private void BinanceWebsocketPublic()
{
var successDepth = m_socketClient.SubscribeToDepthStream("bnbbtc", (data) =>
{
// handle data
});
var successTrades = m_socketClient.SubscribeToTradesStream("bnbbtc", (data) =>
{
// handle data
});
var successKline = m_socketClient.SubscribeToKlineStream("bnbbtc", KlineInterval.OneMinute, (data) =>
{
// handle data
});
var successSymbol = m_socketClient.SubscribeToSymbolTicker("bnbbtc", (data) =>
{
// handle data
});
var successSymbols = m_socketClient.SubscribeToAllSymbolTicker((data) =>
{
// handle data
});
var successOrderBook = m_socketClient.SubscribeToPartialBookDepthStream("bnbbtc", 10, (data) =>
{
// handle data
});
}
private object SubscribeOrderBook(string instrument, string field, int depth)
{
var key = instrument;// + "|" + field;
if (SubscribedDepth.ContainsKey(key))
{
BinanceStreamOrderBook stream;
if (DepthCache.TryGetValue(key, out stream))
{
return(DecodeOrderBook(stream, field, depth));
}
else
{
return(SubscriptionManager.UninitializedValue);
}
}
else
{
SubscribedDepth.Add(key, true);
Task.Run(() => socketClient.SubscribeToPartialBookDepthStream(instrument, 10, (BinanceStreamOrderBook stream) =>
{
DepthCache[key] = stream;
CacheOrderBook(stream);
})
);
return(SubscriptionManager.UninitializedValue);
}
}
private void ProcessSell(BinanceClient client, BinanceSocketClient socketClient, CancellationToken token)
{
token.ThrowIfCancellationRequested();
List <Trades> trades = new List <Trades>();
Application.Current.Dispatcher.Invoke(() => {
trades = dbHelper.GetOpenTrades();
});
foreach (var pair in trades)
{
if (binanceHelper.GetSubscriptionByKey(pair.Symbol) == null)
{
SafelyWriteToTradeLog("processing pair: " + pair.Symbol + " for sell..");
var subscribePair = socketClient.SubscribeToPartialBookDepthStream(pair.Symbol, 10, data => { OnSymbolSellOrderBookReceived(data, pair); });
if (subscribePair.Error != null)
{
_logger.LogError(subscribePair.Error.Message);
}
else
{
binanceHelper.AddToSubscriptionList(pair.Symbol, subscribePair.Data);
}
}
else
{
SafelyWriteToTradeLog("processing pair: " + pair.Symbol + " already subscribed for sell..");
}
}
}
static void loadDataDetailSocket(object obj)
{
try
{
ClassDetailOrder classDetailOrder = new ClassDetailOrder();
classDetailOrder.symbol = obj.ToString().ToLower();
array.Add(classDetailOrder);
Console.WriteLine("loadDataDetail " + classDetailOrder.symbol);
var successOrderBook = binanceSocketClient.SubscribeToPartialBookDepthStream(obj.ToString().ToLower(), 20, (data) =>
{
try
{
for (int i = 0; i < array.Count; i++)
{
if ((array[i] as ClassDetailOrder).symbol.ToLower().Trim() == data.Symbol.ToLower().Trim())
{
classDetailOrder = new ClassDetailOrder();
classDetailOrder.symbol = obj.ToString().ToLower();
classDetailOrder.book = data;
array[i] = classDetailOrder;
}
}
}
catch (Exception ex)
{
Logger.log(ex.Message + ex.StackTrace);
}
});
while (!successOrderBook.Success)
{
System.Threading.Thread.Sleep(100);
}
Logger.log("Succes | " + obj.ToString().ToLower() + " | " + successOrderBook.Success.ToString());
if (successOrderBook.Error != null)
{
Logger.log("Error " + successOrderBook.Error.ToString());
}
//if (successOrderBook.Data != null)
// Logger.log("Data " + successOrderBook.Data.ToString());
}
catch (Exception ex)
{
Logger.log(ex.Message + ex.StackTrace);
}
}
