private void EnableKlineStreams()
{
var successKlineStream = Socket.SubscribeToKlineStream(
Configuration.Instance.EnabledAlgorithm.AlgorithmConfiguration.TradingPairs.First().ToString(),
BinanceUtilities.ToInternalKline(Configuration.Instance.CandleWidth),
candle =>
{
if (candle.Data.Final)
{
_candleDispenserImplementation.Publish(BinanceUtilities.ToInternal(candle));
}
});
if (!successKlineStream.Success)
{
_logger.LogError(successKlineStream.Error.Message);
Program.ExitProgramWithCode(ExitCode.BinanceCommunicationStartupFailure);
}
successKlineStream.Data.ConnectionLost += () =>
{
_logger.LogCritical($"Kline stream got closed at {DateTime.UtcNow}, attempting reconnect...");
};
successKlineStream.Data.ConnectionRestored += t =>
{
_logger.LogCritical($"Kline stream was restored after {t}");
};
}
private void EnableOrderStreams()
{
// Obtain listenKey
var response = _listenKeyManager.Obtain();
if (!response.Success)
{
_logger.LogError("Unable to obtain listenKey");
Program.ExitProgramWithCode(ExitCode.BinanceCommunicationStartupFailure);
}
var listenKey = response.Data;
// Start socket connection
// TODO: Is this correct?
// TODO: TradeId is not correct.
var successOrderBook = Socket.SubscribeToUserStream(
listenKey,
accountInfoUpdate =>
{
// TODO: Implement AccountInfoUpdate callback
},
orderInfoUpdate =>
{
// ##########################################################################
// ####### WARNING ##########################################################
// ### Any exception will cause this method to shutdown without warning,
// ### causing the observers to hear nothing. This is completely shitty behavior,
// ### do not make the mistake I made and waste your time.
// ##########################################################################
try
{
_logger.LogDebug(JsonConvert.SerializeObject(orderInfoUpdate));
OrderUpdateDispenserImplementation.Publish(BinanceUtilities.ToInternal(orderInfoUpdate));
}
catch (Exception e)
{
_logger.LogError($"Error parsing a BinanceOrderInfoUpdate: {e.Message} \n {JsonConvert.SerializeObject(orderInfoUpdate)}");
}
});
if (!successOrderBook.Success)
{
_logger.LogError(successOrderBook.Error.Message);
Program.ExitProgramWithCode(ExitCode.BinanceCommunicationStartupFailure);
}
// Set error handler
successOrderBook.Data.ConnectionLost += () =>
{
_logger.LogCritical($"Order stream got closed at {DateTime.UtcNow}, attempting reconnect...");
};
successOrderBook.Data.ConnectionRestored += t => _logger.LogCritical($"Order stream was restored after {t}");
}
/// <inheritdoc />
public override ResponseObject <OrderUpdate> ExecuteMarketOrder(TradingPair pair, OrderSide side, decimal quantity, long tradeId)
{
var client = _communications.Client;
var realQuantity = pair.RoundToTradable(quantity);
// Attempt to place the order on Binance
var query = client.PlaceOrder(
symbol: pair.ToString(),
side: BinanceUtilities.ToExternal(side),
type: OrderType.Market,
quantity: realQuantity,
newClientOrderId: null,
price: null,
timeInForce: null,
stopPrice: null,
icebergQty: null,
orderResponseType: null,
(int)_communications.ReceiveWindow);
// Report failure of placing market order
if (!query.Success)
{
Logger.LogError($"Placing market order {side} {realQuantity} {pair.Left} failed! --> {query.Error.Message}");
return(new ResponseObject <OrderUpdate>(ResponseCode.Error, query.Error.Message));
}
var order = query.Data;
// Create an order update with known information
OrderUpdate result = new OrderUpdate(
orderId: order.OrderId,
tradeId: tradeId,
orderStatus: OrderUpdate.OrderStatus.Filled,
orderType: BinanceUtilities.ToInternal(order.Type),
createdTimestamp: DateTimeOffset.Now.ToUnixTimeMilliseconds(),
setPrice: 0, // This information is unknown for market orders
side: side,
pair: pair,
setQuantity: realQuantity)
{
FilledQuantity = order.ExecutedQuantity,
FilledTimestamp = DateTimeOffset.Now.ToUnixTimeMilliseconds(),
AverageFilledPrice = HelperMethods.SafeDiv(order.CummulativeQuoteQuantity, order.ExecutedQuantity),
};
return(new ResponseObject <OrderUpdate>(ResponseCode.Success, result));
}
