static void Main(string[] args)
{
var factory = new RealtimeSourceFactory();
factory.ErrorHandlers += (error) =>
{
Console.WriteLine("Error: {0} Socket Error = {1}", error.Message, error.SocketError);
};
Console.WriteLine("1) RealtimeExecution sample");
Console.WriteLine("2) RealtimeTicker sample");
Console.WriteLine("3) RealtimeOrderBook sample");
switch (GetCh())
{
case '1':
RealtimeExecutionSample(factory);
break;
case '2':
RealtimeTickerSample(factory);
break;
case '3':
RealtimeOrderBookSample(factory);
break;
}
Console.ReadLine();
_disposables.Dispose();
Console.ReadLine();
}
static IDisposable SubscribeExecutionSource(RealtimeSourceFactory factory, BfProductCode productCode)
{
var source = factory.GetExecutionSource(productCode);
return(source.Subscribe(exec =>
{
Console.WriteLine($"{exec.ExecutedTime} P:{exec.Price} A:{exec.Side} B:{exec.Size}");
}));
}
static IDisposable SubscribeTickerSource(RealtimeSourceFactory factory, BfProductCode productCode)
{
var source = factory.GetTickerSource(productCode);
return(source.Subscribe(ticker =>
{
Console.WriteLine($"{ticker.Timestamp} P:{ticker.LastTradedPrice} A:{ticker.BestAsk} B:{ticker.BestBid}");
}));
}
private static void Main(string[] args)
{
var factory = new RealtimeSourceFactory();
//var disp = SubscribeTickerSource(factory, ProductCode.BTCUSD);
var disp = SubscribeExecutionSource(factory, ProductCode.FXBTCJPY);
Console.ReadLine();
disp.Dispose();
}
private static async Task RealtimeTickerSample(RealtimeSourceFactory factory)
{
var tickerSource = await factory.GetTickerSource(ProductCode.BTCJPY);
tickerSource.Subscribe(ticker =>
{
Console.WriteLine($"{ticker.ProductCode} {ticker.Timestamp.ToLocalTime()} {ticker.BestBid} {ticker.BestAsk} {ticker.LastTradedPrice}");
});
}
static void Main(string[] args)
{
var factory = new RealtimeSourceFactory();
//SubscribeTickerSource(factory, BfProductCode.BTCUSD).AddTo(_disposables);
//SubscribeExecutionSource(factory, BfProductCode.FXBTCJPY).AddTo(_disposables);
SubscribeOrderbookSource(factory, BfProductCode.FXBTCJPY).AddTo(_disposables);
Console.ReadLine();
_disposables.Dispose();
}
static void RealtimeExecutionSample(RealtimeSourceFactory factory)
{
factory.GetExecutionSource(BfProductCode.FXBTCJPY).Subscribe(tick =>
{
Console.WriteLine("{0} {1} {2} {3} {4} {5}",
tick.ExecutionId,
tick.Side,
tick.Price,
tick.Size,
tick.ExecutedTime.ToLocalTime(),
tick.ChildOrderAcceptanceId);
}).AddTo(_disposables);
}
public void Initialize()
{
if (Client == null)
{
Client = new BitFlyerClient();
}
if (RealtimeSource == null)
{
RealtimeSource = new RealtimeSourceFactory(Client);
}
RealtimeSource.AvailableMarkets.ForEach(productCode =>
{
_markets.Add(productCode, new BfTradingMarket(this, productCode));
});
}
private static async Task Main(string[] args)
{
var factory = new RealtimeSourceFactory();
factory.ErrorHandlers += (error) =>
{
Console.WriteLine("Error: {0} Socket Error = {1}", error.Message, error.SocketError);
};
await RealtimeTickerSample(factory);
Console.ReadLine();
}
static void Main(string[] args)
{
// ログファイル出力設定
// Time / JSON
LoadRunsettings(args[0]);
