/// <summary>
/// The DI constructor.
/// </summary>
/// <param name="api"></param>
/// <param name="stream"></param>
/// <param name="onError"></param>
public BinanceWebSocketStreamController(IBinanceApi api, IWebSocketStream stream, Action <Exception> onError = null)
: base(stream, onError)
{
Throw.IfNull(api, nameof(api));
_api = api;
}
/// <summary>
/// Get older (non-compressed) trades.
/// </summary>
/// <param name="api"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="fromId"></param>
/// <param name="limit"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <IEnumerable <Trade> > GetTradesFromAsync(this IBinanceApi api, IBinanceApiUser user, string symbol, long fromId, int limit = default, CancellationToken token = default)
{
Throw.IfNull(api, nameof(api));
Throw.IfNull(user, nameof(user));
return(api.GetTradesFromAsync(user.ApiKey, symbol, fromId, limit, token));
}
/// <summary>
/// Get all symbols.
/// </summary>
/// <param name="api"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <IEnumerable <string> > SymbolsAsync(this IBinanceApi api, CancellationToken token = default)
{
Throw.IfNull(api, nameof(api));
return((await api.GetPricesAsync(token).ConfigureAwait(false))
.Select(p => p.Symbol));
}
/// <summary>
/// Get the most recent trades from trade (EXCLUSIVE).
/// </summary>
/// <param name="api"></param>
/// <param name="trade"></param>
/// <param name="limit"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <IEnumerable <AggregateTrade> > GetAggregateTradesAsync(this IBinanceApi api, AggregateTrade trade, int limit = default, CancellationToken token = default)
{
Throw.IfNull(api, nameof(api));
Throw.IfNull(trade, nameof(trade));
return(api.GetAggregateTradesFromAsync(trade.Symbol, trade.Id + 1, limit, token));
}
/// <summary>
/// Update the symbol cache and asset cache.
/// </summary>
/// <param name="api"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task UpdateCacheAsync(IBinanceApi api, CancellationToken token = default)
{
var symbols = await api.GetSymbolsAsync(token)
.ConfigureAwait(false);
Cache.Clear();
Cache.Set(symbols);
AddCacheRedirections();
var assets = new List <Asset>();
foreach (var symbol in symbols)
{
if (!assets.Contains(symbol.BaseAsset))
{
assets.Add(symbol.BaseAsset);
}
if (!assets.Contains(symbol.QuoteAsset))
{
assets.Add(symbol.QuoteAsset);
}
}
Asset.Cache.Clear();
Asset.Cache.Set(assets);
Asset.AddCacheRedirections();
}
/// <summary>
/// Update the symbol cache and asset cache.
/// </summary>
/// <param name="api"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task UpdateCacheAsync(IBinanceApi api, CancellationToken token = default)
{
var symbols = await api.GetSymbolsAsync(token)
.ConfigureAwait(false);
UpdateCache(symbols);
}
/// <summary>
/// The DI constructor.
/// </summary>
/// <param name="api"></param>
/// <param name="stream"></param>
/// <param name="logger"></param>
public BinanceWebSocketStreamController(IBinanceApi api, IBinanceWebSocketStream stream, ILogger <BinanceWebSocketStreamController> logger = null)
: base(stream, logger)
{
Throw.IfNull(api, nameof(api));
_api = api;
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="api">The Binance API.</param>
/// <param name="client">The WebSocket client.</param>
/// <param name="options">The options.</param>
/// <param name="logger">The logger.</param>
public UserDataWebSocketClient(IBinanceApi api, IWebSocketStream webSocket, IOptions <UserDataWebSocketClientOptions> options = null, ILogger <UserDataWebSocketClient> logger = null)
: base(webSocket, logger)
{
Throw.IfNull(api, nameof(api));
Throw.IfNull(webSocket, nameof(webSocket));
_api = api;
_options = options?.Value;
webSocket.Client.Open += (s, e) =>
{
var period = _options?.KeepAliveTimerPeriod ?? KeepAliveTimerPeriodDefault;
period = Math.Min(Math.Max(period, KeepAliveTimerPeriodMin), KeepAliveTimerPeriodMax);
_keepAliveTimer = new Timer(OnKeepAliveTimer, CancellationToken.None, period, period);
};
webSocket.Client.Close += async(s, e) =>
{
_keepAliveTimer.Dispose();
foreach (var _ in _listenKeys)
{
await _api.UserStreamCloseAsync(_.Key, _.Value, CancellationToken.None)
.ConfigureAwait(false);
}
};
}
/// <summary>
/// Get current server time.
