private static async Task<ICryptoOrderBook> StartCoinbase(string pair, bool optimized, bool l2Optimized)
{
var url = CoinbaseValues.ApiWebsocketUrl;
var communicator = new CoinbaseWebsocketCommunicator(url) { Name = "Coinbase" };
var client = new CoinbaseWebsocketClient(communicator);
var source = new CoinbaseOrderBookSource(client);
var orderBook = l2Optimized ?
new CryptoOrderBookL2(pair, source) :
(ICryptoOrderBook)new CryptoOrderBook(pair, source);
if (optimized)
{
ConfigureOptimized(source, orderBook);
}
_ = communicator.Start();
// Send subscription request to order book data
client.Send(new SubscribeRequest(
new[] { pair },
ChannelSubscriptionType.Level2
));
return orderBook;
}
public async Task Heartbeat()
{
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
HeartbeatResponse received = null;
var receivedEvent = new ManualResetEvent(false);
using (var client = new CoinbaseWebsocketClient(communicator))
{
client.Streams.HeartbeatStream.Subscribe(pong =>
{
received = pong;
receivedEvent.Set();
});
await communicator.Start();
client.Send(new SubscribeRequest(new [] { "BTC-EUR" }, ChannelSubscriptionType.Heartbeat));
receivedEvent.WaitOne(TimeSpan.FromSeconds(30));
Assert.NotNull(received);
}
}
}
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly()
{
var url = CoinbaseValues.ApiWebsocketUrl;
using (var communicator = new CoinbaseWebsocketCommunicator(url))
{
using (var client = new CoinbaseWebsocketClient(communicator))
{
var pair = "BTC-USD";
var source = new CoinbaseOrderBookSource(client);
var orderBook = new CryptoOrderBook(pair, source);
await communicator.Start();
client.Send(new SubscribeRequest(
new [] { pair },
ChannelSubscriptionType.Level2
));
await Task.Delay(TimeSpan.FromSeconds(5));
Assert.True(orderBook.BidPrice > 0);
Assert.True(orderBook.AskPrice > 0);
Assert.NotEmpty(orderBook.BidLevels);
Assert.NotEmpty(orderBook.AskLevels);
}
}
}
private static async Task SendSubscriptionRequestsAuthenticated(CoinbaseWebsocketClient client)
{
//create an authenticator with your apiKey, apiSecret and passphrase
var authenticator = new CoinbaseAuthentication(API_KEY, API_SECRET, API_PASSPHRASE);
var subscription = new SubscribeRequest(
new[]
{
"BTC-EUR",
"BTC-USD"
},
new[]
{
ChannelSubscriptionType.Heartbeat,
ChannelSubscriptionType.Ticker,
ChannelSubscriptionType.Matches,
ChannelSubscriptionType.Heartbeat,
ChannelSubscriptionType.User,
ChannelSubscriptionType.Level2,
//ChannelSubscriptionType.Status
},
authenticator);
client.Send(subscription);
}
private static async Task SendSubscriptionRequests(CoinbaseWebsocketClient client)
{
var subscription = new SubscribeRequest
{
ProductIds = new[]
{
"BTC-EUR",
"BTC-USD"
},
Channels = new[]
{
//ChannelSubscriptionType.Heartbeat,
ChannelSubscriptionType.Ticker,
ChannelSubscriptionType.Matches,
//ChannelSubscriptionType.Level2
}
};
client.Send(subscription);
}
private static void SendSubscriptionRequests(CoinbaseWebsocketClient client)
{
var subscription = new SubscribeRequest(
new[]
{
"BTC-EUR",
"BTC-USD"
},
new[]
{
ChannelSubscriptionType.Heartbeat,
// ChannelSubscriptionType.Ticker,
// ChannelSubscriptionType.Matches,
// ChannelSubscriptionType.User,
ChannelSubscriptionType.Level2,
// ChannelSubscriptionType.Status
});
client.Send(subscription);
}
private static (ITradeSource, IWebsocketClient) GetCoinbase(string pair)
{
var url = CoinbaseValues.ApiWebsocketUrl;
var communicator = new CoinbaseWebsocketCommunicator(url)
{
Name = "Coinbase"
};
var client = new CoinbaseWebsocketClient(communicator);
var source = new CoinbaseTradeSource(client);
communicator.ReconnectionHappened.Subscribe(x =>
{
client.Send(new SubscribeRequest(
new[] { pair },
ChannelSubscriptionType.Matches
));
});
return(source, communicator);
}
