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24 Commits
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| ecd00ea707 |
@@ -30,6 +30,18 @@ var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
|||||||
|
|
||||||
`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.
|
`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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||||||
|
|
||||||
|
## Symbol metadata and catalogs
|
||||||
|
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||||||
|
In 12.2.0, `SharedSpotSymbol` and `SharedFuturesSymbol` include `DisplayName` and base/quote asset classification through `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). Pass the matching base/quote filters to `GetSymbolsRequest` when discovery should return only a class of markets.
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||||||
|
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||||||
|
After calling `GetSpotSymbolsAsync`, `ISpotSymbolRestClient.SpotSymbolCatalog` maps asset and symbol names to shared metadata. `IFuturesSymbolRestClient.FuturesSymbolCatalog` works the same way after `GetFuturesSymbolsAsync`. Treat either property as unavailable before its corresponding request has populated the cache.
|
||||||
|
|
||||||
|
When implementing an exchange library, use `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` only as best-effort classifiers and supply exchange-specific additions where needed.
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||||||
|
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||||||
|
## Shared market-data quantities
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||||||
|
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||||||
|
In 12.4.0, use `SharedOrderQuantity`-valued `Volumes` on shared spot/futures tickers and klines, and `Quantities` on shared trades. The scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
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||||||
|
|
||||||
## Result pattern
|
## Result pattern
|
||||||
|
|
||||||
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
|
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
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|
|||||||
@@ -24,6 +24,16 @@ 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.
|
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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|
## Shared symbol metadata
|
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|
|
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|
CryptoExchange.Net 12.2.0 classifies the base and quote sides of `SharedSpotSymbol` and `SharedFuturesSymbol` with `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and optional `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). The models also expose `DisplayName`. Use the corresponding base/quote fields on `GetSymbolsRequest` to filter symbol discovery.
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|
|
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|
`ISpotSymbolRestClient.SpotSymbolCatalog` is populated by `GetSpotSymbolsAsync`; `IFuturesSymbolRestClient.FuturesSymbolCatalog` is populated by `GetFuturesSymbolsAsync`. Do not assume a catalog is available before that request. For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` offer best-effort classification and can be extended with exchange-specific values.
|
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|
|
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|
## Shared market-data quantities
|
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|
|
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|
CryptoExchange.Net 12.4.0 uses `SharedOrderQuantity` for market-data quantities. Prefer `Volumes` on `SharedSpotTicker`, `SharedFuturesTicker`, and `SharedKline`, and `Quantities` on `SharedTrade`; the scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
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|
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## Single-exchange code uses the exchange's own client
|
## Single-exchange code uses the exchange's own client
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|
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For Binance-only code, use `BinanceRestClient` directly (see Binance.Net repo `AGENTS.md`). SharedApis is for portability — use it when you need that.
|
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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@@ -67,6 +67,28 @@ var btcusdtPerp = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
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|
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For exchanges that use exotic asset names, see the AssetAliases configuration.
|
For exchanges that use exotic asset names, see the AssetAliases configuration.
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|
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|
## Symbol Metadata and Asset Classification
|
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|
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|
Since CryptoExchange.Net 12.2.0, shared symbol responses describe both sides of a market with `BaseAssetType`, `BaseAssetSubType`, `QuoteAssetType`, and `QuoteAssetSubType`. `SharedAssetType` distinguishes `Crypto`, `Fiat`, and `TradFi`; `SharedAssetSubType` distinguishes `StableCoin`, `Equity`, and `Commodity`. `SharedSpotSymbol` and `SharedFuturesSymbol` also expose `DisplayName`.
|
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|
|
||||||
|
The same fields on `GetSymbolsRequest` filter spot or futures symbol discovery:
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|
|
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|
```csharp
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|
var request = new GetSymbolsRequest(
|
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|
baseAssetType: SharedAssetType.Crypto,
|
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|
quoteAssetSubType: SharedAssetSubType.StableCoin);
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|
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|
var result = await symbolClient.GetSpotSymbolsAsync(request);
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|
```
|
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|
|
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|
After calling `GetSpotSymbolsAsync` or `GetFuturesSymbolsAsync`, use the client's `SpotSymbolCatalog` or `FuturesSymbolCatalog` to look up normalized asset and symbol metadata by name. The catalog is unavailable until the corresponding symbol request has populated the cache.
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|
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|
For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` provide best-effort classification of known assets and accept exchange-specific additions. These helpers are heuristics, not an exhaustive source of truth.
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|
|
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|
## Shared Market-Data Quantities
|
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|
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|
Since CryptoExchange.Net 12.4.0, shared market-data models use `SharedOrderQuantity` so base-asset, quote-asset, and contract quantities remain explicit. Read `SharedSpotTicker.Volumes`, `SharedFuturesTicker.Volumes`, and `SharedKline.Volumes`; read `SharedTrade.Quantities`. The former scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
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|
|
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## Available Shared Interfaces
|
## Available Shared Interfaces
|
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|
|
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**REST:**
|
**REST:**
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@@ -91,28 +91,25 @@ namespace CryptoExchange.Net.UnitTests
|
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var evnt = new AsyncResetEvent(false, true);
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var evnt = new AsyncResetEvent(false, true);
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|
|
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var waiters = new List<Task<bool>>();
|
var waiters = new List<Task<bool>>();
|
||||||
for(var i = 0; i < 10; i++)
|
for (var i = 0; i < 10; i++)
|
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{
|
{
|
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waiters.Add(evnt.WaitAsync());
|
waiters.Add(evnt.WaitAsync());
|
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}
|
}
|
||||||
|
|
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List<bool>? results = null;
|
var remaining = waiters.ToList();
|
||||||
var resultsWaiter = Task.Run(async () =>
|
|
||||||
{
|
|
||||||
await Task.WhenAll(waiters);
|
|
||||||
results = waiters.Select(w => w.Result).ToList();
|
|
||||||
});
|
|
||||||
|
|
||||||
for(var i = 1; i <= 10; i++)
|
for (var i = 0; i < 10; i++)
|
||||||
{
|
{
|
||||||
evnt.Set();
|
evnt.Set();
|
||||||
await Task.Delay(1); // Wait for the continuation.
|
|
||||||
Assert.That(10 - i == waiters.Count(w => w.Status != TaskStatus.RanToCompletion));
|
var completed = await Task.WhenAny(remaining);
|
||||||
|
Assert.That(await completed, Is.True);
|
||||||
|
|
||||||
|
remaining.Remove(completed);
|
||||||
|
Assert.That(remaining.Count(w => w.IsCompleted), Is.Zero);
|
||||||
}
|
}
|
||||||
|
|
||||||
await resultsWaiter;
|
Assert.That(remaining, Is.Empty);
|
||||||
|
|
||||||
Assert.That(10 == results?.Count(r => r));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
[Test]
|
[Test]
|
||||||
|
|||||||
@@ -138,6 +138,68 @@ namespace CryptoExchange.Net.UnitTests.ClientTests
|
|||||||
Assert.That(socket2.Connected == false);
|
Assert.That(socket2.Connected == false);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
[TestCase()]
|
||||||
|
public async Task BatchedSubscription_Should_NotExceedIndividualCombineTarget()
|
||||||
|
{
|
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|
// arrange
|
||||||
|
var client = new TestSocketClient(options =>
|
||||||
|
{
|
||||||
|
options.SocketSubscriptionsCombineTarget = 10;
|
||||||
|
options.SocketIndividualSubscriptionCombineTarget = 10;
|
||||||
|
});
|
||||||
|
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
|
||||||
|
|
||||||
|
// act
|
||||||
|
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default, individualSubscriptionCount: 6);
|
||||||
|
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
|
||||||
|
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default, individualSubscriptionCount: 6);
|
||||||
|
|
||||||
|
// assert
|
||||||
|
Assert.That(client.ApiClient1._socketConnections.Count == 2);
|
||||||
|
Assert.That(client.ApiClient1._socketConnections.Values.All(connection => connection.Subscriptions.Sum(subscription => subscription.IndividualSubscriptionCount) <= 10));
|
||||||
|
}
|
||||||
|
|
||||||
|
[TestCase()]
|
||||||
|
public async Task BatchedSubscription_FullIndividualConnection_Should_NotPreventEligibleConnectionReuse()
|
||||||
|
{
|
||||||
|
// arrange
|
||||||
|
var client = new TestSocketClient(options =>
|
||||||
|
{
|
||||||
|
options.SocketSubscriptionsCombineTarget = 5;
|
||||||
|
options.SocketIndividualSubscriptionCombineTarget = 10;
|
||||||
|
});
|
||||||
|
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
|
||||||
|
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default);
|
||||||
|
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default);
|
||||||
|
|
||||||
|
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
|
||||||
|
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default, individualSubscriptionCount: 10);
|
||||||
|
|
||||||
|
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
|
||||||
|
|
||||||
|
// act
|
||||||
|
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default);
|
||||||
|
|
||||||
|
// assert
|
||||||
|
Assert.That(
|
||||||
|
client.ApiClient1._socketConnections.Count,
|
||||||
|
Is.EqualTo(2),
|
||||||
|
"The eligible connection should be reused instead of opening a new connection after selecting a full individual-subscription connection");
|
||||||
|
|
||||||
|
var fullConnection = client.ApiClient1._socketConnections.Values
|
||||||
|
.Single(connection => connection.Subscriptions.Sum(subscription => subscription.IndividualSubscriptionCount) == 10);
|
||||||
|
Assert.That(
|
||||||
|
fullConnection.UserSubscriptionCount,
|
||||||
|
Is.EqualTo(1),
|
||||||
|
"The full connection should not receive the normal subscription");
|
||||||
|
|
||||||
|
var eligibleConnection = client.ApiClient1._socketConnections.Values.Single(connection => connection != fullConnection);
|
||||||
|
Assert.That(
|
||||||
|
eligibleConnection.UserSubscriptionCount,
|
||||||
|
Is.EqualTo(3),
|
||||||
|
"The existing eligible connection should receive the normal subscription");
|
||||||
|
}
|
||||||
|
|
||||||
[TestCase()]
|
[TestCase()]
|
||||||
public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
|
public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -36,9 +36,13 @@ namespace CryptoExchange.Net.UnitTests.Implementations
|
|||||||
protected override TestAuthenticationProvider CreateAuthenticationProvider(TestCredentials credentials) =>
|
protected override TestAuthenticationProvider CreateAuthenticationProvider(TestCredentials credentials) =>
|
||||||
new TestAuthenticationProvider(credentials);
|
new TestAuthenticationProvider(credentials);
|
||||||
|
|
||||||
public async Task<WebSocketResult<UpdateSubscription>> SubscribeToUpdatesAsync<T>(Action<DataEvent<T>> handler, bool subQuery, CancellationToken ct)
|
public async Task<WebSocketResult<UpdateSubscription>> SubscribeToUpdatesAsync<T>(Action<DataEvent<T>> handler, bool subQuery, CancellationToken ct, int individualSubscriptionCount = 1)
|
||||||
{
|
{
|
||||||
return await base.SubscribeAsync(new TestSubscription<T>(_logger, handler, subQuery, false), ct);
|
var subscription = new TestSubscription<T>(_logger, handler, subQuery, false)
|
||||||
|
{
|
||||||
|
IndividualSubscriptionCount = individualSubscriptionCount
|
||||||
|
};
|
||||||
|
return await base.SubscribeAsync(subscription, ct);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,136 @@
|
|||||||
|
using CryptoExchange.Net.Objects;
|
||||||
|
using CryptoExchange.Net.Objects.Errors;
|
||||||
|
using CryptoExchange.Net.Objects.Sockets;
|
||||||
|
using CryptoExchange.Net.Sockets.Default;
|
||||||
|
using NUnit.Framework;
|
||||||
|
using System;
|
||||||
|
using System.Collections.Generic;
|
||||||
|
using System.Threading.Tasks;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.UnitTests
|
||||||
|
{
|
||||||
|
[TestFixture]
|
||||||
|
public class ManualUpdateSubscriptionTests
|
||||||
|
{
|
||||||
|
[Test]
|
||||||
|
public void Constructor_Should_CreateSubscribedVirtualSubscription()
|
||||||
|
{
|
||||||
|
var controller = new ManualUpdateSubscription(socketId: 12);
|
||||||
|
|
||||||
|
Assert.That(controller.Subscription.SocketId, Is.EqualTo(12));
|
||||||
|
Assert.That(controller.Subscription.Id, Is.GreaterThan(0));
|
||||||
|
Assert.That(controller.Subscription.SocketStatus, Is.EqualTo(SocketStatus.Connected));
|
||||||
|
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Subscribed));
|
||||||
|
Assert.That(controller.Subscription.LastReceiveTime, Is.Null);
|
||||||
|
}
|
||||||
|
|
||||||
|
[Test]
|
||||||
|
public void StateChanges_Should_BeVisibleOnSubscription()
|
||||||
|
{
|
||||||
|
var controller = new ManualUpdateSubscription();
|
||||||
|
var timestamp = new DateTime(2026, 8, 5, 12, 0, 0, DateTimeKind.Utc);
|
||||||
|
var statuses = new List<SubscriptionStatus>();
|
||||||
|
controller.Subscription.SubscriptionStatusChanged += statuses.Add;
|
||||||
|
|
||||||
|
controller.SetLastReceiveTime(timestamp);
|
||||||
|
controller.SetSocketStatus(SocketStatus.Reconnecting);
|
||||||
|
controller.SetSubscriptionStatus(SubscriptionStatus.Subscribing);
|
||||||
|
controller.SetSubscriptionStatus(SubscriptionStatus.Subscribed);
|
||||||
|
|
||||||
|
Assert.That(controller.Subscription.LastReceiveTime, Is.EqualTo(timestamp));
|
||||||
|
Assert.That(controller.Subscription.SocketStatus, Is.EqualTo(SocketStatus.Reconnecting));
|
||||||
|
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Subscribed));
|
||||||
|
Assert.That(statuses, Is.EqualTo(new[]
|
||||||
|
{
|
||||||
|
SubscriptionStatus.Subscribing,
|
||||||
|
SubscriptionStatus.Subscribed
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Test]
|
||||||
|