/// </summary>
/// <param name="api"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <DateTime> GetTimeAsync(this IBinanceApi api, CancellationToken token = default)
{
Throw.IfNull(api, nameof(api));
var timestamp = await api.GetTimestampAsync(token).ConfigureAwait(false);
return(DateTimeOffset.FromUnixTimeMilliseconds(timestamp).UtcDateTime);
}
public BinanceDataFacade(IBinanceApi api, ICandlestickRepository candlestickRepository, IEnumerable <string> onlySymbols, IEnumerable <string> excludeSymbols, string startSymbol)
{
_api = api;
_candlestickRepository = candlestickRepository;
_onlySymbols = onlySymbols;
_excludeSymbols = excludeSymbols;
_startSymbol = startSymbol;
}
/// <summary>
/// Get current server time.
/// </summary>
/// <param name="api"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <DateTime> GetTimeAsync(this IBinanceApi api, CancellationToken token = default)
{
Throw.IfNull(api, nameof(api));
var timestamp = await api.GetTimestampAsync(token).ConfigureAwait(false);
return(timestamp.ToDateTime());
}
/// <summary>
/// ctor.
/// </summary>
/// <param name="binanceApi">API client to be used for API calls.</param>
/// <param name="loadTradingRules">Optional parameter to skip loading trading rules.</param>
public BinanceClient(IBinanceApi binanceApi, bool loadTradingRules = false) : base(binanceApi)
{
_bApi = (BinanceApi)binanceApi;
if (loadTradingRules)
{
LoadTradingRules();
}
}
protected WebSocketClientCache(IBinanceApi api, TClient client, ILogger logger = null)
{
Throw.IfNull(api, nameof(api));
Throw.IfNull(client, nameof(client));
Api = api;
Client = client;
Logger = logger;
}
public BinanceApiTest()
{
// Configure services.
var serviceProvider = new ServiceCollection()
.AddBinance().BuildServiceProvider();
// Get IBinanceApi service.
_api = serviceProvider.GetService <IBinanceApi>();
}
// ReSharper disable once UnusedMember.Local
private static async Task <SymbolStatistics[]> Get24HourStatisticsAsync(IBinanceApi api, params string[] symbols)
{
var statistics = new List <SymbolStatistics>();
foreach (var symbol in symbols)
{
statistics.Add(await api.Get24HourStatisticsAsync(symbol));
}
return(statistics.ToArray());
}
public BinanceWebsocketService(BinanceConfig config,
IBinanceApi binanceApi,
IBinanceCacheService cache,
IBinanceSubscriberService subscriber)
{
_config = config;
_binanceApi = binanceApi;
_cache = cache;
_subscriber = subscriber;
_semaphore = new Semaphore(1, 1);
}
public PriceRange(IBinanceApi api, string symbol, decimal multiplierUp, decimal multiplierDown, decimal increment)
: base(0, 0, increment)
{
Throw.IfNull(api, nameof(api));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
_api = api;
_symbol = symbol;
MultiplierUp = multiplierUp;
MultiplierDown = multiplierDown;
}
public BinanceWebsocketService(BinanceConfig config,
IBinanceApi binanceApi,
IBinanceCacheService cache,
IServiceProvider serviceProvider,
ILogger <IBinanceWebsocketService> log)
{
_config = config;
_binanceApi = binanceApi;
_cache = cache;
_subscriber = serviceProvider.GetService <IBinanceSubscriberService>();
_log = log;
}
public BinanceService(BinanceConfig config,
DatabaseService databaseService,
GeneralConfig generalConfig,
IBinanceApi binanceApi,
ILogger <BinanceService> log)
{
_config = config;
_databaseService = databaseService;
_generalConfig = generalConfig;
_log = log;
_client = binanceApi;
_client.HttpClient.RateLimiter.Configure(TimeSpan.FromMinutes(1), 200);
}
/// <summary>
/// Get aggregate/compressed trades within a time interval (INCLUSIVE).
