public BitstampExchange(
BitstampConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository,
ILog log)
: base(Name, config, translatedSignalsRepository, log)
{
this.config = config;
this.log = log;
}
public OandaExchange(OandaConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, ILog log) :
base(Name, config, translatedSignalsRepository, log)
{
var client = new ApiClient(OandaHttpClient.CreateHttpClient(OandaAuth.Token), log);
accounts = new Accounts(client);
prices = new Prices(client);
instruments = new Instruments(client);
}
public JfdExchange(JfdExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, JfdOrderBooksHarvester harvester, IHandler <ExecutionReport> executionHandler, ILog log) : base(Name, config, translatedSignalsRepository, log)
{
_connector = new JfdTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetTradingFixConfigAsReader()), log);
_harvester = harvester;
_executionHandler = executionHandler;
_modelConverter = new JfdModelConverter(config);
_log = log.CreateComponentScope(nameof(JfdExchange));
harvester.MaxOrderBookRate = config.MaxOrderBookRate;
}
public LogsController(
INoSQLTableStorage <LogEntity> logsStorage,
INoSQLTableStorage <FixMessageTableEntity> fixMessagesStorage,
TranslatedSignalsRepository translatedSignalsRepository)
{
_logsStorage = logsStorage;
_fixMessagesStorage = fixMessagesStorage;
_translatedSignalsRepository = translatedSignalsRepository;
}
public StubExchange(StubExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
: base(Name, config, translatedSignalsRepository, log)
{
this.config = config;
_tickPriceHandler = tickPriceHandler;
_tradeHandler = tradeHandler;
decimal initialValue = 100m;
Positions = Instruments.ToDictionary(x => x.Name, x => new Position(x, initialValue));
ActualSignals = Instruments.ToDictionary(x => x.Name, x => new LinkedList <TradingSignal>());
}
public LykkeExchange(LykkeExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
: base(Name, config, translatedSignalsRepository, log)
{
_tickPriceHandler = tickPriceHandler;
_tradeHandler = tradeHandler;
var httpClient = new HttpClient();
httpClient.DefaultRequestHeaders.Add("api-key", Config.ApiKey);
apiClient = new ApiClient(httpClient, log);
_lastBids = Instruments.ToDictionary(x => x.Name, x => 0m);
_lastAsks = Instruments.ToDictionary(x => x.Name, x => 0m);
}
public IcmExchange(IcmTickPriceHarvester tickPriceHarvester,
IcmExchangeConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository,
IcmModelConverter converter,
ILog log)
: base(Name, config, translatedSignalsRepository, log)
{
_config = config;
_converter = converter;
_tickPriceHarvester = tickPriceHarvester;
_tradeSessionConnector = new IcmTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetFixConfigAsReader()), log);
_log = log;
}
public GdaxExchange(GdaxExchangeConfiguration configuration, TranslatedSignalsRepository translatedSignalsRepository,
GdaxOrderBooksHarvester orderBookHarvester, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
: base(Name, configuration, translatedSignalsRepository, log)
{
_configuration = configuration;
_converters = new GdaxConverters(configuration.SupportedCurrencySymbols, Name);
_orderBooksHarvester = orderBookHarvester;
_tickPriceHandler = tickPriceHandler;
_tradeHandler = tradeHandler;
_restApi = CreateRestApiClient();
_websocketApi = CreateWebSocketsApiClient();
}
protected Exchange(string name, IExchangeConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository, ILog log)
{
Name = name;
Config = config;
State = ExchangeState.Initializing;
LykkeLog = log;
Instruments = config.SupportedCurrencySymbols?.Select(x => new Instrument(Name, x.LykkeSymbol)).ToList() ?? new List <Instrument>();
if (!Instruments.Any() && config.UseSupportedCurrencySymbolsAsFilter != false)
{
throw new ArgumentException($"There is no instruments in the settings for {Name} exchange");
}
}
protected Exchange(string name, IExchangeConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository, ILog log)
{
Name = name;
Config = config;
State = ExchangeState.Initializing;
LykkeLog = log;
if (config.SupportedCurrencySymbols == null ||
config.SupportedCurrencySymbols.Count == 0)
{
throw new ArgumentException($"There is no instruments in the settings for {Name} exchange");
}
Instruments = config.SupportedCurrencySymbols
.Select(x => new Instrument(Name, x.LykkeSymbol)).ToList();
}
public KrakenExchange(KrakenConfig config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log) :
base(Name, config, translatedSignalsRepository, log)
{
this.config = config;
_tickPriceHandler = tickPriceHandler;
_tradeHandler = tradeHandler;
var httpClient = new HttpClient()
{
Timeout = TimeSpan.FromSeconds(3)
}; // TODO: HttpClient have to be Singleton
publicData = new PublicData(new ApiClient(httpClient, log));
privateData = new PrivateData(new ApiClient(new HttpClient()
{
Timeout = TimeSpan.FromSeconds(30)
}, log), config.ApiKey, config.PrivateKey,
new NonceProvider(), Config.SupportedCurrencySymbols);
}
public BitfinexExchange(BitfinexExchangeConfiguration configuration,
TranslatedSignalsRepository translatedSignalsRepository,
BitfinexOrderBooksHarvester orderBooksHarvester,
BitfinexExecutionHarvester executionHarvester, ILog log)
: base(Name, configuration, translatedSignalsRepository, log)
{
_modelConverter = new BitfinexModelConverter(configuration);
_orderBooksHarvester = orderBooksHarvester;
_executionHarvester = executionHarvester;
var credenitals = new BitfinexServiceClientCredentials(configuration.ApiKey, configuration.ApiSecret);
_exchangeApi = new BitfinexApi(credenitals)
{
BaseUri = new Uri(configuration.EndpointUrl)
};
orderBooksHarvester.MaxOrderBookRate = configuration.MaxOrderBookRate;
}
public TradingSignalsHandler(IEnumerable <Exchange> exchanges, ILog logger,
IHandler <ExecutionReport> acknowledHandler,
IHandler <ExecutionReport> tradeHandler,
TranslatedSignalsRepository translatedSignalsRepository,
TimeSpan apiTimeout,
RabbitMqSubscriber <TradingSignal> messageProducer,
bool enabled)
{
this.exchanges = exchanges.ToDictionary(k => k.Name);
this.logger = logger;
_acknowledHandler = acknowledHandler;
_tradeHandler = tradeHandler;
this.translatedSignalsRepository = translatedSignalsRepository;
this.apiTimeout = apiTimeout;
_messageProducer = messageProducer;
_enabled = enabled;
if (enabled)
{
messageProducer.Subscribe(Handle);
}
}
public HistoricalDataExchange(HistoricalDataConfig config, TranslatedSignalsRepository translatedSignalsRepository, IHandler <TickPrice> tickHandler, ILog log) :
base(Name, config, translatedSignalsRepository, log)
{
this.config = config;
_tickHandler = tickHandler;
}
public OrdersController(IApplicationFacade app, AppSettings appSettings, TranslatedSignalsRepository translatedSignalsRepository)
: base(app)
{
_translatedSignalsRepository = translatedSignalsRepository;
_timeout = appSettings.AspNet.ApiTimeout;
}