private static void GetPrices(TradingApiClient client)
{
PricesResponse prices;
var sw = new Stopwatch();
sw.Start();
prices = client.PublicApi.GetPrices(new PricesRequest());
ValidateResult(prices.Error);
sw.Stop();
Console.WriteLine($"Count prices: {prices.Payload.Count}. ExecTime: {sw.ElapsedMilliseconds} ms");
}
private static async Task GetPriceSnapshot(string[] filter, TradingApiClient client)
{
var priceRequest = new PricesRequest();
priceRequest.AssetPairIds.AddRange(filter);
var prices = await client.PublicApi.GetPricesAsync(priceRequest);
ValidateResult(prices.Error);
Console.WriteLine($"Count prices: {prices.Payload.Count}.");
foreach (var price in prices.Payload)
{
Console.WriteLine($"{price.AssetPairId}: Ask={price.Ask}; Bid={price.Bid}; Time={price.Timestamp}");
}
}
static async Task Main(string[] args)
{
try
{
string[] filter = ReadFilterFromConsole();
var client = new TradingApiClient("https://hft-apiv2-grpc.lykke.com", "");
await GetPriceSnapshot(filter, client);
await FollowPriceUpdate(filter, client);
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
static async Task Main(string[] args)
{
try
{
string filter = ReadFilterFromConsole();
var client = new TradingApiClient("https://hft-apiv2-grpc.lykke.com", "");
UpdateThread(client, filter);
await PrintThread();
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
private static async Task FollowPriceUpdate(string[] filter, TradingApiClient client)
{
var priceUpdateRequest = new PriceUpdatesRequest();
priceUpdateRequest.AssetPairIds.AddRange(filter);
Console.WriteLine("Subscribe to prices.");
var priceStream = client.PublicApi.GetPriceUpdates(priceUpdateRequest);
var token = new CancellationToken();
while (await priceStream.ResponseStream.MoveNext(token))
{
var update = priceStream.ResponseStream.Current;
Console.WriteLine($"{update.AssetPairId} Bid: {update.Bid} Ask: {update.Ask} {update.Timestamp}");
}
Console.WriteLine("Price stream are closed.");
}
static async Task UpdateThread(TradingApiClient client, string filter)
{
var reqiest = new OrderbookUpdatesRequest();
reqiest.AssetPairId = filter;
var stream = client.PublicApi.GetOrderbookUpdates(reqiest);
var token = new CancellationToken();
while (await stream.ResponseStream.MoveNext(token))
{
var update = stream.ResponseStream.Current;
foreach (Orderbook.Types.PriceVolume ask in update.Asks)
{
var price = decimal.Parse(ask.P);
if (ask.V == "0")
{
_ask.Remove(price);
}
else
{
_ask[price] = ask.V;
}
}
foreach (Orderbook.Types.PriceVolume bid in update.Bids)
{
var price = decimal.Parse(bid.P);
if (bid.V == "0")
{
_bid.Remove(price);
}
else
{
_bid[price] = bid.V;
}
}
}
}
public ApiTrader(string apiEndpoint, string apiKey)
{
Client = new TradingApiClient(apiEndpoint, apiKey);
}