/// </summary>
/// <param name="api"></param>
/// <param name="symbol"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static Task <IEnumerable <AggregateTrade> > GetAggregateTradesAsync(this IBinanceApi api, string symbol, DateTime startTime, DateTime endTime, CancellationToken token = default)
{
Throw.IfNull(api, nameof(api));
if (startTime.Kind != DateTimeKind.Utc)
{
throw new ArgumentException("Date/Time must be UTC.", nameof(startTime));
}
if (endTime.Kind != DateTimeKind.Utc)
{
throw new ArgumentException("Date/Time must be UTC.", nameof(endTime));
}
return(GetAggregateTradesAsync(api, symbol, (new DateTimeOffset(startTime).ToUnixTimeMilliseconds(), new DateTimeOffset(endTime).ToUnixTimeMilliseconds()), token));
}
public BinanceService(BinanceConfig config,
DatabaseService databaseService,
CryptoCompareApiService cryptoCompareService,
IServiceProvider serviceProvider,
GeneralConfig generalConfig,
IBinanceApi binanceApi,
ILogger <BinanceService> log)
{
_config = config;
_databaseService = databaseService;
_cryptoCompareService = cryptoCompareService;
_binanceWebsocketService = serviceProvider.GetService <IBinanceWebsocketService>();
_generalConfig = generalConfig;
_log = log;
_client = binanceApi;
_client.HttpClient.RateLimiter.Configure(TimeSpan.FromMinutes(1), 200);
}
/// <summary>
/// The DI constructor.
/// </summary>
/// <param name="api">The Binance api (required).</param>
/// <param name="client">The JSON client (required).</param>
/// <param name="logger">The logger (optional).</param>
public OrderBookCache(IBinanceApi api, IDepthClient client, ILogger <OrderBookCache> logger = null)
: base(api, client, logger)
{
}
public static async Task Main(string[] args)
{
// Un-comment to run...
//await AccountBalancesExample.ExampleMain(args);
//await MinimalWithDependencyInjection.ExampleMain(args);
//await MinimalWithoutDependencyInjection.ExampleMain(args);
//await SerializationExample.ExampleMain(args);
var cts = new CancellationTokenSource();
try
{
// Load configuration.
Configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.AddUserSecrets <Program>()
.Build();
// Configure services.
ServiceProvider = new ServiceCollection()
.AddBinance()
.AddOptions()
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.Configure <BinanceApiOptions>(Configuration.GetSection("ApiOptions"))
.Configure <UserDataWebSocketClientOptions>(Configuration.GetSection("UserClientOptions"))
.BuildServiceProvider();
// Configure logging.
ServiceProvider
.GetService <ILoggerFactory>()
.AddConsole(Configuration.GetSection("Logging").GetSection("Console"))
.AddFile(Configuration.GetSection("Logging").GetSection("File"));
var apiKey = Configuration["BinanceApiKey"] // user secrets configuration.
?? Configuration.GetSection("User")["ApiKey"]; // appsettings.json configuration.
var apiSecret = Configuration["BinanceApiSecret"] // user secrets configuration.
?? Configuration.GetSection("User")["ApiSecret"]; // appsettings.json configuration.
if (string.IsNullOrWhiteSpace(apiKey) || string.IsNullOrWhiteSpace(apiSecret))
{
PrintApiNotice();
}
if (!string.IsNullOrEmpty(apiKey))
{
User = ServiceProvider
.GetService <IBinanceApiUserProvider>()
.CreateUser(apiKey, apiSecret);
}
Api = ServiceProvider.GetService <IBinanceApi>();
// Instantiate all assembly command handlers.
foreach (var type in Assembly.GetExecutingAssembly().GetTypes())
{
if (typeof(IHandleCommand).IsAssignableFrom(type) && !type.IsAbstract)
{
CommandHandlers.Add((IHandleCommand)Activator.CreateInstance(type));
}
}
await SuperLoopAsync(cts.Token);
}
catch (Exception e)
{
lock (ConsoleSync)
{
Console.WriteLine($"! FAIL: \"{e.Message}\"");
if (e.InnerException != null)
{
Console.WriteLine($" -> Exception: \"{e.InnerException.Message}\"");
}
}
}
finally
{
await DisableLiveTask();
cts.Cancel();
cts.Dispose();
User?.Dispose();
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="api">The Binance API.</param>
/// <param name="client">The WebSocket client.</param>
/// <param name="options">The options.</param>
/// <param name="logger">The logger.</param>
public UserDataWebSocketClient(IBinanceApi api, IWebSocketClient client, IOptions <UserDataWebSocketClientOptions> options = null, ILogger <UserDataWebSocketClient> logger = null)
: base(client, logger)
{
_api = api;
_options = options?.Value;
}
public BinanceExchangeApi()
{
binanceApi = new BinanceApi();
}
/// <summary>
/// The DI constructor.
