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README.md
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README.md
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CryptoExchange.Net is a base package which can be used to easily implement crypto currency exchange API's in C#. This library offers base classes for creating rest and websocket clients, and includes additional features like an automatically synchronizing order book implementation, error handling and automatic reconnects on websocket connections.
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CryptoExchange.Net is a base package which can be used to easily implement crypto currency exchange API's in C#. This library offers base classes for creating rest and websocket clients, and includes additional features like an automatically synchronizing order book implementation, error handling and automatic reconnects on websocket connections.
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## Implementations
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[Documentation](https://jkorf.github.io/CryptoExchange.Net/)
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By me:
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<table>
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<tr>
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<td><a href="https://github.com/JKorf/Binance.Net"><img src="https://github.com/JKorf/Binance.Net/blob/master/Binance.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/Binance.Net">Binance</a>
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</td>
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<td><a href="https://github.com/JKorf/Bittrex.Net"><img src="https://github.com/JKorf/Bittrex.Net/blob/master/Bittrex.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/Bittrex.Net">Bittrex</a>
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</td>
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<td><a href="https://github.com/JKorf/Bitfinex.Net"><img src="https://github.com/JKorf/Bitfinex.Net/blob/master/Bitfinex.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/Bitfinex.Net">Bitfinex</a>
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</td>
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<td><a href="https://github.com/JKorf/CoinEx.Net"><img src="https://github.com/JKorf/CoinEx.Net/blob/master/CoinEx.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/CoinEx.Net">CoinEx</a>
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</td>
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<td><a href="https://github.com/JKorf/Huobi.Net"><img src="https://github.com/JKorf/Huobi.Net/blob/master/Huobi.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/Huobi.Net">Huobi</a>
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</td>
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<td><a href="https://github.com/JKorf/Kucoin.Net"><img src="https://github.com/JKorf/Kucoin.Net/blob/master/Kucoin.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/Kucoin.Net">Kucoin</a>
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</td>
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<td><a href="https://github.com/JKorf/Kraken.Net"><img src="https://github.com/JKorf/Kraken.Net/blob/master/Kraken.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/Kraken.Net">Kraken</a>
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</td>
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<td><a href="https://github.com/JKorf/FTX.Net"><img src="https://github.com/JKorf/FTX.Net/blob/main/FTX.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/JKorf/FTX.Net">FTX</a>
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</td>
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</tr>
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</table>
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By third parties:
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<table>
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<tr>
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<td><a href="https://github.com/Zaliro/Switcheo.Net"><img src="https://github.com/Zaliro/Switcheo.Net/blob/master/Resources/switcheo-coin.png?raw=true"></a>
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<br />
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<a href="https://github.com/Zaliro/Switcheo.Net">Switcheo</a>
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</td>
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<td><a href="https://github.com/ridicoulous/LiquidQuoine.Net"><img src="https://github.com/ridicoulous/LiquidQuoine.Net/blob/master/Resources/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/ridicoulous/LiquidQuoine.Net">Liquid</a>
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</td>
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<td><a href="https://github.com/ridicoulous/Bitmex.Net"><img src="https://github.com/ridicoulous/Bitmex.Net/blob/master/Bitmex.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/ridicoulous/Bitmex.Net">Bitmex</a>
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</td>
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<td><a href="https://github.com/intelligences/HitBTC.Net"><img src="https://github.com/intelligences/HitBTC.Net/blob/master/src/HitBTC.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/intelligences/HitBTC.Net">HitBTC</a>
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</td>
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<td><a href="https://github.com/EricGarnier/LiveCoin.Net"><img src="https://github.com/EricGarnier/LiveCoin.Net/blob/master/LiveCoin.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/EricGarnier/LiveCoin.Net">LiveCoin</a>
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</td>
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<td><a href="https://github.com/burakoner/OKEx.Net"><img src="https://github.com/burakoner/OKEx.Net/blob/master/Okex.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/burakoner/OKEx.Net">OKEx</a>
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</td>
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<td><a href="https://github.com/burakoner/Chiliz.Net"><img src="https://github.com/burakoner/Chiliz.Net/blob/master/Chiliz.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/burakoner/Chiliz.Net">Chiliz</a>