public void LifecycleMethods_Should_InvokeSubscriptionEvents()
|
||||||
|
{
|
||||||
|
var controller = new ManualUpdateSubscription();
|
||||||
|
var error = new ServerError("Test error", ErrorInfo.Unknown);
|
||||||
|
var exception = new InvalidOperationException("Test exception");
|
||||||
|
var disconnectedPeriod = TimeSpan.FromMinutes(2);
|
||||||
|
var lost = 0;
|
||||||
|
var restored = TimeSpan.Zero;
|
||||||
|
Error? resubscribeError = null;
|
||||||
|
var paused = 0;
|
||||||
|
var unpaused = 0;
|
||||||
|
Exception? receivedException = null;
|
||||||
|
|
||||||
|
controller.Subscription.ConnectionLost += () => lost++;
|
||||||
|
controller.Subscription.ConnectionRestored += x => restored = x;
|
||||||
|
controller.Subscription.ResubscribingFailed += x => resubscribeError = x;
|
||||||
|
controller.Subscription.ActivityPaused += () => paused++;
|
||||||
|
controller.Subscription.ActivityUnpaused += () => unpaused++;
|
||||||
|
controller.Subscription.Exception += x => receivedException = x;
|
||||||
|
|
||||||
|
controller.InvokeConnectionLost();
|
||||||
|
controller.InvokeConnectionRestored(disconnectedPeriod);
|
||||||
|
controller.InvokeResubscribingFailed(error);
|
||||||
|
controller.InvokeActivityPaused();
|
||||||
|
controller.InvokeActivityUnpaused();
|
||||||
|
controller.InvokeException(exception);
|
||||||
|
|
||||||
|
Assert.That(lost, Is.EqualTo(1));
|
||||||
|
Assert.That(restored, Is.EqualTo(disconnectedPeriod));
|
||||||
|
Assert.That(resubscribeError, Is.SameAs(error));
|
||||||
|
Assert.That(paused, Is.EqualTo(1));
|
||||||
|
Assert.That(unpaused, Is.EqualTo(1));
|
||||||
|
Assert.That(receivedException, Is.SameAs(exception));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Test]
|
||||||
|
public void InvokeConnectionClosed_Should_CloseAndOnlyInvokeOnce()
|
||||||
|
{
|
||||||
|
var controller = new ManualUpdateSubscription();
|
||||||
|
var closed = 0;
|
||||||
|
controller.Subscription.ConnectionClosed += () => closed++;
|
||||||
|
|
||||||
|
controller.InvokeConnectionClosed();
|
||||||
|
controller.InvokeConnectionClosed();
|
||||||
|
|
||||||
|
Assert.That(closed, Is.EqualTo(1));
|
||||||
|
Assert.That(controller.Subscription.SocketStatus, Is.EqualTo(SocketStatus.Closed));
|
||||||
|
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Closed));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Test]
|
||||||
|
public async Task SubscriptionOperations_Should_InvokeCallbacks()
|
||||||
|
{
|
||||||
|
var closes = 0;
|
||||||
|
var reconnects = 0;
|
||||||
|
var resubscribes = 0;
|
||||||
|
var controller = new ManualUpdateSubscription(
|
||||||
|
closeAsync: () =>
|
||||||
|
{
|
||||||
|
closes++;
|
||||||
|
return Task.CompletedTask;
|
||||||
|
},
|
||||||
|
reconnectAsync: () =>
|
||||||
|
{
|
||||||
|
reconnects++;
|
||||||
|
return Task.CompletedTask;
|
||||||
|
},
|
||||||
|
resubscribeAsync: () =>
|
||||||
|
{
|
||||||
|
resubscribes++;
|
||||||
|
return Task.FromResult(CallResult.Ok());
|
||||||
|
});
|
||||||
|
|
||||||
|
await controller.Subscription.ReconnectAsync();
|
||||||
|
var resubscribeResult = await controller.Subscription.ResubscribeAsync();
|
||||||
|
await controller.Subscription.CloseAsync();
|
||||||
|
await controller.Subscription.CloseAsync();
|
||||||
|
|
||||||
|
Assert.That(reconnects, Is.EqualTo(1));
|
||||||
|
Assert.That(resubscribes, Is.EqualTo(1));
|
||||||
|
Assert.That(resubscribeResult.Success, Is.True);
|
||||||
|
Assert.That(closes, Is.EqualTo(1));
|
||||||
|
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Closed));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -625,6 +625,21 @@ namespace CryptoExchange.Net.Clients
|
|||||||
return Task.FromResult(CallResult.Ok());
|
return Task.FromResult(CallResult.Ok());
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Whether the connection can be used for a new subscription or query with the provided parameters
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="connection">The connection to check</param>
|
||||||
|
/// <param name="address">The address set by the request</param>
|
||||||
|
/// <param name="authenticated">Whether the request needs an authenticated connection</param>
|
||||||
|
/// <param name="topic">Topic of the request</param>
|
||||||
|
/// <returns>True if connection can be used</returns>
|
||||||
|
protected virtual bool ConnectionCanBeUsedFor(SocketConnection connection, string address, bool authenticated, string? topic = null)
|
||||||
|
{
|
||||||
|
return connection.ConnectionUriString.Equals(address.TrimEnd('/'), StringComparison.Ordinal)
|
||||||
|
&& connection.ApiClient.ClientName.Equals(ClientName, StringComparison.Ordinal)
|
||||||
|
&& (AllowTopicsOnTheSameConnection || !connection.Topics.Contains(topic));
|
||||||
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
|
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -643,10 +658,7 @@ namespace CryptoExchange.Net.Clients
|
|||||||
string? topic = null,
|
string? topic = null,
|
||||||
int individualSubscriptionCount = 1)
|
int individualSubscriptionCount = 1)
|
||||||
{
|
{
|
||||||
var socketQuery = _socketConnections.Where(s => s.Value.ConnectionUriString.Equals(address.TrimEnd('/'), StringComparison.Ordinal)
|
var socketQuery = _socketConnections.Where(s => ConnectionCanBeUsedFor(s.Value, address, authenticated, topic)).Select(x => x.Value); // Don't ToList this so the query is executed again when called
|
||||||
&& s.Value.ApiClient.ClientName.Equals(ClientName, StringComparison.Ordinal)
|
|
||||||
&& (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic)))
|
|
||||||
.Select(x => x.Value); // Don't ToList this so the query is executed again when called
|
|
||||||
|
|
||||||
// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
|
// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
|
||||||
var delayStart = DateTime.UtcNow;
|
var delayStart = DateTime.UtcNow;
|
||||||
@@ -679,45 +691,26 @@ namespace CryptoExchange.Net.Clients
|
|||||||
&& (s.Authenticated == authenticated || !authenticated)
|
&& (s.Authenticated == authenticated || !authenticated)
|
||||||
&& s.Connected).ToList();
|
&& s.Connected).ToList();
|
||||||
|
|
||||||
SocketConnection? connection;
|
bool maxConnectionsReached = _socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections);
|
||||||
if (!dedicatedRequestConnection)
|
SocketConnection? connection = null;
|
||||||
{
|
if (dedicatedRequestConnection)
|
||||||
connection = socketQuery
|
|
||||||
.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection)
|
|
||||||
.OrderBy(s => s.UserSubscriptionCount)
|
|
||||||
.FirstOrDefault();
|
|
||||||
}
|
|
||||||
else
|
|
||||||
{
|
{
|
||||||
connection = socketQuery.Where(s => s.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault();
|
connection = socketQuery.Where(s => s.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault();
|
||||||
if (connection != null && !connection.DedicatedRequestConnection.Authenticated)
|
if (connection != null && !connection.DedicatedRequestConnection.Authenticated)
|
||||||
// Mark dedicated request connection as authenticated if the request is authenticated
|
// Mark dedicated request connection as authenticated if the request is authenticated
|
||||||
connection.DedicatedRequestConnection.Authenticated = authenticated;
|
connection.DedicatedRequestConnection.Authenticated = authenticated;
|
||||||
|
|
||||||
if (connection == null)
|
|
||||||
// Fall back to an existing connection if there is no dedicated request connection available
|
|
||||||
connection = socketQuery.OrderBy(s => s.UserSubscriptionCount).FirstOrDefault();
|
|
||||||
}
|
}
|
||||||
|
|
||||||
bool maxConnectionsReached = _socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections);
|
if (connection == null)
|
||||||
|
// Use an eligible non-dedicated connection for subscriptions, or as fallback when no dedicated request connection is available
|
||||||
|
connection = socketQuery
|
||||||
|
.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection)
|
||||||
|
.Where(s => IsConnectionEligible(s, individualSubscriptionCount, maxConnectionsReached))
|
||||||
|
.OrderBy(s => s.UserSubscriptionCount)
|
||||||
|
.FirstOrDefault();
|
||||||
|
|
||||||
if (connection != null)
|
if (connection != null)
|
||||||
{
|
return CallResult.Ok(connection);
|
||||||
bool lessThanBatchSubCombineTarget = connection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget;
|
|
||||||
bool lessThanIndividualSubCombineTarget = connection.Subscriptions.Sum(x => x.IndividualSubscriptionCount) < ClientOptions.SocketIndividualSubscriptionCombineTarget;
|
|
||||||
|
|
||||||
if ((lessThanBatchSubCombineTarget && lessThanIndividualSubCombineTarget)
|
|
||||||
|| maxConnectionsReached)
|
|
||||||
{
|
|
||||||
// Use existing socket if it has less than target connections OR it has the least connections and we can't make new
|
|
||||||
// If there is a max subscriptions per connection limit also only use existing if the new subscription doesn't go over the limit
|
|
||||||
if (MaxIndividualSubscriptionsPerConnection == null)
|
|
||||||
return CallResult.Ok(connection);
|
|
||||||
|
|
||||||
var currentCount = connection.Subscriptions.Sum(x => x.IndividualSubscriptionCount);
|
|
||||||
if (currentCount + individualSubscriptionCount <= MaxIndividualSubscriptionsPerConnection)
|
|
||||||
return CallResult.Ok(connection);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
if (maxConnectionsReached)
|
if (maxConnectionsReached)
|
||||||
return CallResult.Fail<SocketConnection>(new InvalidOperationError("Max amount of socket connections reached"));
|
return CallResult.Fail<SocketConnection>(new InvalidOperationError("Max amount of socket connections reached"));
|
||||||
@@ -784,6 +777,21 @@ namespace CryptoExchange.Net.Clients
|
|||||||
return CallResult.Ok(socketConnection);
|
return CallResult.Ok(socketConnection);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
private bool IsConnectionEligible(SocketConnection socketConnection, int individualSubscriptionCount, bool maxConnectionsReached)
|
||||||
|
{
|
||||||
|
var currentIndividualSubscriptionCount = socketConnection.Subscriptions.Sum(x => x.IndividualSubscriptionCount);
|
||||||
|
bool lessThanBatchSubCombineTarget = socketConnection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget;
|
||||||
|
// Include the incoming batch so batched subscriptions cannot overshoot the configured socket target.
|
||||||
|
bool lessThanIndividualSubCombineTarget = currentIndividualSubscriptionCount + individualSubscriptionCount <= ClientOptions.SocketIndividualSubscriptionCombineTarget;
|
||||||
|
|
||||||
|
if ((!lessThanBatchSubCombineTarget || !lessThanIndividualSubCombineTarget)
|
||||||
|
&& !maxConnectionsReached)
|
||||||
|
return false;
|
||||||
|
|
||||||
|
return MaxIndividualSubscriptionsPerConnection == null
|
||||||
|
|| currentIndividualSubscriptionCount + individualSubscriptionCount <= MaxIndividualSubscriptionsPerConnection;
|
||||||
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Process an unhandled message
|
/// Process an unhandled message
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
+1
-1
@@ -88,7 +88,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
|
|||||||
stream.Seek(0, SeekOrigin.Begin);
|
stream.Seek(0, SeekOrigin.Begin);
|
||||||
var written = new StreamReader(stream).ReadBlock(dataSnippet, 0, _errorResponseSnippetLimit);
|
var written = new StreamReader(stream).ReadBlock(dataSnippet, 0, _errorResponseSnippetLimit);
|
||||||
var data = new string(dataSnippet, 0, written);
|
var data = new string(dataSnippet, 0, written);
|
||||||
errorMsg += $": {data}";
|
errorMsg += $": {(string.IsNullOrEmpty(data) ? "(empty)" : data)}";
|
||||||
if (data.Length == _errorResponseSnippetLimit)
|
if (data.Length == _errorResponseSnippetLimit)
|
||||||
errorMsg += " (truncated)";
|
errorMsg += " (truncated)";
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -6,9 +6,9 @@
|
|||||||
<PackageId>CryptoExchange.Net</PackageId>
|
<PackageId>CryptoExchange.Net</PackageId>
|
||||||
<Authors>JKorf</Authors>
|
<Authors>JKorf</Authors>
|
||||||
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
|
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
|
||||||
<PackageVersion>12.1.1</PackageVersion>
|
<PackageVersion>12.4.0</PackageVersion>
|
||||||
<AssemblyVersion>12.1.1</AssemblyVersion>
|
<AssemblyVersion>12.4.0</AssemblyVersion>
|
||||||
<FileVersion>12.1.1</FileVersion>
|
<FileVersion>12.4.0</FileVersion>
|
||||||
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
|
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
|
||||||
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
|
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
|
||||||
<RepositoryType>git</RepositoryType>
|
<RepositoryType>git</RepositoryType>
|
||||||
|
|||||||
@@ -33,7 +33,7 @@ namespace CryptoExchange.Net
|
|||||||
if (keyedCache != null && DateTime.UtcNow - keyedCache.UpdateTime < TimeSpan.FromMinutes(60))
|
if (keyedCache != null && DateTime.UtcNow - keyedCache.UpdateTime < TimeSpan.FromMinutes(60))
|
||||||
return;
|
return;
|
||||||
|
|
||||||
exchangeInfo.Set(key, new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x.SharedSymbol)));
|
exchangeInfo.Set(key, new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x)));
|
||||||
}
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -118,6 +118,22 @@ namespace CryptoExchange.Net
|
|||||||
return exchangeInfo.ParseSymbol(key, symbolName);
|
return exchangeInfo.ParseSymbol(key, symbolName);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get a symbol catalog for a specific exchange(topic) and environment. Only available if <see cref="UpdateSymbolInfo(string, string, string?, SharedSpotSymbol[])"/> has been called previously.
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="exchange">Exchange name</param>
|
||||||
|
/// <param name="topicId">Id for the provided data</param>
|
||||||
|
/// <param name="environmentName">Trade environment</param>
|
||||||
|
/// <param name="key">Additional data set identification key</param>
|
||||||
|
public static SharedSymbolCatalog? GetSymbolCatalog(string exchange, string topicId, string environmentName, string? key)
|
||||||
|
{
|
||||||
|
var id = topicId + environmentName;
|
||||||
|
if (!_symbolInfos.TryGetValue(id, out var exchangeInfo))
|
||||||
|
return null;
|
||||||
|
|
||||||
|
return exchangeInfo.GetSymbolCatalog(exchange, key);
|
||||||
|
}
|
||||||
|
|
||||||
class ExchangeKeyedCache
|
class ExchangeKeyedCache
|
||||||
{
|
{
|
||||||
private ExchangeInfo? _noKeyCache;
|
private ExchangeInfo? _noKeyCache;
|
||||||
@@ -163,7 +179,7 @@ namespace CryptoExchange.Net
|
|||||||
|
|
||||||
public SharedSymbol? ParseSymbol(string? key, string symbolName)
|
public SharedSymbol? ParseSymbol(string? key, string symbolName)
|
||||||
{
|
{
|
||||||
SharedSymbol? symbolInfo = null;
|
SharedSpotSymbol? symbolInfo = null;
|
||||||
if (key == null)
|
if (key == null)
|
||||||
{
|
{
|
||||||
if (_noKeyCache != null)
|
if (_noKeyCache != null)
|
||||||
@@ -173,7 +189,7 @@ namespace CryptoExchange.Net
|
|||||||
|
|
||||||
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
|
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
|
||||||
{
|
{
|
||||||
DeliverTime = symbolInfo.DeliverTime
|
DeliverTime = (symbolInfo as SharedFuturesSymbol)?.DeliveryTime
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -183,7 +199,7 @@ namespace CryptoExchange.Net
|
|||||||
{
|
{
|
||||||
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
|
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
|
||||||
{
|
{
|
||||||
DeliverTime = symbolInfo.DeliverTime
|
DeliverTime = (symbolInfo as SharedFuturesSymbol)?.DeliveryTime
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -199,7 +215,7 @@ namespace CryptoExchange.Net
|
|||||||
{
|
{
|
||||||
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
|
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
|
||||||
{
|
{
|
||||||
DeliverTime = symbolInfo.DeliverTime
|
DeliverTime = (symbolInfo as SharedFuturesSymbol)?.DeliveryTime
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -265,7 +281,7 @@ namespace CryptoExchange.Net
|
|||||||
{
|
{
|
||||||
return _noKeyCache.Symbols
|
return _noKeyCache.Symbols
|
||||||
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
|
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
|
||||||
.Select(x => x.Value)
|
.Select(x => x.Value.SharedSymbol)
|
||||||
.ToArray();
|
.ToArray();
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -274,7 +290,7 @@ namespace CryptoExchange.Net
|
|||||||
{
|
{
|
||||||
result.AddRange(cache.Symbols
|
result.AddRange(cache.Symbols
|
||||||
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
