public Task StartOrderbookListener()
{
var markets = _client.GetMarketSymbolsMetadataAsync().GetAwaiter().GetResult();
foreach (var market in markets)
{
Orderbooks.Add(market.BaseCurrency + "/" + market.QuoteCurrency,
new Orderbook()
{
Pair = market.MarketSymbol,
BaseCurrency = market.QuoteCurrency,
AltCurrency = market.BaseCurrency,
Asks = new List <OrderbookOrder>(),
Bids = new List <OrderbookOrder>()
}
);
}
Task.Run(async() =>
{
while (true)
{
try
{
foreach (var market in markets)
{
List <OrderbookOrder> bids = new List <OrderbookOrder>();
List <OrderbookOrder> asks = new List <OrderbookOrder>();
var orderbook = await _client.GetOrderBookAsync(market.MarketSymbol);
bids.AddRange(orderbook.Bids.Values.Select(x => new OrderbookOrder()
{
Price = x.Price, Amount = x.Amount
}));
asks.AddRange(orderbook.Asks.Values.Select(x => new OrderbookOrder()
{
Price = x.Price, Amount = x.Amount
}));
var thisOrderbook = Orderbooks[market.BaseCurrency + "/" + market.QuoteCurrency];
thisOrderbook.Bids = bids;
thisOrderbook.Asks = asks;
}
await Task.Delay(1000);
}
catch (Exception e)
{
Console.WriteLine("Error in KuCoin orderbook listener (" + e.Message + ")");
}
}
});
return(Task.CompletedTask);
}
public Task StartOrderbookListener()
{
var markets = _client.GetMarketSymbolsMetadataAsync().GetAwaiter().GetResult();
foreach (var market in markets)
{
Orderbooks.Add(market.BaseCurrency + "/" + market.QuoteCurrency, new Orderbook()
{
Pair = market.MarketSymbol,
BaseCurrency = market.QuoteCurrency,
AltCurrency = market.BaseCurrency,
Asks = new List <OrderbookOrder>(),
Bids = new List <OrderbookOrder>()
});
}
Task.Run(() =>
{
//Subscribe to ticker websockets
var socket = _client.GetFullOrderBookWebSocket((orderbook) =>
{
try
{
List <OrderbookOrder> bids = new List <OrderbookOrder>();
List <OrderbookOrder> asks = new List <OrderbookOrder>();
foreach (var bid in orderbook.Bids.Values)
{
bids.Add(new OrderbookOrder()
{
Price = bid.Price, Amount = bid.Amount
});
}
foreach (var ask in orderbook.Asks.Values)
{
asks.Add(new OrderbookOrder()
{
Price = ask.Price, Amount = ask.Amount
});
}
var thisOrderbook = Orderbooks.Values.First(x => x.Pair == orderbook.MarketSymbol);
thisOrderbook.Bids = bids;
thisOrderbook.Asks = asks;
}
catch (Exception e) {
Console.WriteLine(e.Message);
} //Don't let an exception kill our socket
});
});
return(Task.CompletedTask);
}
public Task StartOrderbookListener()
{
var markets = _client.GetMarkets();
foreach (var market in markets)
{
var orderbook = _client.GetOrderBook(market.Pair);
Orderbooks.Add(market.Instrument + "/" + market.Currency,
new Orderbook()
{
Pair = market.Pair,
BaseCurrency = market.Currency,
AltCurrency = market.Instrument,
Asks = orderbook.asks.Select(ask => new OrderbookOrder()
{
Price = ask[0], Amount = ask[1]
}).ToList(),
Bids = orderbook.bids.Select(bid => new OrderbookOrder()
{
Price = bid[0], Amount = bid[1]
}).ToList()
}
);
}
Task.Run(() =>
{
//Subscribe to ticker websockets
//TODO: Implement sockets in client
while (true)
{
try
{
foreach (var market in markets)
{
var orderbook = _client.GetOrderBook(market.Pair);
if (orderbook == null)
{
continue; //It breaks sometimes so just skip the pair this loop
}
List <OrderbookOrder> bids = new List <OrderbookOrder>();
List <OrderbookOrder> asks = new List <OrderbookOrder>();
bids.AddRange(orderbook.bids.Select(bid => new OrderbookOrder()
{
Price = bid[0], Amount = bid[1]
}));
asks.AddRange(orderbook.asks.Select(ask => new OrderbookOrder()
{
Price = ask[0], Amount = ask[1]
}));
var thisOrderbook = Orderbooks[market.Instrument + "/" + market.Currency];
thisOrderbook.Bids = bids;
thisOrderbook.Asks = asks;
}
Thread.Sleep(1000);
}
catch (Exception e)
{
Console.WriteLine("Error in BtcMarkets orderbook listener (" + e.Message + ")");
}
}
});
return(Task.CompletedTask);
}
//Coinjar is a market maker and doesn't have orderbooks (I think) so just return infinite depth
public Task StartOrderbookListener()
{
var markets = _client.GetMarketsAsync().GetAwaiter().GetResult();
foreach (var market in markets)
{
Orderbooks.Add(market.AltCurrency + "/" + market.BaseCurrency,
new Orderbook()
{
Pair = market.Pair,
BaseCurrency = market.BaseCurrency,
AltCurrency = market.AltCurrency,
Asks = new List <OrderbookOrder> {
new OrderbookOrder()
{
Price = market.Ask ?? 0, Amount = Decimal.MaxValue
}
},
Bids = new List <OrderbookOrder> {
new OrderbookOrder()
{
Price = market.Bid ?? 0, Amount = Decimal.MaxValue
}
}
}
);
}
Task.Run(async() =>
{
//Get price forever
while (true)
{
try
{
markets = await _client.GetMarketsAsync();
foreach (var market in markets)
{
var orderbook = Orderbooks[market.AltCurrency + "/" + market.BaseCurrency];
orderbook.Pair = market.Pair;
orderbook.BaseCurrency = market.BaseCurrency;
orderbook.AltCurrency = market.AltCurrency;
orderbook.Asks = new List <OrderbookOrder> {
new OrderbookOrder()
{
Price = market.Ask ?? orderbook.Asks.First().Price, Amount = Decimal.MaxValue
}
}; //Sometimes the API returns null for no reason so just leave the price the same if it does
orderbook.Bids = new List <OrderbookOrder> {
new OrderbookOrder()
{
Price = market.Bid ?? orderbook.Bids.First().Price, Amount = Decimal.MaxValue
}
};
}
await Task.Delay(1000);
}
catch (Exception e)
{
Console.WriteLine("Error in BtcMarkets orderbook listener (" + e.Message + ")");
}
}
});
return(Task.CompletedTask);
}
