/// <summary>
/// Get older (non-compressed) trades.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="symbol"></param>
/// <param name="fromId">TradeId to fetch from. Default gets most recent trades.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetTradesAsync(this IBinanceHttpClient client, string apiKey, string symbol, long fromId = BinanceApi.NullId, int limit = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(5, token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v1/historicalTrades")
{
ApiKey = apiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (limit > 0)
{
request.AddParameter("limit", limit);
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get current account information.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountInfoAsync(this IBinanceHttpClient client, IBinanceApiUser user, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(5, token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v3/account")
{
ApiKey = user.ApiKey
};
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="client"></param>
/// <param name="orderBookSerializer"></param>
/// <param name="orderBookTopSerializer"></param>
/// <param name="aggregateTradeSerializer"></param>
/// <param name="candlestickSerializer"></param>
/// <param name="symbolPriceSerializer"></param>
/// <param name="symbolStatisticsSerializer"></param>
/// <param name="accountTradeSerializer"></param>
/// <param name="tradeSerializer"></param>
/// <param name="orderSerializer"></param>
/// <param name="logger"></param>
public BinanceApi(
IBinanceHttpClient client,
IOrderBookSerializer orderBookSerializer = null,
IOrderBookTopSerializer orderBookTopSerializer = null,
IAggregateTradeSerializer aggregateTradeSerializer = null,
ICandlestickSerializer candlestickSerializer = null,
ISymbolPriceSerializer symbolPriceSerializer = null,
ISymbolStatisticsSerializer symbolStatisticsSerializer = null,
IAccountTradeSerializer accountTradeSerializer = null,
ITradeSerializer tradeSerializer = null,
IOrderSerializer orderSerializer = null,
ILogger <BinanceApi> logger = null)
{
Throw.IfNull(client, nameof(client));
HttpClient = client;
_orderBookSerializer = orderBookSerializer ?? new OrderBookSerializer();
_orderBookTopSerializer = orderBookTopSerializer ?? new OrderBookTopSerializer();
_aggregateTradeSerializer = aggregateTradeSerializer ?? new AggregateTradeSerializer();
_candlestickSerializer = candlestickSerializer ?? new CandlestickSerializer();
_symbolPriceSerializer = symbolPriceSerializer ?? new SymbolPriceSerializer();
_symbolStatisticsSerializer = symbolStatisticsSerializer ?? new SymbolStatisticsSerializer();
_accountTradeSerializer = accountTradeSerializer ?? new AccountTradeSerializer();
_tradeSerializer = tradeSerializer ?? new TradeSerializer();
_orderSerializer = orderSerializer ?? new OrderSerializer();
_logger = logger;
}
/// <summary>
/// Get current account information.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountInfoAsync(this IBinanceHttpClient client, IBinanceApiUser user, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
var request = new BinanceHttpRequest($"/api/v3/account")
{
ApiKey = user.ApiKey
};
var timestamp = await client.GetTimestampAsync(token)
.ConfigureAwait(false);
request.AddParameter("timestamp", timestamp);
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
var signature = user.Sign(request.QueryString);
request.AddParameter("signature", signature);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get candlesticks for a symbol. Candlesticks/K-Lines are uniquely identified by their open time.
/// If startTime and endTime are not sent, the most recent candlesticks are returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetCandlesticksAsync(this IBinanceHttpClient client, string symbol, CandlestickInterval interval, int limit = default, long startTime = default, long endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v1/klines");
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("interval", interval.AsString());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
public BinanceHttpClientExtensionsTest()
{
// Configure services.
var serviceProvider = new ServiceCollection()
.AddBinance().BuildServiceProvider();
// Get IBinanceHttpClient service.
