public CandlesSubscribeRequest(string pair, BitfinexTimeFrame bitfinexTimeFrame)
{
BfxValidations.ValidateInput(pair, nameof(pair));
Key =
$"trade:{TimeFrameToKeyCommand(bitfinexTimeFrame)}:{BitfinexSymbolUtils.FormatPairToTradingSymbol(pair)}";
}
/// <summary>
/// Send message to the websocket channel.
/// It inserts the message to the queue and actual sending is done on an other thread
/// </summary>
/// <param name="message">Message to be sent</param>
public Task Send(string message)
{
BfxValidations.ValidateInput(message, nameof(message));
_messagesToSendQueue.Add(message);
return(Task.CompletedTask);
}
public BitfinexWebsocketClient(BitfinexWebsocketCommunicator communicator)
{
BfxValidations.ValidateInput(communicator, nameof(communicator));
_communicator = communicator;
_channelIdToHandler[0] = Streams.HandleAccountInfo;
_messageReceivedSubsciption = _communicator.MessageReceived.Subscribe(HandleMessage);
}
public Task Send <T>(T request)
{
BfxValidations.ValidateInput(request, nameof(request));
var serialized = JsonConvert.SerializeObject(request, BitfinexJsonSerializer.Settings);
return(_communicator.Send(serialized));
}
/// <summary>
/// Create a new unique order identification
/// </summary>
public CidPair(long cid, DateTime cidDate)
{
BfxValidations.ValidateInput(cid, nameof(cid), 0);
BfxValidations.ValidateInput(cidDate, nameof(cidDate));
Cid = cid;
CidDate = cidDate;
}
/// <summary>
/// Cancel multiple order in selected groups
/// </summary>
public static CancelMultiOrderRequest CancelGroups(long[] gids)
{
BfxValidations.ValidateInputCollection(gids, nameof(gids));
return(new CancelMultiOrderRequest()
{
Gids = gids
});
}
/// <summary>
/// Cancel multiple order in selected group
/// </summary>
public static CancelMultiOrderRequest CancelGroup(long gid)
{
BfxValidations.ValidateInput(gid, nameof(gid), 0);
return(new CancelMultiOrderRequest()
{
Gids = new[] { gid }
});
}
/// <summary>
/// Subscribe for L3 order book data (no grouping, every single order)
/// </summary>
/// <param name="pair">Target symbol/pair (BTCUSD, ETHBTC, etc.)</param>
/// <param name="length">Number of orders returned by API ("1", "25", "100") [default="25"]</param>
public RawBookSubscribeRequest(
string pair,
string length = null)
{
BfxValidations.ValidateInput(pair, nameof(pair));
Symbol = BitfinexSymbolUtils.FormatPairToSymbol(pair);
Prec = "R0";
Len = string.IsNullOrWhiteSpace(length) ? "25" : length;
}
public BitfinexWebsocketCommunicator(Uri url, Func <ClientWebSocket> clientFactory = null)
{
BfxValidations.ValidateInput(url, nameof(url));
_url = url;
_clientFactory = clientFactory ?? (() => new ClientWebSocket()
{
Options = { KeepAliveInterval = new TimeSpan(0, 0, 5, 0) }
});
}
public async Task Send(string message)
{
BfxValidations.ValidateInput(message, nameof(message));
Log.Verbose(L($"Sending: {message}"));
var buffer = Encoding.UTF8.GetBytes(message);
var messageSegment = new ArraySegment <byte>(buffer);
var client = await GetClient();
await client.SendAsync(messageSegment, WebSocketMessageType.Text, true, _cancelation.Token);
}