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</td>
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<td><a href="https://github.com/burakoner/BtcTurk.Net"><img src="https://github.com/burakoner/BtcTurk.Net/blob/master/BtcTurk.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/burakoner/BtcTurk.Net">BtcTurk</a>
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</td>
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<td><a href="https://github.com/burakoner/Thodex.Net"><img src="https://github.com/burakoner/Thodex.Net/blob/master/Thodex.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/burakoner/Thodex.Net">Thodex</a>
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</td>
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<td><a href="https://github.com/d-ugarov/Exante.Net"><img src="https://github.com/d-ugarov/Exante.Net/blob/master/Exante.Net/Icon/icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/d-ugarov/Exante.Net">Exante</a>
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</td>
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<td><a href="https://github.com/rodrigobelo/wootrade-dotnet"><img src="https://github.com/rodrigobelo/wootrade-dotnet/blob/main/wootrade-dotnet-icon.png?raw=true"></a>
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<br />
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<a href="https://github.com/rodrigobelo/wootrade-dotnet">Wootrade</a>
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</td>
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</tr>
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</table>
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## Discord
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## Discord
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A Discord server is available [here](https://discord.gg/MSpeEtSY8t). Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
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A Discord server is available [here](https://discord.gg/MSpeEtSY8t). Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
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@ -103,228 +17,6 @@ I develop and maintain this package on my own for free in my spare time. Donatio
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Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf)
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Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf)
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## Implementation usage
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### Clients
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The CryptoExchange.Net library offers 2 base clients which should be implemented in each implementation library. The `RestClient` and the `SocketClient`.
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**RestClient**
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The `RestClient`, as the name suggests, handles requests to the exchange REST API. Typically the `RestClient` implementation name is [ExchangeName]Client. So for the Binance exchange this would be called the `BinanceClient`, and for Bittrex the client type name is `BittrexClient`.
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The `RestClient` implementations can be used in either a `using` or with a static instance:
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````C#
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using (var binanceClient = new BinanceClient())
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{
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var exchangeInfoResult = binanceClient.Spot.System.GetExchangeInfoAsync();
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}
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````
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or
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````C#
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var client = new BinanceClient();
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var exchangeInfoResult = client.Spot.System.GetExchangeInfoAsync();
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````
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If you're opting for the `using` syntax, a `HttpClient` should be provided in the client options to prevent each client creating it's own `HttpClient` instance.
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Calls made on the `RestClient` will return a `WebCallResult<T>` object which will contain the following properties:
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|Property|Description|Available when
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|`Success`|Whether or not the call was successfully executed.|Always
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|`Data`|The data the server sent us as response.| When `Success` is `true`
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|`Error`|Details on the error that happened during the call.| When `Success` is `false`
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|`OriginalData`|The originally received Json data which was received before being deserialized into an object.| When `OutputOriginalData` is enabled in the client options
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|`ResponseStatusCode`|The Http status code received as answer on the request.|Always
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|`ResponseHeaders`|The headers received in the response.|Always
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The `RestClient` implementation should implement the `IExchangeClient` interface, which offers some basic methods for interacting with an exchange without having to know the implementation.
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**SocketClient**
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The `SocketClient` can be used to connect to websocket streams offered by the API, and receive callbacks whenever new data is received. `SocketClient` implementations are typically named [ExchangeName]SocketClient, so in case of Binance this would be `BinanceSocketClient`.
