public static List <SymbolMarket> InitSymbolMarkets(Settings setting, List <Symbol> symbols, HttpClient client)
{
ISymbolFactory symbolFactory = new SymbolFactory();
List <SymbolMarket> symbolMarkets = new List <SymbolMarket>();
foreach (var SymSettingList in setting.Symbols)
{
//var responseString = client.GetStringAsync($"https://data.gateio.la/api2/1/ticker/{SymSettingList[0].ToLower()}_usdt");
//JObject jsonObj = JObject.Parse(responseString.Result);
//decimal coinUSDT = Convert.ToDecimal(jsonObj["last"], CultureInfo.InvariantCulture);
//decimal minVolume = lotMinUsd / coinUSDT;
if (Currencies.gate_okex_Intersect.Contains($"{SymSettingList[0]}-{SymSettingList[1]}") || Currencies.okex_huobiIntersect.Contains($"{SymSettingList[0]}-{SymSettingList[1]}") || Currencies.gate_huobiIntersect.Contains($"{SymSettingList[0]}-{SymSettingList[1]}"))
{
decimal minDiffValue = Convert.ToDecimal(setting.General.minDiff, CultureInfo.InvariantCulture);
decimal minStepValue = Convert.ToDecimal(setting.General.minStep, CultureInfo.InvariantCulture);
decimal lotMinUsd = Convert.ToDecimal(setting.General.lotMinUsd, CultureInfo.InvariantCulture);
decimal minVolume = Currencies.getMinVolume(SymSettingList[0], lotMinUsd, client);
SymbolMarket symMarketObj = symbolFactory.CreateSymbolMarket($"{SymSettingList[0]}-{SymSettingList[1]}", minDiffValue, minStepValue, minVolume, symbols);
symbolMarkets.Add(symMarketObj);
symMarketObj.SymMarketStatus();
}
else
{
//Console.WriteLine($"{SymSettingList[0]}-{SymSettingList[1]} does not support by any exchange!!!");
continue;
}
}
return(symbolMarkets);
}
public static WebsocketClient StartGateIO(string url, List <Symbol> symbols, List <SymbolMarket> symbolMarkets)
{
string lastMessage = "";
List <string> okSyms = new List <string>()
{
};
Uri gateio_url = new Uri(url);
var gateioClient = new WebsocketClient(gateio_url);
Symbol processingSymObj = new Symbol();
SymbolMarket processingSymMarketObj = new SymbolMarket();
List <List <string> > asks = new List <List <string> >();
List <List <string> > bids = new List <List <string> >();
gateioClient.ReconnectTimeout = TimeSpan.FromSeconds(30);
gateioClient.ReconnectionHappened.Subscribe(info =>
{
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} Gate Reconnection happened, type: {info.Type}");
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} {lastMessage}");
});
gateioClient
.MessageReceived
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(msg =>
{
asks.Clear();
bids.Clear();
string jsonString = msg.ToString();
lastMessage = jsonString;
//LogWriters.WriteResponce("gate.io", jsonString);
JObject jsonObj = JObject.Parse(jsonString);
if (jsonObj.ContainsKey("result"))
{
if (jsonObj["result"]["status"].ToString() == "success")
{
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} gate.io server responds");
}
}
else if (jsonObj.ContainsKey("params"))
{
string processingSym = jsonObj["params"][2].ToString();
processingSym = processingSym.Replace("_", "-");
if (!okSyms.Contains(processingSym))
{
okSyms.Add(processingSym);
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} Gate {processingSym}: OK");
}
foreach (Symbol symObj in symbols)
{
if (symObj.ExchangeName == "gate" && symObj.SymbolName == processingSym)
{
processingSymObj = symObj;
break;
}
}
foreach (SymbolMarket symMarketObj in symbolMarkets)
{
if (symMarketObj.SymbolName == processingSym)
{
processingSymMarketObj = symMarketObj;
break;
}
}
if (jsonObj["params"][1]["asks"] != null)
{
asks = jsonObj["params"][1]["asks"].ToObject <List <List <string> > >();
}
if (jsonObj["params"][1]["bids"] != null)
