private void SaveOrder(ExchangeName ex, OrderSide type, string orderId = "")
{
if (WebsocketExchanges(ex))
{
_removedOrders[ex][type == OrderSide.BID ? 0 : 1] = orderId;
}
}
public override int GetHashCode()
{
unchecked
{
return(((ExchangeName != null ? ExchangeName.GetHashCode() : 0) * 397) ^ (RoutingKey != null ? RoutingKey.GetHashCode() : 0));
}
}
public ExchangeModel(ExchangeName Exchange, Symbol symbolModel)
{
this.LastOrderbookUpdateWS = DateTime.UtcNow;
this.StartTime = DateTime.UtcNow;
this.tradeSem = new SemaphoreSlim(1, 1);
this.MyTrades = new ObservableList <Trade>(new List <Trade>());
this.Exchange = Exchange;
this.Symbol = new Observable <Symbol>(symbolModel);
this.OrdersBids = new ObservableList <Order>(new List <Order>());
this.OrdersAsks = new ObservableList <Order>(new List <Order>());
this.CandlesM1 = new ObservableList <Candle>(new List <Candle>());
this.CandlesM5 = new ObservableList <Candle>(new List <Candle>());
this.CandlesM15 = new ObservableList <Candle>(new List <Candle>());
this.CandlesM30 = new ObservableList <Candle>(new List <Candle>());
this.CandlesH1 = new ObservableList <Candle>(new List <Candle>());
this.CandlesH4 = new ObservableList <Candle>(new List <Candle>());
this.CandlesD1 = new ObservableList <Candle>(new List <Candle>());
this.CandlesW1 = new ObservableList <Candle>(new List <Candle>());
this.OrderbookL2Bids = new ObservableList <OrderbookRecord>(new List <OrderbookRecord>());
this.OrderbookL2Asks = new ObservableList <OrderbookRecord>(new List <OrderbookRecord>());
this.Trades = new ObservableList <Trade>(new List <Trade>());
this.BaseBalance = new Observable <Balance>(new Balance(this.Symbol.Value.BaseCurrency));
this.QuoteBalance = new Observable <Balance>(new Balance(this.Symbol.Value.QuoteCurrency));
this.LastDealtOrderRefresh = DateTime.UtcNow.AddDays(-1);
}
public static Exchange LoadExchange(
ExchangeMonitor exchangeMonitor,
ExchangeName exchangeName)
{
switch (exchangeName)
{
case ExchangeName.Binance:
return(new BinanceExchange(exchangeMonitor));
case ExchangeName.Cryptopia:
return(new CryptopiaExchange(exchangeMonitor));
case ExchangeName.EtherDelta:
return(new EtherDeltaExchange(exchangeMonitor));
case ExchangeName.Kucoin:
return(new KucoinExchange(exchangeMonitor));
case ExchangeName.GDax:
return(new GDaxExchange(exchangeMonitor));
default:
Debug.Fail("Missing Exchange");
return(null);
}
}
public Position(string symbol, ExchangeName exchange, decimal quantity, decimal averageEntryPrice)
{
Symbol = symbol;
Exchange = exchange;
Quantity = quantity;
AverageEntryPrice = averageEntryPrice;
}
public ExchangeMonitor(
ExchangeMonitorConfig config)
{
Debug.Assert(instance == null);
instance = this;
foreach (KeyValuePair <string, string> aliasToName in config.coinAliasToName)
{