_client = serviceProvider.GetService <IBinanceHttpClient>();
}
/// <summary>
/// Cancel an active order.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="orderId"></param>
/// <param name="origClientOrderId"></param>
/// <param name="newClientOrderId">Used to uniquely identify this cancel. Automatically generated by default.</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> CancelOrderAsync(this IBinanceHttpClient client, IBinanceApiUser user, string symbol, long orderId = BinanceApi.NullId, string origClientOrderId = null, string newClientOrderId = null, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (orderId < 0 && string.IsNullOrWhiteSpace(origClientOrderId))
{
throw new ArgumentException($"Either '{nameof(orderId)}' or '{nameof(origClientOrderId)}' must be provided, but both were invalid.");
}
if (recvWindow == default)
{
recvWindow = client.DefaultRecvWindow;
}
if (user.RateLimiter != null)
{
await user.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v3/order")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (orderId >= 0)
{
request.AddParameter("orderId", orderId);
}
if (!string.IsNullOrWhiteSpace(origClientOrderId))
{
request.AddParameter("origClientOrderId", origClientOrderId);
}
if (!string.IsNullOrWhiteSpace(newClientOrderId))
{
request.AddParameter("newClientOrderId", newClientOrderId);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.DeleteAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get best price/quantity on the order book for a symbol.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> GetOrderBookTopAsync(this IBinanceHttpClient client, string symbol, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
var request = new BinanceHttpRequest("/api/v1/ticker/bookTicker");
request.AddParameter("symbol", symbol.FormatSymbol());
return(client.GetAsync(request, token));
}
/// <summary>
/// Start a new user data stream.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> UserStreamStartAsync(this IBinanceHttpClient client, string apiKey, CancellationToken token = default)
{
Throw.IfNullOrWhiteSpace(apiKey, nameof(apiKey));
var request = new BinanceHttpRequest("/api/v1/userDataStream")
{
ApiKey = apiKey
};
return(client.PostAsync(request, token));
}
/// <summary>
/// Submit a withdraw request.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="address"></param>
/// <param name="addressTag"></param>
/// <param name="amount"></param>
/// <param name="name">A description of the address (optional).</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> WithdrawAsync(this IBinanceHttpClient client, IBinanceApiUser user, string asset, string address, string addressTag, decimal amount, string name = null, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(asset, nameof(asset));
Throw.IfNullOrWhiteSpace(address, nameof(address));
if (amount <= 0)
{
throw new ArgumentException("Withdraw amount must be greater than 0.", nameof(amount));
}
if (recvWindow == default)
{
recvWindow = client.DefaultRecvWindow;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/wapi/v3/withdraw.html")
{
ApiKey = user.ApiKey
};
request.AddParameter("asset", asset.FormatSymbol());
request.AddParameter("address", address);
request.AddParameter("amount", amount);
if (!string.IsNullOrWhiteSpace(addressTag))
{
request.AddParameter("addressTag", addressTag);
}
if (!string.IsNullOrWhiteSpace(name))
{
request.AddParameter("name", name);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.PostAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get the deposit history.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="status"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetDepositsAsync(this IBinanceHttpClient client, IBinanceApiUser user, string asset = null, DepositStatus?status = null, long startTime = default, long endTime = default, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/wapi/v3/depositHistory.html")
{
ApiKey = user.ApiKey
};
if (!string.IsNullOrWhiteSpace(asset))
{
request.AddParameter("asset", asset.FormatSymbol());
}
if (status.HasValue)
{
request.AddParameter("status", (int)status);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get the withdrawal history.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="status"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetWithdrawalsAsync(this IBinanceHttpClient client, IBinanceApiUser user, string asset = null, WithdrawalStatus?status = null, long startTime = default, long endTime = default, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
var request = new BinanceHttpRequest($"/wapi/v3/withdrawHistory.html")
{
ApiKey = user.ApiKey
};
var timestamp = await client.GetTimestampAsync(token)
.ConfigureAwait(false);
request.AddParameter("timestamp", timestamp);
if (!string.IsNullOrWhiteSpace(asset))
{
request.AddParameter("asset", asset.FormatSymbol());
}
if (status.HasValue)
{
request.AddParameter("status", (int)status);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
var signature = user.Sign(request.QueryString);
request.AddParameter("signature", signature);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Extension allowing candlestick interval as a string.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetCandlesticksAsync(this IBinanceHttpClient client, string symbol, string interval, int limit = default, DateTime startTime = default, DateTime endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
return(await client.GetCandlesticksAsync(symbol, interval.ToCandlestickInterval(), limit, startTime, endTime, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get system status.
/// </summary>
/// <param name="client"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetSystemStatusAsync(this IBinanceHttpClient client, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
return(await client.GetAsync("/wapi/v3/systemStatus.html", token)
.ConfigureAwait(false));
}
/// <summary>
/// Get latest price for a symbol or all symbols.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> GetPriceAsync(this IBinanceHttpClient client, string symbol = null, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
var request = new BinanceHttpRequest("/api/v3/ticker/price");
if (!string.IsNullOrWhiteSpace(symbol))
{
request.AddParameter("symbol", symbol.FormatSymbol());
}
return(client.GetAsync(request, token));
}
/// <summary>
/// Get best price/quantity on the order book for all symbols.
/// </summary>
/// <param name="client"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetOrderBookTopsAsync(this IBinanceHttpClient client, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
return(await client.GetAsync("/api/v1/ticker/bookTicker", token)
.ConfigureAwait(false));
}
/// <summary>
/// Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.
