public IList <Quote> FetchQuotes()
{
try
{
Log.Debug($"Getting depth from {_config.Broker}...");
var path = $"data/v1/depth?market={_config.Leg1.ToLower()}_{_config.Leg2.ToLower()}&size=50";
var req = RestUtil.CreateJsonRestRequest(path);
SetBaseUrl("quote");
var response = _restClient.Execute(req);
if (response.ErrorException != null)
{
throw response.ErrorException;
}
Log.Debug($"Received depth from {_config.Broker}.");
Depth depth = new Depth()
{
quotesJson = response.Content, tickerJson = FetchTicker()
};
var quotes = depth.ToQuotes();
return(quotes ?? new List <Quote>());
}
catch (Exception ex)
{
Log.Error(ex.Message);
Log.Debug(ex);
return(new List <Quote>());
}
}
public string FetchTicker()
{
Log.Debug($"Getting ticker from {_config.Broker}...");
var path = $"data/v1/ticker?market={_config.Leg1.ToLower()}_{_config.Leg2.ToLower()}";
var req = RestUtil.CreateJsonRestRequest(path);
SetBaseUrl("quote");
var response = _restClient.Execute(req);
return(response.Content);
}
private RestRequest BuildRequest(string path, string method = "GET", string body = "")
{
var nonce = Util.Nonce;
var message = nonce + method + path + body;
var sign = Util.GenerateNewHmac(_config.Secret, message);
var req = RestUtil.CreateJsonRestRequest(path);
req.Method = Util.ParseEnum <Method>(method);
req.AddParameter("application/json", body, ParameterType.RequestBody);
req.AddHeader("ACCESS-KEY", _config.Key);
req.AddHeader("ACCESS-TIMESTAMP", nonce);
req.AddHeader("ACCESS-SIGN", sign);
return(req);
}
private RestRequest BuildRequest(string path, string method = "GET", string body = "")
{
if (!string.IsNullOrEmpty(body))
{
string secretkey = _config.Secret;
secretkey = Util.digest(secretkey);
String sign = Util.hmacSign(body, secretkey);
DateTime timeStamp = new DateTime(1970, 1, 1);
//得到1970年的时间戳
long stamp = (DateTime.UtcNow.Ticks - timeStamp.Ticks) / 10000;
path += "&sign=" + sign + "&reqTime=" + stamp;
}
var req = RestUtil.CreateJsonRestRequest(path);
req.Method = Util.ParseEnum <Method>(method);
return(req);
}
private RestRequest BuildRequest(string path, string method = "GET", string body = "")
{
var nonce = Util.Nonce;
var url = ApiRoot + path;
var message = nonce + url + body;
var sign = Util.GenerateNewHmac(_config.Secret, message);
var req = RestUtil.CreateJsonRestRequest(path, false);
req.Method = Util.ParseEnum <Method>(method);
if (body != "")
{
req.AddParameter("application/x-www-form-urlencoded", body, ParameterType.RequestBody);
}
req.AddHeader("ACCESS-KEY", _config.Key);
req.AddHeader("ACCESS-NONCE", nonce);
req.AddHeader("ACCESS-SIGNATURE", sign);
return(req);
}
private RestRequest BuildRequest(string path, string method = "GET", string body = "")
{
var nonce = Util.Nonce;
var payload = new Dictionary <string, object>
{
{ "path", path },
{ "nonce", nonce },
{ "token_id", _config.Key }
};
var sign = Util.JwtHs256Encode(payload, _config.Secret);
var req = RestUtil.CreateJsonRestRequest(path);
req.Method = Util.ParseEnum <Method>(method);
if (body != "")
{
req.AddParameter("application/json", body, ParameterType.RequestBody);
}
req.AddHeader("X-Quoine-API-Version", "2");
req.AddHeader("X-Quoine-Auth", sign);
return(req);
}
public IList <Quote> FetchQuotes()
{
try
{
Log.Debug($"Getting depth from {_config.Broker}...");
var path = "/products/5/price_levels";
var req = RestUtil.CreateJsonRestRequest(path);
var response = _restClient.Execute <Depth>(req);
if (response.ErrorException != null)
{
throw response.ErrorException;
}
Log.Debug($"Received depth from {_config.Broker}.");
var quotes = response.Data.ToQuotes();
return(quotes ?? new List <Quote>());
}
catch (Exception ex)
{
Log.Error(ex.Message);
Log.Debug(ex);
return(new List <Quote>());
}
}