Ejemplo n.º 1
0
        public GdaxOrderBooksHarvester(GdaxExchangeConfiguration configuration, ILog log,
                                       IHandler <OrderBook> orderBookHandler)
            : base(GdaxExchange.Name, configuration, log, orderBookHandler)
        {
            _configuration = configuration;
            _symbolsLastSequenceNumbers = new ConcurrentDictionary <string, long>();
            _queuedOrderBookItems       = new Dictionary <string, Queue <GdaxQueueOrderItem> >();

            _websocketApi = CreateWebSocketsApiClient();
            _restApi      = CreateRestApiClient();
            _converters   = new GdaxConverters(_configuration.SupportedCurrencySymbols,
                                               ExchangeName, configuration);
        }
Ejemplo n.º 2
0
        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();
        }