AddAlias(aliasToName.Key, aliasToName.Value);
}
foreach (string blacklistedCoin in config.blacklistedCoins)
{
blacklistedFullNameLowerList.Add(blacklistedCoin.ToLowerInvariant());
}
exchangeList = new Exchange[config.supportedExchangeList.Length];
for (int i = 0; i < config.supportedExchangeList.Length; i++)
{
ExchangeName name = config.supportedExchangeList[i];
Exchange exchange = Exchange.LoadExchange(this, name);
exchangeList[i] = exchange;
}
CompleteFirstLoad().Wait();
}
public Instrument(string symbol, decimal tickSize, ExchangeName exchange, bool active = false)
{
Symbol = symbol;
Exchange = exchange;
TickSize = tickSize;
Active = active;
}
public void GivenNameShouldCreate(string name)
{
var exchangeName = ExchangeName.Create(name);
exchangeName.Should().NotBeNull();
exchangeName.Value.Should().Be(name);
}
private bool IsExchangeDataValid()
{
if (ExchangeName.IsEmpty())
{
SaveErrorMessage = LocalizedStrings.Str1461;
}
else if (ExchangeRusName.IsEmpty())
{
SaveErrorMessage = LocalizedStrings.Str1462;
}
else if (ExchangeEngName.IsEmpty())
{
SaveErrorMessage = LocalizedStrings.Str1463;
}
else if (CountryCode == null)
{
SaveErrorMessage = LocalizedStrings.Str1464;
}
else
{
return(true);
}
return(false);
}
public override int GetHashCode()
{
unchecked
{
return(((ExchangeName != null ? ExchangeName.GetHashCode() : 0) * 397) ^ MaxConfirmAttempts);
}
}
public void GivenNameWhenSpaceAroundShouldTrim(string name, string expected)
{
var exchangeName = ExchangeName.Create(name);
exchangeName.Should().NotBeNull();
exchangeName.Value.Should().Be(expected);
}
public void GivenNamesWhenValuesAreSameShouldBeEquals()
{
var exchangeName1 = ExchangeName.Create("seedwork.cqrs");
var exchangeName2 = ExchangeName.Create("seedwork.cqrs");
exchangeName1.Should().Be(exchangeName2);
}
private void OrderBookWebSocketHandler(ExchangeName exName, OrderBookEventArgs args)
{
var instrument = _wsInstruments[args.Instrument1];
var exchange = _wsExchanges[exName];
if (!exchange.ValidOrderPrices(args, instrument))
{
return;
}
var priceArgs = new ExchangePricesEventArgs
{
CreatedAt = DateTime.UtcNow,
Timestamp = args.Timestamp,
Instrument1 = args.Instrument1,
Instrument2 = args.Instrument2,
OrderId = args.OrderId,
Exchange = exchange.GetExchangeName(),
IsOrderDeleted = args.IsOrderDeleted
};
Task.Run(() => _dbRepo.SaveOrderBook(priceArgs, args.OrderBook));
instrument.InitExchangePrice(exchange, priceArgs);
OnExchangePrices(null, priceArgs);
}
/// <summary>
/// Before using this controller, call Start().
/// </summary>
public CrypnosticController(
CrypnosticConfig config)
{
log.Trace(nameof(CrypnosticController));
Debug.Assert(config != null);
Debug.Assert(config.supportedExchangeList.Length > 0);
//Debug.Assert(instance == null); // won't be true if you stop then start.
