private static async Task<ICryptoOrderBook> StartBitfinex(string pair, bool optimized, bool l2Optimized)
{
var url = BitfinexValues.ApiWebsocketUrl;
var communicator = new BitfinexWebsocketCommunicator(url) { Name = "Bitfinex" };
var client = new BitfinexWebsocketClient(communicator);
var source = new BitfinexOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Send configuration request to enable server timestamps
client.Send(new ConfigurationRequest(ConfigurationFlag.Sequencing | ConfigurationFlag.Timestamp));
// Send subscription request to order book data
client.Send(new Bitfinex.Client.Websocket.Requests.Subscriptions.BookSubscribeRequest(pair,
BitfinexPrecision.P0, BitfinexFrequency.Realtime, "100"));
return orderBook;
}
public async Task AutoSnapshotReloading_ShouldWorkAfterTimeout()
{
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
using (var client = new BitfinexWebsocketClient(communicator))
{
var pair = "LTCUSD";
var source = new BitfinexOrderBookSource(client)
{
LoadSnapshotEnabled = true
};
var orderBook = new CryptoOrderBook(pair, source)
{
SnapshotReloadTimeout = TimeSpan.FromSeconds(5),
SnapshotReloadEnabled = true
};
await Task.Delay(TimeSpan.FromSeconds(13));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
public async Task PingPong()
{
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
PongResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.PongStream.Subscribe(pong =>
{
received = pong;
receivedEvent.Set();
});
await communicator.Start();
client.Send(new PingRequest()
{
Cid = 123456
});
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
Assert.Equal(123456, received.Cid);
Assert.True(DateTime.UtcNow.Subtract(received.Ts).TotalSeconds < 15);
}
}
}
public async Task Authentication()
{
Skip.If(string.IsNullOrWhiteSpace(API_SECRET));
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
AuthenticationResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.AuthenticationStream.Subscribe(auth =>
{
received = auth;
receivedEvent.Set();
});
await communicator.Start();
client.Authenticate(API_KEY, API_SECRET);
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
Assert.True(received.IsAuthenticated);
}
}
}
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
using (var client = new BitfinexWebsocketClient(communicator))
{
var pair = "BTCUSD";
var source = new BitfinexOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
client.Send(new BookSubscribeRequest(pair, BitfinexPrecision.P0, BitfinexFrequency.Realtime, "100"));
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
private static async Task <CryptoOrderBook> StartBitfinex(string pair, bool optimized)
{
var url = BitfinexValues.ApiWebsocketUrl;
var communicator = new BitfinexWebsocketCommunicator(url)
{
Name = "Bitfinex"
};
var client = new BitfinexWebsocketClient(communicator);
var source = new BitfinexOrderBookL3Source(client);
var orderBook = new CryptoOrderBook(pair, source, CryptoOrderBookType.L3);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Send configuration request to enable server timestamps
client.Send(new ConfigurationRequest(ConfigurationFlag.Sequencing | ConfigurationFlag.Timestamp));
// Send subscription request to raw order book data
client.Send(new Bitfinex.Client.Websocket.Requests.Subscriptions.RawBookSubscribeRequest(pair, "100"));
return(orderBook);
}
public BitfinexWebsocketClient(BitfinexWebsocketCommunicator communicator)
{
BfxValidations.ValidateInput(communicator, nameof(communicator));
_communicator = communicator;
_channelIdToHandler[0] = Streams.HandleAccountInfo;
_messageReceivedSubsciption = _communicator.MessageReceived.Subscribe(HandleMessage);
}
public BitfinexWebsocketClient()
{
var url = BitfinexValues.ApiWebsocketUrl;
_communicator = new BitfinexWebsocketCommunicator(url);
_channelIdToHandler[0] = Streams.HandleAccountInfo;
_messageReceivedSubsciption = _communicator.MessageReceived.Subscribe(HandleMessage);
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BITFINEX CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
