Пример #1
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 public BitfinexWebSocketSubscriber(BitfinexExchangeConfiguration configuration, bool authenticate, ILog log, TimeSpan?heartbeatPeriod = null) : base(new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, heartbeatPeriod)
 {
     _configuration = configuration;
     _authenticate  = authenticate;
     _log           = log;
     _pingTimer     = new Timer(SendPing);
 }
Пример #2
0
 public BitfinexWebSocketSubscriberTest()
 {
     _log = new LogToConsole();
     _bitfinexExchangeConfiguration = new BitfinexExchangeConfiguration
     {
         ApiKey               = ApiKey,
         ApiSecret            = ApiSecret,
         WebSocketEndpointUrl = WsApiUrl
     };
 }
        public BitfinexOrderBookTests()
        {
            _log = new LogToConsole();

            var settingsManager = BitfinexHelpers.GetBitfinexSettingsMenager();

            _bitfinexConfiguration = settingsManager.CurrentValue;

            _orderBookHandler = new Mock <IHandler <OrderBook> >().Object;
            _tickPriceHandler = new Mock <IHandler <TickPrice> >().Object;
        }
Пример #4
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 public BitfinexOrderBooksHarvester(BitfinexExchangeConfiguration configuration,
                                    OrderBookSnapshotsRepository orderBookSnapshotsRepository,
                                    OrderBookEventsRepository orderBookEventsRepository,
                                    IHandler <OrderBook> orderBookHandler,
                                    IHandler <TickPrice> tickPriceHandler,
                                    ILog log)
     : base(BitfinexExchange.Name, configuration, new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, orderBookSnapshotsRepository, orderBookEventsRepository, orderBookHandler)
 {
     _configuration    = configuration;
     _channels         = new Dictionary <long, Channel>();
     _tickPriceHandler = tickPriceHandler;
 }
        public BitfinexOrderBooksHarvester(BitfinexExchangeConfiguration configuration,
                                           IHandler <OrderBook> orderBookHandler,
                                           IHandler <TickPrice> tickPriceHandler,
                                           ILog log)
            : base(BitfinexExchange.Name, configuration, new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, orderBookHandler)
        {
            _configuration    = configuration;
            _channels         = new Dictionary <long, Channel>();
            _tickPriceHandler = tickPriceHandler;
            var credenitals = new BitfinexServiceClientCredentials(configuration.ApiKey, configuration.ApiSecret);

            _exchangeApi = new BitfinexApi(credenitals)
            {
                BaseUri = new Uri(configuration.EndpointUrl)
            };
        }
Пример #6
0
        public BitfinexExchange(BitfinexExchangeConfiguration configuration,
                                TranslatedSignalsRepository translatedSignalsRepository,
                                BitfinexOrderBooksHarvester orderBooksHarvester,
                                BitfinexExecutionHarvester executionHarvester, ILog log)
            : base(Name, configuration, translatedSignalsRepository, log)
        {
            _modelConverter      = new BitfinexModelConverter(configuration);
            _orderBooksHarvester = orderBooksHarvester;
            _executionHarvester  = executionHarvester;
            var credenitals = new BitfinexServiceClientCredentials(configuration.ApiKey, configuration.ApiSecret);

            _exchangeApi = new BitfinexApi(credenitals)
            {
                BaseUri = new Uri(configuration.EndpointUrl)
            };



            orderBooksHarvester.MaxOrderBookRate = configuration.MaxOrderBookRate;
        }
        public BitfinexExecutionHarvesterTest()
        {
            ILog log = new LogToConsole();
            var  bitfinexExchangeConfiguration = new BitfinexExchangeConfiguration
            {
                ApiKey                   = ApiKey,
                ApiSecret                = ApiSecret,
                WebSocketEndpointUrl     = WsApiUrl,
                SupportedCurrencySymbols = new[] {
                    new CurrencySymbol
                    {
                        ExchangeSymbol = "LTCUSD",
                        LykkeSymbol    = "LTCUSD"
                    }
                }
            };

            var subscriber = new BitfinexWebSocketSubscriber(bitfinexExchangeConfiguration, true, log);

            _harvester = new BitfinexExecutionHarvester(subscriber, new BitfinexModelConverter(bitfinexExchangeConfiguration), _testHandler, log);
        }
        public BitfinexOrderBookTests()
        {
            _log = new LogToConsole();

            var settingsManager = BitfinexHelpers.GetBitfinexSettingsMenager();

            _bitfinexConfiguration = 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;
            _tickPriceHandler = new Mock <IHandler <TickPrice> >().Object;
        }
 public BitfinexModelConverter(BitfinexExchangeConfiguration configuration) : base(configuration.SupportedCurrencySymbols, BitfinexExchange.Name, configuration.UseSupportedCurrencySymbolsAsFilter)
 {
 }