static void Main(string[] args)
{
var exitEvent = new ManualResetEvent(false);
var gateio_url = new Uri("wss://ws.gate.io/v3/");
var okex_url = new Uri("wss://real.OKEx.com:8443/ws/v3");
var huobi_url = new Uri("wss://api.huobi.pro/ws");
// BTC
// параметры: название биржи, название символа
SymbolState gateioBTC = new SymbolState("gate.io", "BTC");
SymbolState okexBTC = new SymbolState("okex", "BTC");
SymbolState huobiBTC = new SymbolState("huobi", "BTC");
// параметры: название символа, объекты SymbilState, минимальное значение разницы, минимальный шаг и минимальный объем аска/бида
MarketState BTC = new MarketState("BTC", ref gateioBTC, ref okexBTC, ref huobiBTC, 1m, 0.1m, 0.01m);
// запуск WebSocket клиента и отправка запроса для каждой пары Монета-Биржа
WebsocketClient gateioClientBTC = StartGateIO(gateio_url, gateioBTC, BTC);
Task.Run(() => gateioClientBTC.Start());
string gateioRequestJsonBTC = GateioRequestGenerator(gateioBTC.Symbol);
Task.Run(() => gateioClientBTC.Send($"{gateioRequestJsonBTC}"));
WebsocketClient okexClientBTC = StartOkex(okex_url, okexBTC, BTC);
Task.Run(() => okexClientBTC.Start());
string okexRequestJsonBTC = OkexRequestGenerator(okexBTC.Symbol);
Task.Run(() => okexClientBTC.Send($"{okexRequestJsonBTC}"));
WebsocketClient huobiClientBTC = StartHuobi(huobi_url, huobiBTC, BTC);
Task.Run(() => huobiClientBTC.Start());
string huobiRequestJsonBTC = HuobiRequestGenerator(huobiBTC.Symbol);
Task.Run(() => huobiClientBTC.Send($"{huobiRequestJsonBTC}"));
// LTC
SymbolState gateioLTC = new SymbolState("gate.io", "LTC");
SymbolState okexLTC = new SymbolState("okex", "LTC");
SymbolState huobiLTC = new SymbolState("huobi", "LTC");
MarketState LTC = new MarketState("LTC", ref gateioLTC, ref okexLTC, ref huobiLTC, 1m, 0.1m, 1m);
WebsocketClient gateioClientLTC = StartGateIO(gateio_url, gateioLTC, LTC);
Task.Run(() => gateioClientLTC.Start());
string gateioRequestJsonLTC = GateioRequestGenerator(gateioLTC.Symbol);
Task.Run(() => gateioClientLTC.Send($"{gateioRequestJsonLTC}"));
WebsocketClient okexClientLTC = StartOkex(okex_url, okexLTC, LTC);
Task.Run(() => okexClientLTC.Start());
string okexRequestJsonLTC = OkexRequestGenerator(okexLTC.Symbol);
Task.Run(() => okexClientLTC.Send($"{okexRequestJsonLTC}"));
WebsocketClient huobiClientLTC = StartHuobi(huobi_url, huobiLTC, LTC);
Task.Run(() => huobiClientLTC.Start());
string huobiRequestJsonLTC = HuobiRequestGenerator(huobiLTC.Symbol);
Task.Run(() => huobiClientLTC.Send($"{huobiRequestJsonLTC}"));
// ONT
SymbolState gateioONT = new SymbolState("gate.io", "ONT");
SymbolState okexONT = new SymbolState("okex", "ONT");
SymbolState huobiONT = new SymbolState("huobi", "ONT");
MarketState ONT = new MarketState("ONT", ref gateioONT, ref okexONT, ref huobiONT, 1m, 0.1m, 10m);
WebsocketClient gateioClientONT = StartGateIO(gateio_url, gateioONT, ONT);
Task.Run(() => gateioClientONT.Start());
string gateioRequestJsonONT = GateioRequestGenerator(gateioONT.Symbol);
Task.Run(() => gateioClientONT.Send($"{gateioRequestJsonONT}"));
WebsocketClient okexClientONT = StartOkex(okex_url, okexONT, ONT);
Task.Run(() => okexClientONT.Start());
string okexRequestJsonONT = OkexRequestGenerator(okexONT.Symbol);
Task.Run(() => okexClientONT.Send($"{okexRequestJsonONT}"));
WebsocketClient huobiClientONT = StartHuobi(huobi_url, huobiONT, ONT);
Task.Run(() => huobiClientONT.Start());
string huobiRequestJsonONT = HuobiRequestGenerator(huobiONT.Symbol);
Task.Run(() => huobiClientONT.Send($"{huobiRequestJsonONT}"));
// EOS
SymbolState gateioEOS = new SymbolState("gate.io", "EOS");
SymbolState okexEOS = new SymbolState("okex", "EOS");
SymbolState huobiEOS = new SymbolState("huobi", "EOS");
