private static async Task<ICryptoOrderBook> StartBinance(string pair, bool optimized, bool l2Optimized)
{
var url = BinanceValues.ApiWebsocketUrl;
var communicator = new BinanceWebsocketCommunicator(url) { Name = "Binance" };
var client = new BinanceWebsocketClient(communicator);
client.SetSubscriptions(
new OrderBookDiffSubscription(pair)
);
var source = new BinanceOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Binance is special
// We need to load snapshot in advance manually via REST call
_ = source.LoadSnapshot(communicator, pair);
return orderBook;
}
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
using (var client = new BinanceWebsocketClient(communicator))
{
var pair = "BTCUSDT";
client.SetSubscriptions(
new OrderBookDiffSubscription(pair)
);
var source = new BinanceOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
// Binance is special
// We need to load snapshot in advance manually via REST call
await source.LoadSnapshot(pair);
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}