private void Sign(IBitmexAuthorization bitmexAuthorization, HttpRequestMessage request, string @params)
{
request.Headers.Add("api-key", bitmexAuthorization.Key ?? string.Empty);
request.Headers.Add("api-expires", _expiresTimeProvider.Get().ToString());
request.Headers.Add("api-signature", _signatureProvider.CreateSignature(bitmexAuthorization.Secret ?? string.Empty,
$"{request.Method}{request.RequestUri}{_expiresTimeProvider.Get().ToString()}{@params}"));
}
public async Task <string> RequestAsync <T>(IBitmexAuthorization authorization, HttpMethod method, string action, T parameters)
{
var queryString = (parameters as IQueryStringParams)?.ToQueryString() ?? string.Empty;
var content = (parameters as IJsonQueryParams)?.ToJson();
var request = new HttpRequestMessage(method, "/api/v1/" + action + (string.IsNullOrWhiteSpace(queryString) ? string.Empty : "?" + queryString))
{
Content = content != null ? new StringContent(content, Encoding.UTF8, "application/json") : null
};
Sign(authorization, request, content);
Log.Debug($"{request.Method} {request.RequestUri}");
var response = await GetClient(authorization.BitmexEnvironment).SendAsync(request);
var responseString = await response.Content.ReadAsStringAsync();
Log.Debug($"{request.Method} {request.RequestUri.PathAndQuery} {(response.IsSuccessStatusCode ? "resp" : "errorResp")}:{responseString}");
if (!response.IsSuccessStatusCode)
{
try
{
throw new BitmexApiException(JsonConvert.DeserializeObject <BitmexApiError>(responseString));
}
catch (JsonReaderException)
{
throw new BitmexApiException(responseString);
}
}
return(responseString);
}
public BitmexApiSocketService(IBitmexAuthorization bitmexAuthorization, ILoggerFactory?loggerFactory = null)
: this(bitmexAuthorization : bitmexAuthorization,
expiresTimeProvider : new ExpiresTimeProvider(),
signatureProvider : new SignatureProvider(),
bitmexApiSocketProxy : new BitmexApiSocketProxy(bitmexAuthorization.BitmexEnvironment, loggerFactory?.CreateLogger <BitmexApiSocketProxy>()),
logger : loggerFactory?.CreateLogger <BitmexApiSocketService>())
{
}
public BitmexApiSocketService(IBitmexAuthorization bitmexAuthorization, IExpiresTimeProvider expiresTimeProvider, ISignatureProvider signatureProvider, IBitmexApiSocketProxy bitmexApiSocketProxy)
{
_bitmexAuthorization = bitmexAuthorization;
_expiresTimeProvider = expiresTimeProvider;
_signatureProvider = signatureProvider;
_bitmexApiSocketProxy = bitmexApiSocketProxy;
_actions = new Dictionary <string, IList <BitmexApiSubscriptionInfo> >();
_bitmexApiSocketProxy.DataReceived += BitmexApiSocketProxyDataReceived;
}
public MainWindowViewModel()
{
_bitmexAuthorization = new BitmexAuthorization()
{
BitmexEnvironment = BitmexEnvironment.Test
};
_bitmexApiService = BitmexApiService.CreateDefaultApi(_bitmexAuthorization);
BuyCmd = new DelegateCommand(Buy);
SellCmd = new DelegateCommand(Sell);
Size = 1;
}
public BitmexApiSocketService(IBitmexAuthorization bitmexAuthorization,
IExpiresTimeProvider expiresTimeProvider,
ISignatureProvider signatureProvider,
IBitmexApiSocketProxy bitmexApiSocketProxy,
ILogger <BitmexApiSocketService>?logger = null)
{
_bitmexAuthorization = bitmexAuthorization;
_expiresTimeProvider = expiresTimeProvider;
_signatureProvider = signatureProvider;
_bitmexApiSocketProxy = bitmexApiSocketProxy;
_logger = logger ?? NullLogger <BitmexApiSocketService> .Instance;
_bitmexApiSocketProxy.MessageReceived += MessageReceived;
}
