Example #1
0
 public BitmexSocketSubscriberDecorator(BitMexExchangeConfiguration configuration, ILog log)
 {
     _openMessenger = new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log);
     _authMessenger = new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log);
     _openSocket    = new BitmexSocketSubscriber(_openMessenger, configuration, log, false);
     _authSocket    = new BitmexSocketSubscriber(_authMessenger, configuration, log, true);
 }
Example #2
0
 public BitMexExecutionHarvester(BitMexExchangeConfiguration configuration, IBitmexSocketSubscriber socketSubscriber, ILog log, IHandler <ExecutionReport> tradeHandler)
 {
     _socketSubscriber = socketSubscriber;
     _tradeHandler     = tradeHandler;
     _log    = log.CreateComponentScope(nameof(BitMexExecutionHarvester));
     _mapper = new BitMexModelConverter(configuration.SupportedCurrencySymbols);
 }
 public BitmexSocketSubscriber(IMessenger <object, string> messenger, BitMexExchangeConfiguration configuration, ILog log, bool authorized = false)
     : base(messenger, log)
 {
     _authorized    = authorized;
     _configuration = configuration;
     _log           = log.CreateComponentScope(nameof(BitmexSocketSubscriber));
     _pingTimer     = new Timer(SendPing);
 }
Example #4
0
 public BitMexPriceHarvester(
     BitMexExchangeConfiguration configuration,
     IBitmexSocketSubscriber socketSubscriber,
     ILog log, IHandler <TickPrice> tickPriceHandler)
 {
     _socketSubscriber = socketSubscriber;
     _log = log;
     _tickPriceHandler = tickPriceHandler;
     _mapper           = new BitMexModelConverter(configuration.SupportedCurrencySymbols);
 }
Example #5
0
 public BitMexOrderBooksHarvester(
     BitMexExchangeConfiguration configuration,
     ILog log,
     IBitmexSocketSubscriber socketSubscriber,
     IHandler <OrderBook> orderBookHandler) :
     base(BitMexExchange.Name, configuration,
          new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, orderBookHandler)
 {
     _socketSubscriber = socketSubscriber;
 }
 public BitMexOrderHarvester(
     BitMexExchangeConfiguration configuration,
     IBitmexSocketSubscriber socketSubscriber,
     IHandler <ExecutionReport> tradeHandler,
     ILog log)
 {
     _socketSubscriber = socketSubscriber;
     _log          = log;
     _tradeHandler = tradeHandler;
     _mapper       = new BitMexModelConverter(configuration.SupportedCurrencySymbols);
 }
Example #7
0
        public BitMexExchange(BitMexExchangeConfiguration configuration,
                              TranslatedSignalsRepository translatedSignalsRepository,
                              BitMexOrderBooksHarvester orderBooksHarvester,
                              BitMexOrderHarvester orderHarvester,
                              BitMexPriceHarvester priceHarvester,
                              BitMexExecutionHarvester executionHarvester,
                              ILog log)
            : base(Name, configuration, translatedSignalsRepository, log)
        {
            _orderBooksHarvester = orderBooksHarvester;
            _orderHarvester      = orderHarvester;
            _priceHarvester      = priceHarvester;
            _executionHarvester  = executionHarvester;


            var credenitals = new BitMexServiceClientCredentials(configuration.ApiKey, configuration.ApiSecret);

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

            orderBooksHarvester.MaxOrderBookRate = configuration.MaxOrderBookRate;
        }
 public BitMexModelConverter(IReadOnlyCollection <CurrencySymbol> currencySymbols, BitMexExchangeConfiguration config) : base(currencySymbols, BitMexExchange.Name, config.UseSupportedCurrencySymbolsAsFilter)
 {
 }