Exemplo n.º 1
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 public GdaxWssApiClientTests()
 {
     _configuration = GdaxHelpers.GetGdaxConfiguration();
     _logger        = new LogToConsole();
     _api           = new GdaxWebSocketApi(_logger, _configuration.ApiKey,
                                           _configuration.ApiSecret, _configuration.PassPhrase, _configuration.WssEndpointUrl);
 }
Exemplo n.º 2
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        public GdaxOrderBookTests()
        {
            _log = new LogToConsole();

            var settingsManager = GdaxHelpers.GetGdaxSettingsMenager();

            _gdaxConfiguration = settingsManager.CurrentValue;

            _orderBookHandler = new Mock <IHandler <OrderBook> >().Object;
        }
Exemplo n.º 3
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        public GdaxOrderBooksHarvester(GdaxExchangeConfiguration configuration, ILog log,
                                       IHandler <OrderBook> orderBookHandler)
            : base(GdaxExchange.Name, configuration, log, orderBookHandler)
        {
            _configuration = configuration;
            _symbolsLastSequenceNumbers = new ConcurrentDictionary <string, long>();
            _queuedOrderBookItems       = new Dictionary <string, Queue <GdaxQueueOrderItem> >();

            _websocketApi = CreateWebSocketsApiClient();
            _restApi      = CreateRestApiClient();
            _converters   = new GdaxConverters(_configuration.SupportedCurrencySymbols,
                                               ExchangeName, configuration);
        }
Exemplo n.º 4
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        public GdaxExchange(GdaxExchangeConfiguration configuration, TranslatedSignalsRepository translatedSignalsRepository,
                            GdaxOrderBooksHarvester orderBookHarvester, IHandler <TickPrice> tickPriceHandler, IHandler <ExecutionReport> tradeHandler, ILog log)
            : base(Name, configuration, translatedSignalsRepository, log)
        {
            _configuration = configuration;
            _converters    = new GdaxConverters(configuration.SupportedCurrencySymbols, Name);

            _orderBooksHarvester = orderBookHarvester;
            _tickPriceHandler    = tickPriceHandler;
            _tradeHandler        = tradeHandler;


            _restApi      = CreateRestApiClient();
            _websocketApi = CreateWebSocketsApiClient();
        }
Exemplo n.º 5
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        public GdaxOrderBookTests()
        {
            _log = new LogToConsole();

            var settingsManager = GdaxHelpers.GetGdaxSettingsMenager();

            _gdaxConfiguration = settingsManager.CurrentValue;

            var orderBookEventsStorage = AzureTableStorage <OrderBookEventEntity> .Create(
                settingsManager.ConnectionString(i => _tableStorageEndpoint), _orderBookEventsTable, _log);

            var orderBookSnapshotStorage = AzureTableStorage <OrderBookSnapshotEntity> .Create(
                settingsManager.ConnectionString(i => _tableStorageEndpoint), _snapshotsTable, _log);

            var azureBlobStorage = AzureBlobStorage.Create(
                settingsManager.ConnectionString(i => _blobStorageEndpoint));

            _snapshotsRepository = new OrderBookSnapshotsRepository(orderBookSnapshotStorage, azureBlobStorage, _log);
            _eventsRepository    = new OrderBookEventsRepository(orderBookEventsStorage, _log);
            _orderBookHandler    = new Mock <IHandler <OrderBook> >().Object;
        }
 public GdaxConverters(IReadOnlyCollection <CurrencySymbol> currencySymbols,
                       string exchangeName, GdaxExchangeConfiguration config) : base(currencySymbols, exchangeName, config.UseSupportedCurrencySymbolsAsFilter)
 {
 }