public BitfinexWebsocketCommunicator(Uri url, ClientWebSocket websocketClient = null)
{
BfxValidations.ValidateInput(url, nameof(url));
_url = url;
_client = websocketClient;
var minute = 1000 * 60;
_lastChanceTimer = new Timer(async x => await LastChance(x), null, minute, minute);
}
/// <inheritdoc />
public BitfinexWebsocketClient(IBitfinexCommunicator communicator)
{
BfxValidations.ValidateInput(communicator, nameof(communicator));
_communicator = communicator;
_messageReceivedSubscription = _communicator.MessageReceived.Subscribe(HandleMessage);
_configurationSubscription = Streams.ConfigurationSubject.Subscribe(HandleConfiguration);
_authenticatedHandler = new BitfinexAuthenticatedHandler(Streams, _channelIdToHandler);
_publicHandler = new BitfinexPublicHandler(Streams, _channelIdToHandler);
}
public AuthenticationRequest(string apiKey, string apiSecret)
{
BfxValidations.ValidateInput(apiKey, nameof(apiKey));
BfxValidations.ValidateInput(apiSecret, nameof(apiSecret));
ApiKey = apiKey;
AuthNonce = BitfinexAuthentication.CreateAuthNonce();
AuthPayload = BitfinexAuthentication.CreateAuthPayload(AuthNonce);
AuthSig = BitfinexAuthentication.CreateSignature(AuthPayload, apiSecret);
}
/// <summary>
/// Subscribe for L2 order book data (grouped by price)
/// </summary>
/// <param name="pair">Target symbol/pair (BTCUSD, ETHBTC, etc.)</param>
/// <param name="precision">Level of price aggregation (P0, P1, P2, P3). The default is P0</param>
/// <param name="frequency">Frequency of updates (F0, F1). F0=realtime / F1=2sec. The default is F0.</param>
/// <param name="length">Number of price points ("25", "100") [default="25"]</param>
public BookSubscribeRequest(
string pair,
BitfinexPrecision precision = BitfinexPrecision.P0,
BitfinexFrequency frequency = BitfinexFrequency.Realtime,
string length = null)
{
BfxValidations.ValidateInput(pair, nameof(pair));
Symbol = BitfinexSymbolUtils.FormatPairToSymbol(pair);
Prec = precision.GetStringValue();
Freq = frequency.GetStringValue();
Len = string.IsNullOrWhiteSpace(length) ? "25" : length;
}
public BitfinexWebsocketCommunicator(Uri url, Func <ClientWebSocket> clientFactory = null)
{
BfxValidations.ValidateInput(url, nameof(url));
_url = url;
_clientFactory = clientFactory ?? (() => new ClientWebSocket()
{
Options = { KeepAliveInterval = new TimeSpan(0, 0, 0, 10) }
});
var minute = 1000 * 60;
_lastChanceTimer = new Timer(async x => await LastChance(x), null, minute, minute);
}
/// <summary>
/// Simple constructor mostly for LIMIT and MARKET order,
/// for other order types use parameter-less constructor and set properties by your own
/// </summary>
public NewOrderRequest(long gid, long cid, string symbol, OrderType type, double amount, double price)
{
BfxValidations.ValidateInput(cid, nameof(cid), 0);
BfxValidations.ValidateInput((int)type, nameof(type), 0);
BfxValidations.ValidateInput(price, nameof(price), 0);
BfxValidations.ValidateInput(symbol, nameof(symbol));
Gid = gid;
Cid = cid;
Symbol = symbol;
Type = type;
Amount = amount;
Price = price;
}
/// <summary>
/// Serializes request and sends message via websocket communicator.
/// It logs and re-throws every exception.
