mirror of
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Merge branch 'master' of https://github.com/JKorf/CryptoExchange.Net
This commit is contained in:
@@ -0,0 +1,71 @@
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---
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description: Conventions for cross-exchange code using CryptoExchange.Net SharedApis abstractions. Apply when generating C# code that interacts with multiple cryptocurrency exchanges through a unified interface.
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globs:
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- "**/*.cs"
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- "**/*.csproj"
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alwaysApply: false
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---
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# CryptoExchange.Net Conventions
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||||||
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This codebase uses **CryptoExchange.Net** abstractions for multi-exchange access. Each exchange has its own library (Binance.Net, Bybit.Net, OKX.Net, ...). Use `CryptoExchange.Net.SharedApis` for code that should work across exchanges.
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## Multi-exchange pattern
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```csharp
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using Binance.Net.Clients;
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using OKX.Net.Clients;
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using CryptoExchange.Net.SharedApis;
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ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
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ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
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var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
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var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
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// ticker.Data.LastPrice — same model regardless of exchange
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```
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## Symbol normalization
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||||||
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`SharedSymbol(TradingMode.Spot, "BTC", "USDT")` is portable. Each library translates to its native format internally. Don't pass raw strings like `"BTCUSDT"` to shared methods.
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|
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## Result pattern
|
||||||
|
|
||||||
|
Same `WebCallResult<T>` / `CallResult<T>` everywhere. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
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|
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|
## Available shared interfaces
|
||||||
|
|
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|
- REST tickers/symbols/orderbook/klines/trades, orders (spot/futures, regular/trigger/TP-SL), balances, positions, fees, deposits/withdrawals, transfers
|
||||||
|
- WebSocket tickers, book tickers, order book, trades, klines, user data
|
||||||
|
|
||||||
|
Each exchange documents which it implements. Not every exchange supports every operation.
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|
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## Multi-exchange aggregation
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Run requests across exchanges concurrently via `Task.WhenAll` — the library is async-safe and concurrent requests are the norm.
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```csharp
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var clients = new ISpotTickerRestClient[] { binance, okx, bybit };
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var tasks = clients.Select(c => c.GetSpotTickerAsync(new GetTickerRequest(symbol)));
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var results = await Task.WhenAll(tasks);
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```
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## Hard rules
|
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|
||||||
|
- ❌ Never install `CryptoExchange.Net` alone and expect to call exchanges — it's a base library; you need exchange-specific packages
|
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- ❌ Never mix exchange-specific models in cross-exchange code (use `SharedSymbol`, `SharedSpotTicker`, etc.)
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- ❌ Never use `.Result` / `.Wait()` — async-only
|
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|
- ❌ Never iterate sequentially when concurrency is fine — `Task.WhenAll` is your friend
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- ❌ Never instantiate clients per-request — reuse via DI
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- ✅ Always use `.SharedClient` for cross-exchange code
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- ✅ Always check `.Success` before reading `.Data`
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- ✅ Always log with `.Exchange` so multi-exchange logs are decipherable
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- ✅ Always handle "not supported on this exchange" errors gracefully
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|
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## Reference
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|
|
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|
- `AGENTS.md` in repo root has fuller examples
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|
- `llms.txt` for AI context
|
||||||
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- `Examples/ai-friendly/` for compilable examples
|
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- For single-exchange code, see that exchange's library (e.g., Binance.Net `AGENTS.md`)
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# Copilot Instructions for CryptoExchange.Net
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This repository is **CryptoExchange.Net** — the base library powering 28+ cryptocurrency exchange wrappers in C#/.NET (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.).
|
||||||
|
|
||||||
|
When generating code in this ecosystem, follow these conventions:
|
||||||
|
|
||||||
|
## You don't install CryptoExchange.Net directly
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||||||
|
|
||||||
|
Install the exchange-specific library you need (`Binance.Net`, `JK.OKX.Net`, `Bybit.Net`, ...) or `CryptoClients.Net` for the bundle. CryptoExchange.Net is pulled in as a dependency.
|
||||||
|
|
||||||
|
## Multi-exchange code uses SharedApis
|
||||||
|
|
||||||
|
For code that must work against multiple exchanges, use `CryptoExchange.Net.SharedApis` interfaces accessed via `.SharedClient` properties on each exchange's API surface:
|
||||||
|
|
||||||
|
```csharp
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|
using CryptoExchange.Net.SharedApis;
|
||||||
|
|
||||||
|
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
|
||||||
|
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
|
||||||
|
|
||||||
|
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
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|
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
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|
```
|
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|
|
||||||
|
Same code works on every exchange that implements the interface. Use `Task.WhenAll` for concurrent multi-exchange calls.
|
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|
|
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|
## Single-exchange code uses the exchange's own client
|
||||||
|
|
||||||
|
For Binance-only code, use `BinanceRestClient` directly (see Binance.Net repo `AGENTS.md`). SharedApis is for portability — use it when you need that.
|
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|
|
||||||
|
## Result pattern
|
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|
|
||||||
|
Every method returns `WebCallResult<T>` or `CallResult<T>`. Check `.Success` before `.Data`. `.Error` has structured info. `.Exchange` on shared clients identifies which exchange responded.