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To use the `SocketClient` to connect to a stream simply call the `SubscribeXXX` method for the data you're interested in and pass in a delegate for handling updates. For example, to subscribe to the Binance ticker stream call `SubscribeToAllSymbolTickerUpdatesAsync` method:
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````C#
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var socketClient = new BinanceSocketClient();
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var subscribeResult = socketClient.Spot.SubscribeToAllSymbolTickerUpdatesAsync(data => {
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// Handle updates received here
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});
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````
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or
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````C#
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var socketClient = new BinanceSocketClient();
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var subscribeResult = socketClient.Spot.SubscribeToAllSymbolTickerUpdatesAsync(HandleData);
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private void HandleData(DataEvent<IEnumerable<BinanceTick>> data)
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{
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// Handle updates received here
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}
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````
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Make sure to check the result of the subscribe call to ensure it was successful. The Subscribe methods will return a `CallResult<UpdateSubscription>` object with the following properties:
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|Property|Description|Available when
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|`Success`|Whether or not the call was successfully executed.|Always
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|`Data`|The `UpdateSubscription` object for this stream. This can be used to for listening to connection changed events and unsubscribing | When `Success` is `true`
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|`Error`|Details on the error that happened during the subscription. | When `Success` is `false`
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To unsubscribe from a stream `Unsubscribe()` method can be used, with the `UpdateSubscription` received in the `SubscribeXXX` call as parameter, or use the `UnsubscribeAll()` method to close all subscriptions:
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````C#
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// Subscribe
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var client = new BinanceSocketClient();
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var subResult = client.Spot.SubscribeToOrderBookUpdates("BTCUSDT", data => {});
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// Unsubscribe
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client.Unsubscribe(subResult.Data);
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````
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The `SocketClient` handles connection management to the server internally and will close a connection if there are no more subscriptions on that connection.
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*[WARNING] Do not use `using` statements in combination with constructing a `SocketClient`. Doing so will dispose the `SocketClient` instance when the subscription is done, which will result in the connection getting closed. Instead assign the socket client to a variable outside of the method scope.*
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### Client options
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Options for a client can be provided in the constructor or using the static SetDefaultOptions method.
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````C#
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var client = new BinanceClient(new BinanceClientOptions()
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{
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});
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````
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or
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````C#
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BinanceClient.SetDefaultOptions(new BinanceClientOptions()
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{
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});
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````
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When providing options in the constructor the options will only apply for that specific client. When using the `SetDefaultOptions` method the options will be applied to any client created after that call which doesn't have any options provided to it via the constructor. Providing options in the constructor means any options set using the `SetDefaultOptions` method will be reset to default unless overwritten in the provided options.
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**Options for all clients**
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| Property | Description | Default |
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| ----------- | ----------- | ---------|
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| `LogWriters`| A list of `ILogger`s to handle log messages. | `new List<ILogger> { new DebugLogger() }` |
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| `LogLevel`| The minimum log level before passing messages to the `LogWriters`. Messages with a more verbose level than the one specified here will be ignored. Setting this to `null` will pass all messages to the `LogWriters`.| `LogLevel.Information`
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|`OutputOriginalData`|If set to `true` the originally received Json data will be output as well as the deserialized object. For `RestClient` calls the data will be in the `WebCallResult<T>.OriginalData` property, for `SocketClient` subscriptions the data will be available in the `DataEvent<T>.OriginalData` property when receiving an update. | `false`
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|`BaseAddress`|The base address to the API. All calls to the API will use this base address as basis for the endpoints. This allows for swapping to test API's or swapping to a different cluster for example.| Depends on implementation
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|`ApiCredentials`| The API credentials to use for accessing protected endpoints. Typically a key/secret combination.| `null`
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|`Proxy`|The proxy to use for connecting to the API.| `null`
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**Options for RestClients**
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| Property | Description | Default |
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| ----------- | ----------- | ---------|
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| `RateLimiters`| A list of `IRateLimiter`s to use.| `new List<IRateLimiter>()` |
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| `RateLimitingBehaviour`| What should happen when a rate limit is reached.| `RateLimitingBehaviour.Wait` |
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| `RequestTimeout`| The time out to use for requests.| `TimeSpan.FromSeconds(30)` |
