private static async Task<ICryptoOrderBook> StartCoinbase(string pair, bool optimized, bool l2Optimized)
{
var url = CoinbaseValues.ApiWebsocketUrl;
var communicator = new CoinbaseWebsocketCommunicator(url) { Name = "Coinbase" };
var client = new CoinbaseWebsocketClient(communicator);
var source = new CoinbaseOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Send subscription request to order book data
client.Send(new SubscribeRequest(
new[] { pair },
ChannelSubscriptionType.Level2
));
return orderBook;
}
public async Task Heartbeat()
{
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
HeartbeatResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new CoinbaseWebsocketClient(communicator))
{
client.Streams.HeartbeatStream.Subscribe(pong =>
{
received = pong;
receivedEvent.Set();
});
await communicator.Start();
client.Send(new SubscribeRequest(new [] { "BTC-EUR" }, ChannelSubscriptionType.Heartbeat));
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
}
}
}
public async Task AutoSnapshotReloading_ShouldWorkAfterTimeout()
{
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
using (var client = new CoinbaseWebsocketClient(communicator))
{
var pair = "BTC-USD";
var source = new CoinbaseOrderBookSource(client)
{
LoadSnapshotEnabled = true
};
var orderBook = new CryptoOrderBook(pair, source)
{
SnapshotReloadTimeout = TimeSpan.FromSeconds(2),
SnapshotReloadEnabled = true
};
await Task.Delay(TimeSpan.FromSeconds(20));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
using (var client = new CoinbaseWebsocketClient(communicator))
{
var pair = "BTC-USD";
var source = new CoinbaseOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
client.Send(new SubscribeRequest(
new [] { pair },
ChannelSubscriptionType.Level2
));
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| COINBASE PRO CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
communicator.Name = "Coinbase-1";
communicator.ReconnectTimeout = TimeSpan.FromMinutes(1);
using (var client = new CoinbaseWebsocketClient(communicator))
{
SubscribeToStreams(client);
communicator.ReconnectionHappened.Subscribe(async type =>
{
Log.Information($"Reconnection happened, type: {type}, resubscribing..");
SendSubscriptionRequests(client);
// Authenticated subscription
// Fails without valid api key, secret and passphrase
//await SendSubscriptionRequestsAuthenticated(client);
});
communicator.Start().Wait();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
private static (ITradeSource, IWebsocketClient) GetCoinbase(string pair)
{
var url = CoinbaseValues.ApiWebsocketUrl;
var communicator = new CoinbaseWebsocketCommunicator(url)
{
Name = "Coinbase"
};
var client = new CoinbaseWebsocketClient(communicator);
var source = new CoinbaseTradeSource(client);
communicator.ReconnectionHappened.Subscribe(x =>
{
client.Send(new SubscribeRequest(
new[] { pair },
ChannelSubscriptionType.Matches
));
});
return(source, communicator);
}
public async Task OnStarting_ShouldGetInfoResponse()
{
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
string received = null;
var receivedEvent = new ManualResetEvent(false);
communicator.MessageReceived.Subscribe(msg =>
{
received = msg.Text;
receivedEvent.Set();
});
await communicator.Start();
communicator.Send("invalid test request");
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
}
}