|
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
|
||||||
.Select(x => x.Value));
|
.Select(x => x.Value.SharedSymbol));
|
||||||
}
|
}
|
||||||
|
|
||||||
return result.ToArray();
|
return result.ToArray();
|
||||||
@@ -286,18 +302,63 @@ namespace CryptoExchange.Net
|
|||||||
|
|
||||||
return exchangeInfo.Symbols
|
return exchangeInfo.Symbols
|
||||||
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
|
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
|
||||||
.Select(x => x.Value)
|
.Select(x => x.Value.SharedSymbol)
|
||||||
.ToArray();
|
.ToArray();
|
||||||
}
|
}
|
||||||
|
|
||||||
|
internal SharedSymbolCatalog? GetSymbolCatalog(string exchange, string? key)
|
||||||
|
{
|
||||||
|
IEnumerable<SharedSpotSymbol> cachedSymbols;
|
||||||
|
if (key == null)
|
||||||
|
{
|
||||||
|
if (_noKeyCache != null)
|
||||||
|
cachedSymbols = _noKeyCache.Symbols.Values;
|
||||||
|
else
|
||||||
|
cachedSymbols = _keyedCache.Values.SelectMany(x => x.Symbols.Values);
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
if (!_keyedCache.TryGetValue(key, out var exchangeInfo) || exchangeInfo == null)
|
||||||
|
return null;
|
||||||
|
|
||||||
|
cachedSymbols = exchangeInfo.Symbols.Values;
|
||||||
|
}
|
||||||
|
|
||||||
|
var assets = new Dictionary<string, SharedAssetInfo>();
|
||||||
|
var symbols = new Dictionary<string, SharedSpotSymbol>();
|
||||||
|
foreach (var symbol in cachedSymbols)
|
||||||
|
{
|
||||||
|
if (!assets.TryGetValue(symbol.BaseAsset, out var baseAssetInfo))
|
||||||
|
{
|
||||||
|
baseAssetInfo = new SharedAssetInfo(symbol.BaseAsset, symbol.BaseAssetType, symbol.BaseAssetSubType);
|
||||||
|
assets.Add(symbol.BaseAsset, baseAssetInfo);
|
||||||
|
}
|
||||||
|
|
||||||
|
if (!assets.TryGetValue(symbol.QuoteAsset, out var quoteAssetInfo))
|
||||||
|
{
|
||||||
|
quoteAssetInfo = new SharedAssetInfo(symbol.QuoteAsset, symbol.QuoteAssetType, symbol.QuoteAssetSubType);
|
||||||
|
assets.Add(symbol.QuoteAsset, quoteAssetInfo);
|
||||||
|
}
|
||||||
|
|
||||||
|
symbols.Add(symbol.Name, symbol);
|
||||||
|
}
|
||||||
|
|
||||||
|
return new SharedSymbolCatalog
|
||||||
|
{
|
||||||
|
Exchange = exchange,
|
||||||
|
Assets = assets,
|
||||||
|
Symbols = symbols
|
||||||
|
};
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
class ExchangeInfo
|
class ExchangeInfo
|
||||||
{
|
{
|
||||||
public DateTime UpdateTime { get; set; }
|
public DateTime UpdateTime { get; set; }
|
||||||
public Dictionary<string, SharedSymbol> Symbols { get; set; }
|
public Dictionary<string, SharedSpotSymbol> Symbols { get; set; }
|
||||||
|
|
||||||
public ExchangeInfo(DateTime updateTime, Dictionary<string, SharedSymbol> symbols)
|
public ExchangeInfo(DateTime updateTime, Dictionary<string, SharedSpotSymbol> symbols)
|
||||||
{
|
{
|
||||||
UpdateTime = updateTime;
|
UpdateTime = updateTime;
|
||||||
Symbols = symbols;
|
Symbols = symbols;
|
||||||
|
|||||||
@@ -4,6 +4,8 @@ using CryptoExchange.Net.Objects.Options;
|
|||||||
using Microsoft.Extensions.Logging;
|
using Microsoft.Extensions.Logging;
|
||||||
using System;
|
using System;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
|
using System.IO.Pipelines;
|
||||||
|
using System.Linq;
|
||||||
using System.Net;
|
using System.Net;
|
||||||
using System.Net.Http;
|
using System.Net.Http;
|
||||||
|
|
||||||
@@ -14,6 +16,61 @@ namespace CryptoExchange.Net
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public static class LibraryHelpers
|
public static class LibraryHelpers
|
||||||
{
|
{
|
||||||
|
private static readonly HashSet<string> _stableCoins = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
|
||||||
|
{
|
||||||
|
// USD
|
||||||
|
"USDT", "USDC", "DAI", "FDUSD", "USDE", "TUSD", "USDP", "PYUSD", "GUSD",
|
||||||
|
"USDD", "LUSD", "USDJ", "SUSD", "ZUSD", "BUSD", "USTC", "USDX", "USDK",
|
||||||
|
"CUSD", "USD1", "USD0", "XUSD", "BFUSD", "USDS", "RLUSD", "OUSD", "USDH",
|
||||||
|
"APXUSD", "USDQ", "USDPT", "FIDD", "AUSD",
|
||||||
|
// EUR
|
||||||
|
"EURS", "EURC", "EURI", "EURT", "AGEUR", "CEUR", "AEUR", "EURQ", "EUROP",
|
||||||
|
// Other
|
||||||
|
"CNYT", // CNY
|
||||||
|
"CREAL", "BRL1", // BRL
|
||||||
|
"XSGD", // SGD
|
||||||
|
"GYEN", // JPY
|
||||||
|
"KGST", // KGS
|
||||||
|
"QCAD", // CAD
|
||||||
|
"TGBP", // GBP
|
||||||
|
"AUDX", // AUD
|
||||||
|
"MXNB", // MXN
|
||||||
|
};
|
||||||
|
|
||||||
|
private static readonly HashSet<string> _commodities = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
|
||||||
|
{
|
||||||
|
// Metals
|
||||||
|
"XAU", "XAUT", "XAG", "XPT", "XPD", "COPPER", "PAXG", "XNI", "XCU", "XAL", "GOLD", "SILVER",
|
||||||
|
// Energy
|
||||||
|
"BZ", "NATGAS", "NGAS", "CL", "XTI", "UKOIL", "USOIL", "BRENTOIL"
|
||||||
|
};
|
||||||
|
|
||||||
|
private static readonly HashSet<string> _stocks = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
|
||||||
|
{
|
||||||
|
// Top stocks, will need to update periodically
|
||||||
|
"AAAU", "AADR", "AAPL", "ACWI", "ACWX", "AGG", "AMD", "AMLP", "AMZN", "ARKF",
|
||||||
|
"ARKG", "ARKK", "ARKQ", "ARKW", "AVGO", "BA", "BABA", "BND", "BNDX", "BOTZ",
|
||||||
|
"CIBR", "COIN", "DIA", "DIVB", "DVY", "EEM", "EFA", "EFAV", "ESGU", "EWG",
|
||||||
|
"EWJ", "EWT", "EWU", "EWW", "EWY", "EWZ", "FDN", "FEZ", "GLDM", "GOOGL",
|
||||||
|
"HDV", "HOOD", "HYG", "IAU", "IBB", "ICLN", "IEFA", "IEMG", "IGSB", "IJH",
|
||||||
|
"IJR", "INTC", "ITOT", "IUSB", "IUSG", "IUSV", "IWM", "IWO", "IWR", "IYR",
|
||||||
|
"JETS", "JPM", "LIT", "MCHI", "META", "MGK", "MSTR", "MTUM", "MU", "NET",
|
||||||
|
"NFLX", "NOBL", "NVDA", "OIH", "ORCL", "PAVE", "PBW", "PLTR", "QQQ", "QQQM",
|
||||||
|
"SCHB", "SCHD", "SCHF", "SCHG", "SCHH", "SCHV", "SCHX", "SKHY", "SPCX", "SPCXD",
|
||||||
|
"SPLG", "SPY", "SPYG", "SPYV", "SQQQ", "TSLA", "TSM", "TQQQ", "USMV", "VBR",
|
||||||
|
"VCIT", "VCSH", "VEA", "VEU", "VGIT", "VGK", "VGT", "VHT", "VIG", "VNQ",
|
||||||
|
"VOO", "VOT", "VTI", "VTV", "VUG", "VXUS", "XBI", "XLC", "XLE", "XLF",
|
||||||
|
"XLI", "XLK", "XLP", "XLU", "XLV", "XLY", "CSCO", "UBER", "MRVL", "RKLB",
|
||||||
|
"COHR", "SOXL", "HD", "DIS", "CBRS", "V", "BRKB", "FLNC", "LLY", "COST",
|
||||||
|
"ARM", "BMNR", "NBIS", "ASML", "AAOI", "GLW", "SHLD", "BE", "QNTX", "IBM",
|
||||||
|
"AMAT", "NOK", "ASTS", "BBX", "SLX", "SKHYNIX", "SAMSUNG", "HYUNDAI", "NVO",
|
||||||
|
"IREN", "ONDS", "CRM" , "VRT", "ZEST", "BTW", "HPE", "AXTI", "BX", "CRWD",
|
||||||
|
"CRDO", "NOW", "ZM", "DKNG", "RIVN", "URNM", "EBAY", "ADBE", "UVXY", "RDW",
|
||||||
|
"CIEN","PANW", "WIN", "PAYP", "HIMS", "CRWV", "QCOM", "LITE", "DRAM", "ANTHROPIC",
|
||||||
|
"OPENAI", "USAR", "BILL", "SNDK", "NASDAQ100", "SPX500", "BSB", "CRCL", "STRC",
|
||||||
|
"MSFT", "WDC"
|
||||||
|
};
|
||||||
|
|
||||||
private static ILogger? _staticLogger;
|
private static ILogger? _staticLogger;
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Static logger
|
/// Static logger
|
||||||
@@ -105,6 +162,67 @@ namespace CryptoExchange.Net
|
|||||||
return _defaultClientReferences.TryGetValue(key, out var id) ? id : throw new KeyNotFoundException($"{exchange} not found in configuration");
|
return _defaultClientReferences.TryGetValue(key, out var id) ? id : throw new KeyNotFoundException($"{exchange} not found in configuration");
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Check whether an asset is a known stablecoin. Note that this is not definitive, only large known stocks are checked
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="asset">Asset name</param>
|
||||||
|
/// <param name="additionalStableCoins">Additional stablecoin names for the specific exchange</param>
|
||||||
|
public static bool IsStableCoin(string asset, params HashSet<string> additionalStableCoins)
|
||||||
|
{
|
||||||
|
if (string.IsNullOrEmpty(asset))
|
||||||
|
return false;
|
||||||
|
|
||||||
|
return _stableCoins.Contains(asset) || (additionalStableCoins != null && additionalStableCoins.Contains(asset, StringComparer.OrdinalIgnoreCase));
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Check whether an asset is a known commodity. Note that this is not definitive, only large known stocks are checked
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="asset">Asset name</param>
|
||||||
|
/// <param name="additionalCommodities">Additional commodity names for the specific exchange</param>
|
||||||
|
public static bool IsCommodity(string asset, params HashSet<string> additionalCommodities)
|
||||||
|
{
|
||||||
|
if (string.IsNullOrEmpty(asset))
|
||||||
|
return false;
|
||||||
|
|
||||||
|
return _commodities.Contains(asset) || (additionalCommodities != null && additionalCommodities.Contains(asset, StringComparer.OrdinalIgnoreCase));
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Check whether an asset is a known stock. Note that this is not definitive, only large known stocks are checked
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="asset">Asset name</param>
|
||||||
|
/// <param name="additionalStocks">Additional stock names for the specific exchange</param>
|
||||||
|
public static bool IsEquity(string asset, params HashSet<string> additionalStocks)
|
||||||
|
=> IsEquity(asset, [], additionalStocks);
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Check whether an asset is a known stock.
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="asset">Asset name</param>
|
||||||
|
/// <param name="potentialSuffixes">Suffixes to check, for example when `X` is a potential suffix both `TSLA` and `TSLAX` will be checked</param>
|
||||||
|
/// <param name="additionalStocks">Additional stock names for the specific exchange</param>
|
||||||
|
public static bool IsEquity(string asset, string[] potentialSuffixes, params HashSet<string> additionalStocks)
|
||||||
|
{
|
||||||
|
if (string.IsNullOrEmpty(asset))
|
||||||
|
return false;
|
||||||
|
|
||||||
|
if (_stocks.Contains(asset) || (additionalStocks != null && additionalStocks.Contains(asset, StringComparer.OrdinalIgnoreCase)))
|
||||||
|
return true;
|
||||||
|
|
||||||
|
foreach (var suffix in potentialSuffixes)
|
||||||
|
{
|
||||||
|
if (!asset.EndsWith(suffix))
|
||||||
|
continue;
|
||||||
|
|
||||||
|
var suffixAsset = asset.Substring(0, asset.Length - suffix.Length);
|
||||||
|
if (_stocks.Contains(suffixAsset) || (additionalStocks != null && additionalStocks.Contains(suffixAsset, StringComparer.OrdinalIgnoreCase)))
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
|
||||||
|
return false;
|
||||||
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Create a new HttpMessageHandler instance
|
/// Create a new HttpMessageHandler instance
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
@@ -180,7 +180,7 @@ namespace CryptoExchange.Net.Logging.Extensions
|
|||||||
_receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string, string>(
|
_receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string, string>(
|
||||||
LogLevel.Warning,
|
LogLevel.Warning,
|
||||||
new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"),
|
new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"),
|
||||||
"[Sckt {SocketId}] received message not matched to any listener. TypeIdentifier: {TypeIdentifier}, ListenId: {ListenId}, current listeners: [{ListenIds}]");
|
"[Sckt {SocketId}] received message not matched to any listener. TypeIdentifier: {TypeIdentifier}, TopicFilter: {ListenId}, registered TopicFilters for type: [{TopicFilters}]");
|
||||||
|
|
||||||
_failedToParse = LoggerMessage.Define<int, string>(
|
_failedToParse = LoggerMessage.Define<int, string>(
|
||||||
LogLevel.Warning,
|
LogLevel.Warning,
|
||||||
@@ -326,9 +326,9 @@ namespace CryptoExchange.Net.Logging.Extensions
|
|||||||
_sendingData(logger, socketId, requestId, data, null);
|
_sendingData(logger, socketId, requestId, data, null);
|
||||||
}
|
}
|
||||||
|
|
||||||
public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string typeIdentifier, string listenId, string listenIds)
|
public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string typeIdentifier, string topicFilter, string topicFilters)
|
||||||
{
|
{
|
||||||
_receivedMessageNotMatchedToAnyListener(logger, socketId, typeIdentifier, listenId, listenIds, null);
|
_receivedMessageNotMatchedToAnyListener(logger, socketId, typeIdentifier, topicFilter, topicFilters, null);
|
||||||
}
|
}
|
||||||
|
|
||||||
public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length)
|
public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length)
|
||||||
|
|||||||
@@ -1,5 +1,6 @@
|
|||||||
using System;
|
using System;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
|
using System.Diagnostics;
|
||||||
using System.Diagnostics.CodeAnalysis;
|
using System.Diagnostics.CodeAnalysis;
|
||||||
using System.Text;
|
using System.Text;
|
||||||
|
|
||||||
@@ -8,8 +9,11 @@ namespace CryptoExchange.Net.Objects;
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// Call result
|
/// Call result
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record CallResult : ICallResult
|
public record CallResult : ICallResult
|
||||||
{
|
{
|
||||||
|
private string DebugView => Success ? "Success" : $"Error: {Error}";
|
||||||
|
|
||||||
private static CallResult _successResult = new CallResult();
|
private static CallResult _successResult = new CallResult();
|
||||||
|
|
||||||
/// <inheritdoc />
|
/// <inheritdoc />
|
||||||
|
|||||||
@@ -1,6 +1,7 @@
|
|||||||
using CryptoExchange.Net.SharedApis;
|
using CryptoExchange.Net.SharedApis;
|
||||||
using System;
|
using System;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
|
using System.Diagnostics;
|
||||||
using System.Diagnostics.CodeAnalysis;
|
using System.Diagnostics.CodeAnalysis;
|
||||||
using System.Net;
|
using System.Net;
|
||||||
using System.Net.Http;
|
using System.Net.Http;
|
||||||
@@ -12,8 +13,11 @@ namespace CryptoExchange.Net.Objects;
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// HTTP call result
|
/// HTTP call result
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record HttpResult : IHttpResult
|
public record HttpResult : IHttpResult
|
||||||
{
|
{
|
||||||
|
private string DebugView => $"[Req {RequestId}] " + (Success ? "Success" : $"Error: {Error}");
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Create a new success HTTP result
|
/// Create a new success HTTP result
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -251,8 +255,32 @@ public record HttpResult : IHttpResult
|
|||||||
|
|
||||||
|
|
||||||
/// <inheritdoc />
|
/// <inheritdoc />
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record HttpResult<T> : HttpResult, IHttpResult<T>
|
public record HttpResult<T> : HttpResult, IHttpResult<T>
|
||||||
{
|
{
|
||||||
|
private string DebugView
|
||||||
|
{
|
||||||
|
get
|
||||||
|
{
|
||||||
|
var result = new StringBuilder($"[Req {RequestId}] " + (Success ? "Success" : $"Error: {Error}"));
|
||||||
|
if (Data != null)
|
||||||
|
{
|
||||||
|
result.Append(", ");
|
||||||
|
var typeName = typeof(T).Name;
|
||||||
|
if (Data is Array ar)
|
||||||
|
{
|
||||||
|
result.Append($"{ar.Length} {typeName.Substring(0, typeName.Length - 2)}");
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
result.Append(typeName);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return result.ToString();
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
@@ -1,5 +1,6 @@
|
|||||||
using System;
|
using System;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
|
using System.Diagnostics;
|
||||||
using System.Diagnostics.CodeAnalysis;
|
using System.Diagnostics.CodeAnalysis;
|
||||||
using System.Text;
|
using System.Text;
|
||||||
|
|
||||||
@@ -8,8 +9,11 @@ namespace CryptoExchange.Net.Objects;
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// WebSocket call result
|
/// WebSocket call result
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record WebSocketResult : IWebSocketResult
|
public record WebSocketResult : IWebSocketResult
|
||||||
{
|
{
|
||||||
|
private string DebugView => $"[Sckt {ConnectionId}] " + (RequestId == null ? "" : $"[Req {RequestId}] ") + (Success ? "Success" : $"Error: {Error}");
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
@@ -0,0 +1,209 @@
|
|||||||
|
using CryptoExchange.Net.Sockets;
|
||||||
|
using CryptoExchange.Net.Sockets.Default;
|
||||||
|
using CryptoExchange.Net.Sockets.Default.Routing;
|
||||||
|
using Microsoft.Extensions.Logging.Abstractions;
|
||||||
|
using System;
|
||||||
|
using System.Threading;
|
||||||
|
using System.Threading.Tasks;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.Objects.Sockets
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Controller for an update subscription which isn't backed by a websocket connection. Can be used for testing.