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| `HttpClient`| The `HttpClient` instance to use for making requests. When creating multiple `RestClient` instances a single `HttpClient` should be provided to prevent each client instance from creating its own. *[WARNING] When providing the `HttpClient` instance in the options both the `RequestTimeout` and `Proxy` client options will be ignored and should be set on the provided `HttpClient` instance.*| `null` |
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**Options for SocketClients**
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| Property | Description | Default |
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| ----------- | ----------- | ---------|
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|`AutoReconnect`|Whether or not the socket should automatically reconnect when disconnected.|`true`
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|`ReconnectInterval`|The time to wait between connection tries when reconnecting.|`TimeSpan.FromSeconds(5)`
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|`SocketResponseTimeout`|The time in which a response is expected on a request before giving a timeout.|`TimeSpan.FromSeconds(10)`
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|`SocketNoDataTimeout`|If no data is received after this timespan then assume the connection is dropped. This is mainly used for API's which have some sort of ping/keepalive system. For example; the Bitfinex API will sent a heartbeat message every 15 seconds, so the `SocketNoDataTimeout` could be set to 20 seconds. On API's without such a mechanism this might not work because there just might not be any update while still being fully connected. | `default(TimeSpan)` (no timeout)
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|`SocketSubscriptionsCombineTarget`|The amount of subscriptions that should be made on a single socket connection. Not all exchanges support multiple subscriptions on a single socket. Setting this to a higher number increases subscription speed because not every subscription needs to connect to the server, but having more subscriptions on a single connection will also increase the amount of traffic on that single connection, potentially leading to issues.| Depends on implementation
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|`MaxReconnectTries`|The maximum amount of tries for reconnecting|`null` (infinite)
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|`MaxResubscribeTries`|The maximum amount of tries for resubscribing after successfully reconnecting the socket|5
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|`MaxConcurrentResubscriptionsPerSocket`|The maximum number of concurrent resubscriptions per socket when resubscribing after reconnecting|5
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### Order book
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The library implementations provide a `SymbolOrderBook` implementation. This implementation can be used to keep an updated order book without having to think about synchronization. This example is from the Binance.Net library, but the implementation is similar for each library:
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````C#
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var orderBook = new BinanceSymbolOrderBook("BTCUSDT", new BinanceOrderBookOptions(20));
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orderBook.OnStatusChange += (oldStatus, newStatus) => Console.WriteLine($"Book state changed from {oldStatus} to {newStatus}");
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orderBook.OnOrderBookUpdate += ((changedBids, changedAsks)) => Console.WriteLine("Book updated");
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var startResult = await orderBook.StartAsync();
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if(!startResult.Success)
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{
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Console.WriteLine("Error starting order book synchronization: " + startResult.Error);
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return;
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}
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var status = orderBook.Status; // The current status. Note that the order book is only up to date when the status is Synced
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var askCount = orderBook.AskCount; // The current number of asks in the book
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var bidCount = orderBook.BidCount; // The current number of bids in the book
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var asks = orderBook.Asks; // All asks
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var bids = orderBook.Bids; // All bids
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var bestBid = orderBook.BestBid; // The best bid available in the book
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var bestAsk = orderBook.BestAsk; // The best ask available in the book
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````
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The order book will automatically reconnect when the connection is lost and resync if it detects that it is out of sync. Make sure to check the Status property to see it the book is currently in sync.
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To stop synchronizing an order book use the `Stop` method.
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## Helper methods
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The static `ExchangeHelpers` class offers some helper methods for adjusting value like rounding and adjusting values to fit a certain step size or precision.
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## Creating an implementation
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Implementations should implement at least the following:
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**[Exchange]Client based on the RestClient base class**
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Containing calls to the different endpoints, internally using the `SendRequest<T>` method of the `RestClient`.
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**[Exchange]SocketClient based on the SocketClient base class**
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Containing methods to subscribe to different streams using the `Subscribe<T>` method of the `SocketClient`.
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Implement exchange specific handling of requests/messages by overriding these methods:
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`HandleQueryResponse`: Check if the data received from the websocket matches the sent query.
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`HandleSubscriptionResponse`: Check if the data received from the websocket matches the subscription request.
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`MessageMatchesHandler`: Check if the data received from the websocket matches the handler/subscription.
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`AuthenticateSocket`: Authenticate the connection to be able to subscribe to protected streams.
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`Unsubscribe`: Unsubscribe from a stream, typically by sending an Unsubscribe message.
|
|
||||||
|
|
||||||
**[Exchange]SymbolOrderBook based on the SymbolOrderBook base class**
|
|
||||||
An implementation of an automatically synchronized order book. Implement exchange specific behavior by implementing these methods:
|
|
||||||
`DoStart`: Start the order book and sync process
|
|
||||||
`DoResync`: Resync the order book after a reconnection
|
|
||||||
`DoReset`: Reset the state of the orderbook, called when the connection is lost.
|
|
||||||
`DoChecksum`: [Optional] Validate the order book with a checksum.