/// </summary>
/// <param name="api">The Binance api (required).</param>
/// <param name="client">The JSON client (required).</param>
/// <param name="logger">The logger (optional).</param>
public AccountInfoCache(IBinanceApi api, IUserDataClient client, ILogger <AccountInfoCache> logger = null)
: base(api, client, logger)
{
}
public TradeCache(IBinanceApi api, ITradeWebSocketClient client, ILogger <TradeCache> logger = null)
: base(api, client, logger)
{
_trades = new Queue <Trade>();
}
/// <summary>
/// The DI constructor.
/// </summary>
/// <param name="api">The Binance api (required).</param>
/// <param name="client">The JSON client (required).</param>
/// <param name="logger">The logger (optional).</param>
public SymbolStatisticsCache(IBinanceApi api, ISymbolStatisticsClient client, ILogger <SymbolStatisticsCache> logger = null)
: base(api, client, logger)
{
}
public static async Task Main(string[] args)
{
// Un-comment to run...
//await AccountBalancesExample.ExampleMain(args);
//await AccountBalancesExample.AdvancedExampleMain(args);
//await MinimalWithDependencyInjection.ExampleMain(args);
//await MinimalWithoutDependencyInjection.ExampleMain(args);
//await OrderBookCacheAccountBalanceExample.AdvancedExampleMain(args);
//await ReadMeExample.ExampleMain(args);
var cts = new CancellationTokenSource();
try
{
// Load configuration.
Configuration = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, false)
.AddUserSecrets <Program>() // for access to API key and secret.
.Build();
// Configure services.
ServiceProvider = new ServiceCollection()
// ReSharper disable once ArgumentsStyleLiteral
.AddBinance(useSingleCombinedStream: true) // add default Binance services.
// Use alternative, low-level, web socket client implementation.
//.AddTransient<IWebSocketClient, WebSocket4NetClient>()
//.AddTransient<IWebSocketClient, WebSocketSharpClient>()
.AddOptions()
.Configure <BinanceApiOptions>(Configuration.GetSection("ApiOptions"))
.AddLogging(builder => builder.SetMinimumLevel(LogLevel.Trace))
.BuildServiceProvider();
// Configure logging.
ServiceProvider
.GetService <ILoggerFactory>()
.AddConsole(Configuration.GetSection("Logging:Console"))
.AddFile(Configuration.GetSection("Logging:File"));
// NOTE: Using ":" requires Microsoft.Extensions.Configuration.Binder.
var apiKey = Configuration["BinanceApiKey"] // user secrets configuration.
?? Configuration.GetSection("User")["ApiKey"]; // appsettings.json configuration.
var apiSecret = Configuration["BinanceApiSecret"] // user secrets configuration.
?? Configuration.GetSection("User")["ApiSecret"]; // appsettings.json configuration.
if (string.IsNullOrWhiteSpace(apiKey) || string.IsNullOrWhiteSpace(apiSecret))
{
PrintApiNotice();
}
if (!string.IsNullOrEmpty(apiKey))
{
User = ServiceProvider
.GetService <IBinanceApiUserProvider>()
.CreateUser(apiKey, apiSecret);
}
Api = ServiceProvider.GetService <IBinanceApi>();
ClientManager = ServiceProvider.GetService <IBinanceWebSocketClientManager>();
ClientManager.Error += (s, e) =>
{
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine($"! Client Manager Error: \"{e.Exception.Message}\"");
Console.WriteLine();
}
};
UserDataManager = ServiceProvider.GetService <IUserDataWebSocketManager>();
// Instantiate all assembly command handlers.
foreach (var type in Assembly.GetExecutingAssembly().GetTypes())
{
if (typeof(IHandleCommand).IsAssignableFrom(type) && !type.IsAbstract)
{
CommandHandlers.Add((IHandleCommand)Activator.CreateInstance(type));
}
}
await SuperLoopAsync(cts.Token);
}
catch (Exception e)
{
lock (ConsoleSync)
{
Console.WriteLine($"! FAIL: \"{e.Message}\"");
if (e.InnerException != null)
{
Console.WriteLine($" -> Exception: \"{e.InnerException.Message}\"");
}
}
}
finally
{
await DisableLiveTaskAsync();
cts.Cancel();
cts.Dispose();
User?.Dispose();
ClientManager?.Dispose();
lock (ConsoleSync)
{
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
}
}
/// <summary> /// Get aggregate/compressed trades within a time interval (INCLUSIVE). /// </summary> /// <param name="api"></param> /// <param name="symbol"></param> /// <param name="timeInterval"></param> /// <param name="token"></param> /// <returns></returns> public static Task <IEnumerable <AggregateTrade> > GetAggregateTradesAsync(this IBinanceApi api, string symbol, (long, long) timeInterval, CancellationToken token = default)