communicator.Name = "Bitfinex-1";
communicator.ReconnectTimeout = TimeSpan.FromSeconds(30);
communicator.ReconnectionHappened.Subscribe(info =>
Log.Information($"Reconnection happened, type: {info.Type}"));
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.InfoStream.Subscribe(info =>
{
Log.Information(
$"Info received version: {info.Version}, reconnection happened, resubscribing to streams");
SendSubscriptionRequests(client).Wait();
});
SubscribeToStreams(client);
communicator.Start();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BITFINEX CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
//var url = new Uri("wss://real.okex.com:10441/websocket");
var url = BitfinexValues.ApiWebsocketUrl;
var communicator = new BitfinexWebsocketCommunicator(url);
var client = new BitfinexWebsocketClient(communicator);
client.Streams.InfoStream.Subscribe(info =>
{
client.Authenticate(API_KEY, API_SECRET);
client.Send(new PingRequest()
{
Cid = 123456
});
Log.Information($"Info received version: {info.Version}, reconnection happened, resubscribing to streams");
SendSubscriptionRequests(client);
});
SubscribeToStreams(client);
communicator.Start();
ExitEvent.WaitOne();
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
public static void Start()
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BITFINEX CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
communicator.ReconnectTimeoutMs = (int)TimeSpan.FromSeconds(30).TotalMilliseconds;
communicator.ReconnectionHappened.Subscribe(type =>
Log.Information($"Reconnection happened, type: {type}"));
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.InfoStream.Subscribe(info =>
{
Log.Information($"Info received version: {info.Version}, reconnection happened, resubscribing to streams");
SendSubscriptionRequests(client).Wait();
});
SubscribeToStreams(client);
communicator.Start();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
private static (ITradeSource, IWebsocketClient) GetBitfinex(string pair)
{
var url = BitfinexValues.ApiWebsocketUrl;
var communicator = new BitfinexWebsocketCommunicator(url)
{
Name = "Bitfinex"
};
var client = new BitfinexWebsocketClient(communicator);
var source = new BitfinexTradeSource(client);
communicator.ReconnectionHappened.Subscribe(x =>
{
client.Send(new Bitfinex.Client.Websocket.Requests.Subscriptions.TradesSubscribeRequest(pair));
});
return(source, communicator);
}
public async Task PingPong()
{
Log.Logger = new LoggerConfiguration()
.MinimumLevel.Verbose()
.WriteTo.File(logPath, rollingInterval: RollingInterval.Day)
.WriteTo.ColoredConsole(LogEventLevel.Verbose)
.CreateLogger();
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
PongResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.PongStream.Subscribe(pong =>
{
received = pong;
receivedEvent.Set();
});
await communicator.Start();
await client.Send(new PingRequest()
{
Cid = 123456
});
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
Assert.Equal(123456, received.Cid);
Assert.True(DateTime.UtcNow.Subtract(received.Ts).TotalSeconds < 15);
}
}
}
public async Task OnStarting_ShouldGetInfoResponse()
{
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
string received = null;
var receivedEvent = new ManualResetEvent(false);
communicator.MessageReceived.Subscribe(msg =>
{
received = msg;
receivedEvent.Set();
});
await communicator.Start();
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
Assert.Contains("\"event\":\"info\",\"version\":2", received);
}
}
public async Task Authentication()
{
Log.Logger = new LoggerConfiguration()
.MinimumLevel.Verbose()
.WriteTo.File(logPath, rollingInterval: RollingInterval.Day)
.WriteTo.ColoredConsole(LogEventLevel.Verbose)
.CreateLogger();
Skip.If(string.IsNullOrWhiteSpace(API_SECRET));
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
AuthenticationResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.AuthenticationStream.Subscribe(auth =>
{
received = auth;
receivedEvent.Set();
});
await communicator.Start();
await client.Authenticate(API_KEY, API_SECRET);
