public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
using (var client = new BitfinexWebsocketClient(communicator))
{
var pair = "BTCUSD";
var source = new BitfinexOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
client.Send(new BookSubscribeRequest(pair, BitfinexPrecision.P0, BitfinexFrequency.Realtime, "100"));
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
public async Task AutoSnapshotReloading_ShouldWorkAfterTimeout()
{
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
using (var client = new BitfinexWebsocketClient(communicator))
{
var pair = "LTCUSD";
var source = new BitfinexOrderBookSource(client)
{
LoadSnapshotEnabled = true
};
var orderBook = new CryptoOrderBook(pair, source)
{
SnapshotReloadTimeout = TimeSpan.FromSeconds(5),
SnapshotReloadEnabled = true
};
await Task.Delay(TimeSpan.FromSeconds(13));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
private static async Task<ICryptoOrderBook> StartBitfinex(string pair, bool optimized, bool l2Optimized)
{
var url = BitfinexValues.ApiWebsocketUrl;
var communicator = new BitfinexWebsocketCommunicator(url) { Name = "Bitfinex" };
var client = new BitfinexWebsocketClient(communicator);
var source = new BitfinexOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Send configuration request to enable server timestamps
client.Send(new ConfigurationRequest(ConfigurationFlag.Sequencing | ConfigurationFlag.Timestamp));
// Send subscription request to order book data
client.Send(new Bitfinex.Client.Websocket.Requests.Subscriptions.BookSubscribeRequest(pair,
BitfinexPrecision.P0, BitfinexFrequency.Realtime, "100"));
return orderBook;
}