|
||||||
|
/// </summary>
|
||||||
|
public class ManualUpdateSubscription
|
||||||
|
{
|
||||||
|
private readonly Func<Task> _closeAsync;
|
||||||
|
private readonly Func<Task> _reconnectAsync;
|
||||||
|
private readonly Func<Task<CallResult>> _resubscribeAsync;
|
||||||
|
private readonly ManualSubscription _manualSubscription;
|
||||||
|
private int _closedEventInvoked;
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The update subscription
|
||||||
|
/// </summary>
|
||||||
|
public UpdateSubscription Subscription { get; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The virtual socket id
|
||||||
|
/// </summary>
|
||||||
|
public int SocketId { get; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The last timestamp anything was received by the subscription
|
||||||
|
/// </summary>
|
||||||
|
public DateTime? LastReceiveTime { get; private set; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The current virtual websocket status
|
||||||
|
/// </summary>
|
||||||
|
public SocketStatus SocketStatus { get; private set; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Create a manually controlled update subscription
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="socketId">The virtual socket id</param>
|
||||||
|
/// <param name="closeAsync">Callback when the subscription is closed</param>
|
||||||
|
/// <param name="reconnectAsync">Callback when a reconnect is requested</param>
|
||||||
|
/// <param name="resubscribeAsync">Callback when a resubscribe is requested</param>
|
||||||
|
public ManualUpdateSubscription(
|
||||||
|
int socketId = 0,
|
||||||
|
Func<Task>? closeAsync = null,
|
||||||
|
Func<Task>? reconnectAsync = null,
|
||||||
|
Func<Task<CallResult>>? resubscribeAsync = null)
|
||||||
|
{
|
||||||
|
SocketId = socketId;
|
||||||
|
SocketStatus = SocketStatus.Connected;
|
||||||
|
_closeAsync = closeAsync ?? (() => Task.CompletedTask);
|
||||||
|
_reconnectAsync = reconnectAsync ?? (() => Task.CompletedTask);
|
||||||
|
_resubscribeAsync = resubscribeAsync ?? (() => Task.FromResult(CallResult.Ok()));
|
||||||
|
|
||||||
|
_manualSubscription = new ManualSubscription();
|
||||||
|
_manualSubscription.Status = SubscriptionStatus.Subscribed;
|
||||||
|
Subscription = new UpdateSubscription(this, _manualSubscription);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Set the last timestamp anything was received by the subscription
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="timestamp">The receive timestamp</param>
|
||||||
|
public void SetLastReceiveTime(DateTime? timestamp)
|
||||||
|
{
|
||||||
|
LastReceiveTime = timestamp;
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Set the virtual websocket status
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="status">The status</param>
|
||||||
|
public void SetSocketStatus(SocketStatus status)
|
||||||
|
{
|
||||||
|
SocketStatus = status;
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Set the subscription status
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="status">The status</param>
|
||||||
|
public void SetSubscriptionStatus(SubscriptionStatus status)
|
||||||
|
{
|
||||||
|
_manualSubscription.Status = status;
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the connection lost event
|
||||||
|
/// </summary>
|
||||||
|
public void InvokeConnectionLost()
|
||||||
|
{
|
||||||
|
Subscription.HandleConnectionLostEvent();
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the connection restored event
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="disconnectedPeriod">The period the connection was disconnected</param>
|
||||||
|
public void InvokeConnectionRestored(TimeSpan disconnectedPeriod)
|
||||||
|
{
|
||||||
|
Subscription.HandleConnectionRestoredEvent(disconnectedPeriod);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the connection closed event
|
||||||
|
/// </summary>
|
||||||
|
public void InvokeConnectionClosed()
|
||||||
|
{
|
||||||
|
if (Interlocked.Exchange(ref _closedEventInvoked, 1) != 0)
|
||||||
|
return;
|
||||||
|
|
||||||
|
SocketStatus = SocketStatus.Closed;
|
||||||
|
_manualSubscription.Status = SubscriptionStatus.Closed;
|
||||||
|
Subscription.HandleConnectionClosedEvent();
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the resubscribing failed event
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="error">The resubscribe error</param>
|
||||||
|
public void InvokeResubscribingFailed(Error error)
|
||||||
|
{
|
||||||
|
if (error == null)
|
||||||
|
throw new ArgumentNullException(nameof(error));
|
||||||
|
|
||||||
|
Subscription.HandleResubscribeFailedEvent(error);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the activity paused event
|
||||||
|
/// </summary>
|
||||||
|
public void InvokeActivityPaused()
|
||||||
|
{
|
||||||
|
Subscription.HandlePausedEvent();
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the activity unpaused event
|
||||||
|
/// </summary>
|
||||||
|
public void InvokeActivityUnpaused()
|
||||||
|
{
|
||||||
|
Subscription.HandleUnpausedEvent();
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Invoke the exception event
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="exception">The exception</param>
|
||||||
|
public void InvokeException(Exception exception)
|
||||||
|
{
|
||||||
|
if (exception == null)
|
||||||
|
throw new ArgumentNullException(nameof(exception));
|
||||||
|
|
||||||
|
_manualSubscription.InvokeExceptionHandler(exception);
|
||||||
|
}
|
||||||
|
|
||||||
|
internal async Task CloseAsync()
|
||||||
|
{
|
||||||
|
if (_manualSubscription.Status == SubscriptionStatus.Closed
|
||||||
|
|| _manualSubscription.Status == SubscriptionStatus.Closing)
|
||||||
|
return;
|
||||||
|
|
||||||
|
_manualSubscription.Status = SubscriptionStatus.Closing;
|
||||||
|
try
|
||||||
|
{
|
||||||
|
await _closeAsync().ConfigureAwait(false);
|
||||||
|
}
|
||||||
|
finally
|
||||||
|
{
|
||||||
|
_manualSubscription.Status = SubscriptionStatus.Closed;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
internal Task ReconnectAsync()
|
||||||
|
{
|
||||||
|
return _reconnectAsync();
|
||||||
|
}
|
||||||
|
|
||||||
|
internal Task<CallResult> ResubscribeAsync()
|
||||||
|
{
|
||||||
|
return _resubscribeAsync();
|
||||||
|
}
|
||||||
|
|
||||||
|
private class ManualSubscription : Subscription
|
||||||
|
{
|
||||||
|
public ManualSubscription()
|
||||||
|
: base(NullLogger.Instance, false)
|
||||||
|
{
|
||||||
|
MessageRouter = MessageRouter.Create();
|
||||||
|
}
|
||||||
|
|
||||||
|
protected override Query? GetSubQuery(SocketConnection connection)
|
||||||
|
{
|
||||||
|
return null;
|
||||||
|
}
|
||||||
|
|
||||||
|
protected override Query? GetUnsubQuery(SocketConnection connection)
|
||||||
|
{
|
||||||
|
return null;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -12,7 +12,8 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public class UpdateSubscription
|
public class UpdateSubscription
|
||||||
{
|
{
|
||||||
private readonly SocketConnection _connection;
|
private readonly SocketConnection? _connection;
|
||||||
|
private readonly ManualUpdateSubscription? _manualSubscription;
|
||||||
internal readonly Subscription _subscription;
|
internal readonly Subscription _subscription;
|
||||||
|
|
||||||
#if NET9_0_OR_GREATER
|
#if NET9_0_OR_GREATER
|
||||||
@@ -102,7 +103,7 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// The id of the socket
|
/// The id of the socket
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public int SocketId => _connection.SocketId;
|
public int SocketId => _connection?.SocketId ?? _manualSubscription!.SocketId;
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The id of the subscription
|
/// The id of the subscription
|
||||||
@@ -112,12 +113,12 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// The last timestamp anything was received from the server
|
/// The last timestamp anything was received from the server
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public DateTime? LastReceiveTime => _connection.LastReceiveTime;
|
public DateTime? LastReceiveTime => _connection?.LastReceiveTime ?? _manualSubscription!.LastReceiveTime;
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The current websocket status
|
/// The current websocket status
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public SocketStatus SocketStatus => _connection.Status;
|
public SocketStatus SocketStatus => _connection?.Status ?? _manualSubscription!.SocketStatus;
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The current subscription status
|
/// The current subscription status
|
||||||
@@ -143,6 +144,18 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
_subscription.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x);
|
_subscription.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// ctor
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="manualSubscription">The manual subscription for controlling events and data</param>
|
||||||
|
/// <param name="subscription">The subscription</param>
|
||||||
|
internal UpdateSubscription(ManualUpdateSubscription manualSubscription, Subscription subscription)
|
||||||
|
{
|
||||||
|
_manualSubscription = manualSubscription;
|
||||||
|
_subscription = subscription;
|
||||||
|
_subscription.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x);
|
||||||
|
}
|
||||||
|
|
||||||
private void UnsubscribeConnectionEvents()
|
private void UnsubscribeConnectionEvents()
|
||||||
{
|
{
|
||||||
lock (_eventLock)
|
lock (_eventLock)
|
||||||
@@ -150,22 +163,26 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
if (!_connectionEventsSubscribed)
|
if (!_connectionEventsSubscribed)
|
||||||
return;
|
return;
|
||||||
|
|
||||||
_connection.ConnectionClosed -= HandleConnectionClosedEvent;
|
if (_connection != null)
|
||||||
_connection.ConnectionLost -= HandleConnectionLostEvent;
|
{
|
||||||
_connection.ConnectionRestored -= HandleConnectionRestoredEvent;
|
_connection.ConnectionClosed -= HandleConnectionClosedEvent;
|
||||||
_connection.ResubscribingFailed -= HandleResubscribeFailedEvent;
|
_connection.ConnectionLost -= HandleConnectionLostEvent;
|
||||||
_connection.ActivityPaused -= HandlePausedEvent;
|
_connection.ConnectionRestored -= HandleConnectionRestoredEvent;
|
||||||
_connection.ActivityUnpaused -= HandleUnpausedEvent;
|
_connection.ResubscribingFailed -= HandleResubscribeFailedEvent;
|
||||||
|
_connection.ActivityPaused -= HandlePausedEvent;
|
||||||
|
_connection.ActivityUnpaused -= HandleUnpausedEvent;
|
||||||
|
}
|
||||||
|
|
||||||
_connectionEventsSubscribed = false;
|
_connectionEventsSubscribed = false;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private void HandleConnectionClosedEvent()
|
internal void HandleConnectionClosedEvent()
|
||||||
{
|
{
|
||||||
UnsubscribeConnectionEvents();
|
UnsubscribeConnectionEvents();
|
||||||
|
|
||||||
// If we're not the subscription closing this connection don't bother emitting
|
// If we're not the subscription closing this connection don't bother emitting
|
||||||
if (!_subscription.IsClosingConnection)
|
if (_connection != null && !_subscription.IsClosingConnection)
|
||||||
return;
|
return;
|
||||||
|
|
||||||
List<Action> handlers;
|
List<Action> handlers;
|
||||||
@@ -176,7 +193,7 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
callback();
|
callback();
|
||||||
}
|
}
|
||||||
|
|
||||||
private void HandleConnectionLostEvent()
|
internal void HandleConnectionLostEvent()
|
||||||
{
|
{
|
||||||
if (!_subscription.Active)
|
if (!_subscription.Active)
|
||||||
{
|
{
|
||||||
@@ -192,7 +209,7 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
callback();
|
callback();
|
||||||
}
|
}
|
||||||
|
|
||||||
private void HandleConnectionRestoredEvent(TimeSpan period)
|
internal void HandleConnectionRestoredEvent(TimeSpan period)
|
||||||
{
|
{
|
||||||
if (!_subscription.Active)
|
if (!_subscription.Active)
|
||||||
{
|
{
|
||||||
@@ -208,7 +225,7 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
callback(period);
|
callback(period);
|
||||||
}
|
}
|
||||||
|
|
||||||
private void HandleResubscribeFailedEvent(Error error)
|
internal void HandleResubscribeFailedEvent(Error error)
|
||||||
{
|
{
|
||||||
if (!_subscription.Active)
|
if (!_subscription.Active)
|
||||||
{
|
{
|
||||||
@@ -224,7 +241,7 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
callback(error);
|
callback(error);
|
||||||
}
|
}
|
||||||
|
|
||||||
private void HandlePausedEvent()
|
internal void HandlePausedEvent()
|
||||||
{
|
{
|
||||||
if (!_subscription.Active)
|
if (!_subscription.Active)
|
||||||
{
|
{
|
||||||
@@ -240,7 +257,7 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
callback();
|
callback();
|
||||||
}
|
}
|
||||||
|
|
||||||
private void HandleUnpausedEvent()
|
internal void HandleUnpausedEvent()
|
||||||
{
|
{
|
||||||
if (!_subscription.Active)
|
if (!_subscription.Active)
|
||||||
{
|
{
|
||||||
@@ -262,7 +279,10 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <returns></returns>
|
/// <returns></returns>
|
||||||
public Task CloseAsync()
|
public Task CloseAsync()
|
||||||
{
|
{
|
||||||
return _connection.CloseAsync(_subscription);
|
if (_connection != null)
|
||||||
|
return _connection.CloseAsync(_subscription);
|
||||||
|
|
||||||
|
return _manualSubscription!.CloseAsync();
|
||||||
}
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -271,7 +291,10 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <returns></returns>
|
/// <returns></returns>
|
||||||
public Task ReconnectAsync()
|
public Task ReconnectAsync()
|
||||||
{
|
{
|
||||||
return _connection.TriggerReconnectAsync();
|
if (_connection != null)
|
||||||
|
return _connection.TriggerReconnectAsync();
|
||||||
|
|
||||||
|
return _manualSubscription!.ReconnectAsync();
|
||||||
}
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -280,7 +303,13 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <returns></returns>
|
/// <returns></returns>
|
||||||
internal async Task UnsubscribeAsync()
|
internal async Task UnsubscribeAsync()
|
||||||
{
|
{
|
||||||
await _connection.UnsubscribeAsync(_subscription).ConfigureAwait(false);
|
if (_connection != null)
|
||||||
|
{
|
||||||
|
await _connection.UnsubscribeAsync(_subscription).ConfigureAwait(false);
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
await _manualSubscription!.CloseAsync().ConfigureAwait(false);
|
||||||
}
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -289,7 +318,10 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <returns></returns>
|
/// <returns></returns>
|
||||||
internal async Task<CallResult> ResubscribeAsync()
|
internal async Task<CallResult> ResubscribeAsync()
|
||||||
{
|
{
|
||||||
return await _connection.ResubscribeAsync(_subscription).ConfigureAwait(false);
|
if (_connection != null)
|
||||||
|
return await _connection.ResubscribeAsync(_subscription).ConfigureAwait(false);
|
||||||
|
|
||||||
|
return await _manualSubscription!.ResubscribeAsync().ConfigureAwait(false);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,51 @@
|
|||||||
|
using System;
|
||||||
|
using System.Collections.Generic;
|
||||||
|
using System.Text;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Asset type
|
||||||
|
/// </summary>
|
||||||
|
public enum SharedAssetType
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Unknown or unspecified asset type
|
||||||
|
/// </summary>
|
||||||
|
Unspecified,
|
||||||
|
/// <summary>
|
||||||
|
/// Cryptocurrency asset type
|
||||||
|
/// </summary>
|
||||||
|
Crypto,
|
||||||
|
/// <summary>
|
||||||
|
/// Fiat currency asset type
|
||||||
|
/// </summary>
|
||||||
|
Fiat,
|
||||||
|
/// <summary>
|
||||||
|
/// Traditional finance asset type
|
||||||
|
/// </summary>
|
||||||
|
TradFi
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Asset sub type
|
||||||
|
/// </summary>
|
||||||
|
public enum SharedAssetSubType
|
||||||
|
{
|
||||||
|
// --- Crypto sub types ---
|
||||||
|
/// <summary>
|
||||||
|
/// Stable coin, can be for different fiat currencies
|
||||||
|
/// </summary>
|
||||||
|
StableCoin,
|
||||||
|
|
||||||
|
// --- TradFi sub types ---
|
||||||
|
/// <summary>
|
||||||
|
/// Equity, can be stocks, ETFs, or indices
|
||||||
|
/// </summary>
|
||||||
|
Equity,
|
||||||
|
/// <summary>
|
||||||
|
/// Commodity, can be oil, gas, metals, etc.
|
||||||
|
/// </summary>
|
||||||
|
Commodity
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -9,6 +9,11 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public interface IFuturesSymbolRestClient : ISharedClient
|
public interface IFuturesSymbolRestClient : ISharedClient
|
||||||
{
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Get the futures symbol catalog. Only available if <see cref="GetFuturesSymbolsAsync(GetSymbolsRequest, CancellationToken)"/> has been called previously.
|
||||||
|
/// </summary>
|
||||||
|
SharedSymbolCatalog? FuturesSymbolCatalog { get; }
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Futures symbol request options.<br />
|
/// Futures symbol request options.<br />
|
||||||
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
|
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
|
||||||
|
|||||||
@@ -9,6 +9,11 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public interface ISpotSymbolRestClient : ISharedClient
|
public interface ISpotSymbolRestClient : ISharedClient
|
||||||
{
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Get the spot symbol catalog. Only available if <see cref="GetSpotSymbolsAsync(GetSymbolsRequest, CancellationToken)"/> has been called previously.
