private static async Task<ICryptoOrderBook> StartHuobi(string pair, bool optimized, bool l2Optimized)
{
var config = new HuobiMarketByPriceWebsocketClientConfig
{
Url = HuobiConstants.ApiMbpWebsocketUrl,
CommunicatorName = "Huobi"
};
var loggerFactory = new LoggerFactory().AddSerilog(Log.Logger);
var client = HuobiWebsocketClientsFactory.CreateMarketByPriceClient(config, loggerFactory);
var source = new HuobiOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = client.Start();
// send subscription request to order book data
client.Send(new MarketByPriceSubscribeRequest("s1", pair, 20));
// send request to snapshot
client.Send(new MarketByPricePullRequest("p1", pair, 20));
return orderBook;
}
public static IHuobiMarketByPriceWebsocketClient CreateMarketByPriceClient(
HuobiMarketByPriceWebsocketClientConfig config,
ILoggerFactory?loggerFactory = null)
{
var options = Options.Create(config);
var communicator = new HuobiMarketByPriceWebsocketCommunicator(options);
return(CreateMarketByPriceClient(communicator, loggerFactory));
}
public static IHuobiMarketByPriceWebsocketClient CreateMarketByPriceClient(
string url,
ILoggerFactory?loggerFactory = null)
{
var config = new HuobiMarketByPriceWebsocketClientConfig
{
Url = url
};
return(CreateMarketByPriceClient(config, loggerFactory));
}