|
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|
|
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|
## Available shared interfaces
|
||||||
|
|
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|
REST: tickers, symbols, orderbook, klines, trades, orders (spot/futures, trigger, TP-SL), balances, positions, fees, deposits/withdrawals, transfers.
|
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|
WebSocket: tickers, book tickers, orderbook, trades, klines, user data.
|
||||||
|
|
||||||
|
Each exchange library implements a subset. Check exchange docs for support matrix.
|
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|
|
||||||
|
## Avoid
|
||||||
|
|
||||||
|
- Installing `CryptoExchange.Net` alone and trying to call exchange APIs (need exchange-specific packages)
|
||||||
|
- Mixing exchange-native models in cross-exchange code (use Shared* types)
|
||||||
|
- Synchronous `.Result` / `.Wait()` (use `await`)
|
||||||
|
- Instantiating clients per-request (use DI, reuse instances)
|
||||||
|
- Sequential per-exchange calls when parallel is fine (`Task.WhenAll`)
|
||||||
|
|
||||||
|
## Reference
|
||||||
|
|
||||||
|
For detailed patterns see `AGENTS.md` and `llms.txt` in repo root, `examples/ai-friendly/` for compilable examples.
|
||||||
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|
|||||||
|
---
|
||||||
|
name: cryptoexchange-net
|
||||||
|
description: Use CryptoExchange.Net abstractions when generating C#/.NET code that needs to work across MULTIPLE cryptocurrency exchanges (Binance + Bybit + OKX + Kraken + Coinbase + ...) — for arbitrage, best-execution routing, multi-exchange portfolio dashboards, exchange-agnostic trading bots, or comparison tools. Triggers on requests mentioning multi-exchange, cross-exchange, arbitrage, exchange-agnostic, or unified crypto API in C#. Also triggers when the user is implementing a new exchange library following the CryptoExchange.Net pattern.
|
||||||
|
---
|
||||||
|
|
||||||
|
# CryptoExchange.Net Skill
|
||||||
|
|
||||||
|
## When to use
|
||||||
|
|
||||||
|
CryptoExchange.Net is the **base library** powering 28+ exchange-specific libraries (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.). You don't install it directly — you install the exchange libraries, which depend on it.
|
||||||
|
|
||||||
|
**Three usage modes:**
|
||||||
|
|
||||||
|
1. **You target ONE exchange** → use that exchange's library directly (e.g., Binance.Net), see its CLAUDE.md.
|
||||||
|
2. **You target MULTIPLE exchanges** → install each library you need + use `CryptoExchange.Net.SharedApis` interfaces — write code once, runs against any exchange. **This is the main use case for this skill.**
|
||||||
|
3. **You want ALL exchanges in one package** → install `CryptoClients.Net`, get `ExchangeRestClient` and `ExchangeSocketClient` with everything bundled.
|
||||||
|
|
||||||
|
## Installation
|
||||||
|
|
||||||
|
For a multi-exchange project:
|
||||||
|
|
||||||
|
```bash
|
||||||
|
dotnet add package Binance.Net
|
||||||
|
dotnet add package JK.OKX.Net
|
||||||
|
dotnet add package Bybit.Net
|
||||||
|
# ... etc
|
||||||
|
```
|
||||||
|
|
||||||
|
Or the bundle:
|
||||||
|
|
||||||
|
```bash
|
||||||
|
dotnet add package CryptoClients.Net
|
||||||
|
```
|
||||||
|
|
||||||
|
## Core Pattern: Shared Interfaces
|
||||||
|
|
||||||
|
Every exchange library exposes `.SharedClient` properties on its API surfaces. These implement the same interfaces from `CryptoExchange.Net.SharedApis`.
|
||||||
|
|
||||||
|
```csharp
|
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|
using Binance.Net.Clients;
|
||||||
|
using OKX.Net.Clients;
|
||||||
|
using Bybit.Net.Clients;
|
||||||
|
using CryptoExchange.Net.SharedApis;
|
||||||
|
|
||||||
|
// All three implement ISpotTickerRestClient
|
||||||
|
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
|
||||||
|
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
|
||||||
|
ISpotTickerRestClient bybit = new BybitRestClient().V5Api.SharedClient;
|
||||||
|
|
||||||
|
// Single agnostic call — works against any of them
|
||||||
|
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||||
|
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
||||||
|
// ticker.Data.LastPrice, ticker.Data.HighPrice, etc. — same model regardless of exchange
|
||||||
|
```
|
||||||
|
|
||||||
|
## Core Pattern: SharedSymbol
|
||||||
|
|
||||||
|
Different exchanges format symbols differently — Binance uses `BTCUSDT`, OKX uses `BTC-USDT`, others may have other formats. `SharedSymbol` normalizes this:
|
||||||
|
|
||||||
|
```csharp
|
||||||
|
var btcusdt = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||||
|
// Each exchange library translates SharedSymbol → its native format internally.
|
||||||
|
|
||||||
|
// For futures:
|
||||||
|
var btcusdtPerp = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
|
||||||
|
```
|
||||||
|
|
||||||
|
For exchanges that use exotic asset names, see the AssetAliases configuration.