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
Assert.True(received.IsAuthenticated);
}
}
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BITFINEX CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.PongStream.Subscribe(pong => Log.Information($"Pong received! Id: {pong.Cid}"));
client.Streams.TickerStream.Subscribe(ticker => Log.Information($"{ticker.Pair} - last price: {ticker.LastPrice}"));
client.Streams.AuthenticationStream.Subscribe(auth => Log.Information($"Authenticated: {auth.IsAuthenticated}"));
client.Streams.WalletsStream
.Subscribe(wallets => wallets.ToList().ForEach(wallet =>
Log.Information($"Wallet {wallet.Currency} balance: {wallet.Balance}")));
communicator.Start().Wait();
client.Send(new PingRequest()
{
Cid = 123456
});
client.Send(new TickerSubscribeRequest("BTC/USD"));
client.Send(new TickerSubscribeRequest("ETH/USD"));
if (!string.IsNullOrWhiteSpace(API_SECRET))
{
client.Authenticate(API_KEY, API_SECRET);
// Place BUY order
// client.Send(new NewOrderRequest(33, 1, "ETH/USD", OrderType.ExchangeLimit, 0.2, 100));
// Place SELL order
// client.Send(new NewOrderRequest(33, 2, "ETH/USD", OrderType.ExchangeLimit, -0.2, 2000));
// Cancel order
// client.Send(new CancelOrderRequest(1));
}
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BITFINEX CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitfinexValues.ApiWebsocketUrl;
using (var communicator = new BitfinexWebsocketCommunicator(url))
{
using (var client = new BitfinexWebsocketClient(communicator))
{
client.Streams.PongStream.Subscribe(pong => Log.Information($"Pong received! Id: {pong.Cid}"));
client.Streams.TickerStream.Subscribe(ticker =>
Log.Information($"{ticker.Pair} - last price: {ticker.LastPrice}, bid: {ticker.Bid}, ask: {ticker.Ask}"));
client.Streams.TradesStream.Where(x => x.Type == TradeType.Executed).Subscribe(x =>
Log.Information($"Trade {x.Pair} executed. Time: {x.Mts:mm:ss.fff}, Amount: {x.Amount}, Price: {x.Price}"));
client.Streams.CandlesStream.Subscribe(candles =>
{
candles.CandleList.OrderBy(x => x.Mts).ToList().ForEach(x =>
{
Log.Information(
$"Candle(Pair : {candles.Pair} TimeFrame : {candles.TimeFrame.GetStringValue()}) --> {x.Mts} High : {x.High} Low : {x.Low} Open : {x.Open} Close : {x.Close}");
});
});
client.Streams.BookStream.Subscribe(book =>
Log.Information(
$"Book | channel: {book.ChanId} pair: {book.Pair}, price: {book.Price}, amount {book.Amount}, count: {book.Count}"));
client.Streams.CandlesStream.Subscribe(candles =>
{
candles.CandleList.OrderBy(x => x.Mts).ToList().ForEach(x =>
{
Log.Information(
$"Candle(Pair : {candles.Pair} TimeFrame : {candles.TimeFrame.GetStringValue()}) --> {x.Mts} High : {x.High} Low : {x.Low} Open : {x.Open} Close : {x.Close}");
});
});
client.Streams.AuthenticationStream.Subscribe(auth => Log.Information($"Authenticated: {auth.IsAuthenticated}"));
client.Streams.WalletStream
.Subscribe(wallet =>
Log.Information($"Wallet {wallet.Currency} balance: {wallet.Balance} type: {wallet.Type}"));
communicator.Start().Wait();
client.Send(new PingRequest()
{
Cid = 123456
});
client.Send(new TickerSubscribeRequest("BTC/USD"));
client.Send(new TickerSubscribeRequest("ETH/USD"));
//client.Send(new TradesSubscribeRequest("ETH/USD"));
client.Send(new CandlesSubscribeRequest("BTC/USD", BitfinexTimeFrame.OneMinute));
client.Send(new CandlesSubscribeRequest("ETH/USD", BitfinexTimeFrame.OneMinute));
//client.Send(new BookSubscribeRequest("BTC/USD", BitfinexPrecision.P0, BitfinexFrequency.TwoSecDelay));
//client.Send(new BookSubscribeRequest("BTC/USD", BitfinexPrecision.P3, BitfinexFrequency.Realtime));
if (!string.IsNullOrWhiteSpace(API_SECRET))
{
client.Authenticate(API_KEY, API_SECRET);
// Place BUY order
// client.Send(new NewOrderRequest(33, 1, "ETH/USD", OrderType.ExchangeLimit, 0.2, 100));
// Place SELL order
// client.Send(new NewOrderRequest(33, 2, "ETH/USD", OrderType.ExchangeLimit, -0.2, 2000));
// Cancel order
// client.Send(new CancelOrderRequest(1));
}
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}