MarketState EOS = new MarketState("EOS", ref gateioEOS, ref okexEOS, ref huobiEOS, 1m, 0.1m, 10m);
WebsocketClient gateioClientEOS = StartGateIO(gateio_url, gateioEOS, EOS);
Task.Run(() => gateioClientEOS.Start());
string gateioRequestJsonEOS = GateioRequestGenerator(gateioEOS.Symbol);
Task.Run(() => gateioClientEOS.Send($"{gateioRequestJsonEOS}"));
WebsocketClient okexClientEOS = StartOkex(okex_url, okexEOS, EOS);
Task.Run(() => okexClientEOS.Start());
string okexRequestJsonEOS = OkexRequestGenerator(okexEOS.Symbol);
Task.Run(() => okexClientEOS.Send($"{okexRequestJsonEOS}"));
WebsocketClient huobiClientEOS = StartHuobi(huobi_url, huobiEOS, EOS);
Task.Run(() => huobiClientEOS.Start());
string huobiRequestJsonEOS = HuobiRequestGenerator(huobiEOS.Symbol);
Task.Run(() => huobiClientEOS.Send($"{huobiRequestJsonEOS}"));
exitEvent.WaitOne();
}
public static WebsocketClient StartOkex(Uri okex_url, SymbolState symObj, MarketState marketObj)
{
List <ValueVolume> asks_vols = new List <ValueVolume>();
List <ValueVolume> bids_vols = new List <ValueVolume>();
var okexClient = new WebsocketClient(okex_url);
okexClient.ReconnectTimeout = TimeSpan.FromSeconds(30);
okexClient.ReconnectionHappened.Subscribe(info =>
Console.WriteLine($"Reconnection happened, type: {info.Type}"));
okexClient
.MessageReceived
.ObserveOn(TaskPoolScheduler.Default)
.Synchronize(GATE1)
.Subscribe(msg =>
{
byte[] bytes = msg.Binary;
string okexJson = DecompressOkex(bytes);
WriteResponce("okex", okexJson);
if (okexJson.Contains("event"))
{
OkexJson.OkexInit okex = JsonSerializer.Deserialize <OkexJson.OkexInit>(okexJson);
if (okex.Channel == $"spot/depth:{symObj.Symbol}-USDT" && okex.Event == "subscribe")
{
Console.WriteLine($"okex: {symObj.Symbol}-USDT ok!");
}
}
else if (okexJson.Contains("table"))
{
OkexJson.OkexCoin okex = JsonSerializer.Deserialize <OkexJson.OkexCoin>(okexJson);
if (okex.Table == "spot/depth")
{
if (okex.Action == "partial")
{
asks_vols.Clear();
bids_vols.Clear();
OkexJson.Data okexData = JsonSerializer.Deserialize <OkexJson.Data>(okex.Data[0].ToString());
if (okexData.InstrumentID == $"{symObj.Symbol}-USDT")
{
foreach (object array in okexData.Asks)
{
List <string> ask_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(ask_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(ask_vol[1], CultureInfo.InvariantCulture);
asks_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
foreach (object array in okexData.Bids)
{
List <string> bid_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(bid_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(bid_vol[1], CultureInfo.InvariantCulture);
bids_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
}
else if (okex.Action == "update")
{
OkexJson.Data okexData = JsonSerializer.Deserialize <OkexJson.Data>(okex.Data[0].ToString());
if (okexData.InstrumentID == $"{symObj.Symbol}-USDT")
{
foreach (object array in okexData.Asks)
{
List <string> ask_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(ask_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(ask_vol[1], CultureInfo.InvariantCulture);
bool isFound = false;
foreach (ValueVolume vv in asks_vols)
{
if (value == vv.Value)
{
vv.Volume = volume;
isFound = true;
}
}
if (!isFound)
{
asks_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
foreach (object array in okexData.Bids)
{
List <string> bid_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(bid_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(bid_vol[1], CultureInfo.InvariantCulture);
bool isFound = false;
foreach (ValueVolume vv in bids_vols)
{
if (value == vv.Value)
{
vv.Volume = volume;
isFound = true;
}
}
if (!isFound)
{
bids_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
}
}
