// Establishes SSL connection iff ssl is not null.
public TcpConnection(string host, int port, SslOptions ssl)
{
_log.Info("Connecting to {0}:{1}...", host, port);
_client = new TcpClient(host, port);
if (ssl == null)
{
_strm = _client.GetStream();
}
else
{
try
{
RemoteCertificateValidationCallback cb =
(object sender, X509Certificate cert, X509Chain chain, SslPolicyErrors errors) =>
{
if (errors == SslPolicyErrors.None)
return true;
if (errors != SslPolicyErrors.RemoteCertificateChainErrors)
{
_log.Error("SSL handshake error: {0}", errors);
return ssl.AllowAllErrors;
}
foreach (X509ChainStatus ch in chain.ChainStatus)
{
if (ch.Status == X509ChainStatusFlags.NotTimeValid && ssl.AllowExpiredCertificate)
{
_log.Warn("Ignoring NotTimeValid error in SSL handshake.");
continue;
}
if (ch.Status == X509ChainStatusFlags.PartialChain)
{
_log.Warn("Ignoring PartialChain error in SSL handshake.");
continue;
}
_log.Error("SSL handshake error: {0} {1}", ch.Status, ch.StatusInformation);
return ssl.AllowAllErrors;
}
return true;
};
var sslStrm = new SslStream(_client.GetStream(), leaveInnerStreamOpen: false,
userCertificateValidationCallback: cb);
var certs = new X509CertificateCollection();
if (ssl.CertificateFilename != null)
certs.Add(new X509Certificate(ssl.CertificateFilename, ssl.CertificateFilePassword));
sslStrm.AuthenticateAsClient(ssl.CertificateName ?? host, certs,
System.Security.Authentication.SslProtocols.Default,
checkCertificateRevocation: false);
_strm = sslStrm;
}
catch
{
Dispose();
throw;
}
}
var protocols = new Dictionary<string, Mantle.IMessageFactory>() {
{ Mantle.Fix44.Protocol.Value, new Mantle.Fix44.MessageFactory() }
};
_receiver = new Mantle.Receiver(_strm, 1 << 20, protocols);
}
// Establishes SSL connection iff ssl is not null.
public TcpConnection(string host, int port, SslOptions ssl)
{
_log.Info("Connecting to {0}:{1}...", host, port);
_client = new TcpClient(host, port);
if (ssl == null)
{
_strm = _client.GetStream();
}
else
{
try
{
RemoteCertificateValidationCallback cb =
(object sender, X509Certificate cert, X509Chain chain, SslPolicyErrors errors) =>
{
if (errors == SslPolicyErrors.None)
{
return(true);
}
if (errors != SslPolicyErrors.RemoteCertificateChainErrors)
{
_log.Error("SSL handshake error: {0}", errors);
return(ssl.AllowAllErrors);
}
foreach (X509ChainStatus ch in chain.ChainStatus)
{
if (ch.Status == X509ChainStatusFlags.NotTimeValid && ssl.AllowExpiredCertificate)
{
_log.Warn("Ignoring NotTimeValid error in SSL handshake.");
continue;
}
if (ch.Status == X509ChainStatusFlags.PartialChain)
{
_log.Warn("Ignoring PartialChain error in SSL handshake.");
continue;
}
_log.Error("SSL handshake error: {0} {1}", ch.Status, ch.StatusInformation);
return(ssl.AllowAllErrors);
}
return(true);
};
var sslStrm = new SslStream(_client.GetStream(), leaveInnerStreamOpen: false,
userCertificateValidationCallback: cb);
var certs = new X509CertificateCollection();
if (ssl.CertificateFilename != null)
{
certs.Add(new X509Certificate(ssl.CertificateFilename, ssl.CertificateFilePassword));
}
sslStrm.AuthenticateAsClient(ssl.CertificateName ?? host, certs,
System.Security.Authentication.SslProtocols.Default,
checkCertificateRevocation: false);
_strm = sslStrm;
}
catch
{
Dispose();
throw;
}
}
var protocols = new Dictionary <string, Mantle.IMessageFactory>()
{
{ Mantle.Fix44.Protocol.Value, new Mantle.Fix44.MessageFactory() }
};
_receiver = new Mantle.Receiver(_strm, 1 << 20, protocols);
}
public TcpConnector(string host, int port, SslOptions ssl = null)
{
_host = host;
_port = port;
_ssl = ssl;
}
public static void Main(string[] args)
{
try
{
// Get the keys from huobi.com.
string accessKey = "FIXME";
string secretKey = "FIXME";
var ssl = new SslOptions()
{
AllowExpiredCertificate = true,
AllowPartialChain = true,
AllowAllErrors = true,
};
// "trade" or "market".
string api = "trade";
var client = new Crust.Fix44.Client(
new Crust.Fix44.ClientConfig()
{
Username = accessKey,
Password = secretKey,
SenderCompID = "market",
TargetCompID = "server",
Account = accessKey,
ReplaceEnabled = false,
// Huobi supports two symbols: btc and ltc.
// You can spell them as btccny and btc/cny if you want.
// It's the same when sending order requests.
MarketDataSymbols = api == "trade" ? null : new List<string> { "btc" },
Extensions = Crust.Fix44.Extensions.Huobi,
SimulateFills = true,
},
// One end-point for market data, another for trading.
new TcpConnector("106.38.234.75", api == "trade" ? 5001 : 5000, ssl));
client.OnOrderEvent += e => _log.Info("Generated event: {0}", e);
client.Connect().Wait();
if (api == "trade")
{
Thread.Sleep(5000);
var req = new NewOrderRequest()
{
Symbol = "btc",
Side = Side.Buy,
Quantity = 0.001m,
OrderType = OrderType.Limit,
Price = 7400.00m,
};
_log.Warn("Sending new order");
IOrderCtrl order = client.CreateOrder(req).Result;
if (order == null) throw new Exception("Null order");
Thread.Sleep(3000);
_log.Warn("Requesting status");
order.RequestStatus().Wait();
Thread.Sleep(3000);
_log.Warn("Cancelling");
order.Cancel().Wait();
Thread.Sleep(3000);
_log.Warn("Requesting status");
order.RequestStatus().Wait();
}
while (true) Thread.Sleep(2000);
client.Dispose();
}
catch (Exception e)
{
_log.Fatal(e, "Unexpected exception. Terminating.");
}
}
public TcpConnector(string host, int port, SslOptions ssl = null)
{
_host = host;
_port = port;
_ssl = ssl;
}