|
||||||
|
|
||||||
|
## Available Shared Interfaces
|
||||||
|
|
||||||
|
**REST:**
|
||||||
|
|
||||||
|
- Market data: `ISpotTickerRestClient`, `IBookTickerRestClient`, `ISpotSymbolRestClient`, `IFuturesSymbolRestClient`, `IOrderBookRestClient`, `IRecentTradeRestClient`, `IKlineRestClient`
|
||||||
|
- Orders: `ISpotOrderRestClient`, `IFuturesOrderRestClient`, `ISpotOrderClientIdRestClient`, `IFuturesOrderClientIdRestClient`, `ISpotTriggerOrderRestClient`, `IFuturesTriggerOrderRestClient`, `IFuturesTpSlRestClient`
|
||||||
|
- Account: `IBalanceRestClient`, `IPositionRestClient`, `IFeeRestClient`, `ITransferRestClient`, `IDepositRestClient`, `IWithdrawalRestClient`
|
||||||
|
|
||||||
|
**WebSocket:**
|
||||||
|
|
||||||
|
- `ITickerSocketClient`, `IBookTickerSocketClient`
|
||||||
|
- `IOrderBookSocketClient`, `ITradeSocketClient`, `IKlineSocketClient`
|
||||||
|
- `IUserTradeSocketClient`, `ISpotOrderSocketClient`, `IFuturesOrderSocketClient`, `IPositionSocketClient`, `IBalanceSocketClient`
|
||||||
|
|
||||||
|
Each exchange documents which interfaces it implements (some exchanges don't support every operation).
|
||||||
|
|
||||||
|
## Core Pattern: Result Handling
|
||||||
|
|
||||||
|
Same as exchange-specific libraries — `WebCallResult<T>` (REST) or `CallResult<T>` (WebSocket) with `.Success`, `.Data`, `.Error`. Always check `.Success` first.
|
||||||
|
|
||||||
|
```csharp
|
||||||
|
var result = await sharedClient.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
||||||
|
if (!result.Success)
|
||||||
|
{
|
||||||
|
Console.WriteLine($"[{sharedClient.Exchange}] Error: {result.Error}");
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
Console.WriteLine($"[{sharedClient.Exchange}] {result.Data.LastPrice}");
|
||||||
|
```
|
||||||
|
|
||||||
|
`.Exchange` property on every shared client tells you which exchange you're talking to — useful for logging.
|
||||||
|
|
||||||
|
## Core Pattern: Multi-Exchange Aggregation
|
||||||
|
|
||||||
|
```csharp
|
||||||
|
var clients = new ISpotTickerRestClient[]
|
||||||
|
{
|
||||||
|
new BinanceRestClient().SpotApi.SharedClient,
|
||||||
|
new OKXRestClient().UnifiedApi.SharedClient,
|
||||||
|
new BybitRestClient().V5Api.SharedClient,
|
||||||
|
};
|
||||||
|
|
||||||
|
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||||
|
|
||||||
|
// Fetch concurrently from all exchanges
|
||||||
|
var tasks = clients.Select(c => c.GetSpotTickerAsync(new GetTickerRequest(symbol))).ToArray();
|
||||||
|
var results = await Task.WhenAll(tasks);
|
||||||
|
|
||||||
|
for (int i = 0; i < clients.Length; i++)
|
||||||
|
{
|
||||||
|
if (results[i].Success)
|
||||||
|
Console.WriteLine($"{clients[i].Exchange}: {results[i].Data!.LastPrice}");
|
||||||
|
}
|
||||||
|
```
|
||||||
|
|
||||||
|
## Per-Exchange Setup
|
||||||
|
|
||||||
|
Each exchange library has its own credentials class and options. See each library's CLAUDE.md for specifics. The pattern is consistent: `XxxRestClient(options => { options.ApiCredentials = new XxxCredentials(...); })`.
|
||||||
|
|
||||||
|
## Dependency Injection
|
||||||
|
|
||||||
|
Each exchange library has its own `services.AddXxx(...)` extension. They all share the same option-builder pattern. Register only the ones you use:
|
||||||
|
|
||||||
|
```csharp
|
||||||
|
services.AddBinance(restOpts => { /*...*/ }, socketOpts => { /*...*/ });
|
||||||
|
services.AddOKX(restOpts => { /*...*/ }, socketOpts => { /*...*/ });
|
||||||
|
// Inject IBinanceRestClient, IOKXRestClient, etc.
|
||||||
|
```
|
||||||
|
|
||||||
|
For one-package access: `services.AddCryptoClients(...)` from `CryptoClients.Net`.
|
||||||
|
|
||||||
|
## Common Pitfalls — AVOID
|
||||||
|
|
||||||
|
- **Do NOT install `CryptoExchange.Net` and try to call exchange APIs directly** — it's a base abstraction; you need an exchange library.
|
||||||
|
- **Do NOT try to use one exchange's models with another's client** — use the SharedApis types (`SharedSymbol`, `SharedSpotTicker`, `SharedSpotOrder`, etc.) for cross-exchange code.
|
||||||
|
- **Do NOT block on async operations** — use `await` throughout. `Task.WhenAll` for parallelism across exchanges.
