public void SubscribingToTradeStream_Should_TriggerWhenTradeStreamMessageIsReceived()
{
// arrange
var socket = new TestSocket();
var client = TestHelpers.CreateSocketClient(socket);
BinanceStreamTrade result = null;
client.Spot.SubscribeToTradeUpdates("ETHBTC", (test) => result = test);
var data = new BinanceCombinedStream <BinanceStreamTrade>()
{
Stream = "test",
Data = new BinanceStreamTrade()
{
Event = "TestTradeStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "ETHBTC",
BuyerIsMaker = true,
BuyerOrderId = 10000000000000,
SellerOrderId = 2000000000000,
Price = 1.1m,
Quantity = 2.2m,
TradeTime = new DateTime(2017, 1, 1)
}
};
// act
socket.InvokeMessage(data);
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data.Data, result));
}
public AggregateTradeViewModel(BinanceStreamTrade data)
{
Symbol = data.Symbol;
Price = data.Price;
Quantity = data.Quantity;
FirstTradeID = data.FirstTradeId;
LastTradeID = data.LastTradeId;
Time = data.TradeTime;
BuyerIsMaker = data.BuyerIsMaker;
//IsBestMatch = data.
}
public BinanceStreamClick(BinanceStreamTrade t)
{
Symbol = t.Symbol;
TradeId = t.TradeId;
Price = t.Price;
Quantity = t.Quantity;
BuyerOrderId = t.BuyerOrderId;
SellerOrderId = t.SellerOrderId;
TradeTime = t.TradeTime;
BuyerIsMaker = t.BuyerIsMaker ? 1 : 0;
}
public static Trade ToEntity(this BinanceStreamTrade item)
{
Trade trade = new Trade();
trade.ExchangeCode = ExchangeCode.BINANCE.Code;
trade.Symbol = item.Symbol;
trade.Time = item.TradeTime;
trade.TradeId = item.TradeId;
trade.Price = item.Price;
trade.Quantity = item.Quantity;
return(trade);
}
public static Trade ToTradeModel(this BinanceStreamTrade streamTrade, SymbolPair symbolPair)
{
return(new Trade()
{
SymbolPair = symbolPair,
TradeId = streamTrade.TradeId,
TradeTime = streamTrade.TradeTime,
Price = streamTrade.Price,
Quantity = streamTrade.Quantity,
BuyerOrderId = streamTrade.BuyerOrderId,
SellerOrderId = streamTrade.SellerOrderId,
});
}
public void ProduceEvent(BinanceStreamTrade e)
{
try
{
//Console.WriteLine(e.TradeTime);
_producer.BeginProduce("socket", new Message <Null, string>
{
Value = JsonConvert.SerializeObject(new BinanceStreamClick(e))
}, Void);
_producer.Flush(TimeSpan.FromSeconds(42));
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
public void SubscribingToTradeStream_Should_TriggerWhenTradeStreamMessageIsReceived()
{
// 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 <Log>(), It.IsAny <string>())).Returns(socket.Object);
BinanceStreamTrade result = null;
var client = new BinanceSocketClient {
SocketFactory = factory.Object
};
client.SubscribeToTradesStream("test", (test) => result = test);
var data = new BinanceCombinedStream <BinanceStreamTrade>()
{
Stream = "test",
Data = new BinanceStreamTrade()
{
Event = "TestTradeStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "test",
TradeId = 1000000000000,
BuyerIsMaker = true,
BuyerOrderId = 10000000000000,
SellerOrderId = 2000000000000,
Price = 1.1m,
Quantity = 2.2m,
TradeTime = new DateTime(2017, 1, 1)
}
};
// act
socket.Raise(r => r.OnMessage += null, JsonConvert.SerializeObject(data));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.PublicInstancePropertiesEqual(data.Data, result));
}
public void SubscribingToTradeStream_Should_TriggerWhenTradeStreamMessageIsReceived()
{
// arrange
var socket = new Mock <IWebsocket>();
socket.Setup(s => s.Close());
