Ejemplo n.º 1
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 public BitstampExchange(
     BitstampConfiguration config,
     TranslatedSignalsRepository translatedSignalsRepository,
     ILog log)
     : base(Name, config, translatedSignalsRepository, log)
 {
     this.config = config;
     this.log    = log;
 }
Ejemplo n.º 2
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        public OandaExchange(OandaConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, ILog log) :
            base(Name, config, translatedSignalsRepository, log)
        {
            var client = new ApiClient(OandaHttpClient.CreateHttpClient(OandaAuth.Token), log);

            accounts    = new Accounts(client);
            prices      = new Prices(client);
            instruments = new Instruments(client);
        }
 public JfdExchange(JfdExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, JfdOrderBooksHarvester harvester, IHandler <ExecutionReport> executionHandler, ILog log) : base(Name, config, translatedSignalsRepository, log)
 {
     _connector        = new JfdTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetTradingFixConfigAsReader()), log);
     _harvester        = harvester;
     _executionHandler = executionHandler;
     _modelConverter   = new JfdModelConverter(config);
     _log = log.CreateComponentScope(nameof(JfdExchange));
     harvester.MaxOrderBookRate = config.MaxOrderBookRate;
 }
 public LogsController(
     INoSQLTableStorage <LogEntity> logsStorage,
     INoSQLTableStorage <FixMessageTableEntity> fixMessagesStorage,
     TranslatedSignalsRepository translatedSignalsRepository)
 {
     _logsStorage                 = logsStorage;
     _fixMessagesStorage          = fixMessagesStorage;
     _translatedSignalsRepository = translatedSignalsRepository;
 }
Ejemplo n.º 5
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        public StubExchange(StubExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
            : base(Name, config, translatedSignalsRepository, log)
        {
            this.config       = config;
            _tickPriceHandler = tickPriceHandler;
            _tradeHandler     = tradeHandler;

            decimal initialValue = 100m;

            Positions     = Instruments.ToDictionary(x => x.Name, x => new Position(x, initialValue));
            ActualSignals = Instruments.ToDictionary(x => x.Name, x => new LinkedList <TradingSignal>());
        }
Ejemplo n.º 6
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        public LykkeExchange(LykkeExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
            : base(Name, config, translatedSignalsRepository, log)
        {
            _tickPriceHandler = tickPriceHandler;
            _tradeHandler     = tradeHandler;
            var httpClient = new HttpClient();

            httpClient.DefaultRequestHeaders.Add("api-key", Config.ApiKey);
            apiClient = new ApiClient(httpClient, log);

            _lastBids = Instruments.ToDictionary(x => x.Name, x => 0m);
            _lastAsks = Instruments.ToDictionary(x => x.Name, x => 0m);
        }
        public IcmExchange(IcmTickPriceHarvester tickPriceHarvester,

                           IcmExchangeConfiguration config,
                           TranslatedSignalsRepository translatedSignalsRepository,
                           IcmModelConverter converter,
                           ILog log)
            : base(Name, config, translatedSignalsRepository, log)
        {
            _config                = config;
            _converter             = converter;
            _tickPriceHarvester    = tickPriceHarvester;
            _tradeSessionConnector = new IcmTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetFixConfigAsReader()), log);
            _log = log;
        }
Ejemplo n.º 8
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        public GdaxExchange(GdaxExchangeConfiguration configuration, TranslatedSignalsRepository translatedSignalsRepository,
                            GdaxOrderBooksHarvester orderBookHarvester, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
            : base(Name, configuration, translatedSignalsRepository, log)
        {
            _configuration = configuration;
            _converters    = new GdaxConverters(configuration.SupportedCurrencySymbols, Name);

            _orderBooksHarvester = orderBookHarvester;
            _tickPriceHandler    = tickPriceHandler;
            _tradeHandler        = tradeHandler;


            _restApi      = CreateRestApiClient();
            _websocketApi = CreateWebSocketsApiClient();
        }
        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");
            }
        }
Ejemplo n.º 10
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        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();
        }
Ejemplo n.º 11
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        public KrakenExchange(KrakenConfig config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log) :
            base(Name, config, translatedSignalsRepository, log)
        {
            this.config       = config;
            _tickPriceHandler = tickPriceHandler;
            _tradeHandler     = tradeHandler;

            var httpClient = new HttpClient()
            {
                Timeout = TimeSpan.FromSeconds(3)
            };                                                                       // TODO: HttpClient have to be Singleton

            publicData  = new PublicData(new ApiClient(httpClient, log));
            privateData = new PrivateData(new ApiClient(new HttpClient()
            {
                Timeout = TimeSpan.FromSeconds(30)
            }, log), config.ApiKey, config.PrivateKey,
                                          new NonceProvider(), Config.SupportedCurrencySymbols);
        }
Ejemplo n.º 12
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        public BitfinexExchange(BitfinexExchangeConfiguration configuration,
                                TranslatedSignalsRepository translatedSignalsRepository,
                                BitfinexOrderBooksHarvester orderBooksHarvester,
                                BitfinexExecutionHarvester executionHarvester, ILog log)
            : base(Name, configuration, translatedSignalsRepository, log)
        {
            _modelConverter      = new BitfinexModelConverter(configuration);
            _orderBooksHarvester = orderBooksHarvester;
            _executionHarvester  = executionHarvester;
            var credenitals = new BitfinexServiceClientCredentials(configuration.ApiKey, configuration.ApiSecret);

            _exchangeApi = new BitfinexApi(credenitals)
            {
                BaseUri = new Uri(configuration.EndpointUrl)
            };



            orderBooksHarvester.MaxOrderBookRate = configuration.MaxOrderBookRate;
        }
Ejemplo n.º 13
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 public TradingSignalsHandler(IEnumerable <Exchange> exchanges, ILog logger,
                              IHandler <ExecutionReport> acknowledHandler,
                              IHandler <ExecutionReport> tradeHandler,
                              TranslatedSignalsRepository translatedSignalsRepository,
                              TimeSpan apiTimeout,
                              RabbitMqSubscriber <TradingSignal> messageProducer,
                              bool enabled)
 {
     this.exchanges    = exchanges.ToDictionary(k => k.Name);
     this.logger       = logger;
     _acknowledHandler = acknowledHandler;
     _tradeHandler     = tradeHandler;
     this.translatedSignalsRepository = translatedSignalsRepository;
     this.apiTimeout  = apiTimeout;
     _messageProducer = messageProducer;
     _enabled         = enabled;
     if (enabled)
     {
         messageProducer.Subscribe(Handle);
     }
 }
Ejemplo n.º 14
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 public HistoricalDataExchange(HistoricalDataConfig config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickHandler, ILog log) :
     base(Name, config, translatedSignalsRepository, log)
 {
     this.config  = config;
     _tickHandler = tickHandler;
 }
Ejemplo n.º 15
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 public OrdersController(IApplicationFacade app, AppSettings appSettings, TranslatedSignalsRepository translatedSignalsRepository)
     : base(app)
 {
     _translatedSignalsRepository = translatedSignalsRepository;
     _timeout = appSettings.AspNet.ApiTimeout;
 }