|
||||||
|
- **Do NOT assume every exchange supports every operation** — check exchange docs or the library's implementation. Operations may return errors like "not supported on this exchange".
|
||||||
|
- **Do NOT instantiate clients per-request** — reuse via DI.
|
||||||
|
- **Do NOT iterate exchanges sequentially when concurrency is fine** — use `Task.WhenAll` for ~Nx speedup.
|
||||||
|
|
||||||
|
## Implementing a New Exchange Library
|
||||||
|
|
||||||
|
If you're building a NEW exchange wrapper following the CryptoExchange.Net pattern (rare but valuable):
|
||||||
|
|
||||||
|
- Inherit from `RestApiClient` and `SocketApiClient` base classes
|
||||||
|
- Define your own `XxxCredentials` extending `ApiCredentials` (or use `ApiCredentials` directly)
|
||||||
|
- Implement `AuthenticationProvider` for the exchange's signing scheme
|
||||||
|
- Implement the relevant `Shared*` interfaces on your API client classes for cross-exchange support
|
||||||
|
- Follow the same `XxxRestOptions` / `XxxSocketOptions` pattern
|
||||||
|
|
||||||
|
See existing libraries (Binance.Net, Bybit.Net) as reference implementations.
|
||||||
|
|
||||||
|
## Reference
|
||||||
|
|
||||||
|
- Source: https://github.com/JKorf/CryptoExchange.Net
|
||||||
|
- Documentation: https://cryptoexchange.jkorf.dev/
|
||||||
|
- SharedApis docs: https://cryptoexchange.jkorf.dev/CryptoExchange.Net/idocs_shared.html
|
||||||
|
- Bundle (all exchanges): https://github.com/JKorf/CryptoClients.Net
|
||||||
|
- Demo app: https://github.com/JKorf/CryptoManager.Net
|
||||||
|
- Discord: https://discord.gg/MSpeEtSY8t
|
||||||
@@ -0,0 +1,65 @@
|
|||||||
|
// 01-shared-clients-quickstart.cs
|
||||||
|
//
|
||||||
|
// Demonstrates: the SharedApis pattern — same code calling multiple exchanges.
|
||||||
|
//
|
||||||
|
// Setup:
|
||||||
|
// dotnet add package Binance.Net
|
||||||
|
// dotnet add package JK.OKX.Net
|
||||||
|
|
||||||
|
using Binance.Net.Clients;
|
||||||
|
using OKX.Net.Clients;
|
||||||
|
using CryptoExchange.Net.SharedApis;
|
||||||
|
|
||||||
|
// ---- THE PATTERN ----
|
||||||
|
// Each exchange library exposes `.SharedClient` properties on its API surfaces.
|
||||||
|
// Those implement common interfaces from CryptoExchange.Net.SharedApis.
|
||||||
|
// You write code against the interface — it works against any exchange.
|
||||||
|
|
||||||
|
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
|
||||||
|
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
|
||||||
|
|
||||||
|
// ---- SYMBOL NORMALIZATION ----
|
||||||
|
// Different exchanges use different formats: "BTCUSDT" (Binance), "BTC-USDT" (OKX).
|
||||||
|
// SharedSymbol normalizes — pass it instead of raw strings to shared methods.
|
||||||
|
var btcusdt = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||||
|
|
||||||
|
// ---- AGNOSTIC METHOD — runs against any exchange ----
|
||||||
|
async Task PrintTicker(ISpotTickerRestClient client, SharedSymbol symbol)
|
||||||
|
{
|
||||||
|
var result = await client.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
||||||
|
if (!result.Success)
|
||||||
|
{
|
||||||
|
Console.WriteLine($"[{client.Exchange}] Failed: {result.Error}");
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
// SharedSpotTicker has a unified shape regardless of the source exchange
|
||||||
|
Console.WriteLine($"[{client.Exchange}] {result.Data.Symbol}: last={result.Data.LastPrice}, 24h-vol={result.Data.Volume}");
|
||||||
|
}
|
||||||
|
|
||||||
|
await PrintTicker(binance, btcusdt);
|
||||||
|
await PrintTicker(okx, btcusdt);
|
||||||
|
|
||||||
|
// ---- WEBSOCKET PATTERN ----
|
||||||
|
ITickerSocketClient binanceTickerSocket = new BinanceSocketClient().SpotApi.SharedClient;
|
||||||
|
ITickerSocketClient okxTickerSocket = new OKXSocketClient().UnifiedApi.SharedClient;
|
||||||
|
|
||||||
|
var sub1 = await binanceTickerSocket.SubscribeToTickerUpdatesAsync(
|
||||||
|
new SubscribeTickerRequest(btcusdt),
|
||||||
|
update => Console.WriteLine($"[{binanceTickerSocket.Exchange}] {update.Data.Symbol}: {update.Data.LastPrice}"));
|
||||||
|
|
||||||
|
var sub2 = await okxTickerSocket.SubscribeToTickerUpdatesAsync(
|
||||||
|
new SubscribeTickerRequest(btcusdt),
|
||||||
|
update => Console.WriteLine($"[{okxTickerSocket.Exchange}] {update.Data.Symbol}: {update.Data.LastPrice}"));
|
||||||
|
|
||||||
|
Console.WriteLine("Press Enter to exit");
|
||||||
|
Console.ReadLine();
|
||||||
|
|
||||||
|
if (sub1.Success) await sub1.Data.CloseAsync();
|
||||||
|
if (sub2.Success) await sub2.Data.CloseAsync();
|
||||||
|
|
||||||
|
// Common variations:
|
||||||
|
// Add Bybit: ISpotTickerRestClient bybit = new BybitRestClient().V5Api.SharedClient;
|
||||||
|
// Add Kraken: ISpotTickerRestClient kraken = new KrakenRestClient().SpotApi.SharedClient;
|
||||||
|
// Add Coinbase: ISpotTickerRestClient cb = new CoinbaseRestClient().AdvancedTradeApi.SharedClient;
|
||||||
|
// Other interfaces: ISpotOrderRestClient (place/cancel orders), IBalanceRestClient (balances),
|
||||||
|
// IFuturesOrderRestClient, IPositionRestClient, IOrderBookSocketClient, etc.
