public Client(Config cfg)
{
Condition.Requires(cfg.Endpoint, "cfg.Endpoint").IsNotNull();
Condition.Requires(cfg.Products, "cfg.Products").IsNotNull();
Condition.Requires(cfg.Scheduler, "cfg.Scheduler").IsNotNull();
if (cfg.Keys != null)
{
Condition.Requires(cfg.Keys.ApiKey, "cfg.Keys.ApiKey").IsNotNullOrWhiteSpace();
Condition.Requires(cfg.Keys.SecretKey, "cfg.Keys.SecretKey").IsNotNullOrWhiteSpace();
}
if (cfg.EnableTrading)
{
Condition.Requires(cfg.Keys, "cfg.Keys").IsNotNull();
}
_cfg = cfg.Clone();
_cfg.Keys = _cfg.Keys ?? new Keys()
{
ApiKey = "NONE", SecretKey = "NONE"
};
var connector = new CodingConnector <IMessageIn, IMessageOut>(
new ExchangeApi.WebSocket.Connector(_cfg.Endpoint.WebSocket), new WebSocket.Codec(_cfg.Keys));
_connection = new DurableConnection <IMessageIn, IMessageOut>(connector, _cfg.Scheduler);
_gateway = new WebSocket.Gateway(_connection);
_connection.OnConnection += OnConnection;
_connection.OnMessage += OnMessage;
_restClient = new REST.RestClient(_cfg.Endpoint.REST, _cfg.Keys);
_pinger = new PeriodicAction(_cfg.Scheduler, PingPeriod, PingPeriod, Ping);
_futurePositionPoller = new FuturePositionPoller(
_restClient, _cfg.Scheduler,
_cfg.EnableTrading ? _cfg.Products : new List <Product>());
_futurePositionPoller.OnFuturePositions += msg => OnFuturePositionsUpdate?.Invoke(msg);
_spotPositionPoller = new PeriodicAction(_cfg.Scheduler, SpotPositionPollPeriod, SpotPositionPollPeriod, PollSpotPositions);
}
public Client(Config cfg)
{
Condition.Requires(cfg.Endpoint, "cfg.Endpoint").IsNotNull();
Condition.Requires(cfg.Products, "cfg.Products").IsNotNull();
Condition.Requires(cfg.Scheduler, "cfg.Scheduler").IsNotNull();
_cfg = cfg.Clone();
var connector = new CodingConnector <WebSocket.IMessageIn, WebSocket.IMessageOut>(
new ExchangeApi.WebSocket.Connector(_cfg.Endpoint.WebSocket), new WebSocket.Codec());
_connection = new DurableConnection <WebSocket.IMessageIn, WebSocket.IMessageOut>(connector, _cfg.Scheduler);
_connection.OnConnection += OnConnection;
_connection.OnMessage += OnMessage;
_restClient = new REST.RestClient(_cfg.Endpoint.REST, _cfg.Keys);
_orderManager = new OrderManager(_cfg.Scheduler);
foreach (string product in _cfg.Products)
{
_products.Add(product, new OrderBookBuilder());
}
}
