private static async Task<ICryptoOrderBook> StartBitstamp(string pair, bool optimized, bool l2Optimized)
{
var url = BitstampValues.ApiWebsocketUrl;
var communicator = new BitstampWebsocketCommunicator(url) { Name = "Bitstamp" };
var client = new BitstampWebsocketClient(communicator);
var source = new BitstampOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Send subscription request to order book data
client.Send(new Bitstamp.Client.Websocket.Requests.SubscribeRequest(
pair,
Channel.OrderBook
));
return orderBook;
}
public async Task ConnectTest()
{
var url = BitstampValues.ApiWebsocketUrl;
using (var communicator = new BitstampWebsocketCommunicator(url))
{
HeartbeatResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new BitstampWebsocketClient(communicator))
{
client.Streams.HeartbeatStream.Subscribe(pong =>
{
received = pong;
receivedEvent.Set();
});
await communicator.Start();
client.Send(new SubscribeRequest("btcusd", Channel.Heartbeat));
receivedEvent.WaitOne(TimeSpan.FromSeconds(90));
Assert.NotNull(received);
}
}
}
/// <summary>
/// Change client and resubscribe to the new streams
/// </summary>
public void ChangeClient(BitstampWebsocketClient client)
{
CryptoValidations.ValidateInput(client, nameof(client));
_client = client;
_subscription?.Dispose();
Subscribe();
}
private static async Task SendSubscriptionRequests(BitstampWebsocketClient client)
{
//client.Send(new SubscribeRequest("btcusd", Channel.OrderBook));
//client.Send(new SubscribeRequest("btceur", Channel.OrderBook));
//client.Send(new SubscribeRequest("btcusd", Channel.OrderBookDetail));
//client.Send(new SubscribeRequest("btceur", Channel.OrderBookDetail));
//client.Send(new SubscribeRequest("btcusd", Channel.OrderBookDiff));
//client.Send(new SubscribeRequest("btceur", Channel.OrderBookDiff));
client.Send(new SubscribeRequest("btcusd", Channel.Ticker));
client.Send(new SubscribeRequest("btceur", Channel.Ticker));
}
private static async Task SendSubscriptionRequests(BitstampWebsocketClient client)
{
var orderBook = new SubscribeRequest("btcusd", Channel.OrderBook);
//var orderBook = new SubscribeRequest("btcusd", ChannelType.Book);
var orderBookDetail = new SubscribeRequest("btcusd", Channel.OrderBookDetail);
var orderBookFull = new SubscribeRequest("btcusd", Channel.OrderBookDiff);
var heartbeat = new SubscribeRequest("btcusd", Channel.Heartbeat);
client.Send(orderBook).Wait();
client.Send(orderBookDetail).Wait();
client.Send(orderBookFull).Wait();
}
private static async Task Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| COINBASE CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = BitstampValues.ApiWebsocketUrl;
using (var communicator = new BitstampWebsocketCommunicator(url))
{
communicator.Name = "Bitstamp-1";
//communicator.ReconnectTimeoutMs = (int)TimeSpan.FromMinutes(1).TotalMilliseconds;
using (var client = new BitstampWebsocketClient(communicator))
{
SubscribeToStreams(client);
communicator.ReconnectionHappened.Subscribe(async type =>
{
Log.Information($"Reconnection happened, type: {type}, resubscribing..");
await SendSubscriptionRequests(client);
});
await communicator.Start();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
