public CandleStream(CurrencyPair pair, EMarketPeriod period, CandleDataCache owner)
{
try
{
Cache = owner;
Pair = pair;
Period = period;
CandleData = new List <MarketChartData>();
// Create the stream connection and start buffering events
m_pending = new List <CandleUpdate>();
Socket = new WebSocket(Api.Shutdown);
// Request a snapshot to initialise the candle data
// We can only buffer a limited range of candles. Outside that range forward to the rest api
lock (CandleData)
{
// Get the most recent candle data
CandleData = Api.GetChartData(Pair, period).Result;
CandleData.Sort(x => x.Time);
}
}
catch
{
Dispose();
throw;
}
}
// Notes:
// - API Info:
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md
public BinanceApi(string key, string secret, CancellationToken shutdown, Logger log)
: base(key, secret, shutdown, 6, "https://api.binance.com/", "wss://stream.binance.com:9443/")
{
try
{
Log = new Logger("BinanceApi", log);
SymbolRules = new SymbolRulesMap();
TickerData = new TickerDataCache(this);
MarketData = new MarketDataCache(this);
CandleData = new CandleDataCache(this);
UserData = new UserDataCache(this);
}
catch
{
Dispose();
throw;
}
}