instance = this;
coinMarketCap = new CoinMarketCapAPI();
foreach (KeyValuePair <string, string> aliasToName in config.coinAliasToName)
{
AddCoinAlias(aliasToName.Value, aliasToName.Key);
}
foreach (string blacklistedCoin in config.blacklistedCoins)
{
Debug.Assert(fullNameLowerToCoin.ContainsKey(blacklistedCoin.ToLowerInvariant()) == false);
blacklistedFullNameLowerList.Add(blacklistedCoin.ToLowerInvariant());
}
exchangeList = new Exchange[config.supportedExchangeList.Length];
for (int i = 0; i < config.supportedExchangeList.Length; i++)
{
ExchangeName name = config.supportedExchangeList[i];
Exchange exchange = Exchange.LoadExchange(name);
exchangeList[i] = exchange;
}
}
internal void AssertValid()
{
if (BindingKey.IsEmpty() || QueueName.IsEmpty() || ExchangeName.IsEmpty())
{
throw new InvalidOperationException($"{nameof(BindingKey)} properties {nameof(BindingKey)}, {nameof(QueueName)}, and {nameof(ExchangeName)} are all required for this operation");
}
}
internal static Exchange LoadExchange(
ExchangeName exchangeName)
{
switch (exchangeName)
{
case ExchangeName.Binance:
return(new BinanceExchange());
case ExchangeName.Cryptopia:
return(new CryptopiaExchange());
case ExchangeName.EtherDelta:
return(new EtherDeltaExchange());
case ExchangeName.Kucoin:
return(new KucoinExchange());
case ExchangeName.GDax:
return(new GDaxExchange());
case ExchangeName.Idex:
return(new IdexExchange());
case ExchangeName.AEX:
return(new AEXExchange());
default:
Debug.Fail("Missing Exchange");
return(null);
}
}
public void It_should_have_declared_an_exchange_with_name()
{
_exchangeDeclare.Should().Contain()
.Two(frame => frame.Message.Exchange.Equals(ExchangeName.From("myExchange0")));
_exchangeDeclare.Should().Contain()
.Two(frame => frame.Message.Exchange.Equals(ExchangeName.From("myExchange1")));
}
public void It_should_have_published_the_message_on_the_correct_exchange()
{
_basicPublish.Should().Contain()
.Two(frame => frame.Message.Exchange.Equals(ExchangeName.From("myExchange0")));
_basicPublish.Should().Contain()
.Two(frame => frame.Message.Exchange.Equals(ExchangeName.From("myExchange1")));
}
public void ReveiceTests()
{
var configuration = ServiceLocator.Current.GetInstance<IApplicationConfiguration<IMicroServicesCoreConfiguration>>();
configuration.Set(c => c.RabbitMqExchangeName, "PowerUps.Test.MicroServices.PushoverFacade");
var exchangeName = new ExchangeName(configuration.Get(c => c.RabbitMqExchangeName));
var sender = ServiceLocator.Current.GetInstance<IExternalMessageBusSender>();
var consumer = ServiceLocator.Current.GetAllInstances<IJob>()
.OfType<ConsumeMessagesJob>()
.First();
consumer.Start();
sender.Connect(exchangeName, configuration.ConnectionString(configuration.Get(c => c.RabbitMqConnectionStringName)));
const string eventType = "powerups.notification.facade.pushover.send";
sender.Send(
new
{
id = Guid.NewGuid(),
version = 1,
eventType,
apiKey = "",
userKey = "",
message = "Test",
tenant = "pushoverfacade.test",
},
exchangeName,
new RoutingKey(eventType));
Thread.Sleep(100000);
}
public MatchingEventArgs(ExchangeName exchange, CurrencyName instrument2, double bidPrice, double askPrice, double fee)
{
Instrument2 = instrument2;
Exchange = exchange;
BidPrice = bidPrice;
AskPrice = askPrice;
TradingFee = fee;
}
public UserAccount GetLastBalances(ExchangeName exchange)
{
return(SendReceiveMessage <DbBalanceCommand, UserAccount>(
() => new DbBalanceCommand {
Exchange = exchange
},
() => RemoteCommandType.DbBalance
));
}
public RestExchange(
ExchangeMonitor exchangeMonitor,
ExchangeName exchangeName,
int maxRequestsPerMinute,
string baseUrl)
: base(exchangeMonitor, exchangeName, maxRequestsPerMinute)
{
restClient = new RestClient(baseUrl);
}
public override int GetHashCode()
{
var result = ExchangeName != null?ExchangeName.GetHashCode() : 0;
var prime = 31; // NOSONAR magic #
result = (prime * result) + (RoutingKey != null ? RoutingKey.GetHashCode() : 0);
return(result);
}
public DbExchange GetExchangeInfo(ExchangeName exchange)
{
return(SendReceiveMessage <ExchangeInfoCommand, DbExchange>(
() => new ExchangeInfoCommand {
Exchange = exchange
},
() => RemoteCommandType.DbExchangeInfo
));
}
public void GivenExchangeWhenConfigureWithAlternateExchangeTwiceShouldNotThrow()
{
var exchangeName = ExchangeName.Create("seedwork.core");
var exchange = Exchange.Create("seedwork", ExchangeType.Direct);
Func <Exchange> action = () => exchange.WithAlternateExchange(exchangeName)
.WithAlternateExchange(exchangeName);
action.Should().NotThrow();
}
{//TODO create open order items - maybe separate into placed order and open order
public Order(string symbol, ExchangeName exchange, OrderDirection direction, decimal quantity, decimal price, OrderType type, TimeInForce timeInForce)
{
Symbol = symbol;
Exchange = exchange;
Direction = direction;
Quantity = quantity;
Price = price;
Type = type;
TimeInForce = timeInForce;
}
/// <summary>
/// Get a coin price in btc per day if we mining it.