private static (ITradeSource, IWebsocketClient) GetBitstamp(string pair)
{
var url = BitstampValues.ApiWebsocketUrl;
var communicator = new BitstampWebsocketCommunicator(url)
{
Name = "Bitstamp"
};
var client = new BitstampWebsocketClient(communicator);
var source = new BitstampTradeSource(client);
communicator.ReconnectionHappened.Subscribe(x =>
{
client.Send(new Bitstamp.Client.Websocket.Requests.SubscribeRequest(
pair,
Channel.Ticker
));
});
return(source, communicator);
}
/// <inheritdoc />
public BitstampOrderBookSource(BitstampWebsocketClient client)
{
ChangeClient(client);
}
private static void SubscribeToStreams(BitstampWebsocketClient client)
{
client.Streams.ErrorStream.Subscribe(x =>
Log.Warning($"Error received, message: {x?.Message}"));
client.Streams.SubscriptionSucceededStream.Subscribe(x =>
{
Log.Information($"Subscribed to {x?.Symbol} {x?.Channel}");
});
client.Streams.UnsubscriptionSucceededStream.Subscribe(x =>
{
Log.Information($"Unsubscribed from {x?.Symbol} {x?.Channel}");
});
client.Streams.OrderBookStream.Subscribe(x =>
{
Log.Information($"Order book L2 [{x.Symbol}]");
Log.Information($" {x.Data?.Asks.FirstOrDefault()?.Price} " +
$"{x.Data?.Asks.FirstOrDefault()?.Amount ?? 0} " +
$"{x.Data?.Asks.FirstOrDefault()?.Side} " +
$"({x.Data?.Asks?.Length})");
Log.Information($" {x.Data?.Bids.FirstOrDefault()?.Price} " +
$"{x.Data?.Bids.FirstOrDefault()?.Amount ?? 0} " +
$"{x.Data?.Bids.FirstOrDefault()?.Side} " +
$"({x.Data?.Bids?.Length})");
});
client.Streams.OrdersStream.Subscribe(x =>
{
//Log.Information($"{x.Data} {x.Data.Asks[0]} {x.Data.EventBids[0]}");
//Log.Information($"{x.Symbol} {x.Data.Channel} {x.Data.Amount}");
});
client.Streams.OrderBookDetailStream.Subscribe(x =>
{
Log.Information($"Order book L3 [{x.Symbol}]");
Log.Information($" {x.Data?.Asks.FirstOrDefault()?.Price} " +
$"{x.Data?.Asks.FirstOrDefault()?.Amount ?? 0} " +
$"{x.Data?.Asks.FirstOrDefault()?.Side} " +
$"({x.Data?.Asks?.Length}) " +
$"id: {x.Data?.Asks?.FirstOrDefault()?.OrderId}");
Log.Information($" {x.Data?.Bids.FirstOrDefault()?.Price} " +
$"{x.Data?.Bids.FirstOrDefault()?.Amount ?? 0} " +
$"{x.Data?.Bids.FirstOrDefault()?.Side} " +
$"({x.Data?.Bids?.Length}) " +
$"id: {x.Data?.Bids?.FirstOrDefault()?.OrderId}");
});
client.Streams.OrderBookDiffStream.Subscribe(x =>
{
Log.Information($"Order book L2 diffs [{x.Symbol}]");
Log.Information($" updates {x.Data?.Asks.Count(y => y.Amount > 0)} " +
$"deletes {x.Data?.Asks.Count(y => y.Amount <= 0)} " +
$"{x.Data?.Asks.FirstOrDefault()?.Side} " +
$"({x.Data?.Asks?.Length}) ");
Log.Information($" updates {x.Data?.Bids.Count(y => y.Amount > 0)} " +
$"deletes {x.Data?.Bids.Count(y => y.Amount <= 0)} " +
$"{x.Data?.Bids.FirstOrDefault()?.Side} " +
$"({x.Data?.Bids?.Length}) ");
});
client.Streams.HeartbeatStream.Subscribe(x =>
Log.Information($"Heartbeat received, product: {x?.Channel}, seq: {x?.Event}"));
client.Streams.TickerStream.Subscribe(x =>
{
Log.Information($"Trade executed [{x.Symbol}] {x.Data?.Side} price: {x.Data?.Price} size: {x.Data?.Amount}");
});
}
/// <inheritdoc />
public BitstampTradeSource(BitstampWebsocketClient client)