|
|
||||||
|
|
||||||
**[Exchange]AuthenticationProvider**
|
|
||||||
An implementation of the AuthenticationProvider base class. Should contain the logic for authenticating requests from the RestClient on protected endpoints. Override these methods as needed:
|
|
||||||
`AddAuthenticationToParameters`: Will be called before `AddAuthenticationToHeaders`, allows the implementation to add specific parameters to the request which are needed for protected endpoints.
|
|
||||||
`AddAuthenticationToHeaders`: Will be called after `AddAuthenticationToParameters`, allows the implementation to add specific headers to the request message.
|
|
||||||
If you have any issues or questions regarding implementing an exchange using CryptoExchange.Net hop into the Discord or open an issue.
|
|
||||||
|
|
||||||
## FAQ
|
|
||||||
**I sometimes get NullReferenceException, what's wrong?**
|
|
||||||
You probably don't check the result status of a call and just assume the data is always there. `NullReferenceExecption`s will happen when you have code like this `var symbol = client.GetTickersAync().Result.Data.Symbol` because the `Data` property is null when the call fails. Instead check if the call is successful like this:
|
|
||||||
````C#
|
|
||||||
var tickerResult = await client.GetTickersAync();
|
|
||||||
if(!tickerResult.Success)
|
|
||||||
{
|
|
||||||
// Handle error
|
|
||||||
}
|
|
||||||
else
|
|
||||||
{
|
|
||||||
// Handle data, it is now safe to access the data
|
|
||||||
var symbol = tickerResult.Data.Symbol;
|
|
||||||
}
|
|
||||||
````
|
|
||||||
**The socket client stops sending updates after a little while**
|
|
||||||
You probably didn't keep a reference to the socket client and it got disposed.
|
|
||||||
Instead of subscribing like this:
|
|
||||||
````C#
|
|
||||||
private void SomeMethod()
|
|
||||||
{
|
|
||||||
var socketClient = new BinanceSocketClient();
|
|
||||||
socketClient.Spot.SubscribeToOrderBookUpdates("BTCUSDT", data => {
|
|
||||||
// Handle data
|
|
||||||
});
|
|
||||||
}
|
|
||||||
````
|
|
||||||
Subscribe like this:
|
|
||||||
````C#
|
|
||||||
private BinanceSocketClient _socketClient;
|
|
||||||
|
|
||||||
// .. rest of the class
|
|
||||||
|
|
||||||
private void SomeMethod()
|
|
||||||
{
|
|
||||||
if(_socketClient == null)
|
|
||||||
_socketClient = new BinanceSocketClient();
|
|
||||||
|
|
||||||
_socketClient.Spot.SubscribeToOrderBookUpdates("BTCUSDT", data => {
|
|
||||||
// Handle data
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
````
|
|
||||||
|
|
||||||
## Release notes
|
## Release notes
|
||||||
* Version 5.0.0-beta1 - 15 Jan 2022
|
* Version 5.0.0-beta1 - 15 Jan 2022
|
||||||
* Added additional properties to WebCallResult
|
* Added additional properties to WebCallResult
|
||||||
|
|||||||
@ -3,6 +3,8 @@ title: Home
|
|||||||
nav_order: 1
|
nav_order: 1
|
||||||
---
|
---
|
||||||
|
|
||||||
|
  
|
||||||
|
|
||||||
The CryptoExchange.Net library is a base package for exchange API implementations. It offers base classes for creating clients for exchange API's. Basing exchange implementation on the common CryptoExchange.Net library allows for ease of implementation for new exchanges, as only the endpoints and models have to implemented, but not all systems around requests and connections, and it makes it easier for users to implement a new library in their code base as all base principles and configuration are the same for different exchanges.
|
The CryptoExchange.Net library is a base package for exchange API implementations. It offers base classes for creating clients for exchange API's. Basing exchange implementation on the common CryptoExchange.Net library allows for ease of implementation for new exchanges, as only the endpoints and models have to implemented, but not all systems around requests and connections, and it makes it easier for users to implement a new library in their code base as all base principles and configuration are the same for different exchanges.
|
||||||
|
|
||||||
**Implementations by me**
|
**Implementations by me**
|
||||||
|
|||||||
Loading…
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Reference in New Issue
Block a user