/// <inheritdoc />
public BinanceWebsocketClient(IBinanceCommunicator communicator)
{
BnbValidations.ValidateInput(communicator, nameof(communicator));
_communicator = communicator;
_messageReceivedSubscription = _communicator.MessageReceived.Subscribe(HandleMessage);
}
private void OnStop()
{
_pingSubscription?.Dispose();
_client.Dispose();
_communicator.Dispose();
_client = null;
_communicator = null;
Clear();
}
/// <inheritdoc />
public BinanceWebsocketClient(IBinanceCommunicator communicator, IBinanceReferenceOrderBookCommunicator referenceOrderBookCommunicator = null)
{
BnbValidations.ValidateInput(communicator, nameof(communicator));
_communicator = communicator;
_messageReceivedSubscription = _communicator.MessageReceived.Subscribe(HandleMessage);
_referenceOrderBookCommunicator = referenceOrderBookCommunicator;
_rlobMessageReceivedSubscription = _referenceOrderBookCommunicator.MessageReceived.Subscribe(HandleMessage);
}
/// <summary>
/// Stream snapshot manually via communicator
/// </summary>
public static void StreamFakeSnapshot(OrderBookPartial snapshot, IBinanceCommunicator communicator)
{
var symbolSafe = (snapshot?.Symbol ?? string.Empty).ToLower();
var countSafe = snapshot?.Bids?.Length ?? 0;
var response = new OrderBookPartialResponse();
response.Data = snapshot;
response.Stream = $"{symbolSafe}@depth{countSafe}";
var serialized = JsonConvert.SerializeObject(response, BinanceJsonSerializer.Settings);
communicator.StreamFakeMessage(ResponseMessage.TextMessage(serialized));
}
private static void SubscribeToStreams(BinanceWebsocketClient client, IBinanceCommunicator comm)
{
client.Streams.PongStream.Subscribe(x =>
Log.Information($"Pong received ({x.Message})"));
client.Streams.FundingStream.Subscribe(response =>
{
var funding = response.Data;
Log.Information($"Funding: [{funding.Symbol}] rate:[{funding.FundingRate}] " +
$"mark price: {funding.MarkPrice} next funding: {funding.NextFundingTime} " +
$"index price {funding.IndexPrice}");
});
client.Streams.AggregateTradesStream.Subscribe(response =>
{
var trade = response.Data;
Log.Information($"Trade aggreg [{trade.Symbol}] [{trade.Side}] " +
$"price: {trade.Price} size: {trade.Quantity}");
});
client.Streams.TradesStream.Subscribe(response =>
{
var trade = response.Data;
Log.Information($"Trade normal [{trade.Symbol}] [{trade.Side}] " +
$"price: {trade.Price} size: {trade.Quantity}");
});
client.Streams.OrderBookPartialStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Order book snapshot [{ob.Symbol}] " +
$"bid: {ob.Bids.FirstOrDefault()?.Price:F} " +
$"ask: {ob.Asks.FirstOrDefault()?.Price:F}");
Task.Delay(500).Wait();
//OrderBookPartialResponse.StreamFakeSnapshot(response.Data, comm);
});
client.Streams.OrderBookDiffStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Order book diff [{ob.Symbol}] " +
$"bid: {ob.Bids.FirstOrDefault()?.Price:F} " +
$"ask: {ob.Asks.FirstOrDefault()?.Price:F}");
});
}
private async Task OnStart()
{
var pair = _view.Pair;
if (string.IsNullOrWhiteSpace(pair))
{
pair = _defaultPair;
}
pair = pair.ToUpper();
_tradeStatsComputer = new TradeStatsComputer();
_orderBookStatsComputer = new OrderBookStatsComputer();
var url = BinanceValues.ApiWebsocketUrl;
_communicator = new BinanceWebsocketCommunicator(url);
_client = new BinanceWebsocketClient(_communicator);