|
||||||
@@ -0,0 +1,70 @@
|
|||||||
|
// 02-multi-exchange-tickers.cs
|
||||||
|
//
|
||||||
|
// Demonstrates: aggregating ticker data across N exchanges concurrently.
|
||||||
|
// Pattern is foundational for arbitrage scanners, best-execution routers,
|
||||||
|
// portfolio dashboards, and cross-exchange comparison tools.
|
||||||
|
//
|
||||||
|
// Setup:
|
||||||
|
// dotnet add package Binance.Net
|
||||||
|
// dotnet add package JK.OKX.Net
|
||||||
|
// dotnet add package Bybit.Net
|
||||||
|
|
||||||
|
using Binance.Net.Clients;
|
||||||
|
using OKX.Net.Clients;
|
||||||
|
using Bybit.Net.Clients;
|
||||||
|
using CryptoExchange.Net.SharedApis;
|
||||||
|
|
||||||
|
// ---- BUILD A LIST OF EXCHANGE CLIENTS ----
|
||||||
|
// All implement ISpotTickerRestClient, so we can iterate uniformly.
|
||||||
|
var exchanges = new List<ISpotTickerRestClient>
|
||||||
|
{
|
||||||
|
new BinanceRestClient().SpotApi.SharedClient,
|
||||||
|
new OKXRestClient().UnifiedApi.SharedClient,
|
||||||
|
new BybitRestClient().V5Api.SharedClient,
|
||||||
|
// Add as many as you want — same interface
|
||||||
|
};
|
||||||
|
|
||||||
|
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||||
|
|
||||||
|
// ---- CONCURRENT FETCH ----
|
||||||
|
// Fire all requests in parallel, await all together.
|
||||||
|
// Each request runs on its own connection — no inter-exchange interference.
|
||||||
|
var tasks = exchanges
|
||||||
|
.Select(c => FetchAsync(c, symbol))
|
||||||
|
.ToList();
|
||||||
|
|
||||||
|
var results = await Task.WhenAll(tasks);
|
||||||
|
|
||||||
|
// ---- PRINT SORTED BY PRICE ----
|
||||||
|
// Highest bid first — useful for "where to sell" decisions.
|
||||||
|
foreach (var r in results.Where(r => r != null).OrderByDescending(r => r!.LastPrice))
|
||||||
|
{
|
||||||
|
Console.WriteLine($"{r!.Exchange,-12} {r.LastPrice,15} (24h vol: {r.Volume:F2})");
|
||||||
|
}
|
||||||
|
|
||||||
|
// ---- HELPER ----
|
||||||
|
async Task<TickerSnapshot?> FetchAsync(ISpotTickerRestClient client, SharedSymbol sym)
|
||||||
|
{
|
||||||
|
var result = await client.GetSpotTickerAsync(new GetTickerRequest(sym));
|
||||||
|
if (!result.Success)
|
||||||
|
{
|
||||||
|
Console.WriteLine($"[{client.Exchange}] error: {result.Error}");
|
||||||
|
return null;
|
||||||
|
}
|
||||||
|
|
||||||
|
return new TickerSnapshot(
|
||||||
|
Exchange: client.Exchange,
|
||||||
|
Symbol: result.Data.Symbol,
|
||||||
|
LastPrice: result.Data.LastPrice ?? 0,
|
||||||
|
Volume: result.Data.Volume);
|
||||||
|
}
|
||||||
|
|
||||||
|
record TickerSnapshot(string Exchange, string Symbol, decimal LastPrice, decimal Volume);
|
||||||
|
|
||||||
|
// Common variations:
|
||||||
|
// Periodic polling: wrap in `while(true) { await ...; await Task.Delay(...); }`
|
||||||
|
// Better: use ITickerSocketClient for push updates instead of polling
|
||||||
|
// With timeout per call: pass `ct: cts.Token` and use `CancellationTokenSource(timeout)`
|
||||||
|
// With retry: wrap FetchAsync in retry policy (see Binance.Net 05-error-handling.cs)
|
||||||
|
// Different metric: use IBookTickerRestClient for tighter best-bid/ask data
|
||||||
|
// Spread analysis: instead of ticker, use IOrderBookRestClient and compute mid/spread
|
||||||
@@ -0,0 +1,112 @@
|
|||||||
|
// 03-cross-exchange-arbitrage-skeleton.cs
|
||||||
|
//
|
||||||
|
// Demonstrates: skeleton pattern for a cross-exchange spot arbitrage scanner.
