public override void Connect()
{
_isPortfolioSubscribed = false;
_loginFailed = false;
_securitiesCreator = new FTXSecurityCreator();
_portfoliosCreator = new FTXPortfolioCreator();
_marketDepthCreator = new FTXMarketDepthCreator();
_tradesCreator = new FTXTradesCreator();
_orderCreator = new FTXOrderCreator();
_candlesCreator = new FTXCandlesCreator();
_client = new Client(
((ServerParameterString)ServerParameters[0]).Value,
((ServerParameterPassword)ServerParameters[1]).Value);
_cancelTokenSource = new CancellationTokenSource();
_ftxRestApi = new FtxRestApi(_client);
StartMessageReader();
_wsSource = new WsSource(WebSocketEndpointUrl);
_wsSource.MessageEvent += WsSourceMessageEvent;
_wsSource.Start();
}
public static FtxRestApi CreateClient(string apiKey, string apiSecret, string subAccount = "")
{
var client = new Client(apiKey, apiSecret, subAccount);
var api = new FtxRestApi(client);
return(api);
}
public ExternalMarketGrpc(ILogger <ExternalMarketGrpc> logger, FtxRestApi restApi, BalanceCache balanceCache,
IExternalMarketSettingsAccessor externalMarketSettingsAccessor)
{
_logger = logger;
_restApi = restApi;
_balanceCache = balanceCache;
_externalMarketSettingsAccessor = externalMarketSettingsAccessor;
}
public override void Dispose()
{
try
{
if (_wsSource != null)
{
if (_isPortfolioSubscribed)
{
var fillsRequest = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("fills");
_wsSource.SendMessage(fillsRequest);
var ordersRequest = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("orders");
_wsSource.SendMessage(ordersRequest);
_isPortfolioSubscribed = false;
_loginFailed = false;
}
if (_subscribedSecurities.Any())
{
foreach (var security in _subscribedSecurities)
{
var unsubscribeMarket = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("market", security);
_wsSource.SendMessage(unsubscribeMarket);
var unsubscribeOrderbook = FtxWebSockerRequestGenerator.GetUnsubscribeRequest("orderbook", security);
_wsSource.SendMessage(unsubscribeOrderbook);
}
_subscribedSecurities.Clear();
}
_wsSource.Dispose();
_wsSource.MessageEvent -= WsSourceMessageEvent;
_wsSource = null;
_securitiesCreator = null;
_portfoliosCreator = null;
_marketDepthCreator = null;
_tradesCreator = null;
_orderCreator = null;
_candlesCreator = null;
_client = null;
_ftxRestApi = null;
_myOrders.Clear();
_securityMarketDepths.Clear();
}
if (_cancelTokenSource != null && !_cancelTokenSource.IsCancellationRequested)
{
_cancelTokenSource.Cancel();
}
}
catch (Exception e)
{
SendLogMessage("FTX dispose error: " + e, LogMessageType.Error);
}
}
static void Main()
{
var client = new Client("_T68V7HmuHoiHlKmpUcOcbNOXkNWpzL-FvpO1VMa", "TsmQWQ4bXrOHzCVbD7vFzZtI-gs7j8tvh684hPY6");
var api = new FtxRestApi(client);
var wsApi = new FtxWebSocketApi("wss://ftx.com/ws/");
WebSocketTests(wsApi, client).Wait();
Console.ReadLine();
}
static async Task Main()
{
var client = new Client("pbDsAcGhQZNBHETPvQ0u0t1qxX7ix5ffJizBrACKb5fdj5jbppBTY4b2ME9ILIub", "xajiKUGcV53jtWlVwNjtx5WMIMJ3ckH1eykqpZ2WM76xGaq18aDW5XnqMTQdtyJk");
var api = new FtxRestApi(client);
var wsApi = new FtxWebSocketApi("wss://ftx.com/ws/");
await RestTests(api);
await WebSocketTests(wsApi, client);
}