/// If fromdId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="fromId">ID to get aggregate trades from INCLUSIVE.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime">Timestamp in ms to get aggregate trades from INCLUSIVE.</param>
/// <param name="endTime">Timestamp in ms to get aggregate trades until INCLUSIVE.</param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAggregateTradesAsync(this IBinanceHttpClient client, string symbol, long fromId = BinanceApi.NullId, int limit = default, long startTime = default, long endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v1/aggTrades");
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
if (startTime <= 0 || endTime <= 0)
{
if (limit > 0)
{
request.AddParameter("limit", limit);
}
}
else
{
var start = DateTimeOffset.FromUnixTimeMilliseconds(startTime);
var end = DateTimeOffset.FromUnixTimeMilliseconds(endTime);
if ((end - start).Duration() >= TimeSpan.FromHours(24))
{
throw new ArgumentException($"The interval between {nameof(startTime)} and {nameof(endTime)} must be less than 24 hours.", nameof(endTime));
}
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get 24 hour price change statistics for a symbol or all symbols.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> Get24HourStatisticsAsync(this IBinanceHttpClient client, string symbol = null, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
// When symbol is not provided use number of symbols that are TRADING for weight.
var request = new BinanceHttpRequest("/api/v1/ticker/24hr", string.IsNullOrWhiteSpace(symbol) ? Symbol.Cache.Values.Count(s => s.Status == SymbolStatus.Trading) : 1);
if (!string.IsNullOrWhiteSpace(symbol))
{
request.AddParameter("symbol", symbol.FormatSymbol());
}
return(client.GetAsync(request, token));
}
/// <summary>
/// Close out a user data stream.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="listenKey"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> UserStreamCloseAsync(this IBinanceHttpClient client, string apiKey, string listenKey, CancellationToken token = default)
{
Throw.IfNullOrWhiteSpace(apiKey, nameof(apiKey));
Throw.IfNullOrWhiteSpace(listenKey, nameof(listenKey));
var request = new BinanceHttpRequest("/api/v1/userDataStream")
{
ApiKey = apiKey
};
request.AddParameter("listenKey", listenKey);
return(client.DeleteAsync(request, token));
}
/// <summary>
/// Check an order's status. Either orderId or origClientOrderId must be sent.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="orderId"></param>
/// <param name="origClientOrderId"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetOrderAsync(this IBinanceHttpClient client, IBinanceApiUser user, string symbol, long orderId = BinanceApi.NullId, string origClientOrderId = null, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (orderId < 0 && string.IsNullOrWhiteSpace(origClientOrderId))
{
throw new ArgumentException($"Either '{nameof(orderId)}' or '{nameof(origClientOrderId)}' must be provided, but both were invalid.");
}
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
var request = new BinanceHttpRequest($"/api/v3/order")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (orderId >= 0)
{
request.AddParameter("orderId", orderId);
}
if (!string.IsNullOrWhiteSpace(origClientOrderId))
{
request.AddParameter("origClientOrderId", origClientOrderId);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
var timestamp = await client.GetTimestampAsync(token)
.ConfigureAwait(false);
request.AddParameter("timestamp", timestamp);
var signature = user.Sign(request.QueryString);
request.AddParameter("signature", signature);
return(await client.GetAsync(request, token, user.RateLimiter)
.ConfigureAwait(false));
}
/// <summary>
/// Get the account status.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountStatusAsync(this IBinanceHttpClient client, IBinanceApiUser user, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
var request = new BinanceHttpRequest("/wapi/v3/accountStatus.html")
{
ApiKey = user.ApiKey
};
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
public async Task <long> GetTimestampAsync(IBinanceHttpClient client, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
// Acquire synchronization lock.
await _syncLock.WaitAsync(token)
.ConfigureAwait(false);
try
{
if (DateTime.UtcNow - _offsetLastUpdate > TimestampOffsetRefreshPeriod)
{
const long n = 3;
long sum = 0;
var count = n;
do
{
var systemTime = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
var json = await client.GetServerTimeAsync(token)
.ConfigureAwait(false);
systemTime = (systemTime + DateTimeOffset.UtcNow.ToUnixTimeMilliseconds()) / 2;
// Calculate timestamp offset to account for time differences.
sum += JObject.Parse(json)["serverTime"].Value <long>() - systemTime;
await Task.Delay(100, token)
.ConfigureAwait(false);
} while (--count > 0);
// Calculate average offset.
TimestampOffset = sum / n;
// Record the current system time to determine when to refresh offset.
_offsetLastUpdate = DateTime.UtcNow;
}
}
catch (Exception) { /* ignore */ }
finally
{
// Release synchronization lock.
_syncLock.Release();
}
return(DateTimeOffset.UtcNow.ToUnixTimeMilliseconds() + TimestampOffset);
}
/// <summary>
/// Get latest (non-compressed) trades.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="limit"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> GetTradesAsync(this IBinanceHttpClient client, string symbol, int limit = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
var request = new BinanceHttpRequest("/api/v1/trades");
request.AddParameter("symbol", symbol.FormatSymbol());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
return(client.GetAsync(request, token));
}
/// <summary>
/// Ping a user data stream to prevent a time out.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="listenKey"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <string> UserStreamKeepAliveAsync(this IBinanceHttpClient client, string apiKey, string listenKey, CancellationToken token = default)
{
Throw.IfNullOrWhiteSpace(apiKey, nameof(apiKey));
Throw.IfNullOrWhiteSpace(listenKey, nameof(listenKey));
var request = new BinanceHttpRequest("/api/v1/userDataStream")
{
ApiKey = apiKey
};
request.AddParameter("listenKey", listenKey);
// TODO
// A POST will either get back your current stream (and effectively do a PUT) or get back a new stream.