|
||||||
|
// This is a structural example — production arbitrage requires also:
|
||||||
|
// - real-time WebSocket feeds (not REST polling)
|
||||||
|
// - orderbook depth analysis (not just ticker)
|
||||||
|
// - slippage / fees modeling
|
||||||
|
// - withdrawal availability and timing
|
||||||
|
// - inventory management on both sides
|
||||||
|
// Use this as a starting structure, not a deployable bot.
|
||||||
|
//
|
||||||
|
// Setup:
|
||||||
|
// dotnet add package Binance.Net
|
||||||
|
// dotnet add package JK.OKX.Net
|
||||||
|
// dotnet add package Bybit.Net
|
||||||
|
|
||||||
|
using Binance.Net.Clients;
|
||||||
|
using OKX.Net.Clients;
|
||||||
|
using Bybit.Net.Clients;
|
||||||
|
using CryptoExchange.Net.SharedApis;
|
||||||
|
|
||||||
|
// ---- CONFIGURATION ----
|
||||||
|
// Symbols to monitor and minimum profit threshold (gross, before fees)
|
||||||
|
var symbols = new[]
|
||||||
|
{
|
||||||
|
new SharedSymbol(TradingMode.Spot, "BTC", "USDT"),
|
||||||
|
new SharedSymbol(TradingMode.Spot, "ETH", "USDT"),
|
||||||
|
new SharedSymbol(TradingMode.Spot, "SOL", "USDT"),
|
||||||
|
};
|
||||||
|
|
||||||
|
const decimal minSpreadBps = 30; // 0.30% — must exceed total fees on both legs
|
||||||
|
|
||||||
|
// ---- USE BOOK TICKER FOR TIGHTER SPREADS ----
|
||||||
|
// IBookTickerRestClient gives best bid/ask, narrower than 24h ticker.
|
||||||
|
// For real arbitrage you'd use IOrderBookSocketClient for depth + push updates.
|
||||||
|
var exchanges = new List<IBookTickerRestClient>
|
||||||
|
{
|
||||||
|
new BinanceRestClient().SpotApi.SharedClient,
|
||||||
|
new OKXRestClient().UnifiedApi.SharedClient,
|
||||||
|
new BybitRestClient().V5Api.SharedClient,
|
||||||
|
};
|
||||||
|
|
||||||
|
// ---- MAIN LOOP (simplified: REST polling, 5-second intervals) ----
|
||||||
|
// In production: replace with concurrent WebSocket subscriptions.
|
||||||
|
while (true)
|
||||||
|
{
|
||||||
|
foreach (var symbol in symbols)
|
||||||
|
{
|
||||||
|
await ScanSymbolAsync(symbol, exchanges);
|
||||||
|
}
|
||||||
|
|
||||||
|
Console.WriteLine($"--- waiting 5s --- ({DateTime.UtcNow:HH:mm:ss})");
|
||||||
|
await Task.Delay(TimeSpan.FromSeconds(5));
|
||||||
|
}
|
||||||
|
|
||||||
|
// ---- SCAN ONE SYMBOL ACROSS ALL EXCHANGES ----
|
||||||
|
async Task ScanSymbolAsync(SharedSymbol symbol, List<IBookTickerRestClient> clients)
|
||||||
|
{
|
||||||
|
// Fetch best bid/ask from every exchange in parallel
|
||||||
|
var tasks = clients.Select(c => GetBookAsync(c, symbol)).ToArray();
|
||||||
|
var quotes = (await Task.WhenAll(tasks)).Where(q => q != null).Cast<Quote>().ToList();
|
||||||
|
|
||||||
|
if (quotes.Count < 2) return;
|
||||||
|
|
||||||
|
// Find best buy venue (lowest ask) and best sell venue (highest bid)
|
||||||
|
var bestBuy = quotes.OrderBy(q => q.AskPrice).First();
|
||||||
|
var bestSell = quotes.OrderByDescending(q => q.BidPrice).First();
|
||||||
|
|
||||||
|
if (bestBuy.Exchange == bestSell.Exchange) return; // no cross-venue arbitrage
|
||||||
|
|
||||||
|
// Spread in basis points
|
||||||
|
var spreadBps = (bestSell.BidPrice - bestBuy.AskPrice) / bestBuy.AskPrice * 10_000;
|
||||||
|
|
||||||
|
if (spreadBps >= minSpreadBps)
|
||||||
|
{
|
||||||
|
Console.WriteLine(
|
||||||
|
$"[{symbol.BaseAsset}/{symbol.QuoteAsset}] BUY {bestBuy.Exchange}@{bestBuy.AskPrice} " +
|
||||||
|
$"SELL {bestSell.Exchange}@{bestSell.BidPrice} " +
|
||||||
|
$"spread={spreadBps:F1}bps");
|
||||||
|
|
||||||
|
// Production hooks would go here:
|
||||||
|
// - check available inventory on both venues
|
||||||
|
// - simulate execution against orderbook depth
|
||||||
|
// - compute net P&L after fees
|
||||||
|
// - if profitable, execute via ISpotOrderRestClient on both venues
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
async Task<Quote?> GetBookAsync(IBookTickerRestClient client, SharedSymbol symbol)
|
||||||
|
{
|
||||||
|
var result = await client.GetBookTickerAsync(new GetBookTickerRequest(symbol));
|
||||||
|
if (!result.Success || result.Data == null)
|
||||||
|
return null;
|
||||||
|
|
||||||
|
return new Quote(
|
||||||
|
Exchange: client.Exchange,
|
||||||
|