public override void TestInitialize()
{
_bitmexAuthorization = Substitute.For <IBitmexAuthorization>();
var container = new UnityContainer();
container.AddNewExtension <BitmexNetUnityExtension>();
container.RegisterInstance <IBitmexAuthorization>(_bitmexAuthorization);
Sut = container.Resolve <IBitmexApiSocketService>();
_bitmexAuthorization.BitmexEnvironment.Returns(BitmexEnvironment.Test);
_bitmexAuthorization.Key.Returns(ConfigurationManager.AppSettings["Key"]);
_bitmexAuthorization.Secret.Returns(ConfigurationManager.AppSettings["Secret"]);
}
public MainWindowViewModel()
{
_bitmexAuthorization = new BitmexAuthorization {
BitmexEnvironment = BitmexEnvironment.Test
};
_bitmexApiService = BitmexApiService.CreateDefaultApi(_bitmexAuthorization);
_bitmexApiSocketService = BitmexApiSocketService.CreateDefaultApi(_bitmexAuthorization);
BuyCmd = new DelegateCommand(Buy);
SellCmd = new DelegateCommand(Sell);
StartLoadSymbolsCmd = new DelegateCommand(StartLoad, CanStart);
Size = 1;
Instruments = new ObservableCollection <InstrumentModel>();
OrderUpdates = new ObservableCollection <OrderUpdateModel>();
BindingOperations.EnableCollectionSynchronization(Instruments, _syncObj);
BindingOperations.EnableCollectionSynchronization(OrderUpdates, _syncObjOrders);
}
public BitmexApiProxy(IBitmexAuthorization bitmexAuthorization, IExpiresTimeProvider expiresTimeProvider, ISignatureProvider signatureProvider)
{
_bitmexAuthorization = bitmexAuthorization;
_expiresTimeProvider = expiresTimeProvider;
_signatureProvider = signatureProvider;
_httpClient = new HttpClient {
BaseAddress = new Uri($"https://{Environments.Values[_bitmexAuthorization.BitmexEnvironment]}")
};
//_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
//_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/xml"));
//_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("text/xml"));
//_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/javascript"));
//_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("text/javascript"));
//_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/x-www-form-urlencoded"));
}
public BitmexApiProxy(IBitmexAuthorization bitmexAuthorization, IExpiresTimeProvider expiresTimeProvider, ISignatureProvider signatureProvider, ILogger <BitmexApiProxy>?logger = null)
{
_bitmexAuthorization = bitmexAuthorization;
_expiresTimeProvider = expiresTimeProvider;
_signatureProvider = signatureProvider;
_logger = logger ?? NullLogger <BitmexApiProxy> .Instance;
_httpClient = new HttpClient {
BaseAddress = new Uri($"https://{Environments.Values[_bitmexAuthorization.BitmexEnvironment]}")
};
_httpClient.DefaultRequestHeaders.Add("api-key", _bitmexAuthorization.Key ?? string.Empty);
_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/xml"));
_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("text/xml"));
_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/javascript"));
_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("text/javascript"));
}
public MainWindowViewModel()
{
if (IsTest)
{
_bitmexAuthorization = new BitmexAuthorization {
BitmexEnvironment = BitmexEnvironment.Test
}
}
;
else
{
_bitmexAuthorization = new BitmexAuthorization {
BitmexEnvironment = BitmexEnvironment.Prod
}
};
_bitmexApiSocketService = BitmexApiSocketService.CreateDefaultApi(_bitmexAuthorization);
BuyCmd = new DelegateCommand(Buy);
SellCmd = new DelegateCommand(Sell);
BuyLimitCmd = new DelegateCommand(BuyLimit);
