This is an example of how to use the Blinktrade Websocket API in C#.
The application demonstrates the following use cases:
- Websocket connection
- Protocol engine basics (logon, test request, heartbeat and JSON/FIX messaging)
- Order Book Management
- Security List Request and Reply processing
- Order List Request and Reply processing
- Balance Request and Reply processing
- MiniOMS (in-memory updated information of the user's alive orders)
- Demo TradingStrategy (send/cancel/replace orders with the price incremented or decremented by 0.01 to fight for the best position on the book, but never initiating the execution and respecting the target price parameters to buy or sell)
Setup:
Windows 8 and above version or Mono
Visual Studio with .NET 4.5 or MonoDevelop
Dependencies:
Newtonsoft Json.NET
Websocket-Sharp (required only when running with Mono because System.Net.WebSockets is buggy in Mono)
Microsoft TPL Dataflow
Build and Run:
After building the solution in Visual Studio or MonoDevelop, run blinktrade_websocket_client.exe without providing command line arguments to display help information.
Is there a test environment to try out this sample app?
Yes, blinktrade tesnet exchange.
List of exchanges running the blinktrade platform