public void SubscribeToBuyPairsOrderBook(Trades pair)
{
if (binanceHelper.GetSubscriptionByKey(pair.Symbol) == null)
{
var subscribePair = socketClient.SubscribeToPartialBookDepthStream(pair.Symbol, 10, data => { OnSymbolBuyOrderBookReceived(data, pair); });
if (subscribePair.Error != null)
{
_logger.LogError(subscribePair.Error.Message);
}
else
{
binanceHelper.AddToSubscriptionList(pair.Symbol, subscribePair.Data);
}
}
}
public void SubscribingToPartialBookDepthStream_Should_TriggerWhenPartialBookStreamMessageIsReceived()
{
// arrange
var socket = new Mock <IWebsocket>();
socket.Setup(s => s.Close());
socket.Setup(s => s.Connect()).Returns(Task.FromResult(true));
socket.Setup(s => s.SetEnabledSslProtocols(It.IsAny <System.Security.Authentication.SslProtocols>()));
var factory = new Mock <IWebsocketFactory>();
factory.Setup(s => s.CreateWebsocket(It.IsAny <string>())).Returns(socket.Object);
BinanceOrderBook result = null;
var client = new BinanceSocketClient {
SocketFactory = factory.Object
};
client.SubscribeToPartialBookDepthStream("test", 10, (test) => result = test);
var data = new BinanceOrderBook()
{
Asks = new List <BinanceOrderBookEntry>()
{
new BinanceOrderBookEntry()
{
Price = 0.1m,
Quantity = 0.2m
},
new BinanceOrderBookEntry()
{
Price = 0.3m,
Quantity = 0.4m
}
},
LastUpdateId = 1,
Bids = new List <BinanceOrderBookEntry>()
};
// act
socket.Raise(r => r.OnMessage += null, JsonConvert.SerializeObject(data));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data, result, "Asks", "Bids"));
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data.Asks[0], result.Asks[0]));
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data.Asks[1], result.Asks[1]));
}
private void BinanceFun(ViewData item)
{
using (var BinanceSocketClient = new BinanceSocketClient())
{
//var BTCUSDTDepth = BinanceSocketClient.SubscribeToDepthStream(item.Currency, (data) =>
//{
// var AsksMin = data.Asks.OrderBy(x => x.Price)?.FirstOrDefault()?.Price;
// var AsksMax = data.Asks.OrderByDescending(x => x.Price)?.FirstOrDefault()?.Price;
// var BidsMin = data.Bids.OrderBy(x => x.Price)?.FirstOrDefault()?.Price;
// var BidsMax = data.Bids.OrderByDescending(x => x.Price)?.FirstOrDefault()?.Price;
// if (TempOder == 0 && AsksMin.HasValue)
// {
// TempOder = AsksMin.Value;
// ListMsg.Insert(0, new Memo { Msg = "買入：" + TempOder });
// var sourceMemo = new BindingSource();
// sourceMemo.DataSource = ListMsg;
// SysHelper.Print(dataGridViewMemo, sourceMemo);
// }
// else if (BidsMin > (TempOder * (1 + (0.5M / 100))))
// {
// ListMsg.Insert(0, new Memo { Msg = "已賣出：" + BidsMin });
// var sourceMemo = new BindingSource();
// sourceMemo.DataSource = ListMsg;
// SysHelper.Print(dataGridViewMemo, sourceMemo);
// }
//});
var successSymbol = BinanceSocketClient.SubscribeToPartialBookDepthStream(item.Currency, 5, (data) =>
{
//dataGridViewMoney.DataSource = null;
try
{
var Ask = data.Asks.Min(x => x.Price) * Ratio; //賣出價
var Bid = data.Bids.Max(x => x.Price) * Ratio; //買入價
if (Ask > item.Ask)
{
item.StatusAsk = "上漲";
}
else
{
item.StatusAsk = "下跌";
}
if (Bid > item.Bid)
{
item.StatusBid = "上漲";
}
else
{
item.StatusBid = "下跌";
}
item.Ask = Ask; //賣出價
item.Bid = Bid; //買入價
var sourceMoney = new BindingSource();
sourceMoney.DataSource = ListVal;
SysHelper.Print(dataGridViewMoney, sourceMoney);
}
catch (Exception)
{
}
});
}
}