/// </summary>
/// <param name="request">Request/message to be sent</param>
public async Task Send <T>(T request)
{
try
{
BfxValidations.ValidateInput(request, nameof(request));
var serialized = JsonConvert.SerializeObject(request, BitfinexJsonSerializer.Settings);
await _communicator.Send(serialized);
}
catch (Exception e)
{
Log.Error(e, L($"Exception while sending message '{request}'. Error: {e.Message}"));
throw;
}
}
public Task Send <T>(T request, bool resubscribe = false)
{
BfxValidations.ValidateInput(request, nameof(request));
if (!resubscribe)
{
//Store subscriptions to re-establish if communication is lost and re-established
if (request is SubscribeRequestBase)
{
_storedSubscriptions.Add(request as SubscribeRequestBase);
}
}
var serialized = JsonConvert.SerializeObject(request, BitfinexJsonSerializer.Settings);
return(this.SendInternal(serialized));
}
/// <summary>
/// Authentication request
/// </summary>
/// <param name="apiKey">Your API key</param>
/// <param name="apiSecret">Your API secret</param>
/// <param name="deadManSwitchEnabled">Dead-Man-Switch flag (optional), when socket is closed, cancel all account orders</param>
public AuthenticationRequest(string apiKey, string apiSecret, bool deadManSwitchEnabled)
{
BfxValidations.ValidateInput(apiKey, nameof(apiKey));
BfxValidations.ValidateInput(apiSecret, nameof(apiSecret));
ApiKey = apiKey;
AuthNonce = BitfinexAuthentication.CreateAuthNonce();
AuthPayload = BitfinexAuthentication.CreateAuthPayload(AuthNonce);
AuthSig = BitfinexAuthentication.CreateSignature(AuthPayload, apiSecret);
if (deadManSwitchEnabled)
{
Dms = 4;
}
}
public Task Send(string message)
{
BfxValidations.ValidateInput(message, nameof(message));
Log.Debug(L($"Sending: {message}"));
var buffer = Encoding.UTF8.GetBytes(message);
var messageSegment = new ArraySegment <byte>(buffer);
lock (_sendingTaskLock)
{
var client = GetClient();
if (client == null)
{
return(null);
}
try
{
if (_sendingTask != null &&
_sendingTask.Status != TaskStatus.RanToCompletion &&
_sendingTask.Status != TaskStatus.Canceled &&
_sendingTask.Status != TaskStatus.Faulted)
{
Log.Warning(L($"Waiting SendAsync completed."));
_sendingTask.Wait();
}
_sendingTask = client.SendAsync(messageSegment, WebSocketMessageType.Text, true, _cancelation.Token);
}
catch (Exception e)
{
Log.Error(e, L($"Exception while SendAsync."));
#pragma warning disable 4014
Reconnect();
#pragma warning restore 4014
}
}
return(null);
}
public TickerSubscribeRequest(string pair)
{
BfxValidations.ValidateInput(pair, nameof(pair));
Symbol = FormatPairToSymbol(pair);
}
/// <summary>
/// Subscribe to trades request
/// </summary>
/// <param name="pair">Target pair, for example 'BTC/USD', 'ETH/USD', ETHBTC, etc.</param>
public TradesSubscribeRequest(string pair)
{
BfxValidations.ValidateInput(pair, nameof(pair));
Symbol = BitfinexSymbolUtils.FormatPairToTradingSymbol(pair);
}
public FundingsSubscribeRequest(string symbol)
{
BfxValidations.ValidateInput(symbol, nameof(symbol));
Symbol = BitfinexSymbolUtils.FormatSymbolToFunding(symbol);
}
/// <summary>
/// Cancel order by combination of client id and order creation date
/// </summary>
public CancelOrderRequest(CidPair cidPair)
{
BfxValidations.ValidateInput(cidPair, nameof(cidPair));
CidPair = cidPair;
}
/// <summary>
/// Cancel order by unique Bitfinex order id
/// </summary>
/// <param name="id"></param>
public CancelOrderRequest(long id)
{
BfxValidations.ValidateInput(id, nameof(id), 0);
Id = id;
}
/// <summary>
/// Send message to the websocket channel.
/// It doesn't use a sending queue,
/// beware of issue while sending two messages in the exact same time
/// on the full .NET Framework platform
/// </summary>
/// <param name="message">Message to be sent</param>
public Task SendInstant(string message)
{
BfxValidations.ValidateInput(message, nameof(message));
return(SendInternal(message));
}
public FundingsSuscribeRequest(string symbol)
{
BfxValidations.ValidateInput(symbol, nameof(symbol));
Symbol = FormatSymbolFunding(symbol);
}
/// <summary>
/// Cancel multiple orders by unique Bitfinex order ids
/// </summary>
/// <param name="ids"></param>
public CancelMultiOrderRequest(long[] ids)
{
BfxValidations.ValidateInputCollection(ids, nameof(ids));
Ids = ids;
}
/// <summary>
/// Cancel multiple orders by unique client order identifications
/// </summary>
/// <param name="cidPairs"></param>
public CancelMultiOrderRequest(CidPair[] cidPairs)
{
BfxValidations.ValidateInputCollection(cidPairs, nameof(cidPairs));
CidPairs = cidPairs;
}