SellLimitCmd = new DelegateCommand(SellLimit);
CancleCmd = new DelegateCommand(CancleOrder);
ChaseCmd = new DelegateCommand(ChaseOrder);
StartLoadSymbolsCmd = new DelegateCommand(StartLoad, CanStart);
Size = 1;
Instruments = new ObservableCollection <InstrumentModel>();
OrderUpdates = new ObservableCollection <OrderUpdateModel>();
OrderBookL2_25 = new ObservableCollection <OrderBookModel>();
BidWall = new List <OrderBookModel>();
BidDepthChart = new List <DepthChartData>();
AskWall = new List <OrderBookModel>();
AskDepthChart = new List <DepthChartData>();
BindingOperations.EnableCollectionSynchronization(Instruments, _syncObj);
BindingOperations.EnableCollectionSynchronization(OrderUpdates, _syncObjOrders);
BindingOperations.EnableCollectionSynchronization(OrderBookL2_25, _syncObjOrderBookL2_25);
/*
* BindingOperations.EnableCollectionSynchronization(BidWall, _syncBidWall);
* BindingOperations.EnableCollectionSynchronization(BidDepthChart, _syncBidDepthChart);
* BindingOperations.EnableCollectionSynchronization(AskWall, _syncAskWall);
* BindingOperations.EnableCollectionSynchronization(AskDepthChart, _syncAskDepthChart);*/
}
private void CreateServices()
{
try
{
_bitmexAuthorization = new BitmexAuthorization()
{
BitmexEnvironment = BitmexEnvironment.Prod,
Key = "Your_API_Key",
Secret = "Your_API_Secret"
};
_bitmexApiService = BitmexApiService.CreateDefaultApi(_bitmexAuthorization);
_bitmexApiSocketService = BitmexApiSocketService.CreateDefaultApi(_bitmexAuthorization);
_bitmexApiSocketService.Connect();
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
public override void TestInitialize()
{
_bitmexAuthorization = Substitute.For <IBitmexAuthorization>();
var container = new UnityContainer();
container.AddNewExtension <BitmexNetUnityExtension>();
container.RegisterInstance <IBitmexAuthorization>(_bitmexAuthorization);
Sut = container.Resolve <IBitmexApiSocketService>();
var config = new ConfigurationBuilder()
.AddJsonFile("appsettings.test.json")
.Build();
var key = config.GetValue <string>("Key");
var secret = config.GetValue <string>("Secret");
var env = config.GetValue <string>("Environment");
_bitmexAuthorization.BitmexEnvironment.Returns(Enum.Parse(typeof(BitmexEnvironment), env));
_bitmexAuthorization.Key.Returns(key);
_bitmexAuthorization.Secret.Returns(secret);
}
//private long ID = 0;
// TESTING
//private static readonly ManualResetEvent ExitEvent = new ManualResetEvent(false);
//private static readonly string API_KEY = "QbpGewiOyIYMbyQ-ieaTKfOJ";
//private static readonly string API_SECRET = "";
// TESTLONG [51091] : "QbpGewiOyIYMbyQ-ieaTKfOJ"
// TESTSHORT [170591] : "xEuMT-y7ffwxrvHA2yDwL1bZ"
public Form1()
{
InitializeComponent();
InitForm();
_bitmexAuthorizationA = new BitmexAuthorization {
BitmexEnvironment = BitmexEnvironment.Test
};
_bitmexAuthorizationB = new BitmexAuthorization {
BitmexEnvironment = BitmexEnvironment.Test
};
PrepareConnections(/*(double)NUDMaxExp.Value, (double)NUDLeverage.Value, (int)NUDDepth.Value, (int)NUDZonesize.Value, (double)NUDMinProfit.Value*/);
bs = new BindingSource();
dGV.AutoGenerateColumns = false;
dGV.AutoSize = true;
dGV.AllowUserToAddRows = false;
dGV.AllowUserToDeleteRows = false;
dGV.AllowUserToResizeColumns = false;
dGV.AllowUserToResizeRows = false;
dGV.DataSource = bs;
DataGridViewColumn column = new DataGridViewTextBoxColumn();
column.DataPropertyName = "Account";
column.Name = "Account";
dGV.Columns.Add(column);