asks_vols.RemoveAll(x => x.Volume <= marketObj.MinVolume);
bids_vols.RemoveAll(x => x.Volume <= marketObj.MinVolume);
asks_vols.Sort((a, b) => a.Value.CompareTo(b.Value));
bids_vols.Sort((a, b) => b.Value.CompareTo(a.Value));
WriteGlass("okex", symObj.Symbol, asks_vols, bids_vols);
foreach (ValueVolume vv in asks_vols)
{
if (vv.Volume >= marketObj.MinVolume)
{
symObj.Ask = vv.Value;
marketObj.WriteMarket();
break;
}
}
foreach (ValueVolume vv in bids_vols)
{
if (vv.Volume >= marketObj.MinVolume)
{
symObj.Bid = vv.Value;
marketObj.WriteMarket();
break;
}
}
}
}
});
return(okexClient);
}
public static WebsocketClient StartHuobi(Uri huobi_url, SymbolState symObj, MarketState marketObj)
{
var huobiClient = new WebsocketClient(huobi_url);
huobiClient.ReconnectTimeout = TimeSpan.FromSeconds(30);
huobiClient.ReconnectionHappened.Subscribe(info =>
Console.WriteLine($"Reconnection happened, type: {info.Type}"));
huobiClient
.MessageReceived
.ObserveOn(TaskPoolScheduler.Default)
.Synchronize(GATE1)
.Subscribe(msg =>
{
byte[] bytes = msg.Binary;
string huobiJson = Encoding.UTF8.GetString(DecompressHuobi(bytes));
//Console.WriteLine(huobiJson);
WriteResponce("Huobi Global", huobiJson);
if (huobiJson.Contains("status"))
{
HuobiJson.Init huobiData = JsonSerializer.Deserialize <HuobiJson.Init>(huobiJson);
if (huobiData.Status == "ok" && huobiData.Subbed == $"market.{symObj.Symbol.ToLower()}usdt.depth.step0")
{
Console.WriteLine($"huobi: {symObj.Symbol}-USDT ok!");
}
}
else if (huobiJson.Contains("tick"))
{
HuobiJson.Data huobiData = JsonSerializer.Deserialize <HuobiJson.Data>(huobiJson);
foreach (object Ask in huobiData.Tick.Asks)
{
List <decimal> ask_vol = JsonSerializer.Deserialize <List <decimal> >(Ask.ToString());
if (ask_vol[1] >= marketObj.MinVolume)
{
decimal ask = ask_vol[0];
symObj.Ask = ask;
break;
}
}
foreach (object Bid in huobiData.Tick.Bids)
{
List <decimal> bid_vol = JsonSerializer.Deserialize <List <decimal> >(Bid.ToString());
if (bid_vol[1] >= marketObj.MinVolume)
{
decimal bid = bid_vol[0];
symObj.Bid = bid;
break;
}
}
marketObj.WriteMarket();
}
else if (huobiJson.Contains("ping"))
{
HuobiJson.Ping huobiData = JsonSerializer.Deserialize <HuobiJson.Ping>(huobiJson);
long pingId = huobiData.PingId;
HuobiJson.Pong pongReq = new HuobiJson.Pong()
{
PongId = pingId
};
string pongJson = JsonSerializer.Serialize <HuobiJson.Pong>(pongReq);
Task.Run(() => huobiClient.Send($"{pongJson}"));
//Console.WriteLine($"Huobi {symObj.Symbol} Pong");
}
});
return(huobiClient);
}
public static WebsocketClient StartGateIO(Uri gateio_url, SymbolState symObj, MarketState marketObj)
{
List <ValueVolume> asks_vols = new List <ValueVolume>();
List <ValueVolume> bids_vols = new List <ValueVolume>();
var gateioClient = new WebsocketClient(gateio_url);
gateioClient.ReconnectTimeout = TimeSpan.FromSeconds(30);
gateioClient.ReconnectionHappened.Subscribe(info =>
Console.WriteLine($"Reconnection happened, type: {info.Type}"));
gateioClient
.MessageReceived
.ObserveOn(TaskPoolScheduler.Default)
.Synchronize(GATE1)
.Subscribe(msg =>
{
string gateioJson = msg.ToString();
WriteResponce("gate.io", gateioJson);
if (gateioJson.Contains("result"))
{
GateIOJson.GateIOInit gateio = JsonSerializer.Deserialize <GateIOJson.GateIOInit>(gateioJson);
if (gateio.Result.Status == "success")
{
Console.WriteLine($"gateio: {symObj.Symbol}-USDT ok!");
}
}
else if (gateioJson.Contains("method"))
{
GateIOJson.GateIOCoin gateio = JsonSerializer.Deserialize <GateIOJson.GateIOCoin>(gateioJson);
string symbol = gateio.Params[2].ToString();
bool isClean = Convert.ToBoolean(gateio.Params[0].ToString());
if (symbol == $"{symObj.Symbol}_USDT")
{
if (isClean)
{
asks_vols.Clear();
bids_vols.Clear();