|
||||||
|
/// </summary>
|
||||||
|
SharedSymbolCatalog? SpotSymbolCatalog { get; }
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Spot symbols request options.<br />
|
/// Spot symbols request options.<br />
|
||||||
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
|
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
|
||||||
|
|||||||
@@ -70,7 +70,12 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
foreach (var param in RequiredExchangeParameters)
|
foreach (var param in RequiredExchangeParameters)
|
||||||
{
|
{
|
||||||
if (param.Names!.All(x => ExchangeParameters.HasValue(exchangeParameters, Exchange, x, param.ValueType) != true))
|
if (param.Names!.All(x => ExchangeParameters.HasValue(exchangeParameters, Exchange, x, param.ValueType) != true))
|
||||||
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
|
{
|
||||||
|
if (param.Names.Length == 1)
|
||||||
|
return ArgumentError.Invalid(string.Join("/", param.Names!), $"Exchange parameter `{param.Names[0]}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
|
||||||
|
else
|
||||||
|
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
return null;
|
return null;
|
||||||
@@ -149,7 +154,12 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
foreach (var param in RequiredOptionalParameters)
|
foreach (var param in RequiredOptionalParameters)
|
||||||
{
|
{
|
||||||
if (param.Names!.All(x => _requestProperties.Single(p => p.Name == x).GetValue(request, null) == null))
|
if (param.Names!.All(x => _requestProperties.Single(p => p.Name == x).GetValue(request, null) == null))
|
||||||
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
|
{
|
||||||
|
if (param.Names.Length == 1)
|
||||||
|
return ArgumentError.Invalid(string.Join("/", param.Names!), $"Optional parameter `{param.Names[0]}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
|
||||||
|
else
|
||||||
|
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
if (request is SharedSymbolRequest symbolsRequest)
|
if (request is SharedSymbolRequest symbolsRequest)
|
||||||
|
|||||||
@@ -1,4 +1,5 @@
|
|||||||
using System;
|
using CryptoExchange.Net.Objects;
|
||||||
|
using System;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
using System.Text;
|
using System.Text;
|
||||||
|
|
||||||
@@ -15,5 +16,43 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
public GetFuturesSymbolsOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(IFuturesSymbolRestClient.GetFuturesSymbolsAsync))
|
public GetFuturesSymbolsOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(IFuturesSymbolRestClient.GetFuturesSymbolsAsync))
|
||||||
{
|
{
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override Error? ValidateRequest(GetSymbolsRequest request, IFuturesSymbolRestClient client)
|
||||||
|
{
|
||||||
|
if (request.BaseAssetType != null && request.BaseAssetSubType != null)
|
||||||
|
{
|
||||||
|
var error = ValidateAssetTypeCombination(request.BaseAssetType.Value, request.BaseAssetSubType.Value);
|
||||||
|
if (error != null)
|
||||||
|
return error;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (request.QuoteAssetType != null && request.QuoteAssetSubType != null)
|
||||||
|
{
|
||||||
|
var error = ValidateAssetTypeCombination(request.QuoteAssetType.Value, request.QuoteAssetSubType.Value);
|
||||||
|
if (error != null)
|
||||||
|
return error;
|
||||||
|
}
|
||||||
|
|
||||||
|
return base.ValidateRequest(request, client);
|
||||||
|
}
|
||||||
|
|
||||||
|
private Error? ValidateAssetTypeCombination(SharedAssetType type, SharedAssetSubType subType)
|
||||||
|
{
|
||||||
|
if (type == SharedAssetType.Crypto
|
||||||
|
&& (subType == SharedAssetSubType.Commodity
|
||||||
|
|| (subType == SharedAssetSubType.Equity)))
|
||||||
|
{
|
||||||
|
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
|
||||||
|
}
|
||||||
|
|
||||||
|
if (type == SharedAssetType.TradFi && subType == SharedAssetSubType.StableCoin)
|
||||||
|
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
|
||||||
|
|
||||||
|
if (type == SharedAssetType.Fiat)
|
||||||
|
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
|
||||||
|
|
||||||
|
return null;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,4 +1,5 @@
|
|||||||
using System;
|
using CryptoExchange.Net.Objects;
|
||||||
|
using System;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
using System.Text;
|
using System.Text;
|
||||||
|
|
||||||
@@ -15,5 +16,44 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
public GetSpotSymbolsOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(ISpotSymbolRestClient.GetSpotSymbolsAsync))
|
public GetSpotSymbolsOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(ISpotSymbolRestClient.GetSpotSymbolsAsync))
|
||||||
{
|
{
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override Error? ValidateRequest(GetSymbolsRequest request, ISpotSymbolRestClient client)
|
||||||
|
{
|
||||||
|
if (request.BaseAssetType != null && request.BaseAssetSubType != null)
|
||||||
|
{
|
||||||
|
var error = ValidateAssetTypeCombination(request.BaseAssetType.Value, request.BaseAssetSubType.Value);
|
||||||
|
if (error != null)
|
||||||
|
return error;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (request.QuoteAssetType != null && request.QuoteAssetSubType != null)
|
||||||
|
{
|
||||||
|
var error = ValidateAssetTypeCombination(request.QuoteAssetType.Value, request.QuoteAssetSubType.Value);
|
||||||
|
if (error != null)
|
||||||
|
return error;
|
||||||
|
}
|
||||||
|
|
||||||
|
return base.ValidateRequest(request, client);
|
||||||
|
}
|
||||||
|
|
||||||
|
private Error? ValidateAssetTypeCombination(SharedAssetType type, SharedAssetSubType subType)
|
||||||
|
{
|
||||||
|
if (type == SharedAssetType.Crypto
|
||||||
|
&& (subType == SharedAssetSubType.Commodity
|
||||||
|
|| (subType == SharedAssetSubType.Equity)))
|
||||||
|
{
|
||||||
|
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
|
||||||
|
}
|
||||||
|
|
||||||
|
if (type == SharedAssetType.TradFi && subType == SharedAssetSubType.StableCoin)
|
||||||
|
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
|
||||||
|
|
||||||
|
if (type == SharedAssetType.Fiat)
|
||||||
|
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
|
||||||
|
|
||||||
|
return null;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -5,13 +5,44 @@
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public record GetSymbolsRequest : SharedRequest
|
public record GetSymbolsRequest : SharedRequest
|
||||||
{
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Base asset type filter
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetType? BaseAssetType { get; }
|
||||||
|
/// <summary>
|
||||||
|
/// Base asset subtype filter
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetSubType? BaseAssetSubType { get; }
|
||||||
|
/// <summary>
|
||||||
|
/// Quote asset type filter
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetType? QuoteAssetType { get; }
|
||||||
|
/// <summary>
|
||||||
|
/// Quote asset subtype filter
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetSubType? QuoteAssetSubType { get; }
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
/// <param name="tradingMode">Trading mode filter</param>
|
/// <param name="tradingMode">Trading mode filter</param>
|
||||||
|
/// <param name="baseAssetType">Filter by base asset type</param>
|
||||||
|
/// <param name="baseAssetSubType">Filter by base asset subtype</param>
|
||||||
|
/// <param name="quoteAssetType">Filter by quote asset type</param>
|
||||||
|
/// <param name="quoteAssetSubType">Filter by quote asset subtype</param>
|
||||||
/// <param name="exchangeParameters">Exchange specific parameters</param>
|
/// <param name="exchangeParameters">Exchange specific parameters</param>
|
||||||
public GetSymbolsRequest(TradingMode? tradingMode = null, ExchangeParameters? exchangeParameters = null) : base(tradingMode, exchangeParameters)
|
public GetSymbolsRequest(
|
||||||
|
TradingMode? tradingMode = null,
|
||||||
|
SharedAssetType? baseAssetType = null,
|
||||||
|
SharedAssetSubType? baseAssetSubType = null,
|
||||||
|
SharedAssetType? quoteAssetType = null,
|
||||||
|
SharedAssetSubType? quoteAssetSubType = null,
|
||||||
|
ExchangeParameters? exchangeParameters = null) : base(tradingMode, exchangeParameters)
|
||||||
{
|
{
|
||||||
|
BaseAssetType = baseAssetType;
|
||||||
|
BaseAssetSubType = baseAssetSubType;
|
||||||
|
QuoteAssetType = quoteAssetType;
|
||||||
|
QuoteAssetSubType = quoteAssetSubType;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,58 @@
|
|||||||
|
using System;
|
||||||
|
using System.Collections.Generic;
|
||||||
|
using System.Diagnostics;
|
||||||
|
using System.Text;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Symbol and asset catalog for a shared client
|
||||||
|
/// </summary>
|
||||||
|
public class SharedSymbolCatalog
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Exchange name
|
||||||
|
/// </summary>
|
||||||
|
public string Exchange { get; set; } = string.Empty;
|
||||||
|
/// <summary>
|
||||||
|
/// Assets supported
|
||||||
|
/// </summary>
|
||||||
|
public IReadOnlyDictionary<string, SharedAssetInfo> Assets { get; set; } = new Dictionary<string, SharedAssetInfo>();
|
||||||
|
/// <summary>
|
||||||
|
/// Symbols supported
|
||||||
|
/// </summary>
|
||||||
|
public IReadOnlyDictionary<string, SharedSpotSymbol> Symbols { get; set; } = new Dictionary<string, SharedSpotSymbol>();
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Asset info
|
||||||
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
|
public class SharedAssetInfo
|
||||||
|
{
|
||||||
|
private string DebugView => $"{Name} - {Type}{(SubType == null ? "": $" {SubType}")}";
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Asset name
|
||||||
|
/// </summary>
|
||||||
|
public string Name { get; set; }
|
||||||
|
/// <summary>
|
||||||
|
/// Asset type
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetType Type { get; set; }
|
||||||
|
/// <summary>
|
||||||
|
/// Asset sub type
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetSubType? SubType { get; set; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// ctor
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetInfo(string name, SharedAssetType type, SharedAssetSubType? subType)
|
||||||
|
{
|
||||||
|
Name = name;
|
||||||
|
Type = type;
|
||||||
|
SubType = subType;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Asset info
|
/// Asset info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Name,nq} - {Networks.Length} network(s)")]
|
||||||
public record SharedAsset
|
public record SharedAsset
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -32,6 +34,7 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// Asset network info
|
/// Asset network info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Name,nq}")]
|
||||||
public record SharedAssetNetwork
|
public record SharedAssetNetwork
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,8 +1,11 @@
|
|||||||
namespace CryptoExchange.Net.SharedApis
|
using System.Diagnostics;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Balance info
|
/// Balance info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Available} {Asset, nq}")]
|
||||||
public record SharedBalance
|
public record SharedBalance
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,8 +1,11 @@
|
|||||||
namespace CryptoExchange.Net.SharedApis
|
using System.Diagnostics;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Book ticker
|
/// Book ticker
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Symbol,nq} - {BestBidPrice} / {BestAskPrice}")]
|
||||||
public record SharedBookTicker : SharedSymbolModel
|
public record SharedBookTicker : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Deposit info
|
/// Deposit info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{Timestamp}] {Quantity} {Asset,nq}")]
|
||||||
public record SharedDeposit
|
public record SharedDeposit
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,8 +1,11 @@
|
|||||||
namespace CryptoExchange.Net.SharedApis
|
using System.Diagnostics;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Deposit address info
|
/// Deposit address info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Asset,nq} - {Address,nq}")]
|
||||||
public record SharedDepositAddress
|
public record SharedDepositAddress
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,8 +1,11 @@
|
|||||||
namespace CryptoExchange.Net.SharedApis
|
using System.Diagnostics;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Trading fee info
|
/// Trading fee info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{MakerFee} / {TakerFee}")]
|
||||||
public record SharedFee
|
public record SharedFee
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Funding rate
|
/// Funding rate
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{Timestamp}] {FundingRate}")]
|
||||||
public record SharedFundingRate
|
public record SharedFundingRate
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Mark/index price kline
|
/// Mark/index price kline
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{OpenTime}] O: {OpenPrice} H: {HighPrice} L: {LowPrice} C: {ClosePrice}")]
|
||||||
public record SharedFuturesKline : SharedSymbolModel
|
public record SharedFuturesKline : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,12 +1,19 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Futures order info
|
/// Futures order info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record SharedFuturesOrder : SharedSymbolModel
|
public record SharedFuturesOrder : SharedSymbolModel
|
||||||
{
|
{
|
||||||
|
private string DebugView =>
|
||||||
|
$"[{CreateTime}] {OrderId} {(PositionSide != null ? $"{PositionSide} " : "")}{Symbol} - " +
|
||||||
|
$"{OrderType} {Side} {OrderQuantity}{(OrderPrice != null ? " @ " + OrderPrice : "")}, " +
|
||||||
|
$"{Status}{(QuantityFilled != null && Status != SharedOrderStatus.Canceled ? $" {QuantityFilled}" : "")}{(AveragePrice != null ? " @ " + AveragePrice : "")}";
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Id of the order
|
/// Id of the order
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -47,10 +54,18 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// Order price
|
/// Order price
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? OrderPrice { get; set; }
|
public decimal? OrderPrice { get; set; }
|
||||||
|
private decimal? _averagePrice;
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Average price
|
/// Average fill price
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? AveragePrice { get; set; }
|
public decimal? AveragePrice
|
||||||
|
{
|
||||||
|
get => _averagePrice > 0 ? _averagePrice
|
||||||
|
: (QuantityFilled?.QuantityInBaseAsset > 0 && QuantityFilled?.QuantityInQuoteAsset > 0
|
||||||
|
? QuantityFilled.QuantityInQuoteAsset / QuantityFilled.QuantityInBaseAsset
|
||||||
|
: null);
|
||||||
|
set => _averagePrice = value;
|
||||||
|
}
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Client order id
|
/// Client order id
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
@@ -1,12 +1,17 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
using System.Drawing;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Futures symbol info
|
/// Futures symbol info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record SharedFuturesSymbol : SharedSpotSymbol
|
public record SharedFuturesSymbol : SharedSpotSymbol
|
||||||
{
|
{
|
||||||
|
private string DebugView => $"{TradingMode} {(DisplayName ?? Name)} - {BaseAssetType}{(BaseAssetSubType == null ? "" : " " + BaseAssetSubType)}{(DeliveryTime != null ? $" Delivery: {DeliveryTime:yyyy-MM-dd}": "")}";
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The size of a single contract
|
/// The size of a single contract
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Futures ticker info
|
/// Futures ticker info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Symbol,nq} High: {HighPrice}, Low: {LowPrice}, Last: {LastPrice}, Change: {ChangePercentage}%")]
|
||||||
public record SharedFuturesTicker: SharedSymbolModel
|
public record SharedFuturesTicker: SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -22,7 +24,24 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// The volume in the last 24h
|
/// The volume in the last 24h
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal Volume { get; set; }