socket.Setup(s => s.Connect());
socket.Setup(s => s.Url).Returns("test");
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);
BinanceStreamTrade result = null;
var client = new BinanceSocketClient {
SocketFactory = factory.Object
};
client.SubscribeToTradesStream("test", (test) => result = test);
var data = new BinanceStreamTrade()
{
Event = "TestTradeStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "test",
AggregatedTradeId = 1000000000000,
BuyerIsMaker = true,
FirstTradeId = 10000000000000,
LastTradeId = 2000000000000,
Price = 1.1,
Quantity = 2.2,
TradeTime = new DateTime(2017, 1, 1)
};
// act
socket.Raise(r => r.OnMessage += null, new MessagedEventArgs(JsonConvert.SerializeObject(data), false, false, true, new byte[2]));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data, result));
}
private void OnTradesUpdate(BinanceStreamTrade data)
{
//var symbol = AllPrices.SingleOrDefault(a => a.Symbol == data.Symbol);
//if (symbol == null) return;
//
//lock (tradeLock)
//{
// var trade = symbol?.AggregateTrades?.SingleOrDefault(t => t.AggregateTradeID == data.AggregatedTradeId);
// if (trade == null)
// {
// Application.Current.Dispatcher.Invoke(() =>
// {
// symbol.AddAggregateTrade(new AggregateTradeViewModel(data));
// });
// }
// else
// {
// // Possibly Update Trade if there is new info
// }
//}
}
/// <summary>
/// Method used to receive Order socked
/// Todo : Migrate external list from Instance class to Orderflow Stats
/// </summary>
/// <param name="Trade"></param>
private async void OrderSocketHandler(BinanceStreamTrade trade)
{
try
{
var startTime = DateTime.UtcNow;
Stopwatch counter = new Stopwatch();
counter.Start();
MamaBot.GlobalShared.Vars.OrderChannel.Queue.Enqueue(new Order(trade.OrderId, trade.Price, trade.Quantity, trade.BuyerIsMaker ? OrderDirection.Buy : OrderDirection.Sell, trade.TradeTime));
counter.Stop();
//_logger.LogInformation($"StopWatch Queue routing time (including CMPT call) : {counter.Elapsed}");
Debug.WriteLine((DateTime.UtcNow - startTime).TotalMilliseconds + "ms");
//System.Threading.Thread ComputeThread = new Thread(() => {
// if (trade.BuyerIsMaker)
// {
// Task.Run(() =>
// {
// counter.Start();
// BuyerMatcher.Add(trade);
// TT2.AddOrder(new Order(trade.OrderId, trade.Price, trade.Quantity, OrderDirection.Buy, trade.TradeTime));
// var filledBuyerQuantity = BuyerMatcher.SumF(y => y.Quantity);
// counter.Stop();
// _logger.LogInformation($"StopWatch Buy Trade : {counter.Elapsed}");
// _logger.LogInformation($"FilledBuyerQuantity : {filledBuyerQuantity}");
// _logger.LogInformation($"FilledBuyerPrice : {trade.Price}");
// });
// }
// else
// {
// Task.Run(() =>
// {
// counter.Start();
// SellerMatcher.Add(trade);
// TT2.AddOrder(new Order(trade.OrderId, trade.Price, trade.Quantity, OrderDirection.Sell, trade.TradeTime));
// var filledSellerQuantity = SellerMatcher.SumF(y => y.Quantity);
// counter.Stop();
// _logger.LogInformation($"StopWatch Seller Trade : {counter.Elapsed}");
// //_logger.LogInformation($"FilledSellerQuantity : {filledSellerQuantity}");
// //_logger.LogInformation($"FilledSellerPrice : {trade.Price}");
// });
// }
//});
//ComputeThread.ApartmentState = ApartmentState.MTA;
//ComputeThread.Start();
}
catch (Exception ex)
{
MamaBot.GlobalShared.Vars.Logger.LogError("Exception occured on the OrderSocketHandler : " + ex.Message);
}
}