BidPrice: result.Data.BestBidPrice,
|
||||||
|
AskPrice: result.Data.BestAskPrice);
|
||||||
|
}
|
||||||
|
|
||||||
|
record Quote(string Exchange, decimal BidPrice, decimal AskPrice);
|
||||||
|
|
||||||
|
// Production checklist (NOT in this skeleton):
|
||||||
|
// ✓ Use WebSocket book tickers (IBookTickerSocketClient) instead of REST polling
|
||||||
|
// ✓ Track full orderbook depth (IOrderBookSocketClient) to estimate fill price for size > top-of-book
|
||||||
|
// ✓ Model fees per exchange per pair (taker vs maker, BNB discount, etc.)
|
||||||
|
// ✓ Track inventory on both venues — can't sell what you don't have
|
||||||
|
// ✓ Account for withdrawal delays if rebalancing inventory
|
||||||
|
// ✓ Set hard P&L stops, position limits, maximum exposure per pair
|
||||||
|
// ✓ Use ISpotOrderRestClient with exchange-supported IOC/fill-or-kill order options where available
|
||||||
|
// ✓ Monitor connection health and have failover logic
|
||||||
|
// ✓ Log everything — arbitrage P&L analysis requires complete audit trails
|
||||||
@@ -0,0 +1,28 @@
|
|||||||
|
# AI-Friendly Examples
|
||||||
|
|
||||||
|
Cross-exchange examples using `CryptoExchange.Net.SharedApis`. These examples are optimized for AI coding assistants and quick onboarding.
|
||||||
|
|
||||||
|
## Files
|
||||||
|
|
||||||
|
| File | What it shows |
|
||||||
|
|---|---|
|
||||||
|
| `01-shared-clients-quickstart.cs` | Same code calling Binance and OKX via SharedApis |
|
||||||
|
| `02-multi-exchange-tickers.cs` | Aggregating ticker data across N exchanges concurrently |
|
||||||
|
| `03-cross-exchange-arbitrage-skeleton.cs` | Pattern for building a price difference scanner |
|
||||||
|
|
||||||
|
## Running
|
||||||
|
|
||||||
|
```bash
|
||||||
|
dotnet new console -n MyMultiExchangeApp
|
||||||
|
cd MyMultiExchangeApp
|
||||||
|
|
||||||
|
# Add the exchange libraries you want
|
||||||
|
dotnet add package Binance.Net
|
||||||
|
dotnet add package JK.OKX.Net
|
||||||
|
dotnet add package Bybit.Net
|
||||||
|
|
||||||
|
# Copy example file content into Program.cs and run
|
||||||
|
dotnet run
|
||||||
|
```
|
||||||
|
|
||||||
|
These are public market data examples — no API keys needed.
|
||||||
@@ -7,6 +7,23 @@ Note that the CryptoExchange.Net package itself can not be used directly for acc
|
|||||||
|
|
||||||
For more information on what CryptoExchange.Net and it's client libraries offers see the [Documentation](https://cryptoexchange.jkorf.dev/).
|
For more information on what CryptoExchange.Net and it's client libraries offers see the [Documentation](https://cryptoexchange.jkorf.dev/).
|
||||||
|
|
||||||
|
### For AI Coding Assistants
|
||||||
|
|
||||||
|
This library and the entire CryptoExchange.Net ecosystem provide first-class support for AI coding assistants. The relevant skill files are in this repository:
|
||||||
|
|
||||||
|
- **Agents**: `AGENTS.md` (auto-detected at repo root)
|
||||||
|
- **Cursor**: `.cursor/rules/cryptoexchange-net.mdc`
|
||||||
|
- **GitHub Copilot**: `.github/copilot-instructions.md`
|
||||||
|
- **Other tools** (Windsurf, Codex, Continue, Aider, etc.): `llms.txt` at repo root
|
||||||
|
- **Compilable examples**: `Examples/ai-friendly/`
|
||||||
|
|
||||||
|
For single-exchange code, see also the AI files in each exchange's repository (Binance.Net, Bybit.Net, OKX.Net, ...) — they cover exchange-specific patterns.
|
||||||
|
|
||||||
|
**Quick prompt to verify your assistant is using these:**
|
||||||
|
> "Show me how to fetch BTC/USDT spot tickers from Binance and OKX concurrently in C# using the SharedApis pattern."
|
||||||
|
|
||||||
|
The expected output should use `.SharedClient` properties, `SharedSymbol`, `ISpotTickerRestClient`, and `Task.WhenAll`.
|
||||||
|
|
||||||
### CryptoExchange.Net Ecosystem
|
### CryptoExchange.Net Ecosystem
|
||||||
Full list of all libraries part of the CryptoExchange.Net ecosystem. Consider using a referral link to support development, as well as potentially get some trading fee discount!
|
Full list of all libraries part of the CryptoExchange.Net ecosystem. Consider using a referral link to support development, as well as potentially get some trading fee discount!
