public GdaxWssApiClientTests()
{
_configuration = GdaxHelpers.GetGdaxConfiguration();
_logger = new LogToConsole();
_api = new GdaxWebSocketApi(_logger, _configuration.ApiKey,
_configuration.ApiSecret, _configuration.PassPhrase, _configuration.WssEndpointUrl);
}
private GdaxWebSocketApi CreateWebSocketsApiClient()
{
var websocketApi = new GdaxWebSocketApi(LykkeLog, _configuration.ApiKey,
_configuration.ApiSecret, _configuration.PassPhrase, _configuration.WssEndpointUrl);
websocketApi.Ticker += OnWebSocketTickerAsync;
websocketApi.OrderReceived += OnWebSocketOrderReceivedAsync;
websocketApi.OrderChanged += OnOrderChangedAsync;
websocketApi.OrderDone += OnWebSocketOrderDoneAsync;
return(websocketApi);
}
public GdaxOrderBooksHarvester(GdaxExchangeConfiguration configuration, ILog log,
IHandler <OrderBook> orderBookHandler)
: base(GdaxExchange.Name, configuration, log, orderBookHandler)
{
_configuration = configuration;
_symbolsLastSequenceNumbers = new ConcurrentDictionary <string, long>();
_queuedOrderBookItems = new Dictionary <string, Queue <GdaxQueueOrderItem> >();
_websocketApi = CreateWebSocketsApiClient();
_restApi = CreateRestApiClient();
_converters = new GdaxConverters(_configuration.SupportedCurrencySymbols,
ExchangeName, configuration);
}
public GdaxExchange(GdaxExchangeConfiguration configuration, TranslatedSignalsRepository translatedSignalsRepository,
GdaxOrderBooksHarvester orderBookHarvester, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
: base(Name, configuration, translatedSignalsRepository, log)
{
_configuration = configuration;
_converters = new GdaxConverters(configuration.SupportedCurrencySymbols, Name);
_orderBooksHarvester = orderBookHarvester;
_tickPriceHandler = tickPriceHandler;
_tradeHandler = tradeHandler;
_restApi = CreateRestApiClient();
_websocketApi = CreateWebSocketsApiClient();
}
public async Task SubscribeAndHandleAnonymousTickerEvent()
{
_api = new GdaxWebSocketApi(_logger, string.Empty, string.Empty,
string.Empty, _configuration.WssEndpointUrl);
var cancellationToken = new CancellationTokenSource().Token;
var tcsTicker = new TaskCompletionSource <GdaxWssTicker>();
_api.Ticker += (sender, ticker) => {
tcsTicker.SetResult(ticker);
return(tcsTicker.Task);
};
// Connect and subscribe to web socket events
await _api.ConnectAsync(cancellationToken);
try
{
// Subscribe
var subscribed = await SubscribeToOrderBookUpdatesAsync(10000, cancellationToken);
Assert.True(subscribed);
// Wait maximum n seconds the received and done events to be received
await WhenAllTaskAreDone(10000, tcsTicker.Task);
}
finally
{
await _api.CloseConnectionAsync(cancellationToken);
}
// Check if events were received successfuly
// Ticker event
Assert.NotNull(tcsTicker.Task);
Assert.True(tcsTicker.Task.IsCompletedSuccessfully);
var tick = tcsTicker.Task.Result;
Assert.Equal(_btcUsd, tick.ProductId);
}
