public void ConfigureMap(IMapperConfigurationExpression cfg)
{
cfg.CreateMap <CandleResponse, CandleDto>()
.ForMember(d => d.ExchangeName, o => o.MapFrom(s => ExchangeConfig.ExchangeName))
.ForMember(d => d.Instrument, o => o.MapFrom(s => _exchangeApi.ToInstrumentType(s.Symbol)))
.ForMember(d => d.Period, o => o.Ignore());
cfg.CreateMap <TradeResponse, TradeDto>()
.ForMember(d => d.ExchangeName, o => o.MapFrom(s => ExchangeConfig.ExchangeName))
.ForMember(d => d.Instrument, o => o.MapFrom(s => _exchangeApi.ToInstrumentType(s.Symbol)))
.ForMember(d => d.Side, o => o.MapFrom(s => BitmexUtils.ToTradeType(s.Side)))
.ForMember(d => d.Timestamp, o => o.MapFrom(s => BitmexUtils.Now()));
cfg.CreateMap <BookResponse, BookDto>()
.ForMember(d => d.Instrument, o => o.MapFrom(s => _exchangeApi.ToInstrumentType(s.Symbol)))
.ForMember(d => d.Side, o => o.MapFrom(s => BitmexUtils.ToTradeType(s.Side)));
cfg.CreateMap <OrderResponse, OrderDto>()
.ForMember(d => d.ExchangeName, o => o.MapFrom(s => ExchangeConfig.ExchangeName))
.ForMember(d => d.Instrument, o => o.MapFrom(s => _exchangeApi.ToInstrumentType(s.Symbol)))
.ForMember(d => d.Side, o => o.MapFrom(s => BitmexUtils.ToTradeType(s.Side)))
.ForMember(d => d.Timestamp, o => o.MapFrom(s => BitmexUtils.Now()));
cfg.CreateMap <PositionResponse, PositionDto>()
.ForMember(d => d.ExchangeName, o => o.MapFrom(s => ExchangeConfig.ExchangeName))
.ForMember(d => d.Instrument, o => o.MapFrom(s => _exchangeApi.ToInstrumentType(s.Symbol)))
.ForMember(d => d.Timestamp, o => o.MapFrom(s => BitmexUtils.Now()));
}
private static string CreateSignature(string secret)
{
var message = $"GET/realtime{BitmexUtils.Expires()}";
var signatureBytes = StorageUtils.EncryptHMACSHA256(Encoding.UTF8.GetBytes(secret), Encoding.UTF8.GetBytes(message));
return(StorageUtils.ByteArrayToHexString(signatureBytes));
}
public static Dictionary <string, string> GetHttpAuthHeaders(string baseUrl, HttpMethod httpMethod, string requestPath, string urlQuery, string key, string secret)
{
var signatureMessage = $"{httpMethod.ToString()}/api/v1{requestPath}{urlQuery}{BitmexUtils.Expires()}";
var signatureBytes = StorageUtils.EncryptHMACSHA256(Encoding.UTF8.GetBytes(secret), Encoding.UTF8.GetBytes(signatureMessage));
return(new Dictionary <string, string>
{
{ "api-expires", BitmexUtils.Expires().ToString() },
{ "api-key", key },
{ "api-signature", StorageUtils.ByteArrayToHexString(signatureBytes) }
});
}
private async Task <List <T> > GetAllAsync <T, TY, TTy>(string path, TTy request)
where T : ExchangeModel where TTy : ICollectionRequest
{
var stopwatch = new Stopwatch();
var total = 0;
var count = 0;
var returnModels = new List <T>();
do
{
using (var client = new ExchangeHttpClient(ExchangeConfig.RestUrl))
{
stopwatch.Restart();
total += count;
request.StartAt = total;
var query = request.AsDictionary().BuildQueryString();
var response = await client.GetAsync <TY>(path, query,
BitmexUtils.GetHttpAuthHeaders(ExchangeConfig.RestUrl, HttpMethod.GET, path, query,
ExchangeConfig.UserConfig.Key, ExchangeConfig.UserConfig.Secret));
if (response == null)
{
throw new NullReferenceException();
}
var models = response.Select(x => Mapper.Map <T>(x)).ToArray();
returnModels.AddRange(models);
count = response.Length;
if (count < request.Count)
{
count = 0;
}
if (stopwatch.Elapsed < TimeSpan.FromSeconds(1.01))
{
await Task.Delay(TimeSpan.FromSeconds(1.5).Subtract(stopwatch.Elapsed));
}
}
} while (count > 0);
return(returnModels);
}
private string GetSocketRequest(ExchangeChannel channel)
{
switch (channel)
{
case ExchangeChannel.Trade:
return(BitmexUtils.GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Trade], ToSymbol(Instrument.BTCUSD)));
case ExchangeChannel.Book:
return(BitmexUtils.GetSocketRequest(ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Book], ToSymbol(Instrument.BTCUSD)));
case ExchangeChannel.Candle:
var paths = ExchangeConfig.SupportedTimePeriods.Values.Select(x => $"{ExchangeConfig.SupportedWebsocketChannels[ExchangeChannel.Candle]}{x}").ToList();
var args = paths.Select(x => new[] { ToSymbol(Instrument.BTCUSD) }).ToList();
return(BitmexUtils.GetSocketRequest(paths, args));
default:
throw new ArgumentOutOfRangeException(nameof(channel), channel, null);
}
}
public static string GetSocketAuthCommand(string key, string secret)
{
return($@"{{""op"": ""authKeyExpires"", ""args"": [""{key}"", {BitmexUtils.Expires()}, ""{CreateSignature(secret)}""]}}");
}