public BitmexSocketSubscriberDecorator(BitMexExchangeConfiguration configuration, ILog log) { _openMessenger = new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log); _authMessenger = new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log); _openSocket = new BitmexSocketSubscriber(_openMessenger, configuration, log, false); _authSocket = new BitmexSocketSubscriber(_authMessenger, configuration, log, true); }
public BitMexExecutionHarvester(BitMexExchangeConfiguration configuration, IBitmexSocketSubscriber socketSubscriber, ILog log, IHandler <ExecutionReport> tradeHandler) { _socketSubscriber = socketSubscriber; _tradeHandler = tradeHandler; _log = log.CreateComponentScope(nameof(BitMexExecutionHarvester)); _mapper = new BitMexModelConverter(configuration.SupportedCurrencySymbols); }
public BitmexSocketSubscriber(IMessenger <object, string> messenger, BitMexExchangeConfiguration configuration, ILog log, bool authorized = false) : base(messenger, log) { _authorized = authorized; _configuration = configuration; _log = log.CreateComponentScope(nameof(BitmexSocketSubscriber)); _pingTimer = new Timer(SendPing); }
public BitMexPriceHarvester( BitMexExchangeConfiguration configuration, IBitmexSocketSubscriber socketSubscriber, ILog log, IHandler <TickPrice> tickPriceHandler) { _socketSubscriber = socketSubscriber; _log = log; _tickPriceHandler = tickPriceHandler; _mapper = new BitMexModelConverter(configuration.SupportedCurrencySymbols); }
public BitMexOrderBooksHarvester( BitMexExchangeConfiguration configuration, ILog log, IBitmexSocketSubscriber socketSubscriber, IHandler <OrderBook> orderBookHandler) : base(BitMexExchange.Name, configuration, new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, orderBookHandler) { _socketSubscriber = socketSubscriber; }
public BitMexOrderHarvester( BitMexExchangeConfiguration configuration, IBitmexSocketSubscriber socketSubscriber, IHandler <ExecutionReport> tradeHandler, ILog log) { _socketSubscriber = socketSubscriber; _log = log; _tradeHandler = tradeHandler; _mapper = new BitMexModelConverter(configuration.SupportedCurrencySymbols); }
public BitMexExchange(BitMexExchangeConfiguration configuration, TranslatedSignalsRepository translatedSignalsRepository, BitMexOrderBooksHarvester orderBooksHarvester, BitMexOrderHarvester orderHarvester, BitMexPriceHarvester priceHarvester, BitMexExecutionHarvester executionHarvester, ILog log) : base(Name, configuration, translatedSignalsRepository, log) { _orderBooksHarvester = orderBooksHarvester; _orderHarvester = orderHarvester; _priceHarvester = priceHarvester; _executionHarvester = executionHarvester; var credenitals = new BitMexServiceClientCredentials(configuration.ApiKey, configuration.ApiSecret); _exchangeApi = new BitMEXAPI(credenitals) { BaseUri = new Uri(configuration.EndpointUrl) }; orderBooksHarvester.MaxOrderBookRate = configuration.MaxOrderBookRate; }
public BitMexModelConverter(IReadOnlyCollection <CurrencySymbol> currencySymbols, BitMexExchangeConfiguration config) : base(currencySymbols, BitMexExchange.Name, config.UseSupportedCurrencySymbolsAsFilter) { }