static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| BITMEX CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitmexValues.ApiWebsocketUrl;
using (var communicator = new BitmexWebsocketCommunicator(url))
{
communicator.Name = "Bitmex-1";
communicator.ReconnectTimeout = TimeSpan.FromMinutes(10);
communicator.ReconnectionHappened.Subscribe(type =>
Log.Information($"Reconnection happened, type: {type.Type}"));
var recordingPath = Path.Combine(ProjectDirectory, RecordingFile);
using (var client = new BitmexWebsocketRecorderClient(communicator, recordingPath, delimiter: ";;"))
{
client.Streams.InfoStream.Subscribe(info =>
{
Log.Information($"Reconnection happened, Message: {info.Info}, Version: {info.Version:D}");
SendSubscriptionRequests(client).Wait();
});
SubscribeToStreams(client);
communicator.Start();
_ = StartPinging(client);
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
private static async Task SendSubscriptionRequests(BitmexWebsocketRecorderClient client)
{
client.Send(new PingRequest());
//client.Send(new BookSubscribeRequest("XBTUSD"));
client.Send(new TradesSubscribeRequest("XBTUSD"));
//client.Send(new TradeBinSubscribeRequest("1m", "XBTUSD"));
//client.Send(new TradeBinSubscribeRequest("5m", "XBTUSD"));
client.Send(new QuoteSubscribeRequest("XBTUSD"));
client.Send(new LiquidationSubscribeRequest());
client.Send(new InstrumentSubscribeRequest("XBTUSD"));
client.Send(new FundingsSubscribeRequest("XBTUSD"));
//client.Send(new Book25SubscribeRequest("XBTUSD"));
//client.Send(new Book10SubscribeRequest("XBTUSD"));
if (!string.IsNullOrWhiteSpace(API_SECRET))
{
client.Send(new AuthenticationRequest(API_KEY, API_SECRET));
}
}
private static async Task StartPinging(BitmexWebsocketRecorderClient client)
{
await Task.Delay(TimeSpan.FromSeconds(30));
client.Send(new PingRequest());
}
private static void SubscribeToStreams(BitmexWebsocketRecorderClient client)
{
client.Streams.ErrorStream.Subscribe(x =>
Log.Warning($"Error received, message: {x.Error}, status: {x.Status}"));
client.Streams.AuthenticationStream.Subscribe(x =>
{
Log.Information($"Authentication happened, success: {x.Success}");
client.Send(new WalletSubscribeRequest());
client.Send(new OrderSubscribeRequest());
client.Send(new PositionSubscribeRequest());
});
client.Streams.SubscribeStream.Subscribe(x =>
{
Log.Information(x.IsSubscription
? $"Subscribed ({x.Success}) to {x.Subscribe}"
: $"Unsubscribed ({x.Success}) from {x.Unsubscribe}");
});
client.Streams.PongStream.Subscribe(x =>
Log.Information($"Pong received ({x.Message})"));
client.Streams.WalletStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information($"Wallet {x.Account}, {x.Currency} amount: {x.BalanceBtc}"))
);
client.Streams.OrderStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Order {x.Symbol} {x.OrderId} updated. Time: {x.Timestamp:HH:mm:ss.fff}, Amount: {x.OrderQty}, " +
$"Price: {x.Price}, Direction: {x.Side}, Working: {x.WorkingIndicator}, Status: {x.OrdStatus}"))
);
client.Streams.PositionStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Position {x.Symbol}, {x.Currency} updated. Time: {x.Timestamp:HH:mm:ss.fff}, Amount: {x.CurrentQty}, " +
$"Entry: {x.AvgEntryPrice}, Price: {x.LastPrice}, Liq: {x.LiquidationPrice}, " +
$"PNL: {x.UnrealisedPnl}"))
);
client.Streams.TradesStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information($"Trade {x.Symbol} executed. Time: {x.Timestamp:HH:mm:ss.fff}, [{x.Side}] Amount: {x.Size}, " +
$"Price: {x.Price}, Match: {x.TrdMatchId}"))
);
client.Streams.BookStream.Subscribe(book =>
book.Data.Take(100).ToList().ForEach(x => Log.Information(
$"Book | {book.Action} pair: {x.Symbol}, price: {x.Price}, amount {x.Size}, side: {x.Side}"))
);
client.Streams.Book25Stream.Subscribe(book =>
book.Data.Take(100).ToList().ForEach(x => Log.Information(
$"Book | {book.Action} pair: {x.Symbol}, price: {x.Price}, amount {x.Size}, side: {x.Side}"))
);
client.Streams.QuoteStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information($"Quote {x.Symbol}. Bid: {x.BidPrice} - {x.BidSize} Ask: {x.AskPrice} - {x.AskSize}"))
);
client.Streams.LiquidationStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information(
$"Liquidation Action: {y.Action}, OrderID: {x.OrderID}, Symbol: {x.Symbol}, Side: {x.Side}, Price: {x.Price}, LeavesQty: {x.leavesQty}"))
);
client.Streams.TradeBinStream.Subscribe(y =>
y.Data.ToList().ForEach(x =>
Log.Information($"TradeBin table:{y.Table} {x.Symbol} executed. Time: {x.Timestamp:mm:ss.fff}, Open: {x.Open}, " +
$"Close: {x.Close}, Volume: {x.Volume}, Trades: {x.Trades}"))
);
client.Streams.InstrumentStream.Subscribe(x =>
{
x.Data.ToList().ForEach(y =>
{
Log.Information($"Instrument, {y.Symbol}, " +
$"price: {y.MarkPrice}, last: {y.LastPrice}, " +
$"mark: {y.MarkMethod}, fair: {y.FairMethod}, direction: {y.LastTickDirection}, " +
$"funding: {y.FundingRate} i: {y.IndicativeFundingRate} s: {y.FundingQuoteSymbol}");
});
});
client.Streams.FundingStream.Subscribe(x =>
{
x.Data.ToList().ForEach(f =>
{
Log.Information($"Funding {f.Symbol}, Timestamp: {f.Timestamp}, Interval: {f.FundingInterval}, " +
$"Rate: {f.FundingRate}, RateDaily: {f.FundingRateDaily}");
});
});
// example of unsubscribe requests
//Task.Run(async () =>
//{
// await Task.Delay(5000);
// client.Send(new BookSubscribeRequest("XBTUSD") { IsUnsubscribe = true });
// await Task.Delay(5000);
// client.Send(new TradesSubscribeRequest() { IsUnsubscribe = true });
//});
}