{
bids = jsonObj["params"][1]["bids"].ToObject <List <List <string> > >();
}
if (Convert.ToBoolean(jsonObj["params"][0].ToString()) == true)
{
processingSymObj.ClearGlass();
foreach (var valVol in asks)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddAskEl(value, volume);
}
foreach (var valVol in bids)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddBidEl(value * -1, volume);
}
}
else if (Convert.ToBoolean(jsonObj["params"][0].ToString()) == false)
{
foreach (var valVol in asks)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddAskElPartial(value, volume);
}
foreach (var valVol in bids)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddBidElPartial(value * -1, volume);
}
}
processingSymObj.RegisterGlass(processingSymMarketObj.MinVolume);
processingSymMarketObj.WriteMarket();
}
});
return(gateioClient);
}
public static WebsocketClient StartHuobi(string url, List <Symbol> symbols, List <SymbolMarket> symbolMarkets)
{
string lastMessage = "";
Uri okex_url = new Uri(url);
var huobiClient = new WebsocketClient(okex_url);
Symbol processingSymObj = new Symbol();
SymbolMarket processingSymMarketObj = new SymbolMarket();
List <List <string> > asks = new List <List <string> >();
List <List <string> > bids = new List <List <string> >();
huobiClient.ReconnectTimeout = TimeSpan.FromSeconds(30);
huobiClient.ReconnectionHappened.Subscribe(info =>
{
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} Huobi Reconnection happened, type: {info.Type}");
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} {lastMessage}");
});
huobiClient
.MessageReceived
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(msg =>
{
asks.Clear();
bids.Clear();
byte[] bytes = msg.Binary;
string jsonString = Encoding.UTF8.GetString(DecompressHuobi(bytes));
lastMessage = jsonString;
//LogWriters.WriteResponce("Huobi", jsonString);
JObject jsonObj = JObject.Parse(jsonString);
if (jsonObj.ContainsKey("status"))
{
if (jsonObj["status"].ToString() == "ok")
{
string okSym = jsonObj["subbed"].ToString();
okSym = okSym.Substring(7);
okSym = okSym.Remove(okSym.Length - 15).ToUpper();
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} Huobi: {okSym} OK");
}
}
if (jsonObj.ContainsKey("ping"))
{
long pingId = jsonObj["ping"].ToObject <long>();
Requests.HuobiPong huobiPong = new Requests.HuobiPong()
{
PongId = pingId
};
string json = JsonConvert.SerializeObject(huobiPong, Formatting.Indented);
Task.Run(() => huobiClient.Send($"{json}"));
}
if (jsonObj.ContainsKey("ch"))
{
string processingSym = jsonObj["ch"].ToString();
processingSym = processingSym.Substring(7);
processingSym = processingSym.Remove(processingSym.Length - 15).ToUpper();
foreach (Symbol symObj in symbols)
{
if (symObj.ExchangeName == "huobi" && symObj.SymbolName.Replace("-", "") == processingSym)
{
processingSymObj = symObj;
break;
}
}
foreach (SymbolMarket symMarketObj in symbolMarkets)
{
if (symMarketObj.SymbolName.Replace("-", "") == processingSym)
{
processingSymMarketObj = symMarketObj;
break;
}
}
asks = jsonObj["tick"]["asks"].ToObject <List <List <string> > >();
bids = jsonObj["tick"]["bids"].ToObject <List <List <string> > >();
processingSymObj.ClearGlass();
foreach (var valVol in asks)
{
decimal value;
decimal volume;
try
{
value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
}
catch
{
value = decimal.Parse(valVol[0], NumberStyles.Float, CultureInfo.InvariantCulture);
}
try
{
volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
}
catch
{
//Console.WriteLine($"Exception with {valVol[1]}");
volume = decimal.Parse(valVol[1], NumberStyles.Float, CultureInfo.InvariantCulture);