|
public SharedOrderQuantity Volumes { get; set; }
|
||||||
|
|
||||||
|
private decimal? _volume;
|
||||||
|
/// <summary>
|
||||||
|
/// The volume in the last 24h
|
||||||
|
/// </summary>
|
||||||
|
[Obsolete("Use `Volumes` instead")]
|
||||||
|
public decimal Volume
|
||||||
|
{
|
||||||
|
get
|
||||||
|
{
|
||||||
|
if (_volume.HasValue)
|
||||||
|
return _volume.Value;
|
||||||
|
|
||||||
|
return Volumes.QuantityInBaseAsset ?? Volumes.QuantityInContracts ?? 0;
|
||||||
|
}
|
||||||
|
set => _volume = value;
|
||||||
|
}
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Change percentage in the last 24h
|
/// Change percentage in the last 24h
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -47,13 +66,20 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public SharedFuturesTicker(SharedSymbol? sharedSymbol, string symbol, decimal? lastPrice, decimal? highPrice, decimal? lowPrice, decimal volume, decimal? changePercentage)
|
public SharedFuturesTicker(
|
||||||
|
SharedSymbol? sharedSymbol,
|
||||||
|
string symbol,
|
||||||
|
decimal? lastPrice,
|
||||||
|
decimal? highPrice,
|
||||||
|
decimal? lowPrice,
|
||||||
|
SharedOrderQuantity volumes,
|
||||||
|
decimal? changePercentage)
|
||||||
:base(sharedSymbol, symbol)
|
:base(sharedSymbol, symbol)
|
||||||
{
|
{
|
||||||
LastPrice = lastPrice;
|
LastPrice = lastPrice;
|
||||||
HighPrice = highPrice;
|
HighPrice = highPrice;
|
||||||
LowPrice = lowPrice;
|
LowPrice = lowPrice;
|
||||||
Volume = volume;
|
Volumes = volumes;
|
||||||
ChangePercentage = changePercentage;
|
ChangePercentage = changePercentage;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Kline info
|
/// Kline info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{OpenTime}] O: {OpenPrice} H: {HighPrice} L: {LowPrice} C: {ClosePrice} V: {Volumes}")]
|
||||||
public record SharedKline : SharedSymbolModel
|
public record SharedKline : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -27,15 +29,40 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// Open price
|
/// Open price
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal OpenPrice { get; set; }
|
public decimal OpenPrice { get; set; }
|
||||||
|
|
||||||
|
private decimal? _volume;
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Volume in the base asset
|
/// Volume in the base asset
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal Volume { get; set; }
|
[Obsolete("Use `Volumes` instead")]
|
||||||
|
public decimal Volume
|
||||||
|
{
|
||||||
|
get
|
||||||
|
{
|
||||||
|
if (_volume.HasValue)
|
||||||
|
return _volume.Value;
|
||||||
|
|
||||||
|
return Volumes.QuantityInBaseAsset ?? Volumes.QuantityInContracts ?? 0;
|
||||||
|
}
|
||||||
|
set => _volume = value;
|
||||||
|
}
|
||||||
|
/// <summary>
|
||||||
|
/// The volume in the last 24h
|
||||||
|
/// </summary>
|
||||||
|
public SharedOrderQuantity Volumes { get; set; }
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public SharedKline(SharedSymbol? sharedSymbol, string symbol, DateTime openTime, decimal closePrice, decimal highPrice, decimal lowPrice, decimal openPrice, decimal volume)
|
public SharedKline(
|
||||||
|
SharedSymbol? sharedSymbol,
|
||||||
|
string symbol,
|
||||||
|
DateTime openTime,
|
||||||
|
decimal closePrice,
|
||||||
|
decimal highPrice,
|
||||||
|
decimal lowPrice,
|
||||||
|
decimal openPrice,
|
||||||
|
SharedOrderQuantity volumes)
|
||||||
: base(sharedSymbol, symbol)
|
: base(sharedSymbol, symbol)
|
||||||
{
|
{
|
||||||
OpenTime = openTime;
|
OpenTime = openTime;
|
||||||
@@ -43,7 +70,7 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
HighPrice = highPrice;
|
HighPrice = highPrice;
|
||||||
LowPrice = lowPrice;
|
LowPrice = lowPrice;
|
||||||
OpenPrice = openPrice;
|
OpenPrice = openPrice;
|
||||||
Volume = volume;
|
Volumes = volumes;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Position info
|
/// Position info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Symbol,nq} {PositionSide}: {PositionSize} {AverageOpenPrice}")]
|
||||||
public record SharedPosition : SharedSymbolModel
|
public record SharedPosition : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Position history
|
/// Position history
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{Timestamp}] {Symbol,nq} {PositionSide}: {RealizedPnl}")]
|
||||||
public record SharedPositionHistory : SharedSymbolModel
|
public record SharedPositionHistory : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,12 +1,19 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Spot order info
|
/// Spot order info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record SharedSpotOrder : SharedSymbolModel
|
public record SharedSpotOrder : SharedSymbolModel
|
||||||
{
|
{
|
||||||
|
private string DebugView =>
|
||||||
|
$"[{CreateTime}] {OrderId} {Symbol} - " +
|
||||||
|
$"{OrderType} {Side} {OrderQuantity}{(OrderPrice != null ? " @ " + OrderPrice : "")}, " +
|
||||||
|
$"{Status}{(QuantityFilled != null && Status != SharedOrderStatus.Canceled ? $" {QuantityFilled}" : "")}{(AveragePrice != null ? " @ " + AveragePrice : "")}";
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The id of the order
|
/// The id of the order
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -39,10 +46,18 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// Order price
|
/// Order price
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? OrderPrice { get; set; }
|
public decimal? OrderPrice { get; set; }
|
||||||
|
private decimal? _averagePrice;
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Average fill price
|
/// Average fill price
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? AveragePrice { get; set; }
|
public decimal? AveragePrice
|
||||||
|
{
|
||||||
|
get => _averagePrice > 0 ? _averagePrice
|
||||||
|
: (QuantityFilled?.QuantityInBaseAsset > 0 && QuantityFilled?.QuantityInQuoteAsset > 0
|
||||||
|
? QuantityFilled.QuantityInQuoteAsset / QuantityFilled.QuantityInBaseAsset
|
||||||
|
: null);
|
||||||
|
set => _averagePrice = value;
|
||||||
|
}
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Client order id
|
/// Client order id
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
|||||||
@@ -1,10 +1,17 @@
|
|||||||
namespace CryptoExchange.Net.SharedApis
|
using System;
|
||||||
|
using System.Data;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Symbol info
|
/// Symbol info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{DebugView,nq}")]
|
||||||
public record SharedSpotSymbol
|
public record SharedSpotSymbol
|
||||||
{
|
{
|
||||||
|
private string DebugView => $"{TradingMode} {(DisplayName ?? Name)} - {BaseAssetType} {BaseAssetSubType}";
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The trading mode of the symbol
|
/// The trading mode of the symbol
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -22,6 +29,10 @@
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public string Name { get; set; }
|
public string Name { get; set; }
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
/// The display name of the symbol
|
||||||
|
/// </summary>
|
||||||
|
public string? DisplayName { get; set; }
|
||||||
|
/// <summary>
|
||||||
/// Minimal quantity of an order in the base asset
|
/// Minimal quantity of an order in the base asset
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? MinTradeQuantity { get; set; }
|
public decimal? MinTradeQuantity { get; set; }
|
||||||
@@ -57,6 +68,22 @@
|
|||||||
/// Whether the symbol is currently available for trading
|
/// Whether the symbol is currently available for trading
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public bool Trading { get; set; }
|
public bool Trading { get; set; }
|
||||||
|
/// <summary>
|
||||||
|
/// Base asset type
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetType BaseAssetType { get; set; }
|
||||||
|
/// <summary>
|
||||||
|
/// Base asset sub type
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetSubType? BaseAssetSubType { get; set; }
|
||||||
|
/// <summary>
|
||||||
|
/// Quote asset type
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetType QuoteAssetType { get; set; }
|
||||||
|
/// <summary>
|
||||||
|
/// Quote asset sub type
|
||||||
|
/// </summary>
|
||||||
|
public SharedAssetSubType? QuoteAssetSubType { get; set; }
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
|
|||||||
@@ -1,8 +1,12 @@
|
|||||||
namespace CryptoExchange.Net.SharedApis
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Ticker info
|
/// Ticker info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("{Symbol,nq} High: {HighPrice}, Low: {LowPrice}, Last: {LastPrice}, Change: {ChangePercentage}%")]
|
||||||
public record SharedSpotTicker: SharedSymbolModel
|
public record SharedSpotTicker: SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -18,13 +22,31 @@
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? LowPrice { get; set; }
|
public decimal? LowPrice { get; set; }
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
/// The volume in the last 24h
|
||||||
|
/// </summary>
|
||||||
|
public SharedOrderQuantity Volumes { get; set; }
|
||||||
|
|
||||||
|
private decimal? _volume;
|
||||||
|
/// <summary>
|
||||||
/// Trade volume in base asset in the last 24h
|
/// Trade volume in base asset in the last 24h
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal Volume { get; set; }
|
[Obsolete("Use `Volumes` instead")]
|
||||||
|
public decimal Volume
|
||||||
|
{
|
||||||
|
get
|
||||||
|
{
|
||||||
|
if (_volume.HasValue)
|
||||||
|
return _volume.Value;
|
||||||
|
|
||||||
|
return Volumes.QuantityInBaseAsset ?? Volumes.QuantityInContracts ?? 0;
|
||||||
|
}
|
||||||
|
set => _volume = value;
|
||||||
|
}
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Trade volume in quote asset in the last 24h
|
/// Trade volume in quote asset in the last 24h
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal? QuoteVolume { get; set; }
|
[Obsolete("Use `Volumes` instead")]
|
||||||
|
public decimal? QuoteVolume => Volumes?.QuantityInQuoteAsset;
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Change percentage in the last 24h
|
/// Change percentage in the last 24h
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -33,13 +55,20 @@
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public SharedSpotTicker(SharedSymbol? sharedSymbol, string symbol, decimal? lastPrice, decimal? highPrice, decimal? lowPrice, decimal volume, decimal? changePercentage)
|
public SharedSpotTicker(
|
||||||
|
SharedSymbol? sharedSymbol,
|
||||||
|
string symbol,
|
||||||
|
decimal? lastPrice,
|
||||||
|
decimal? highPrice,
|
||||||
|
decimal? lowPrice,
|
||||||
|
SharedOrderQuantity volumes,
|
||||||
|
decimal? changePercentage)
|
||||||
: base(sharedSymbol, symbol)
|
: base(sharedSymbol, symbol)
|
||||||
{
|
{
|
||||||
LastPrice = lastPrice;
|
LastPrice = lastPrice;
|
||||||
HighPrice = highPrice;
|
HighPrice = highPrice;
|
||||||
LowPrice = lowPrice;
|
LowPrice = lowPrice;
|
||||||
Volume = volume;
|
Volumes = volumes;
|
||||||
ChangePercentage = changePercentage;
|
ChangePercentage = changePercentage;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,16 +1,23 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Public trade info
|
/// Public trade info
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{Timestamp}] {Symbol,nq} {Side.ToString(),nq} {Quantity} @ {Price}")]
|
||||||
public record SharedTrade : SharedSymbolModel
|
public record SharedTrade : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Quantity of the trade
|
/// Quantity of the trade
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public decimal Quantity { get; set; }
|
[Obsolete("Use `Quantities` instead")]
|
||||||
|
public decimal Quantity => Quantities.QuantityInBaseAsset ?? Quantities.QuantityInContracts ?? 0;
|
||||||
|
/// <summary>
|
||||||
|
/// The quantities of the trade
|
||||||
|
/// </summary>
|
||||||
|
public SharedOrderQuantity Quantities { get; set; }
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Price of the trade
|
/// Price of the trade
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -27,9 +34,9 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public SharedTrade(SharedSymbol? sharedSymbol, string symbol, decimal quantity, decimal price, DateTime timestamp) : base(sharedSymbol, symbol)
|
public SharedTrade(SharedSymbol? sharedSymbol, string symbol, SharedOrderQuantity quantities, decimal price, DateTime timestamp) : base(sharedSymbol, symbol)
|
||||||
{
|
{
|
||||||
Quantity = quantity;
|
Quantities = quantities;
|
||||||
Price = price;
|
Price = price;
|
||||||
Timestamp = timestamp;
|
Timestamp = timestamp;
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// A user trade
|
/// A user trade
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{Timestamp}] {Id,nq} {Symbol,nq} {Side.ToString(),nq} {Quantity} @ {Price}")]
|
||||||
public record SharedUserTrade : SharedSymbolModel
|
public record SharedUserTrade : SharedSymbolModel
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
using System;
|
using System;
|
||||||
|
using System.Diagnostics;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// A withdrawal record
|
/// A withdrawal record
|
||||||
/// </summary>
|
/// </summary>
|
||||||
|
[DebuggerDisplay("[{Timestamp}] {Quantity} {Asset,nq}")]
|
||||||
public record SharedWithdrawal
|
public record SharedWithdrawal
|
||||||
{
|
{
|
||||||
/// <summary>
|
/// <summary>
|
||||||
|
|||||||
@@ -1,4 +1,5 @@
|
|||||||
using CryptoExchange.Net.Converters.SystemTextJson;
|
using CryptoExchange.Net.Converters.SystemTextJson;
|
||||||
|
using System.Text;
|
||||||
using System.Text.Json.Serialization;
|
using System.Text.Json.Serialization;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
@@ -35,6 +36,33 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
QuantityInQuoteAsset = quoteAssetQuantity;
|
QuantityInQuoteAsset = quoteAssetQuantity;
|
||||||
QuantityInContracts = contractQuantity;
|
QuantityInContracts = contractQuantity;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override string ToString()
|
||||||
|
{
|
||||||
|
var sb = new StringBuilder("[");
|
||||||
|
if (QuantityInBaseAsset != null)
|
||||||
|
sb.Append($"{QuantityInBaseAsset} base");
|
||||||
|
|
||||||
|
if (QuantityInQuoteAsset != null)
|
||||||
|
{
|
||||||
|
if (sb.Length > 1)
|
||||||
|
sb.Append(", ");
|
||||||
|
|
||||||
|
sb.Append($"{QuantityInQuoteAsset} quote");
|
||||||
|
}
|
||||||
|
|
||||||
|
if (QuantityInContracts != null)
|
||||||
|
{
|
||||||
|
if (sb.Length > 1)
|
||||||
|
sb.Append(", ");
|
||||||
|
|
||||||
|
sb.Append($"{QuantityInContracts} contracts");
|
||||||
|
}
|
||||||
|
|
||||||
|
sb.Append("]");
|
||||||
|
return sb.ToString();
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
@@ -53,6 +81,9 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public SharedQuantity() : base(null, null, null) { }
|
public SharedQuantity() : base(null, null, null) { }
|
||||||
|
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override string ToString() => base.ToString();
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Specify quantity in base asset
|
/// Specify quantity in base asset
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -111,6 +142,11 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
[JsonConverter(typeof(SharedOrderQuantityConverter))]
|
[JsonConverter(typeof(SharedOrderQuantityConverter))]
|
||||||
public record SharedOrderQuantity : SharedQuantityReference
|
public record SharedOrderQuantity : SharedQuantityReference
|
||||||
{
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// The average price based on the base and quote asset quantities
|
||||||
|
/// </summary>
|
||||||
|
public decimal? AveragePrice => QuantityInBaseAsset == 0 ? null : QuantityInQuoteAsset / QuantityInBaseAsset;
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// ctor
|
/// ctor
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@@ -123,5 +159,24 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
: base(baseAssetQuantity, quoteAssetQuantity, contractQuantity)
|
: base(baseAssetQuantity, quoteAssetQuantity, contractQuantity)
|
||||||
{
|
{
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get the quantity in quote asset. Will use the set `QuantityInQuoteAsset` property if it has a value, or `QuantityInBaseAsset` * `price` if not. Null otherwise.
