private async Task <IReadOnlyCollection <(string, string)> > GetPairs(CexIoRestClient restApi)
{
_log.Info("Getting currency limits from REST API");
using (var ct = new CancellationTokenSource(_orderBookSettings.Timeouts.RetrieveCurrencyLimits))
{
var limits = (await restApi.GetCurrencyLimits(ct.Token)).ToList();
var instruments = new List <string>();
var skippedInstruments = new List <string>();
var result = new List <(string, string)>();
foreach (var currencyInfo in limits)
{
string instrument = CexIoInstrument.FromPair(currencyInfo.Symbol1, currencyInfo.Symbol2, false);
if (instrument == null)
{
skippedInstruments.Add($"{currencyInfo.Symbol1}:{currencyInfo.Symbol2}");
continue;
}
instruments.Add(instrument);
result.Add((currencyInfo.Symbol1, currencyInfo.Symbol2));
}
_log.Info($"Got instruments: {string.Join(", ", instruments)}");
_log.Info($"Skipped instruments: {string.Join(", ", skippedInstruments)}");
return(result.ToArray());
}
}
private IObservable <OrderBook> GetRawOrderBooks()
{
var creds = new ApiCredentials
{
ApiKey = _orderBookSettings.WebSocketCredentials.ApiKey,
ApiSecret = _orderBookSettings.WebSocketCredentials.ApiSecret,
UserId = _orderBookSettings.WebSocketCredentials.UserId
};
var restApi = new CexIoRestClient(creds, _orderBookSettings.CurrencyMapping, _logFactory);
_log.Info("Retrieving existing pairs");
var pairs = GetPairs(restApi).Result;
_log.Info($"{pairs.Count} retrieved");
var timeouts = new WebSocketTimeouts(
readTimeout: _orderBookSettings.Timeouts.SocketInactivity,
connectTimeout: _orderBookSettings.Timeouts.WebSocketConnect,
writeToSocket: _orderBookSettings.Timeouts.WriteToSocket);
var wsClient = new CexIoListener(pairs, creds, timeouts, _log);
var orderbooks = wsClient.Messages
.Select(x => x.Message as IOrderBookMessage)
.Where(x => x != null)
.GroupBy(x => x.Pair)
.SelectMany(ProcessSingleInstrument);
return(orderbooks);
}
public async Task get_currency_limits()
{
var rest = new CexIoRestClient(new InternalApiCredentials(), _mapping, EmptyLogFactory.Instance);
var limits = await rest.GetCurrencyLimits();
Assert.NotEmpty(limits);
}