();
* }*/
}
public async Task Initialize()
{
await InitializePoloniex();
Console.WriteLine("poloniex initialized");
await InitializeBittrex();
Console.WriteLine("bittrex initialized");
async Task InitializeBittrex()
{
var bittrexHub = new NBittrex.BittrexHub();
bittrexHub.OnUpdateSummaryStateTick += (_, tick) =>
{
if (tick == null || tick.Deltas == null)
{
return;
}
foreach (var item in tick.Deltas)
{
OnPriceEvent(
currencyPair: Canonical(item.MarketName, BittrexSeparator),
exchange: Bittrex,
price: item.Last,
volume: item.BaseVolume,
bid: item.Bid,
ask: item.Ask);
}
};
await bittrexHub.Connect();
}
async Task InitializePoloniex()
{
// initialize current price
var restClient = new ApiHttpClient();
var marketData = await restClient.Public.GetTicker();
foreach (var market in marketData)
{
var val = market.Value;
OnPriceEvent(
currencyPair: Canonical(market.Key, PoloniexSeparator),
exchange: Poloniex,
price: val.Last,
volume: val.BaseVolume,
bid: val.HighestBid,
ask: val.LowestAsk);
}
var poloniexTicker = NPoloniex.API.Push.Ticker.Current;
poloniexTicker.Tick += (_, tick) =>
OnPriceEvent(
currencyPair: Canonical(tick.CurrencyPair, PoloniexSeparator),
exchange: Poloniex,
price: tick.Last,
volume: tick.BaseVolume,
bid: tick.HighestBid,
ask: tick.LowestAsk);
await poloniexTicker.Initialize();
var client = new PoloniexWebSocketClient();
await client.Connect();
await client.SubscribeToTicker();
}
}