public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = FtxValues.ApiWebsocketUrl;
using (var communicator = new FtxWebsocketCommunicator(url))
{
using (var client = new FtxWebsocketClient(communicator))
{
var pair = "BTC-PERP";
var source = new FtxOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
client.Send(new BookSubscribeRequest(pair));
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
private static async Task <ICryptoOrderBook> StartFtx(string pair, bool optimized, bool l2Optimized)
{
var url = FtxValues.ApiWebsocketUrl;
var communicator = new FtxWebsocketCommunicator(url)
{
Name = "Ftx"
};
var client = new FtxWebsocketClient(communicator);
var source = new FtxOrderBookSource(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 BookSubscribeRequest(pair));
return(orderBook);
}
private static (ITradeSource, IWebsocketClient) GetFtx(string pair)
{
var url = FtxValues.ApiWebsocketUrl;
var communicator = new FtxWebsocketCommunicator(url)
{
Name = "Ftx"
};
var client = new FtxWebsocketClient(communicator);
var source = new FtxTradeSource(client);
communicator.ReconnectionHappened.Subscribe(x => { client.Send(new TradesSubscribeRequest(pair)); });
return(source, communicator);
}
static void Main(string[] args)
{
InitLogging();
AppDomain.CurrentDomain.ProcessExit += CurrentDomainOnProcessExit;
AssemblyLoadContext.Default.Unloading += DefaultOnUnloading;
Console.CancelKeyPress += ConsoleOnCancelKeyPress;
Console.WriteLine("|=======================|");
Console.WriteLine("| Ftx CLIENT |");
Console.WriteLine("|=======================|");
Console.WriteLine();
Log.Debug("====================================");
Log.Debug(" STARTING ");
Log.Debug("====================================");
var url = FtxValues.ApiWebsocketUrl;
using (var communicator = new FtxWebsocketCommunicator(url))
{
communicator.Name = "Ftx-1";
communicator.ReconnectTimeout = TimeSpan.FromMinutes(10);
communicator.ReconnectionHappened.Subscribe(type =>
Log.Information($"Reconnection happened, type: {type.Type}"));
using (var client = new FtxWebsocketClient(communicator))
{
_ = StartPinging(client);
SendSubscriptionRequests(client).Wait();
SubscribeToStreams(client);
communicator.Start();
ExitEvent.WaitOne();
}
}
Log.Debug("====================================");
Log.Debug(" STOPPING ");
Log.Debug("====================================");
Log.CloseAndFlush();
}
