private static async Task SendSubscriptionRequests(BitmexMultiplexClient client, List <BitmexWebsocketChannel> channels)
{
foreach (var channel in channels)
{
await client.Send(channel, new MultiplexingMessageBase
{
MessageType = MultiplexingMessageType.Message,
Payload = new PingRequest()
}
);
await client.Send(channel, new MultiplexingMessageBase
{
MessageType = MultiplexingMessageType.Message,
Payload = new TradesSubscribeRequest("XBTUSD")
}
);
await client.Send(channel, new MultiplexingMessageBase
{
MessageType = MultiplexingMessageType.Message,
Payload = new QuoteSubscribeRequest("XBTUSD")
}
);
//if (!string.IsNullOrWhiteSpace(API_SECRET))
// await client.Send(channel, new MultiplexingMessageBase
// {
// MessageType = MultiplexingMessageType.Message,
// Payload = new AuthenticationRequest(API_KEY, API_SECRET)
// }
// );
}
}
private static async Task <List <BitmexWebsocketChannel> > CreateChannels(BitmexMultiplexClient client)
{
return(new List <BitmexWebsocketChannel>
{
await client.CreateChannel("TestChannel1"),
await client.CreateChannel("TestChannel2")
});
}
public static void RunSample(ManualResetEvent ExitEvent)
{
Console.WriteLine("|=================================|");
Console.WriteLine("| BITMEX MULTIPLEX CLIENT |");
Console.WriteLine("|=================================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitmexValues.ApiMultiplexingWebsocketUrl;
using (var communicator = new BitmexWebsocketCommunicator(url))
{
communicator.Name = "Bitmex-Multiplex-1";
communicator.ReconnectTimeoutMs = (int)TimeSpan.FromMinutes(10).TotalMilliseconds;
communicator.ReconnectionHappened.Subscribe(type =>
Log.Information($"Reconnection happened, type: {type}"));
using (var client = new BitmexMultiplexClient(communicator))
{
client.Channels.Subscribe(channel =>
channel.Streams.InfoStream.Subscribe(info =>
{
Log.Information($"Channel = {channel.ChannelName} | Reconnection happened, Message: {info.Info}, Version: {info.Version:D}");
}));
client.Channels.Subscribe(channel => channel.Streams.TradesStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Trade {x.Symbol} executed. Time: {x.Timestamp:mm:ss.fff}, [{x.Side}] Amount: {x.Size}, " +
$"Price: {x.Price}"))
));
//List<BitmexWebsocketChannel> channels = CreateChannels(client).Result;
var channels = new List <BitmexWebsocketChannel>
{
client.CreateChannel("test").Result
};
SubscribeToStreams(client);
SendSubscriptionRequests(client, channels);
communicator.Start();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
private static void SubscribeToStreams(BitmexMultiplexClient client)
{
client.Channels.Subscribe(channel =>
channel.Streams.ErrorStream.Subscribe(x =>
Log.Warning($"Error received, message: {x.Error}, status: {x.Status}")));
client.Channels.Subscribe(channel =>
channel.Streams.AuthenticationStream.Subscribe(x =>
{
Log.Information($"Authentication happened, success: {x.Success}");
client.Send(channel, new MultiplexingMessageBase
{
MessageType = MultiplexingMessageType.Message,
Payload = new WalletSubscribeRequest()
}
).Wait();
client.Send(channel, new MultiplexingMessageBase
{
MessageType = MultiplexingMessageType.Message,
Payload = new OrderSubscribeRequest()
}
).Wait();
client.Send(channel, new MultiplexingMessageBase
{
MessageType = MultiplexingMessageType.Message,
Payload = new PositionSubscribeRequest()
}
).Wait();
}));
client.Channels.Subscribe(channel =>
channel.Streams.SubscribeStream.Subscribe(x =>
{
Log.Information(x.IsSubscription
? $"Subscribed ({x.Success}) to {x.Subscribe}"
: $"Unsubscribed ({x.Success}) from {x.Unsubscribe}");
}));
client.Channels.Subscribe(channel =>
channel.Streams.PongStream.Subscribe(x =>
Log.Information($"Pong received ({x.Message})")));
client.Channels.Subscribe(channel =>
channel.Streams.WalletStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information($"Wallet {x.Account}, {x.Currency} amount: {x.BalanceBtc}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.OrderStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Order {x.Symbol} updated. Time: {x.Timestamp:HH:mm:ss.fff}, Amount: {x.OrderQty}, " +
$"Price: {x.Price}, Direction: {x.Side}, Working: {x.WorkingIndicator}, Status: {x.OrdStatus}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.PositionStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Position {x.Symbol}, {x.Currency} updated. Time: {x.Timestamp:HH:mm:ss.fff}, Amount: {x.CurrentQty}, " +
$"Price: {x.LastPrice}, PNL: {x.UnrealisedPnl}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.TradesStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Trade {x.Symbol} executed. Time: {x.Timestamp:mm:ss.fff}, [{x.Side}] Amount: {x.Size}, " +
$"Price: {x.Price}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.BookStream.Subscribe(book =>
book.Data.Take(100).ToList().ForEach(x => Log.Information(
$"Book | {book.Action} pair: {x.Symbol}, price: {x.Price}, amount {x.Size}, side: {x.Side}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.QuoteStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Quote {x.Symbol}. Bid: {x.BidPrice} - {x.BidSize} Ask: {x.AskPrice} - {x.AskSize}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.LiquidationStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Liquadation Action: {y.Action}, OrderID: {x.OrderID}, Symbol: {x.Symbol}, Side: {x.Side}, Price: {x.Price}, LeavesQty: {x.leavesQty}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.TradeBinStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"TradeBin table:{y.Table} {x.Symbol} executed. Time: {x.Timestamp:mm:ss.fff}, Open: {x.Open}, " +
$"Close: {x.Close}, Volume: {x.Volume}, Trades: {x.Trades}"))
));
client.Channels.Subscribe(channel =>
channel.Streams.InstrumentStream.Subscribe(x =>
{
x.Data.ToList().ForEach(y =>
{
Log.Information($"Instrument, {y.Symbol}, " +
$"price: {y.MarkPrice}, last: {y.LastPrice}, " +
$"mark: {y.MarkMethod}, fair: {y.FairMethod}, direction: {y.LastTickDirection}, " +
$"funding: {y.FundingRate} i: {y.IndicativeFundingRate} s: {y.FundingQuoteSymbol}");
});
}));
// example of unsubscribe requests
//Task.Run(async () =>
//{
// await Task.Delay(5000);
// await client.Send(new BookSubscribeRequest("XBTUSD") {IsUnsubscribe = true});
// await Task.Delay(5000);
// await client.Send(new TradesSubscribeRequest() {IsUnsubscribe = true});
//});
}