public override void Connect()
{
_client = new Client(
((ServerParameterString)ServerParameters[0]).Value,
((ServerParameterPassword)ServerParameters[1]).Value);
_cancelTokenSource = new CancellationTokenSource();
_ftxRestApi = new FtxRestApi(_client);
StartMessageReader();
_wsSource = new WsSource(WebSocketEndpointUrl);
_wsSource.MessageEvent += WsSourceMessageEvent;
_wsSource.Start();
}
private static async Task RestTests(FtxRestApi api)
{
var ins = "BTC-1227";
var dateStart = DateTime.UtcNow.AddMinutes(-100);
var dateEnd = DateTime.UtcNow.AddMinutes(-10);
var r1 = api.GetCoinsAsync().Result;
var r2 = api.GetAllFuturesAsync().Result;
var r3 = api.GetFutureAsync(ins).Result;
var r4 = api.GetFutureStatsAsync(ins).Result;
var r5 = api.GetFundingRatesAsync(dateStart, dateEnd).Result;
var r6 = api.GetHistoricalPricesAsync(ins, 300, 30, dateStart, dateEnd).Result;
var r7 = api.GetMarketsAsync().Result;
var r8 = api.GetSingleMarketsAsync(ins).Result;
var r9 = api.GetMarketOrderBookAsync(ins, 20).Result;
var r10 = api.GetMarketTradesAsync(ins, 20, dateStart, dateEnd).Result;
var r11 = api.GetAccountInfoAsync().Result;
var r12 = api.GetPositionsAsync().Result;
var r13 = api.ChangeAccountLeverageAsync(20).Result;
var r14 = api.GetCoinAsync().Result;
var r15 = api.GetBalancesAsync().Result;
var r16 = api.GetDepositAddressAsync("BTC").Result;
var r17 = api.GetDepositHistoryAsync().Result;
var r18 = api.GetWithdrawalHistoryAsync().Result;
var r19 = api.RequestWithdrawalAsync("USDTBEAR", 20.2m, "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE", "", "", "").Result;
var r21 = api.GetOpenOrdersAsync(ins).Result;
var r20 = api.PlaceOrderAsync(ins, SideType.buy, 1000, OrderType.limit, 0.001m, false).Result;
var r20_1 = api.PlaceStopOrderAsync(ins, SideType.buy, 1000, 0.001m, false).Result;
var r20_2 = api.PlaceTrailingStopOrderAsync(ins, SideType.buy, 0.05m, 0.001m, false).Result;
var r20_3 = api.PlaceTakeProfitOrderAsync(ins, SideType.buy, 1000, 0.001m, false).Result;
var r23 = api.GetOrderStatusAsync("12345").Result;
var r24 = api.GetOrderStatusByClientIdAsync("12345").Result;
var r25 = api.CancelOrderAsync("1234").Result;
var r26 = api.CancelOrderByClientIdAsync("12345").Result;
var r27 = api.CancelAllOrdersAsync(ins).Result;
var r28 = api.GetFillsAsync(ins, 20, dateStart, dateEnd).Result;
var r29 = api.GetFundingPaymentAsync(dateStart, dateEnd).Result;
var r30 = api.GetLeveragedTokensListAsync().Result;
var r31 = api.GetTokenInfoAsync("HEDGE").Result;
var r32 = api.GetLeveragedTokenBalancesAsync().Result;
var r33 = api.GetLeveragedTokenCreationListAsync().Result;
var r34 = api.RequestLeveragedTokenCreationAsync("HEDGE", 100).Result;
var r35 = api.GetLeveragedTokenRedemptionListAsync().Result;
var r36 = api.RequestLeveragedTokenRedemptionAsync("HEDGE", 100).Result;
}
protected override void Load(ContainerBuilder builder)
{
FtxRestApi ftxRestClient = FtxRestApiFactory.CreateClient(Program.Settings.ApiKey, Program.Settings.ApiSecret);
builder.RegisterInstance(ftxRestClient).AsSelf().SingleInstance();
builder.RegisterType <BalanceCache>().As <IStartable>().AutoActivate().AsSelf().SingleInstance();
builder.RegisterType <OrderBookManager>().AsSelf().SingleInstance();
