static async Task Main(string[] args)
{
// 1. create connections with exchange
var credentials = new ApiCredentials(ApiKey, Secret);
using IBinanceClient binanceRestClient = new BinanceClient(new BinanceClientOptions { ApiCredentials = credentials });
using IBinanceSocketClient binanceSocketClient = new BinanceSocketClient(new BinanceSocketClientOptions { ApiCredentials = credentials });
// 2. test connection
Logger.Info("Testing connection...");
var pingResult = await binanceRestClient.PingAsync();
Logger.Info($"Ping time: {pingResult.Data} ms");
// 3. get order book
var marketDepthManager = new MarketDepthManager(binanceRestClient, binanceSocketClient);
var marketDepth = new MarketDepth(Symbol);
marketDepth.MarketDepthChanged += (sender, e) =>
{
Clear();
WriteLine("Price : Volume");
WriteLine(
JsonConvert.SerializeObject(
new
{
LastUpdate = e.UpdateTime,
Asks = e.Asks.Reverse().Take(OrderBookDepth).Select(s => $"{s.Price} : {s.Volume}"),
Bids = e.Bids.Take(OrderBookDepth).Select(s => $"{s.Price} : {s.Volume}")
},
Formatting.Indented));
WriteLine("Press Enter to stop streaming market depth...");
SetCursorPosition(0, 0);
};
// build order book
await marketDepthManager.BuildAsync(marketDepth, OrderBookDepth);
// stream order book updates
marketDepthManager.StreamUpdates(marketDepth, OrderBookUpdateLimit);
WriteLine("Press Enter to exit...");
ReadLine();
}
public static async Task Main(string[] args)
{
const string token = "ETHBTC";
IBinanceRestClient binanceRestClient = new BinanceRestClient(new BinanceClientConfiguration
{
ApiKey = "<your_api_key>",
SecretKey = "<your_secret_key>"
});
var marketDepth = new MarketDepth(token);
await TestConnection(binanceRestClient);
marketDepth.MarketDepthChanged += (sender, e) =>
{
int n = 20;
System.Console.Clear();
System.Console.WriteLine("Price : Volume");
System.Console.WriteLine(
JsonConvert.SerializeObject(
new
{
LastUpdate = e.UpdateTime,
Asks = e.Asks.Take(n).Reverse().Select(s => $"{s.Price} : {s.Volume}"),
Bids = e.Bids.Take(n).Select(s => $"{s.Price} : {s.Volume}")
},
Formatting.Indented));
System.Console.WriteLine("Press Enter to stop streaming market depth...");
System.Console.SetCursorPosition(0, 0);
};
var marketDepthManager = new MarketDepthManager(binanceRestClient, new BinanceWebSocketClient(binanceRestClient, Logger));
// build order book
await marketDepthManager.BuildAsync(marketDepth);
// stream order book updates
marketDepthManager.StreamUpdates(marketDepth);
System.Console.WriteLine("Press Enter to exit...");
System.Console.ReadLine();
}