GateIOJson.ParamsAskBid gateioAskBid = JsonSerializer.Deserialize <GateIOJson.ParamsAskBid>(gateio.Params[1].ToString());
foreach (object array in gateioAskBid.Asks)
{
List <string> ask_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(ask_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(ask_vol[1], CultureInfo.InvariantCulture);
asks_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
foreach (object array in gateioAskBid.Bids)
{
List <string> bid_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(bid_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(bid_vol[1], CultureInfo.InvariantCulture);
bids_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
else if (!isClean)
{
if (gateio.Params[1].ToString().Contains("asks") && !(gateio.Params[1].ToString().Contains("bids")))
{
GateIOJson.ParamsAsk gateioAsk = JsonSerializer.Deserialize <GateIOJson.ParamsAsk>(gateio.Params[1].ToString());
foreach (object array in gateioAsk.Asks)
{
List <string> ask_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(ask_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(ask_vol[1], CultureInfo.InvariantCulture);
bool isFound = false;
foreach (ValueVolume vv in asks_vols)
{
if (value == vv.Value)
{
vv.Volume = volume;
isFound = true;
}
}
if (!isFound)
{
asks_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
}
else if (gateio.Params[1].ToString().Contains("bids") && !(gateio.Params[1].ToString().Contains("asks")))
{
GateIOJson.ParamsBid gateioBid = JsonSerializer.Deserialize <GateIOJson.ParamsBid>(gateio.Params[1].ToString());
foreach (object array in gateioBid.Bids)
{
List <string> bid_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(bid_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(bid_vol[1], CultureInfo.InvariantCulture);
bool isFound = false;
foreach (ValueVolume vv in bids_vols)
{
if (value == vv.Value)
{
vv.Volume = volume;
isFound = true;
}
}
if (!isFound)
{
bids_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
}
else if (gateio.Params[1].ToString().Contains("bids") && gateio.Params[1].ToString().Contains("asks"))
{
GateIOJson.ParamsAskBid gateioAskBid = JsonSerializer.Deserialize <GateIOJson.ParamsAskBid>(gateio.Params[1].ToString());
foreach (object array in gateioAskBid.Asks)
{
List <string> ask_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(ask_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(ask_vol[1], CultureInfo.InvariantCulture);
bool isFound = false;
foreach (ValueVolume vv in asks_vols)
{
if (value == vv.Value)
{
vv.Volume = volume;
isFound = true;
}
}
if (!isFound)
{
asks_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
foreach (object array in gateioAskBid.Bids)
{
List <string> bid_vol = JsonSerializer.Deserialize <List <string> >(array.ToString());
decimal value = Convert.ToDecimal(bid_vol[0], CultureInfo.InvariantCulture);
decimal volume = Convert.ToDecimal(bid_vol[1], CultureInfo.InvariantCulture);
bool isFound = false;
foreach (ValueVolume vv in bids_vols)
{
if (value == vv.Value)
{
vv.Volume = volume;
isFound = true;
}
}
if (!isFound)
{
bids_vols.Add(new ValueVolume()
{
Value = value, Volume = volume
});
}
}
}
}
asks_vols.RemoveAll(x => x.Volume <= marketObj.MinVolume);
bids_vols.RemoveAll(x => x.Volume <= marketObj.MinVolume);
asks_vols.Sort((a, b) => a.Value.CompareTo(b.Value));
bids_vols.Sort((a, b) => b.Value.CompareTo(a.Value));
WriteGlass("gate.io", symObj.Symbol, asks_vols, bids_vols);
foreach (ValueVolume vv in asks_vols)
{
if (vv.Volume >= marketObj.MinVolume)
{
symObj.Ask = vv.Value;
marketObj.WriteMarket();
break;
}
}
foreach (ValueVolume vv in bids_vols)
{
if (vv.Volume >= marketObj.MinVolume)
{
symObj.Bid = vv.Value;
marketObj.WriteMarket();
break;
}
}
}
}
});
return(gateioClient);
}