private static async Task <ICryptoOrderBook> StartFtx(string pair, bool optimized, bool l2Optimized) { var url = FtxValues.ApiWebsocketUrl; var communicator = new FtxWebsocketCommunicator(url) { Name = "Ftx" }; var client = new FtxWebsocketClient(communicator); var source = new FtxOrderBookSource(client); var orderBook = l2Optimized ? new CryptoOrderBookL2(pair, source) : (ICryptoOrderBook) new CryptoOrderBook(pair, source); if (optimized) { ConfigureOptimized(source, orderBook); } _ = communicator.Start(); // Send subscription request to order book data client.Send(new BookSubscribeRequest(pair)); return(orderBook); }
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly() { var url = FtxValues.ApiWebsocketUrl; using (var communicator = new FtxWebsocketCommunicator(url)) { using (var client = new FtxWebsocketClient(communicator)) { var pair = "BTC-PERP"; var source = new FtxOrderBookSource(client); var orderBook = new CryptoOrderBook(pair, source); await communicator.Start(); client.Send(new BookSubscribeRequest(pair)); await Task.Delay(TimeSpan.FromSeconds(5)); Assert.True(orderBook.BidPrice > 0); Assert.True(orderBook.AskPrice > 0); Assert.NotEmpty(orderBook.BidLevels); Assert.NotEmpty(orderBook.AskLevels); } } }