var key = Properties["ApiKey"];
var secret = Properties["ApiSecret"];
_client = new BitFlyerClient(key, secret);
_factory = new RealtimeSourceFactory(key, secret);
_factory.MessageReceived += OnRealtimeMessageReceived;
_factory.Error += (error) => Console.WriteLine("Error: {0} Socket Error = {1}", error.Message, error.SocketError);
_factory.GetTickerSource(ProductCode).Subscribe(ticker =>
{
_ticker = ticker;
//Console.WriteLine($"Ask:{_ticker.BestAsk} Bid:{_ticker.BestBid}");
}).AddTo(_disposables);
_factory.GetChildOrderEventsSource().Subscribe(OnChildOrderEvent).AddTo(_disposables);
_factory.GetParentOrderEventsSource().Subscribe(OnParentOrderEvent).AddTo(_disposables);
while (true)
{
Console.WriteLine("========================================================================");
Console.WriteLine("C)hild order >");
Console.WriteLine("P)arent order >");
Console.WriteLine("");
Console.WriteLine("Q)uit");
Console.WriteLine("========================================================================");
switch (GetCh())
{
case 'C':
ChildOrderMain();
break;
case 'P':
ParentOrderMain();
break;
case 'Q':
_disposables.Dispose();
return;
}
}
}
static IDisposable SubscribeOrderbookSource(RealtimeSourceFactory factory, BfProductCode productCode)
{
var source = factory.GetOrderBookSource(productCode);
return(source.Select(orderBook => orderBook.GetSnapshot(15)).Subscribe(obs =>
{
foreach (var ask in obs.Asks.Reverse())
{
Console.WriteLine($"Ask: P:{ask.Price} S:{ask.Size}");
}
Console.WriteLine($"Mid: P:{obs.MidPrice}");
foreach (var bid in obs.Bids.Reverse())
{
Console.WriteLine($"Bid: P:{bid.Price} S:{bid.Size}");
}
}));
}
static void RealtimeTickerSample(RealtimeSourceFactory factory)
{
factory.GetTickerSource(BfProductCode.FXBTCJPY).Subscribe(ticker =>
{
Console.WriteLine("{0} {1} {2} {3} {4} {5} {6} {7} {8} {9} {10} {11}",
ticker.ProductCode,
ticker.Timestamp.ToLocalTime(),
ticker.TickId,
ticker.BestBid,
ticker.BestAsk,
ticker.BestBidSize,
ticker.BestAskSize,
ticker.TotalBidDepth,
ticker.TotalAskDepth,
ticker.LastTradedPrice,
ticker.Last24HoursVolume,
ticker.VolumeByProduct);
}).AddTo(_disposables);
}
static void RealtimeOrderBookSample(RealtimeSourceFactory factory)
{
var left = Console.CursorLeft;
var top = Console.CursorTop;
factory.GetOrderBookSource(BfProductCode.FXBTCJPY)
.Select(orderBook => orderBook.GetSnapshot(15)) // Take 15 orders from 300 orders
.Subscribe(obs =>
{
Console.SetCursorPosition(left, top);
foreach (var ask in obs.Asks.Reverse())
{
Console.WriteLine($"{ask.Size.ToString("##0.00000000#")} {ask.Price} ");
}
Console.WriteLine($"Mid: {obs.MidPrice}");
foreach (var bid in obs.Bids.Reverse())
{
Console.WriteLine($" {bid.Price} {bid.Size.ToString("##0.00000000#")}");
}
}).AddTo(_disposables);
}
public RealtimeOhlcSourceFactory(RealtimeSourceFactory realtimeFactory, ExecutionCachedSourceFactory historicalFactory)
{
_realtimeFactory = realtimeFactory;
_historicalFactory = historicalFactory;
}
public BfTradingAccount(BitFlyerClient client, RealtimeSourceFactory realtimeSource)
{
Client = client;
RealtimeSource = realtimeSource;
}