//Console.WriteLine($"{valVol[1]} {volume}");
}
processingSymObj.AddAskEl(value, volume);
}
foreach (var valVol in bids)
{
decimal value;
decimal volume;
try
{
value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
}
catch
{
value = decimal.Parse(valVol[0], NumberStyles.Float, CultureInfo.InvariantCulture);
}
try
{
volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
}
catch
{
//Console.WriteLine($"Exception with {valVol[1]}");
volume = decimal.Parse(valVol[1], NumberStyles.Float, CultureInfo.InvariantCulture);
//Console.WriteLine($"{valVol[1]} {volume}");
}
processingSymObj.AddBidEl(value * -1, volume);
}
processingSymObj.RegisterGlass(processingSymMarketObj.MinVolume);
processingSymMarketObj.WriteMarket();
}
});
return(huobiClient);
}
public static WebsocketClient StartOkex(string url, List <Symbol> symbols, List <SymbolMarket> symbolMarkets)
{
string lastMessage = "";
Uri okex_url = new Uri(url);
var okexClient = new WebsocketClient(okex_url);
Symbol processingSymObj = new Symbol();
SymbolMarket processingSymMarketObj = new SymbolMarket();
List <List <string> > asks = new List <List <string> >();
List <List <string> > bids = new List <List <string> >();
okexClient.ReconnectTimeout = TimeSpan.FromSeconds(30);
okexClient.ReconnectionHappened.Subscribe(info =>
{
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} Okex Reconnection happened, type: {info.Type}");
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} {lastMessage}");
});
okexClient
.MessageReceived
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(msg =>
{
asks.Clear();
bids.Clear();
byte[] bytes = msg.Binary;
string jsonString = DecompressOkex(bytes);
lastMessage = jsonString;
//LogWriters.WriteResponce("Okex", jsonString);
JObject jsonObj = JObject.Parse(jsonString);
if (jsonObj.ContainsKey("event"))
{
if (jsonObj["event"].ToString() == $"subscribe")
{
string okSym = jsonObj["channel"].ToString();
okSym = okSym.Substring(11);
Console.WriteLine($"{DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss.fff", CultureInfo.InvariantCulture)} Okex: {okSym} OK");
}
}
else if (jsonObj.ContainsKey("data"))
{
string processingSym = jsonObj["data"][0]["instrument_id"].ToString();
foreach (Symbol symObj in symbols)
{
if (symObj.ExchangeName == "okex" && symObj.SymbolName == processingSym)
{
processingSymObj = symObj;
break;
}
}
foreach (SymbolMarket symMarketObj in symbolMarkets)
{
if (symMarketObj.SymbolName == processingSym)
{
processingSymMarketObj = symMarketObj;
break;
}
}
asks = jsonObj["data"][0]["asks"].ToObject <List <List <string> > >();
bids = jsonObj["data"][0]["bids"].ToObject <List <List <string> > >();
if (jsonObj["action"].ToString() == "partial")
{
processingSymObj.ClearGlass();
foreach (var valVol in asks)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddAskEl(value, volume);
}
foreach (var valVol in bids)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddBidEl(value * -1, volume);
}
processingSymObj.RegisterGlass(processingSymMarketObj.MinVolume);
processingSymMarketObj.WriteMarket();
}
if (jsonObj["action"].ToString() == "update")
{
foreach (var valVol in asks)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddAskElPartial(value, volume);
}
foreach (var valVol in bids)
{
decimal value = Convert.ToDecimal(valVol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(valVol[1], CultureInfo.InvariantCulture);
processingSymObj.AddBidElPartial(value * -1, volume);
}
processingSymObj.RegisterGlass(processingSymMarketObj.MinVolume);
processingSymMarketObj.WriteMarket();
}
}
});
return(okexClient);
}