Subscribe(_client);
_communicator.ReconnectionHappened.Subscribe(type =>
{
_view.Status($"Reconnected (type: {type})", StatusType.Info);
});
_communicator.DisconnectionHappened.Subscribe(type =>
{
if (type == DisconnectionType.Error)
{
_view.Status($"Disconnected by error, next try in {_communicator.ErrorReconnectTimeoutMs/1000} sec",
StatusType.Error);
return;
}
_view.Status($"Disconnected (type: {type})",
StatusType.Warning);
});
SetSubscriptions(_client, pair);
await _communicator.Start();
StartPingCheck(_client);
}
private static void SubscribeToStreams(BinanceWebsocketClient client, IBinanceCommunicator comm)
{
client.Streams.PongStream.Subscribe(x =>
Log.Information($"Pong received ({x.Message})"));
client.Streams.FundingStream.Subscribe(response =>
{
var funding = response.Data;
Log.Information($"Funding: [{funding.Symbol}] rate:[{funding.FundingRate}] " +
$"mark price: {funding.MarkPrice} next funding: {funding.NextFundingTime} " +
$"index price {funding.IndexPrice}");
});
client.Streams.AggregateTradesStream.Subscribe(response =>
{
var trade = response.Data;
Log.Information($"Trade aggreg [{trade.Symbol}] [{trade.Side}] " +
$"price: {trade.Price} size: {trade.Quantity}");
});
client.Streams.TradesStream.Subscribe(response =>
{
var trade = response.Data;
Log.Information($"Trade normal [{trade.Symbol}] [{trade.Side}] " +
$"price: {trade.Price} size: {trade.Quantity}");
});
client.Streams.OrderBookPartialStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Order book snapshot [{ob.Symbol}] " +
$"bid: {ob.Bids.FirstOrDefault()?.Price:F} " +
$"ask: {ob.Asks.FirstOrDefault()?.Price:F}");
Task.Delay(500).Wait();
//OrderBookPartialResponse.StreamFakeSnapshot(response.Data, comm);
});
client.Streams.OrderBookDiffStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Order book diff [{ob.Symbol}] " +
$"bid: {ob.Bids.FirstOrDefault()?.Price:F} " +
$"ask: {ob.Asks.FirstOrDefault()?.Price:F}");
});
client.Streams.BookTickerStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Book ticker [{ob.Symbol}] " +
$"Best ask price: {ob.BestAskPrice} " +
$"Best ask qty: {ob.BestAskQty} " +
$"Best bid price: {ob.BestBidPrice} " +
$"Best bid qty: {ob.BestBidQty}");
});
client.Streams.KlineStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Kline [{ob.Symbol}] " +
$"Kline start time: {ob.StartTime} " +
$"Kline close time: {ob.CloseTime} " +
$"Interval: {ob.Interval} " +
$"First trade ID: {ob.FirstTradeId} " +
$"Last trade ID: {ob.LastTradeId} " +
$"Open price: {ob.OpenPrice} " +
$"Close price: {ob.ClosePrice} " +
$"High price: {ob.HighPrice} " +
$"Low price: {ob.LowPrice} " +
$"Base asset volume: {ob.BaseAssetVolume} " +
$"Number of trades: {ob.NumberTrades} " +
$"Is this kline closed?: {ob.IsClose} " +
$"Quote asset volume: {ob.QuoteAssetVolume} " +
$"Taker buy base: {ob.TakerBuyBaseAssetVolume} " +
$"Taker buy quote: {ob.TakerBuyQuoteAssetVolume} " +
$"Ignore: {ob.Ignore} ");
});
client.Streams.MiniTickerStream.Subscribe(response =>
{
var ob = response.Data;
Log.Information($"Mini-ticker [{ob.Symbol}] " +
$"Open price: {ob.OpenPrice} " +
$"Close price: {ob.ClosePrice} " +
$"High price: {ob.HighPrice} " +
$"Low price: {ob.LowPrice} " +
$"Base asset volume: {ob.BaseAssetVolume} " +
$"Quote asset volume: {ob.QuoteAssetVolume}");
});
}