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="price">The price to use for the QuantityInBaseAsset to quote asset quantity calculation</param>
|
||||||
|
/// <returns>Quantity in quote asset if it's available or can be calculated, null otherwise</returns>
|
||||||
|
public decimal? GetQuantityInQuoteAsset(decimal? price)
|
||||||
|
{
|
||||||
|
if (QuantityInQuoteAsset != null)
|
||||||
|
return QuantityInQuoteAsset;
|
||||||
|
|
||||||
|
if (QuantityInBaseAsset != null && price != null)
|
||||||
|
return QuantityInBaseAsset * price;
|
||||||
|
|
||||||
|
return null;
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override string ToString() => base.ToString();
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,5 +1,6 @@
|
|||||||
using CryptoExchange.Net.Objects;
|
using CryptoExchange.Net.Objects;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
|
using System.Linq;
|
||||||
|
|
||||||
namespace CryptoExchange.Net.SharedApis
|
namespace CryptoExchange.Net.SharedApis
|
||||||
{
|
{
|
||||||
@@ -176,5 +177,24 @@ namespace CryptoExchange.Net.SharedApis
|
|||||||
|
|
||||||
return result.ToArray();
|
return result.ToArray();
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Apply symbols request filter for asset type and trading mode
|
||||||
|
/// </summary>
|
||||||
|
public static T[] ApplySymbolFilter<T>(T[] symbols, GetSymbolsRequest request) where T : SharedSpotSymbol
|
||||||
|
{
|
||||||
|
IEnumerable<T> resultData = symbols;
|
||||||
|
if (request.TradingMode != null)
|
||||||
|
resultData = resultData.Where(x => x.TradingMode == request.TradingMode);
|
||||||
|
if (request.BaseAssetType != null)
|
||||||
|
resultData = resultData.Where(x => x.BaseAssetType == request.BaseAssetType);
|
||||||
|
if (request.QuoteAssetType != null)
|
||||||
|
resultData = resultData.Where(x => x.QuoteAssetType == request.QuoteAssetType);
|
||||||
|
if (request.BaseAssetSubType != null)
|
||||||
|
resultData = resultData.Where(x => x.BaseAssetSubType == request.BaseAssetSubType);
|
||||||
|
if (request.QuoteAssetSubType != null)
|
||||||
|
resultData = resultData.Where(x => x.QuoteAssetSubType == request.QuoteAssetSubType);
|
||||||
|
return resultData.ToArray();
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -607,7 +607,7 @@ namespace CryptoExchange.Net.Sockets.Default
|
|||||||
SocketId,
|
SocketId,
|
||||||
typeIdentifier,
|
typeIdentifier,
|
||||||
topicFilter!,
|
topicFilter!,
|
||||||
string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
|
string.Join(",", _listeners.SelectMany(x => x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter ?? "[null]"))));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -143,9 +143,14 @@ namespace CryptoExchange.Net.Testing
|
|||||||
foreach(var issue in issues)
|
foreach(var issue in issues)
|
||||||
{
|
{
|
||||||
if (issue is MissingPropertyException)
|
if (issue is MissingPropertyException)
|
||||||
warnings?.Add(issue);
|
{
|
||||||
|
if (!warnings?.Any(x => x.Message == issue.Message) == true)
|
||||||
|
warnings?.Add(issue);
|
||||||
|
}
|
||||||
else
|
else
|
||||||
|
{
|
||||||
errors.Add(issue);
|
errors.Add(issue);
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
if (errors.Count > 0)
|
if (errors.Count > 0)
|
||||||
|
|||||||
@@ -284,8 +284,10 @@ namespace CryptoExchange.Net.Trackers.Klines
|
|||||||
LastOpenTime = klines.Last().OpenTime,
|
LastOpenTime = klines.Last().OpenTime,
|
||||||
HighPrice = klines.Select(d => d.LowPrice).Max(),
|
HighPrice = klines.Select(d => d.LowPrice).Max(),
|
||||||
LowPrice = klines.Select(d => d.HighPrice).Min(),
|
LowPrice = klines.Select(d => d.HighPrice).Min(),
|
||||||
|
#pragma warning disable CS0618 // Type or member is obsolete | Temporary to maintain previous behavior
|
||||||
Volume = klines.Select(d => d.Volume).Sum(),
|
Volume = klines.Select(d => d.Volume).Sum(),
|
||||||
AverageVolume = Math.Round(klines.OrderByDescending(d => d.OpenTime).Skip(1).Select(d => d.Volume).DefaultIfEmpty().Average(), 8)
|
AverageVolume = Math.Round(klines.OrderByDescending(d => d.OpenTime).Skip(1).Select(d => d.Volume).DefaultIfEmpty().Average(), 8)
|
||||||
|
#pragma warning restore
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -138,6 +138,11 @@ namespace CryptoExchange.Net.Trackers.Trades
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The type of quantity the trades and stats are denoted in
|
||||||
|
/// </summary>
|
||||||
|
public TradeQuantityType QuantityType { get; }
|
||||||
|
|
||||||
/// <inheritdoc />
|
/// <inheritdoc />
|
||||||
public event Func<SharedTrade, Task>? OnAdded;
|
public event Func<SharedTrade, Task>? OnAdded;
|
||||||
/// <inheritdoc />
|
/// <inheritdoc />
|
||||||
@@ -156,12 +161,14 @@ namespace CryptoExchange.Net.Trackers.Trades
|
|||||||
SharedSymbol symbol,
|
SharedSymbol symbol,
|
||||||
int? limit = null,
|
int? limit = null,
|
||||||
TimeSpan? period = null,
|
TimeSpan? period = null,
|
||||||
|
TradeQuantityType tradeQuantityType = TradeQuantityType.BaseAsset,
|
||||||
ExchangeParameters? exchangeParameters = null)
|
ExchangeParameters? exchangeParameters = null)
|
||||||
{
|
{
|
||||||
_logger = logger ?? new NullLogger<TradeTracker>();
|
_logger = logger ?? new NullLogger<TradeTracker>();
|
||||||
_recentRestClient = recentRestClient;
|
_recentRestClient = recentRestClient;
|
||||||
_historyRestClient = historyRestClient;
|
_historyRestClient = historyRestClient;
|
||||||
_socketClient = socketClient;
|
_socketClient = socketClient;
|
||||||
|
QuantityType = tradeQuantityType;
|
||||||
_exchangeParameters = exchangeParameters;
|
_exchangeParameters = exchangeParameters;
|
||||||
Exchange = socketClient.Exchange;
|
Exchange = socketClient.Exchange;
|
||||||
Symbol = symbol;
|
Symbol = symbol;
|
||||||
@@ -170,22 +177,41 @@ namespace CryptoExchange.Net.Trackers.Trades
|
|||||||
Period = period;
|
Period = period;
|
||||||
}
|
}
|
||||||
|
|
||||||
private static TradesStats GetStats(IEnumerable<SharedTrade> trades)
|
private TradesStats GetStats(IEnumerable<SharedTrade> trades)
|
||||||
{
|
{
|
||||||
if (!trades.Any())
|
if (!trades.Any())
|
||||||
return new TradesStats();
|
return new TradesStats();
|
||||||
|
|
||||||
return new TradesStats
|
|
||||||
|
var stats = new TradesStats
|
||||||
{
|
{
|
||||||
TradeCount = trades.Count(),
|
TradeCount = trades.Count(),
|
||||||
FirstTradeTime = trades.First().Timestamp,
|
FirstTradeTime = trades.First().Timestamp,
|
||||||
LastTradeTime = trades.Last().Timestamp,
|
LastTradeTime = trades.Last().Timestamp,
|
||||||
AveragePrice = Math.Round(trades.Select(d => d.Price).DefaultIfEmpty().Average(), 8),
|
AveragePrice = Math.Round(trades.Select(d => d.Price).DefaultIfEmpty().Average(), 8),
|
||||||
VolumeWeightedAveragePrice = trades.Any() ? Math.Round(trades.Select(d => d.Price * d.Quantity).DefaultIfEmpty().Sum() / trades.Select(d => d.Quantity).DefaultIfEmpty().Sum(), 8) : null,
|
QuoteVolume = Math.Round(trades.Sum(d => d.Quantities.GetQuantityInQuoteAsset(d.Price) ?? 0), 8),
|
||||||
Volume = Math.Round(trades.Sum(d => d.Quantity), 8),
|
|
||||||
QuoteVolume = Math.Round(trades.Sum(d => d.Quantity * d.Price), 8),
|
|
||||||
BuySellRatio = Math.Round(trades.Where(x => x.Side == SharedOrderSide.Buy).Sum(x => x.Quantity) / trades.Sum(x => x.Quantity), 8)
|
|
||||||
};
|
};
|
||||||
|
|
||||||
|
if (QuantityType == TradeQuantityType.BaseAsset)
|
||||||
|
{
|
||||||
|
stats.VolumeWeightedAveragePrice =
|
||||||
|
trades.Any()
|
||||||
|
? Math.Round(trades.Select(d => d.Quantities.GetQuantityInQuoteAsset(d.Price) ?? 0).DefaultIfEmpty().Sum() / trades.Select(d => d.Quantities.QuantityInBaseAsset!.Value).DefaultIfEmpty().Sum(), 8)
|
||||||
|
: null;
|
||||||
|
stats.Volume = Math.Round(trades.Sum(d => d.Quantities.QuantityInBaseAsset!.Value), 8);
|
||||||
|
stats.BuySellRatio = Math.Round(trades.Where(x => x.Side == SharedOrderSide.Buy).Sum(x => x.Quantities.QuantityInBaseAsset!.Value) / trades.Sum(x => x.Quantities.QuantityInBaseAsset!.Value), 8);
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
stats.VolumeWeightedAveragePrice =
|
||||||
|
trades.Any()
|
||||||
|
? Math.Round(trades.Select(d => d.Quantities.GetQuantityInQuoteAsset(d.Price) ?? 0).DefaultIfEmpty().Sum() / trades.Select(d => d.Quantities.QuantityInContracts!.Value).DefaultIfEmpty().Sum(), 8)
|
||||||
|
: null;
|
||||||
|
stats.Volume = Math.Round(trades.Sum(d => d.Quantities.QuantityInContracts!.Value), 8);
|
||||||
|
stats.BuySellRatio = Math.Round(trades.Where(x => x.Side == SharedOrderSide.Buy).Sum(x => x.Quantities.QuantityInContracts!.Value) / trades.Sum(x => x.Quantities.QuantityInContracts!.Value), 8);
|
||||||
|
}
|
||||||
|
|
||||||
|
return stats;
|
||||||
}
|
}
|
||||||
|
|
||||||
/// <inheritdoc />
|
/// <inheritdoc />
|
||||||
@@ -498,4 +524,19 @@ namespace CryptoExchange.Net.Trackers.Trades
|
|||||||
Status = SyncStatus.Synced;
|
Status = SyncStatus.Synced;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The quantities to use for trade tracking
|
||||||
|
/// </summary>
|
||||||
|
public enum TradeQuantityType
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Base asset
|
||||||
|
/// </summary>
|
||||||
|
BaseAsset,
|
||||||
|
/// <summary>
|
||||||
|
/// Contracts
|
||||||
|
/// </summary>
|
||||||
|
Contracts
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -5,34 +5,36 @@
|
|||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
|
|
||||||
<ItemGroup>
|
<ItemGroup>
|
||||||
<PackageReference Include="Binance.Net" Version="13.0.0" />
|
<PackageReference Include="Binance.Net" Version="13.3.0" />
|
||||||
<PackageReference Include="Bitfinex.Net" Version="11.0.0" />
|
<PackageReference Include="Bitfinex.Net" Version="11.3.0" />
|
||||||
<PackageReference Include="BitMart.Net" Version="4.0.0" />
|
<PackageReference Include="BitMart.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="BloFin.Net" Version="3.0.0" />
|
<PackageReference Include="BloFin.Net" Version="3.3.0" />
|
||||||
<PackageReference Include="Bybit.Net" Version="7.0.0" />
|
<PackageReference Include="Bybit.Net" Version="7.3.0" />
|
||||||
<PackageReference Include="CoinEx.Net" Version="11.0.0" />
|
<PackageReference Include="CoinEx.Net" Version="11.3.0" />
|
||||||
<PackageReference Include="CoinW.Net" Version="3.0.0" />
|
<PackageReference Include="CoinW.Net" Version="3.3.0" />
|
||||||
<PackageReference Include="CryptoCom.Net" Version="4.0.0" />
|
<PackageReference Include="CryptoCom.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="DeepCoin.Net" Version="4.0.0" />
|
<PackageReference Include="DeepCoin.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="GateIo.Net" Version="4.0.0" />
|
<PackageReference Include="GateIo.Net" Version="4.4.0" />
|
||||||
<PackageReference Include="HyperLiquid.Net" Version="5.0.0" />
|
<PackageReference Include="HyperLiquid.Net" Version="5.4.0" />
|
||||||
<PackageReference Include="JK.BingX.Net" Version="4.0.0" />
|
<PackageReference Include="JK.BingX.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="JK.Bitget.Net" Version="4.0.0" />
|
<PackageReference Include="JK.Bitget.Net" Version="4.3.2" />
|
||||||
<PackageReference Include="JK.Mexc.Net" Version="6.0.0" />
|
<PackageReference Include="JK.Mexc.Net" Version="6.4.0" />
|
||||||
<PackageReference Include="JK.OKX.Net" Version="5.0.1" />
|
<PackageReference Include="JK.OKX.Net" Version="5.3.1" />
|
||||||
<PackageReference Include="Jkorf.Aster.Net" Version="4.0.0" />
|
<PackageReference Include="Jkorf.Aster.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="JKorf.BitMEX.Net" Version="4.0.0" />
|
<PackageReference Include="JKorf.BitMEX.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="JKorf.Coinbase.Net" Version="4.0.0" />
|
<PackageReference Include="JKorf.Coinbase.Net" Version="4.4.0" />
|
||||||
<PackageReference Include="JKorf.HTX.Net" Version="9.0.0" />
|
<PackageReference Include="JKorf.HTX.Net" Version="9.3.0" />
|
||||||
<PackageReference Include="JKorf.Lighter.Net" Version="1.0.0" />
|
<PackageReference Include="JKorf.Lighter.Net" Version="1.4.0" />
|
||||||
<PackageReference Include="JKorf.Upbit.Net" Version="3.0.0" />
|
<PackageReference Include="JKorf.Upbit.Net" Version="3.3.0" />
|
||||||
<PackageReference Include="KrakenExchange.Net" Version="8.0.0" />
|
<PackageReference Include="KrakenExchange.Net" Version="8.3.0" />
|
||||||
<PackageReference Include="Kucoin.Net" Version="9.0.0" />
|
<PackageReference Include="Kucoin.Net" Version="9.3.0" />
|
||||||
|
<PackageReference Include="LBank.Net" Version="1.0.0" />
|
||||||
|
<PackageReference Include="Pionex.Net" Version="1.1.0" />
|
||||||
<PackageReference Include="Serilog.AspNetCore" Version="10.0.0" />
|
<PackageReference Include="Serilog.AspNetCore" Version="10.0.0" />
|
||||||
<PackageReference Include="Toobit.Net" Version="4.0.0" />
|
<PackageReference Include="Toobit.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="Weex.Net" Version="2.0.0" />
|
<PackageReference Include="Weex.Net" Version="2.3.0" />
|
||||||
<PackageReference Include="WhiteBit.Net" Version="4.0.0" />
|
<PackageReference Include="WhiteBit.Net" Version="4.3.0" />
|
||||||
<PackageReference Include="XT.Net" Version="4.0.0" />
|
<PackageReference Include="XT.Net" Version="4.3.0" />
|
||||||
</ItemGroup>
|
</ItemGroup>
|
||||||
|
|
||||||
</Project>
|
</Project>
|
||||||
|
|||||||
@@ -18,9 +18,11 @@
|
|||||||
@inject IHyperLiquidRestClient hyperLiquidClient
|
@inject IHyperLiquidRestClient hyperLiquidClient
|
||||||
@inject IKrakenRestClient krakenClient
|
@inject IKrakenRestClient krakenClient
|
||||||
@inject IKucoinRestClient kucoinClient
|
@inject IKucoinRestClient kucoinClient
|
||||||
|
@inject ILBankRestClient lbankClient
|
||||||
@inject ILighterRestClient lighterClient
|
@inject ILighterRestClient lighterClient
|
||||||
@inject IMexcRestClient mexcClient
|
@inject IMexcRestClient mexcClient
|
||||||
@inject IOKXRestClient okxClient
|
@inject IOKXRestClient okxClient
|
||||||
|
@inject IPionexRestClient pionexClient
|
||||||
@inject IToobitRestClient toobitClient
|
@inject IToobitRestClient toobitClient
|
||||||
@inject IUpbitRestClient upbitClient
|
@inject IUpbitRestClient upbitClient
|
||||||
@inject IWeexRestClient weexClient
|
@inject IWeexRestClient weexClient
|
||||||
@@ -57,16 +59,18 @@
|
|||||||
var hyperLiquidTask = hyperLiquidClient.FuturesApi.ExchangeData.GetExchangeInfoAndTickersAsync();
|
var hyperLiquidTask = hyperLiquidClient.FuturesApi.ExchangeData.GetExchangeInfoAndTickersAsync();
|
||||||
var krakenTask = krakenClient.SpotApi.ExchangeData.GetTickerAsync("XBTUSD");
|
var krakenTask = krakenClient.SpotApi.ExchangeData.GetTickerAsync("XBTUSD");
|
||||||
var kucoinTask = kucoinClient.SpotApi.ExchangeData.GetTickerAsync("BTC-USDT");
|
var kucoinTask = kucoinClient.SpotApi.ExchangeData.GetTickerAsync("BTC-USDT");
|
||||||
|
var lBankTask = lbankClient.SpotApi.ExchangeData.GetTickersAsync("btc_usdt");
|
||||||
var lighterTask = lighterClient.ExchangeApi.ExchangeData.GetSymbolDetailsAsync("BTC");
|
var lighterTask = lighterClient.ExchangeApi.ExchangeData.GetSymbolDetailsAsync("BTC");
|
||||||
var mexcTask = mexcClient.SpotApi.ExchangeData.GetTickerAsync("BTCUSDT");
|
var mexcTask = mexcClient.SpotApi.ExchangeData.GetTickerAsync("BTCUSDT");
|
||||||
var okxTask = okxClient.UnifiedApi.ExchangeData.GetTickerAsync("BTC-USDT");
|
var okxTask = okxClient.UnifiedApi.ExchangeData.GetTickerAsync("BTC-USDT");
|
||||||
|
var pionexTask = pionexClient.SpotApi.ExchangeData.GetTickersAsync("BTC_USDT");
|
||||||
var toobitTask = toobitClient.SpotApi.ExchangeData.GetTickersAsync("BTCUSDT");
|
var toobitTask = toobitClient.SpotApi.ExchangeData.GetTickersAsync("BTCUSDT");
|
||||||
var upbitTask = upbitClient.SpotApi.ExchangeData.GetTickerAsync("USDT-BTC");
|
var upbitTask = upbitClient.SpotApi.ExchangeData.GetTickerAsync("USDT-BTC");
|
||||||
var weexTask = weexClient.SpotApi.ExchangeData.GetTickersAsync(["BTCUSDT"]);
|
var weexTask = weexClient.SpotApi.ExchangeData.GetTickersAsync(["BTCUSDT"]);
|
||||||
var whitebitTask = whitebitClient.V4Api.ExchangeData.GetTickersAsync();
|
var whitebitTask = whitebitClient.V4Api.ExchangeData.GetTickersAsync();
|
||||||
var xtTask = xtClient.SpotApi.ExchangeData.GetTickersAsync("btc_usdt");
|
var xtTask = xtClient.SpotApi.ExchangeData.GetTickersAsync("btc_usdt");
|
||||||
|
|
||||||
await Task.WhenAll(asterTask, binanceTask, bingXTask, bitfinexTask, bitgetTask, bitmartTask, bloFinTask, bitmexTask, bybitTask, coinexTask, coinWTask, deepCoinTask, gateioTask, htxTask, krakenTask, kucoinTask, mexcTask, okxTask);
|