column = new DataGridViewTextBoxColumn();
column.DataPropertyName = "OrderQty";
column.Name = "OrderQty";
dGV.Columns.Add(column);
column = new DataGridViewTextBoxColumn();
column.DataPropertyName = "ClOrdId";
column.Name = "ClOrdId";
column.Visible = false; //this.dataGridView1.Columns["CustomerID"].Visible = false;
dGV.Columns.Add(column);
}
public MainWindowViewModel()
{
_key = "TGILaGzUbldGjQcsDkDolY8M";
_secret = "hF32jD-OsGPxcTqY6sPxwvNEVpqJMgirxOTnME5t7J6sjqH4";
_bitmexAuthorization = new BitmexAuthorization
{
BitmexEnvironment = BitmexEnvironment.Test,
Key = _key,
Secret = _secret
};
_bitmexApiSocketService = BitmexApiSocketService.CreateDefaultApi(_bitmexAuthorization);
BuyCmd = new DelegateCommand(Buy);
SellCmd = new DelegateCommand(Sell);
StartLoadSymbolsCmd = new DelegateCommand(StartLoad, CanStart);
Size = 1;
Instruments = new ObservableCollection <InstrumentModel>();
OrderUpdates = new ObservableCollection <OrderUpdateModel>();
OrderBookL2 = new ObservableCollection <OrderBookModel>();
BindingOperations.EnableCollectionSynchronization(Instruments, _syncObj);
BindingOperations.EnableCollectionSynchronization(OrderUpdates, _syncObjOrders);
BindingOperations.EnableCollectionSynchronization(OrderBookL2, _syncObjOrderBookL2);
}
public static IBitmexApiService CreateDefaultApi(IBitmexAuthorization bitmexAuthorization)
{
return(new BitmexApiService(bitmexAuthorization));
}
protected BitmexApiService(IBitmexAuthorization bitmexAuthorization)
{
_bitmexApiProxy = new BitmexApiProxy(bitmexAuthorization);
}
public BitmexApiProxy(IBitmexAuthorization bitmexAuthorization)
{
_bitmexAuthorization = bitmexAuthorization;
}
public BitmexApiProxy(IBitmexAuthorization bitmexAuthorization, ILogger <BitmexApiProxy>?logger = null) : this(bitmexAuthorization, new ExpiresTimeProvider(), new SignatureProvider(), logger)
{
}
public static IBitmexApiService CreateDefaultApi(IBitmexAuthorization bitmexAuthorization, object syncObjMain)
{
return(new BitmexApiService(bitmexAuthorization, syncObjMain));
}
public BitmexApiProxy(IBitmexAuthorization bitmexAuthorization) : this(bitmexAuthorization, new ExpiresTimeProvider(), new SignatureProvider())
{
}
public BitmexApiSocketService(IBitmexAuthorization bitmexAuthorization, IBitmexApiSocketProxy bitmexApiSocketProxy) : this(bitmexAuthorization, new ExpiresTimeProvider(), new SignatureProvider(), bitmexApiSocketProxy)
{
}
public BitmexApiService(IBitmexAuthorization bitmexAuthorization)
{
_bitmexAuthorization = bitmexAuthorization;
}
public async Task <TResult> Execute <TParams, TResult>(IBitmexAuthorization bitmexAuthorization,
ApiActionAttributes <TParams, TResult> apiAction, TParams @params)
{
return(JsonConvert.DeserializeObject <TResult>(await _bitmexApiProxy.RequestAsync(bitmexAuthorization,
ToHttpMethod(apiAction.Method), apiAction.Action, @params)));
}
public BitmexApiProxy(IBitmexAuthorization bitmexAuthorization, INonceProvider nonceProvider, ISignatureProvider signatureProvider)
{
_bitmexAuthorization = bitmexAuthorization;
_nonceProvider = nonceProvider;
_signatureProvider = signatureProvider;
}
public static IBitmexApiSocketService CreateDefaultApi(IBitmexAuthorization bitmexAuthorization)
{
return(new BitmexApiSocketService(bitmexAuthorization, NullLoggerFactory.Instance));
}
protected BitmexApiService(IBitmexAuthorization bitmexAuthorization, object syncObjMain)
{
_bitmexApiProxy = new BitmexApiProxy(bitmexAuthorization);
_syncObjMain = syncObjMain;
}