{
ChangeClient(client);
}
private static void SubscribeToStreams(BitstampWebsocketClient client)
{
client.Streams.ErrorStream.Subscribe(x =>
Log.Warning($"Error received, message: {x?.Message}"));
client.Streams.SubscriptionSucceededStream.Subscribe(x =>
{
Log.Information($"SUCESS!");
Log.Information($"{x?.Symbol} {x?.Channel} {x}");
});
client.Streams.UnsubscriptionSucceededStream.Subscribe(x =>
{
Log.Information($"Unsubscribed!");
Log.Information($"{x?.Symbol} {x?.Channel} {x}");
});
/*
* client.Streams.OrderBookStream.Subscribe(x =>
* {
* Log.Information($"Order book");
* Log.Information($"{x.Symbol} {x.Channel} {x.Data?.Asks.FirstOrDefault()?.Price} {x.Data?.Asks.FirstOrDefault()?.Amount??0} {x.Data?.Asks.FirstOrDefault()?.Side}");
* Log.Information($"{x.Symbol} {x.Channel} {x.Data?.Bids.FirstOrDefault()?.Price} {x.Data?.Bids.FirstOrDefault()?.Amount ?? 0} {x.Data?.Bids.FirstOrDefault()?.Side}");
* });*/
client.Streams.OrdersStream.Subscribe(x =>
{
//Log.Information($"{x.Data} {x.Data.Asks[0]} {x.Data.EventBids[0]}");
//Log.Information($"{x.Symbol} {x.Data.Channel} {x.Data.Amount}");
});
client.Streams.OrderBookDetailStream.Subscribe(x =>
{
Log.Information($"Order book detail snapshot");
Log.Information($"{x.Symbol} {x.Channel} {x.Data?.Asks.FirstOrDefault()?.Price} {x.Data?.Asks.FirstOrDefault()?.Amount ?? 0} {x.Data?.Asks.FirstOrDefault()?.Side}");
Log.Information($"{x.Symbol} {x.Channel} {x.Data?.Bids.FirstOrDefault()?.Price} {x.Data?.Bids.FirstOrDefault()?.Amount ?? 0} {x.Data?.Bids.FirstOrDefault()?.Side}");
var unSubOrderBookDetail = new UnsubscribeRequest("btcusd", Channel.OrderBookDetail);
client.Send(unSubOrderBookDetail).Wait();
});
client.Streams.OrderBookDiffStream.Subscribe(x =>
{
Log.Information($"Order book diff");
Log.Information($"{x.Symbol} {x.Channel} {x.Data?.Asks.FirstOrDefault()?.Price} {x.Data?.Asks.FirstOrDefault()?.Amount ?? 0} {x.Data?.Asks.FirstOrDefault()?.Side}");
Log.Information($"{x.Symbol} {x.Channel} {x.Data?.Bids.FirstOrDefault()?.Price} {x.Data?.Bids.FirstOrDefault()?.Amount ?? 0} {x.Data?.Bids.FirstOrDefault()?.Side}");
});
client.Streams.HeartbeatStream.Subscribe(x =>
Log.Information($"Heartbeat received, product: {x?.Channel}, seq: {x?.Event}"));
/*
* client.Streams.TickerStream.Subscribe(x =>
* Log.Information($"Ticker {x.ProductId}. Bid: {x.BestBid} Ask: {x.BestAsk} Last size: {x.LastSize}, Price: {x.Price}")
* );
*
* client.Streams.TradesStream.Subscribe(x =>
* {
* Log.Information($"Trade executed [{x.ProductId}] {x.TradeSide} price: {x.Price} size: {x.Size}");
* });
*
* client.Streams.OrderBookSnapshotStream.Subscribe(x =>
* {
* Log.Information($"OB snapshot [{x.ProductId}] bids: {x.Bids.Length}, asks: {x.Asks.Length}");
* });
*
* client.Streams.OrderBookUpdateStream.Subscribe(x =>
* {
* Log.Information($"OB updates [{x.ProductId}] changes: {x.Changes.Length}");
* });
*/
// example of unsubscribe requests
//Task.Run(async () =>
//{
// await Task.Delay(5000);
// await client.Send(new BookSubscribeRequest("XBTUSD") {IsUnsubscribe = true});
// await Task.Delay(5000);
// await client.Send(new TradesSubscribeRequest() {IsUnsubscribe = true});
//});
}