//return client.PostAsync(request, token);
return(client.PutAsync(request, token));
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="client"></param>
/// <param name="orderBookSerializer"></param>
/// <param name="logger"></param>
public BinanceApi(
IBinanceHttpClient client,
IOrderBookSerializer orderBookSerializer = null,
ITradeSerializer tradeSerializer = null,
IOrderSerializer orderSerializer = null,
ILogger <BinanceApi> logger = null)
{
Throw.IfNull(client, nameof(client));
HttpClient = client;
_orderBookSerializer = orderBookSerializer ?? new OrderBookSerializer();
_tradeSerializer = tradeSerializer ?? new TradeSerializer();
_orderSerializer = orderSerializer ?? new OrderSerializer();
_logger = logger;
}
/// <summary>
/// Get local system timestamp synchronized with server time.
/// </summary>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <long> GetTimestampAsync(this IBinanceHttpClient client, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
// Acquire synchronization lock.
await _timestampOffsetSync.WaitAsync(token)
.ConfigureAwait(false);
try
{
if (DateTime.UtcNow - _timestampOffsetUpdatedAt > TimeSpan.FromMinutes(client.Options.TimestampOffsetRefreshPeriodMinutes))
{
const long N = 3;
long sum = 0;
var count = N;
do
{
var systemTime = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
var json = await GetServerTimeAsync(client, token)
.ConfigureAwait(false);
systemTime = (systemTime + DateTimeOffset.UtcNow.ToUnixTimeMilliseconds()) / 2;
// Calculate timestamp offset to account for time differences and delays.
sum += JObject.Parse(json)["serverTime"].Value <long>() - systemTime;
} while (--count > 0);
// Calculate average offset.
_timestampOffset = sum / N;
// Record the current system time to determine when to refresh offset.
_timestampOffsetUpdatedAt = DateTime.UtcNow;
}
}
catch (Exception) { /* ignore */ }
finally
{
// Release synchronization lock.
_timestampOffsetSync.Release();
}
return(DateTimeOffset.UtcNow.ToUnixTimeMilliseconds() + _timestampOffset);
}
/// <summary>
/// Get trades for a specific account and symbol.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="fromId">TradeId to fetch from. Default gets most recent trades.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountTradesAsync(this IBinanceHttpClient client, IBinanceApiUser user, string symbol, long fromId = BinanceApi.NullId, int limit = default, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
var request = new BinanceHttpRequest($"/api/v3/myTrades")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
var timestamp = await client.GetTimestampAsync(token)
.ConfigureAwait(false);
request.AddParameter("timestamp", timestamp);
var signature = user.Sign(request.QueryString);
request.AddParameter("signature", signature);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get trades for a specific account and symbol.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="fromId">TradeId to fetch from. Default gets most recent trades.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountTradesAsync(this IBinanceHttpClient client, IBinanceApiUser user, string symbol, long fromId = BinanceApi.NullId, int limit = default, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (recvWindow == default)
{
recvWindow = client.DefaultRecvWindow;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(5, token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v3/myTrades")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get candlesticks for a symbol. Candlesticks/K-Lines are uniquely identified by their open time.
/// If startTime and endTime are not sent, the most recent candlesticks are returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetCandlesticksAsync(this IBinanceHttpClient client, string symbol, CandlestickInterval interval, int limit = default, DateTime startTime = default, DateTime endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new BinanceHttpRequest("/api/v1/klines");
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("interval", interval.AsString());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (startTime != default)
{
if (startTime.Kind != DateTimeKind.Utc)
{
throw new ArgumentException("Date/Time must be UTC.", nameof(startTime));
}
request.AddParameter("startTime", startTime.ToTimestamp());
}
// ReSharper disable once InvertIf
if (endTime != default)
{
if (endTime.Kind != DateTimeKind.Utc)
{
throw new ArgumentException("Date/Time must be UTC.", nameof(endTime));
}
request.AddParameter("endTime", endTime.ToTimestamp());
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get the deposit address for an asset.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetDepositAddressAsync(this IBinanceHttpClient client, IBinanceApiUser user, string asset, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(asset, nameof(asset));
var request = new BinanceHttpRequest("/wapi/v3/depositAddress.html")
{
ApiKey = user.ApiKey
};
request.AddParameter("asset", asset.FormatSymbol());
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
