public MarketStream(CurrencyPair pair, MarketDataCache owner)
{
try
{
Cache = owner;
Pair = pair;
MarketDepth = new MarketDepth(pair);
// Create the stream connection and start buffering events
m_pending = new List <MarketUpdate>();
Socket = new WebSocket(Api.Shutdown);
// Request a full snapshot to initialise the order book
var ob = Api.GetOrderBook(Pair, 1000, Api.Shutdown).Result;
lock (MarketDepth)
{
MarketDepth.B2QOffers.Assign(ob.B2QOffers);
MarketDepth.Q2BOffers.Assign(ob.Q2BOffers);
MarketDepth.SequenceNo = ob.SequenceNo;
}
}
catch
{
Dispose();
throw;
}
}
// Notes:
// - API Info:
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md
public BinanceApi(string key, string secret, CancellationToken shutdown, Logger log)
: base(key, secret, shutdown, 6, "https://api.binance.com/", "wss://stream.binance.com:9443/")
{
try
{
Log = new Logger("BinanceApi", log);
SymbolRules = new SymbolRulesMap();
TickerData = new TickerDataCache(this);
MarketData = new MarketDataCache(this);
CandleData = new CandleDataCache(this);
UserData = new UserDataCache(this);
}
catch
{
Dispose();
throw;
}
}