/// </summary>
/// <param name="coinSymbol"></param>
/// <param name="exchangeName"></param>
/// <returns>btc</returns>
public double GetTotalBtcMiningPerday(string coinSymbol, PoolName poolName, ExchangeName exchangeName)
{
double coinsPerDay = GetNumOfCoinMiningPerDay(coinSymbol, poolName);
Debug.WriteLine(string.Format("{0} mining per day {1} {0} at pool {2}", coinSymbol, coinsPerDay, poolName));
string pairSymbol = coinSymbol + "-BTC";
double bidPrice = GetBidPrice(pairSymbol, exchangeName);
return(coinsPerDay * bidPrice);
}
public void GivenQueueWhenConfigureToSendExpiredMessagesToTwiceShouldNotThrow()
{
var exchangeName = ExchangeName.Create("seedwork");
var routingKey = RoutingKey.Create("seedwork.cqrs");
var queue = Queue.Create("seedwork.cqrs");
Func <Queue> action = () => queue.SendExpiredMessagesTo(exchangeName, routingKey)
.SendExpiredMessagesTo(exchangeName, routingKey);
action.Should().NotThrow();
}
public void GivenExchangeWhenConfigureWithAlternateExchangeShouldAddArgument()
{
var exchangeName = ExchangeName.Create("seedwork.core");
var exchange = Exchange.Create("seedwork", ExchangeType.Direct);
exchange = exchange.WithAlternateExchange(exchangeName);
exchange.Should().NotBeNull();
exchange.Arguments.ContainsKey("alternate-exchange").Should().BeTrue();
exchange.Arguments["alternate-exchange"].Should().Be(exchangeName.Value);
}
public void Start()
{
var connectionStringName = _configuration.Get(c => c.RabbitMqConnectionStringName);
var connectionString = _configuration.ConnectionString(connectionStringName);
var exchangeName = new ExchangeName(_configuration.Get(c => c.RabbitMqExchangeName));
var queueName = new QueueName(_configuration.Get(c => c.RabbitMqQueueName));
var routingKeys = _messageParserFactory.GetRoutingKeys();
_receiver.Connect(exchangeName, connectionString);
_receiver.Subscribe(queueName, b => Task.Factory.StartNew(() => Handle(b)), routingKeys.ToArray());
}
public RestExchange(
ExchangeMonitor exchangeMonitor,
ExchangeName exchangeName,
int maxRequestsPerMinute,
string baseUrl,
Method method = Method.GET)
: base(exchangeMonitor, exchangeName, maxRequestsPerMinute)
{
restClient = new RestClient(baseUrl);
this.method = method;
}
public ExchangePricesEventArgs(OrderBookEventArgs e, CurrencyName ins1, ExchangeName ex = ExchangeName.Bitstamp, CurrencyName ins2 = CurrencyName.USD) : this()
{
Instrument1 = ins1;
Instrument2 = ins2;
OrderBook = e.OrderBook;
Exchange = ex;
OrderId = e.OrderId;
Timestamp = e.Timestamp;
IsOrderDeleted = e.IsOrderDeleted;
MicroTimestamp = e.MicroTimestamp;
}
// construct a new exchange object
public Exchange(ExchangeName Name)
{
this.exchangeName = Name.ToString();
}