builder
.RegisterType <ExternalMarketSettingsManager>()
.WithParameter("name", FtxConst.Name)
.As <IExternalMarketSettingsManager>()
.As <IExternalMarketSettingsAccessor>()
.AsSelf()
.SingleInstance();
RegisterMyNoSqlWriter <ExternalMarketSettingsNoSql>(builder, ExternalMarketSettingsNoSql.TableName);
}
private static async Task TestRestApi()
{
var client = new Client(Environment.GetEnvironmentVariable("API-KEY"),
Environment.GetEnvironmentVariable("API-SECRET"));
var api = new FtxRestApi(client);
Console.WriteLine(" ==== account info ==== ");
var info = await api.GetAccountInfoAsync();
Console.WriteLine(JsonSerializer.Serialize(info, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
var takerFee = info.Result.TakerFee;
//Console.WriteLine(" ==== market info ==== ");
//var markets = await api.GetMarketsAsync();
//Console.WriteLine(JsonSerializer.Serialize(markets, new JsonSerializerOptions() { WriteIndented = true }));
//Console.WriteLine();
//Console.WriteLine();
Console.WriteLine(" ==== order 1 ==== ");
var order1 = await api.GetOrderStatusAsync("39134620341");
Console.WriteLine(JsonSerializer.Serialize(order1, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
Console.WriteLine(" ==== balances ==== ");
var balances = await api.GetBalancesAsync();
Console.WriteLine(JsonSerializer.Serialize(balances, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
var newOrderClientId = "my-order-21";
var size = 10m;
//var side = SideType.buy;
//var volume = side == SideType.buy ? size * (1m + takerFee) : ;
Console.WriteLine($" ==== place: {newOrderClientId} ==== ");
var marketOrder =
await api.PlaceOrderAsync("XRP/USD", SideType.buy, 0, OrderType.market, size, newOrderClientId, true);
Console.WriteLine(JsonSerializer.Serialize(marketOrder, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
Console.WriteLine($" ==== cancel order: {newOrderClientId} ==== ");
var cancel = await api.CancelOrderByClientIdAsync(newOrderClientId);
Console.WriteLine(JsonSerializer.Serialize(cancel, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
Console.WriteLine($" ==== order: {newOrderClientId} ==== ");
var order3 = await api.GetOrderStatusByClientIdAsync(newOrderClientId);
Console.WriteLine(JsonSerializer.Serialize(order3, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
Console.WriteLine(" ==== balances ==== ");
var balances2 = await api.GetBalancesAsync();
Console.WriteLine($"{balances.Result.FirstOrDefault(e => e.Coin == "XRP")?.Total} XRP");
Console.WriteLine($"{balances2.Result.FirstOrDefault(e => e.Coin == "XRP")?.Total} XRP");
Console.WriteLine("-------");
Console.WriteLine($"{balances.Result.FirstOrDefault(e => e.Coin == "FTT")?.Total} FTT");
Console.WriteLine($"{balances2.Result.FirstOrDefault(e => e.Coin == "FTT")?.Total} FTT");
Console.WriteLine();
Console.WriteLine();
Console.WriteLine($" ==== fills ==== ");
var fills = await api.GetFillsAsync(10, DateTime.UtcNow.Date);
Console.WriteLine(JsonSerializer.Serialize(fills, new JsonSerializerOptions()
{
WriteIndented = true
}));
Console.WriteLine();
Console.WriteLine();
}
public BalanceCache(FtxRestApi restApi, ILogger <BalanceCache> logger)
{
_restApi = restApi;
_logger = logger;
}