await Task.WhenAll(asterTask, binanceTask, bingXTask, bitfinexTask, bitgetTask, bitmartTask, bloFinTask, bitmexTask, bybitTask, coinexTask, coinWTask, deepCoinTask, gateioTask, htxTask, krakenTask, kucoinTask, lBankTask, mexcTask, okxTask, pionexTask);
|
||||||
|
|
||||||
if (asterTask.Result.Success)
|
if (asterTask.Result.Success)
|
||||||
_prices.Add("Aster", asterTask.Result.Data.LastPrice);
|
_prices.Add("Aster", asterTask.Result.Data.LastPrice);
|
||||||
@@ -133,6 +137,9 @@
|
|||||||
if (kucoinTask.Result.Success)
|
if (kucoinTask.Result.Success)
|
||||||
_prices.Add("Kucoin", kucoinTask.Result.Data.LastPrice ?? 0);
|
_prices.Add("Kucoin", kucoinTask.Result.Data.LastPrice ?? 0);
|
||||||
|
|
||||||
|
if (lBankTask.Result.Success)
|
||||||
|
_prices.Add("LBank", lBankTask.Result.Data.Single().Ticker.LastPrice);
|
||||||
|
|
||||||
if (lighterTask.Result.Success)
|
if (lighterTask.Result.Success)
|
||||||
_prices.Add("Lighter", lighterTask.Result.Data.PerpSymbols[0].LastPrice);
|
_prices.Add("Lighter", lighterTask.Result.Data.PerpSymbols[0].LastPrice);
|
||||||
|
|
||||||
@@ -142,6 +149,9 @@
|
|||||||
if (okxTask.Result.Success)
|
if (okxTask.Result.Success)
|
||||||
_prices.Add("OKX", okxTask.Result.Data.LastPrice ?? 0);
|
_prices.Add("OKX", okxTask.Result.Data.LastPrice ?? 0);
|
||||||
|
|
||||||
|
if (pionexTask.Result.Success)
|
||||||
|
_prices.Add("Pionex", pionexTask.Result.Data.Single().ClosePrice);
|
||||||
|
|
||||||
if (toobitTask.Result.Success)
|
if (toobitTask.Result.Success)
|
||||||
_prices.Add("Toobit", toobitTask.Result.Data.Single().LastPrice ?? 0);
|
_prices.Add("Toobit", toobitTask.Result.Data.Single().LastPrice ?? 0);
|
||||||
|
|
||||||
|
|||||||
@@ -18,9 +18,11 @@
|
|||||||
@inject IHyperLiquidSocketClient hyperLiquidSocketClient
|
@inject IHyperLiquidSocketClient hyperLiquidSocketClient
|
||||||
@inject IKrakenSocketClient krakenSocketClient
|
@inject IKrakenSocketClient krakenSocketClient
|
||||||
@inject IKucoinSocketClient kucoinSocketClient
|
@inject IKucoinSocketClient kucoinSocketClient
|
||||||
|
@inject ILBankSocketClient lBankSocketClient
|
||||||
@inject ILighterSocketClient lighterSocketClient
|
@inject ILighterSocketClient lighterSocketClient
|
||||||
@inject IMexcSocketClient mexcSocketClient
|
@inject IMexcSocketClient mexcSocketClient
|
||||||
@inject IOKXSocketClient okxSocketClient
|
@inject IOKXSocketClient okxSocketClient
|
||||||
|
@inject IPionexSocketClient pionexSocketClient
|
||||||
@inject IToobitSocketClient toobitSocketClient
|
@inject IToobitSocketClient toobitSocketClient
|
||||||
@inject IUpbitSocketClient upbitSocketClient
|
@inject IUpbitSocketClient upbitSocketClient
|
||||||
@inject IWeexSocketClient weexSocketClient
|
@inject IWeexSocketClient weexSocketClient
|
||||||
@@ -65,11 +67,11 @@
|
|||||||
deepCoinSocketClient.ExchangeApi.SubscribeToSymbolUpdatesAsync("ETH-BTC", data => UpdateData("DeepCoin", data.Data.LastPrice ?? 0)),
|
deepCoinSocketClient.ExchangeApi.SubscribeToSymbolUpdatesAsync("ETH-BTC", data => UpdateData("DeepCoin", data.Data.LastPrice ?? 0)),
|
||||||
gateioSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH_BTC", data => UpdateData("GateIo", data.Data.LastPrice)),
|
gateioSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH_BTC", data => UpdateData("GateIo", data.Data.LastPrice)),
|
||||||
htxSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ethbtc", data => UpdateData("HTX", data.Data.ClosePrice ?? 0)),
|
htxSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ethbtc", data => UpdateData("HTX", data.Data.ClosePrice ?? 0)),
|
||||||
xtSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("eth_btc", data => UpdateData("XT", data.Data.LastPrice ?? 0)),
|
|
||||||
// HyperLiquid doesn't support the ETH/BTC pair
|
// HyperLiquid doesn't support the ETH/BTC pair
|
||||||
//hyperLiquidSocketClient.SpotApi.SubscribeToSymbolUpdatesAsync("ETH", data => UpdateData("HyperLiquid", data.Data.MidPrice ?? 0)),
|
//hyperLiquidSocketClient.SpotApi.SubscribeToSymbolUpdatesAsync("ETH", data => UpdateData("HyperLiquid", data.Data.MidPrice ?? 0)),
|
||||||
krakenSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH/BTC", data => UpdateData("Kraken", data.Data.LastPrice)),
|
krakenSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH/BTC", data => UpdateData("Kraken", data.Data.LastPrice)),
|
||||||
kucoinSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("Kucoin", data.Data.LastPrice ?? 0)),
|
kucoinSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("Kucoin", data.Data.LastPrice ?? 0)),
|
||||||
|
lBankSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("eth_btc", data => UpdateData("LBank", data.Data.LastPrice)),
|
||||||
// Mexc doesn't offer a ticker stream currently
|
// Mexc doesn't offer a ticker stream currently
|
||||||
//mexcSocketClient.SpotApi.SubscribeToMiniTickerUpdatesAsync("ETHBTC", data => UpdateData("Mexc", data.Data.LastPrice)),
|
//mexcSocketClient.SpotApi.SubscribeToMiniTickerUpdatesAsync("ETHBTC", data => UpdateData("Mexc", data.Data.LastPrice)),
|
||||||
okxSocketClient.UnifiedApi.ExchangeData.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("OKX", data.Data.LastPrice ?? 0)),
|
okxSocketClient.UnifiedApi.ExchangeData.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("OKX", data.Data.LastPrice ?? 0)),
|
||||||
@@ -77,6 +79,7 @@
|
|||||||
//toobitSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Toobit", data.Data.LastPrice ?? 0)),
|
//toobitSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Toobit", data.Data.LastPrice ?? 0)),
|
||||||
upbitSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("BTC-ETH", data => UpdateData("Upbit", data.Data.LastPrice)),
|
upbitSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("BTC-ETH", data => UpdateData("Upbit", data.Data.LastPrice)),
|
||||||
whitebitSocketClient.V4Api.SubscribeToTickerUpdatesAsync("ETH_BTC", data => UpdateData("WhiteBit", data.Data.Ticker.LastPrice)),
|
whitebitSocketClient.V4Api.SubscribeToTickerUpdatesAsync("ETH_BTC", data => UpdateData("WhiteBit", data.Data.Ticker.LastPrice)),
|
||||||
|
xtSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("eth_btc", data => UpdateData("XT", data.Data.LastPrice ?? 0)),
|
||||||
};
|
};
|
||||||
|
|
||||||
await Task.WhenAll(tasks);
|
await Task.WhenAll(tasks);
|
||||||
|
|||||||
@@ -24,9 +24,11 @@
|
|||||||
@using Kucoin.Net
|
@using Kucoin.Net
|
||||||
@using Kucoin.Net.Clients
|
@using Kucoin.Net.Clients
|
||||||
@using Kucoin.Net.Interfaces
|
@using Kucoin.Net.Interfaces
|
||||||
|
@using LBank.Net.Interfaces
|
||||||
@using Lighter.Net.Interfaces
|
@using Lighter.Net.Interfaces
|
||||||
@using Mexc.Net.Interfaces
|
@using Mexc.Net.Interfaces
|
||||||
@using OKX.Net.Interfaces;
|
@using OKX.Net.Interfaces;
|
||||||
|
@using Pionex.Net.Interfaces;
|
||||||
@using Upbit.Net.Interfaces;
|
@using Upbit.Net.Interfaces;
|
||||||
@using Toobit.Net.Interfaces;
|
@using Toobit.Net.Interfaces;
|
||||||
@using Weex.Net.Interfaces
|
@using Weex.Net.Interfaces
|
||||||
@@ -51,9 +53,11 @@
|
|||||||
@inject IHyperLiquidOrderBookFactory hyperLiquidFactory
|
@inject IHyperLiquidOrderBookFactory hyperLiquidFactory
|
||||||
@inject IKrakenOrderBookFactory krakenFactory
|
@inject IKrakenOrderBookFactory krakenFactory
|
||||||
@inject IKucoinOrderBookFactory kucoinFactory
|
@inject IKucoinOrderBookFactory kucoinFactory
|
||||||
|
@inject ILBankOrderBookFactory lBankFactory
|
||||||
@inject ILighterOrderBookFactory lighterFactory
|
@inject ILighterOrderBookFactory lighterFactory
|
||||||
@inject IMexcOrderBookFactory mexcFactory
|
@inject IMexcOrderBookFactory mexcFactory
|
||||||
@inject IOKXOrderBookFactory okxFactory
|
@inject IOKXOrderBookFactory okxFactory
|
||||||
|
@inject IPionexOrderBookFactory pionexFactory
|
||||||
@inject IToobitOrderBookFactory toobitFactory
|
@inject IToobitOrderBookFactory toobitFactory
|
||||||
@inject IUpbitOrderBookFactory upbitFactory
|
@inject IUpbitOrderBookFactory upbitFactory
|
||||||
@inject IWeexOrderBookFactory weexFactory
|
@inject IWeexOrderBookFactory weexFactory
|
||||||
@@ -112,9 +116,11 @@
|
|||||||
{ "HyperLiquid", hyperLiquidFactory.Create("UETH/USDC") },
|
{ "HyperLiquid", hyperLiquidFactory.Create("UETH/USDC") },
|
||||||
{ "Kraken", krakenFactory.CreateSpot("ETH/BTC") },
|
{ "Kraken", krakenFactory.CreateSpot("ETH/BTC") },
|
||||||
{ "Kucoin", kucoinFactory.CreateSpot("ETH-BTC") },
|
{ "Kucoin", kucoinFactory.CreateSpot("ETH-BTC") },
|
||||||
|
{ "LBank", lBankFactory.CreateSpot("eth_usdt") },
|
||||||
{ "Lighter", lighterFactory.Create("ETH/USDC") },
|
{ "Lighter", lighterFactory.Create("ETH/USDC") },
|
||||||
{ "Mexc", mexcFactory.CreateSpot("ETHBTC") },
|
{ "Mexc", mexcFactory.CreateSpot("ETHBTC") },
|
||||||
{ "OKX", okxFactory.Create("ETH-BTC") },
|
{ "OKX", okxFactory.Create("ETH-BTC") },
|
||||||
|
{ "Pionex", pionexFactory.CreateSpot("ETH_USDT") },
|
||||||
{ "Toobit", toobitFactory.CreateSpot("ETHUSDT") },
|
{ "Toobit", toobitFactory.CreateSpot("ETHUSDT") },
|
||||||
{ "Upbit", upbitFactory.CreateSpot("BTC-ETH") },
|
{ "Upbit", upbitFactory.CreateSpot("BTC-ETH") },
|
||||||
{ "Weex", weexFactory.CreateSpot("ETHUSDT") },
|
{ "Weex", weexFactory.CreateSpot("ETHUSDT") },
|
||||||
|
|||||||
@@ -24,9 +24,11 @@
|
|||||||
@using Kraken.Net.Interfaces
|
@using Kraken.Net.Interfaces
|
||||||
@using Kucoin.Net.Clients
|
@using Kucoin.Net.Clients
|
||||||
@using Kucoin.Net.Interfaces
|
@using Kucoin.Net.Interfaces
|
||||||
|
@using LBank.Net.Interfaces
|
||||||
@using Lighter.Net.Interfaces
|
@using Lighter.Net.Interfaces
|
||||||
@using Mexc.Net.Interfaces
|
@using Mexc.Net.Interfaces
|
||||||
@using OKX.Net.Interfaces;
|
@using OKX.Net.Interfaces;
|
||||||
|
@using Pionex.Net.Interfaces;
|
||||||
@using Upbit.Net.Interfaces;
|
@using Upbit.Net.Interfaces;
|
||||||
@using Toobit.Net.Interfaces;
|
@using Toobit.Net.Interfaces;
|
||||||
@using Weex.Net.Interfaces
|
@using Weex.Net.Interfaces
|
||||||
@@ -51,9 +53,11 @@
|
|||||||
@inject IHyperLiquidTrackerFactory hyperLiquidFactory
|
@inject IHyperLiquidTrackerFactory hyperLiquidFactory
|
||||||
@inject IKrakenTrackerFactory krakenFactory
|
@inject IKrakenTrackerFactory krakenFactory
|
||||||
@inject IKucoinTrackerFactory kucoinFactory
|
@inject IKucoinTrackerFactory kucoinFactory
|
||||||
|
@inject ILBankTrackerFactory lBankFactory
|
||||||
@inject ILighterTrackerFactory lighterFactory
|
@inject ILighterTrackerFactory lighterFactory
|
||||||
@inject IMexcTrackerFactory mexcFactory
|
@inject IMexcTrackerFactory mexcFactory
|
||||||
@inject IOKXTrackerFactory okxFactory
|
@inject IOKXTrackerFactory okxFactory
|
||||||
|
@inject IPionexTrackerFactory pionexFactory
|
||||||
@inject IToobitTrackerFactory toobitFactory
|
@inject IToobitTrackerFactory toobitFactory
|
||||||
@inject IUpbitTrackerFactory upbitFactory
|
@inject IUpbitTrackerFactory upbitFactory
|
||||||
@inject IWeexTrackerFactory weexFactory
|
@inject IWeexTrackerFactory weexFactory
|
||||||
@@ -105,9 +109,11 @@
|
|||||||
{ hyperLiquidFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ hyperLiquidFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ krakenFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ krakenFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ kucoinFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ kucoinFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
|
{ lBankFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ lighterFactory.CreateTradeTracker(futuresSymbol, period: TimeSpan.FromMinutes(5)) },
|
{ lighterFactory.CreateTradeTracker(futuresSymbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ mexcFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ mexcFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ okxFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ okxFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
|
{ pionexFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ toobitFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ toobitFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ upbitFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ upbitFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
{ weexFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
{ weexFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||||
|
|||||||
@@ -52,9 +52,11 @@ namespace BlazorClient
|
|||||||
services.AddHTX();
|
services.AddHTX();
|
||||||
services.AddKraken();
|
services.AddKraken();
|
||||||
services.AddKucoin();
|
services.AddKucoin();
|
||||||
|
services.AddLBank();
|
||||||
services.AddLighter();
|
services.AddLighter();
|
||||||
services.AddMexc();
|
services.AddMexc();
|
||||||
services.AddOKX();
|
services.AddOKX();
|
||||||
|
services.AddPionex();
|
||||||
services.AddToobit();
|
services.AddToobit();
|
||||||
services.AddUpbit();
|
services.AddUpbit();
|
||||||
services.AddWeex();
|
services.AddWeex();
|
||||||
|
|||||||
@@ -27,9 +27,11 @@
|
|||||||
@using HyperLiquid.Net.Interfaces.Clients;
|
@using HyperLiquid.Net.Interfaces.Clients;
|
||||||
@using Kraken.Net.Interfaces.Clients;
|
@using Kraken.Net.Interfaces.Clients;
|
||||||
@using Kucoin.Net.Interfaces.Clients;
|
@using Kucoin.Net.Interfaces.Clients;
|
||||||
|
@using LBank.Net.Interfaces.Clients
|
||||||
@using Lighter.Net.Interfaces.Clients
|
@using Lighter.Net.Interfaces.Clients
|
||||||
@using Mexc.Net.Interfaces.Clients;
|
@using Mexc.Net.Interfaces.Clients;
|
||||||
@using OKX.Net.Interfaces.Clients;
|
@using OKX.Net.Interfaces.Clients;
|
||||||
|
@using Pionex.Net.Interfaces.Clients;
|
||||||
@using Upbit.Net.Interfaces.Clients;
|
@using Upbit.Net.Interfaces.Clients;
|
||||||
@using Toobit.Net.Interfaces.Clients;
|
@using Toobit.Net.Interfaces.Clients;
|
||||||
@using Weex.Net.Interfaces.Clients
|
@using Weex.Net.Interfaces.Clients
|
||||||
|
|||||||
@@ -2,10 +2,14 @@
|
|||||||
|
|
||||||
> 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.
|
> 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 `HttpResult<T>` REST result pattern, same `WebSocketResult<UpdateSubscription>` websocket subscription pattern, same DI registration, same shared interfaces across all exchanges. Current version: 12.x. Targets netstandard2.0, netstandard2.1, net8.0, net9.0, net10.0. Native AOT supported.
|
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 `HttpResult<T>` REST result pattern, same `WebSocketResult<UpdateSubscription>` websocket subscription pattern, same DI registration, same shared interfaces across all exchanges. Current version: 12.4.0. 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.
|
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.
|
||||||
|
|
||||||
|
Version 12.2.0 adds typed asset metadata to shared symbol discovery. `SharedSpotSymbol` and `SharedFuturesSymbol` expose `DisplayName` plus base/quote `SharedAssetType` and `SharedAssetSubType` values. `GetSymbolsRequest` can filter on those four type fields. After symbol discovery, `ISpotSymbolRestClient.SpotSymbolCatalog` and `IFuturesSymbolRestClient.FuturesSymbolCatalog` provide asset and symbol dictionaries; each catalog is available only after the corresponding `Get*SymbolsAsync` call. `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` are best-effort helpers for exchange-library implementations.
|
||||||
|
|
||||||
|
Version 12.4.0 represents market-data quantities with `SharedOrderQuantity`: use `Volumes` on `SharedSpotTicker`, `SharedFuturesTicker`, and `SharedKline`, and `Quantities` on `SharedTrade`. The old scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete. Exchange-library implementations must pass `SharedOrderQuantity` to these model constructors.
|
||||||
|
|
||||||
## Documentation
|
## 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
|
- [README](https://github.com/JKorf/CryptoExchange.Net/blob/master/README.md): Overview, full ecosystem table (28+ exchange libraries), installation per exchange, complete release notes
|
||||||
@@ -22,7 +26,7 @@ The standout feature for cross-exchange code is `CryptoExchange.Net.SharedApis`
|
|||||||
|
|
||||||
## Reference
|
## 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
|
- [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, Pionex, Polymarket, Toobit, Upbit, Weex, WhiteBit, XT
|
||||||
- [CryptoClients.Net](https://github.com/JKorf/CryptoClients.Net): Single bundle package for all exchange libraries
|
- [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
|
- [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
|
- [NuGet Package](https://www.nuget.org/packages/CryptoExchange.Net): Latest stable release on NuGet
|
||||||
|
|||||||
Reference in New Issue
Block a user