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,34 @@
|
|||||||
|
# CryptoExchange.Net
|
||||||
|
|
||||||
|
> Base C#/.NET library for cryptocurrency exchange API client implementations. Provides a standardized abstraction (REST, WebSocket, authentication, rate limiting, error handling, order book management, shared cross-exchange interfaces) that 28+ exchange-specific libraries are built on top of.
|
||||||
|
|
||||||
|
CryptoExchange.Net itself is not used directly — install one of the exchange-specific libraries (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.) or `CryptoClients.Net` to access all exchanges via a single bundle. The base library is what makes the entire ecosystem feel consistent: same `WebCallResult<T>` result pattern, same WebSocket subscription model, same DI registration, same shared interfaces across all exchanges. Current version: 11.x. Targets netstandard2.0, netstandard2.1, net8.0, net9.0, net10.0. Native AOT supported.
|
||||||
|
|
||||||
|
The standout feature for cross-exchange code is `CryptoExchange.Net.SharedApis` — a set of interfaces (`ISpotTickerRestClient`, `ISpotOrderRestClient`, `IBalanceRestClient`, etc.) implemented by every exchange library. Same call signature works against any exchange.
|
||||||
|
|
||||||
|
## Documentation
|
||||||
|
|
||||||
|
- [README](https://github.com/JKorf/CryptoExchange.Net/blob/master/README.md): Overview, full ecosystem table (28+ exchange libraries), installation per exchange, complete release notes
|
||||||
|
- [Documentation Site](https://cryptoexchange.jkorf.dev/): Full documentation hub with sections per topic
|
||||||
|
- [SharedApis Documentation](https://cryptoexchange.jkorf.dev/CryptoExchange.Net/idocs_shared.html): Cross-exchange shared interface guide
|
||||||
|
|
||||||
|
## Examples
|
||||||
|
|
||||||
|
- [AI-friendly examples directory](https://github.com/JKorf/CryptoExchange.Net/tree/master/Examples/ai-friendly): Compact, fully runnable examples optimized for AI assistants
|
||||||
|
- [Shared Clients Quickstart](https://github.com/JKorf/CryptoExchange.Net/blob/master/Examples/ai-friendly/01-shared-clients-quickstart.cs): Same code calling multiple exchanges via SharedApis
|
||||||
|
- [Multi-Exchange Tickers](https://github.com/JKorf/CryptoExchange.Net/blob/master/Examples/ai-friendly/02-multi-exchange-tickers.cs): Aggregating ticker data across N exchanges concurrently
|
||||||
|
- [Cross-Exchange Arbitrage Skeleton](https://github.com/JKorf/CryptoExchange.Net/blob/master/Examples/ai-friendly/03-cross-exchange-arbitrage-skeleton.cs): Pattern for building a price difference scanner
|
||||||
|
- [Full Examples Repository](https://github.com/JKorf/CryptoExchange.Net/tree/master/Examples): ConsoleClient with multiple exchange exchanges, BlazorClient, SharedClients
|
||||||
|
|
||||||
|
## Reference
|
||||||
|
|
||||||
|
- [Ecosystem libraries list](https://github.com/JKorf/CryptoExchange.Net#cryptoexchangenet-ecosystem): Aster, Binance, BingX, Bitfinex, Bitget, BitMart, BitMEX, Bitstamp, BloFin, Bybit, Coinbase, CoinEx, CoinW, CoinGecko, Crypto.com, DeepCoin, Gate.io, HTX, HyperLiquid, Kraken, Kucoin, Mexc, OKX, Polymarket, Toobit, Upbit, Weex, WhiteBit, XT
|
||||||
|
- [CryptoClients.Net](https://github.com/JKorf/CryptoClients.Net): Single bundle package for all exchange libraries
|
||||||
|
- [CryptoManager.Net](https://github.com/JKorf/CryptoManager.Net): Full demo application using CryptoClients.Net
|
||||||
|
- [NuGet Package](https://www.nuget.org/packages/CryptoExchange.Net): Latest stable release on NuGet
|
||||||
|
|
||||||
|
## Optional
|
||||||
|
|
||||||
|
- [Discord Community](https://discord.gg/MSpeEtSY8t): Maintainer-supported Discord for ecosystem-wide discussion
|
||||||
|
- [GitHub Issues](https://github.com/JKorf/CryptoExchange.Net/issues): Bug reports and feature requests
|
||||||
|
- [GitHub Sponsors](https://github.com/sponsors/JKorf): Support the maintainer
|
||||||
Reference in New Issue
Block a user