private static async Task<ICryptoOrderBook> StartHuobi(string pair, bool optimized, bool l2Optimized)
{
var config = new HuobiMarketByPriceWebsocketClientConfig
{
Url = HuobiConstants.ApiMbpWebsocketUrl,
CommunicatorName = "Huobi"
};
var loggerFactory = new LoggerFactory().AddSerilog(Log.Logger);
var client = HuobiWebsocketClientsFactory.CreateMarketByPriceClient(config, loggerFactory);
var source = new HuobiOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = client.Start();
// send subscription request to order book data
client.Send(new MarketByPriceSubscribeRequest("s1", pair, 20));
// send request to snapshot
client.Send(new MarketByPricePullRequest("p1", pair, 20));
return orderBook;
}
public async Task ConnectionEstablished_PingMessageReceived()
{
// Arrange
using var client = HuobiWebsocketClientsFactory.CreateAccountClient(
HuobiConstants.ApiAccountWebsocketUrl,
"not_required_for_ping",
"not_required_for_ping");
AccountPingRequest?receivedPingMessage = null;
var receivedEvent = new ManualResetEvent(false);
client.Streams.AccountPingMessageStream.Subscribe(
message =>
{
receivedPingMessage = message;
receivedEvent.Set();
});
// Act
await client.Start();
// Assert
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(receivedPingMessage);
}
public async Task AuthenticationRequest_ResponseMessageReceived(string accessKey, string secretKey)
{
// Arrange
using var client = HuobiWebsocketClientsFactory.CreateAccountClient(
HuobiConstants.ApiAccountWebsocketUrl,
accessKey,
secretKey);
AuthenticationResponse?response = null;
var receivedEvent = new ManualResetEvent(false);
client.Streams.AuthenticationResponseStream.Subscribe(
message =>
{
response = message;
receivedEvent.Set();
});
// Act
await client.Start();
// Assert
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(response);
}
public async Task PullRequest_ResponseMessageReceived()
{
// Arrange
using var client = HuobiWebsocketClientsFactory.CreateMarketClient(HuobiConstants.ApiWebsocketUrl);
var request = new MarketCandlestickPullRequest("req1", "btcusdt", MarketCandlestickPeriodType.SixtyMinutes);
MarketCandlestickPullResponse?response = null;
var receivedEvent = new ManualResetEvent(false);
client.Streams.CandlestickPullStream.Subscribe(
message =>
{
response = message;
receivedEvent.Set();
});
await client.Start();
// Act
client.Send(request);
// Assert
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(response);
}
private static (ITradeSource, IWebsocketClient) GetHuobi(string pair)
{
var config = new HuobiMarketWebsocketClientConfig
{
Url = HuobiConstants.ApiWebsocketUrl,
CommunicatorName = "Huobi"
};
var loggerFactory = new LoggerFactory().AddSerilog(Log.Logger);
var client = HuobiWebsocketClientsFactory.CreateMarketClient(config, loggerFactory);
var source = new HuobiTradeSource(client);
client.Communicator.ReconnectionHappened.Subscribe(
x =>
{
var subscribeRequest = new MarketTradeDetailSubscribeRequest("id1", pair);
client.Send(subscribeRequest);
});
return(source, client.Communicator);
}
