mirror of
https://github.com/JKorf/CryptoExchange.Net.git
synced 2026-08-11 08:22:53 +00:00
Jan Korf
fcb36f7ee0
Added SpotSymbolCatalog to Shared ISpotSymbolRestClient interface Added FuturesSymbolCatalog to Shared IFuturesSymbolRestClient interface Added BaseAssetType, BaseAssetSubType, QuoteAssetType and QuoteAssetSubType to GetSymbolsRequest model Added DisplayName to SharedSpotSymbol and SharedFuturesSymbol models Added BaseAssetType, BaseAssetSubType, QuoteAssetType and QuoteAssetSubType to SharedSpotSymbol and SharedFuturesSymbol models Added IsStableCoin, IsCommodity and IsEquity helper methods to LibraryHelpers
285 lines
13 KiB
C#
285 lines
13 KiB
C#
using CryptoExchange.Net.Authentication;
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using CryptoExchange.Net.Objects;
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using CryptoExchange.Net.Objects.Options;
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using Microsoft.Extensions.Logging;
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using System;
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using System.Collections.Generic;
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using System.IO.Pipelines;
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using System.Linq;
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using System.Net;
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using System.Net.Http;
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namespace CryptoExchange.Net
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{
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/// <summary>
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/// Helpers for client libraries
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/// </summary>
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public static class LibraryHelpers
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{
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private static readonly HashSet<string> _stableCoins = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
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{
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// USD
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"USDT", "USDC", "DAI", "FDUSD", "USDE", "TUSD", "USDP", "PYUSD", "GUSD",
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"USDD", "LUSD", "USDJ", "SUSD", "ZUSD", "BUSD", "USTC", "USDX", "USDK",
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"CUSD", "USD1", "USD0", "XUSD", "BFUSD", "USDS", "RLUSD", "OUSD", "USDH",
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"APXUSD", "USDQ", "USDPT", "FIDD", "AUSD",
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// EUR
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"EURS", "EURC", "EURI", "EURT", "AGEUR", "CEUR", "AEUR", "EURQ", "EUROP",
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// Other
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"CNYT", // CNY
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"CREAL", "BRL1", // BRL
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"XSGD", // SGD
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"GYEN", // JPY
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"KGST", // KGS
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"QCAD", // CAD
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"TGBP", // GBP
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"AUDX", // AUD
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"MXNB", // MXN
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};
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private static readonly HashSet<string> _commodities = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
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{
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// Metals
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"XAU", "XAUT", "XAG", "XPT", "XPD", "COPPER", "PAXG", "XNI", "XCU", "XAL", "GOLD", "SILVER",
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// Energy
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"BZ", "NATGAS", "NGAS", "CL", "XTI", "UKOIL", "USOIL", "BRENTOIL"
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};
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private static readonly HashSet<string> _stocks = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
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{
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// Top stocks, will need to update periodically
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"AAAU", "AADR", "AAPL", "ACWI", "ACWX", "AGG", "AMD", "AMLP", "AMZN", "ARKF",
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"ARKG", "ARKK", "ARKQ", "ARKW", "AVGO", "BA", "BABA", "BND", "BNDX", "BOTZ",
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"CIBR", "COIN", "DIA", "DIVB", "DVY", "EEM", "EFA", "EFAV", "ESGU", "EWG",
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"EWJ", "EWT", "EWU", "EWW", "EWY", "EWZ", "FDN", "FEZ", "GLDM", "GOOGL",
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"HDV", "HOOD", "HYG", "IAU", "IBB", "ICLN", "IEFA", "IEMG", "IGSB", "IJH",
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"IJR", "INTC", "ITOT", "IUSB", "IUSG", "IUSV", "IWM", "IWO", "IWR", "IYR",
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"JETS", "JPM", "LIT", "MCHI", "META", "MGK", "MSTR", "MTUM", "MU", "NET",
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"NFLX", "NOBL", "NVDA", "OIH", "ORCL", "PAVE", "PBW", "PLTR", "QQQ", "QQQM",
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"SCHB", "SCHD", "SCHF", "SCHG", "SCHH", "SCHV", "SCHX", "SKHY", "SPCX", "SPCXD",
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"SPLG", "SPY", "SPYG", "SPYV", "SQQQ", "TSLA", "TSM", "TQQQ", "USMV", "VBR",
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"VCIT", "VCSH", "VEA", "VEU", "VGIT", "VGK", "VGT", "VHT", "VIG", "VNQ",
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"VOO", "VOT", "VTI", "VTV", "VUG", "VXUS", "XBI", "XLC", "XLE", "XLF",
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"XLI", "XLK", "XLP", "XLU", "XLV", "XLY", "CSCO", "UBER", "MRVL", "RKLB",
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"COHR", "SOXL", "HD", "DIS", "CBRS", "V", "BRKB", "FLNC", "LLY", "COST",
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"ARM", "BMNR", "NBIS", "ASML", "AAOI", "GLW", "SHLD", "BE", "QNTX", "IBM",
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"AMAT", "NOK", "ASTS", "BBX", "SLX", "SKHYNIX", "SAMSUNG", "HYUNDAI", "NVO",
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"IREN", "ONDS", "CRM" , "VRT", "ZEST", "BTW", "HPE", "AXTI", "BX", "CRWD",
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"CRDO", "NOW", "ZM", "DKNG", "RIVN", "URNM", "EBAY", "ADBE", "UVXY", "RDW",
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"CIEN","PANW", "WIN", "PAYP", "HIMS", "CRWV", "QCOM", "LITE", "DRAM", "ANTHROPIC",
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"OPENAI", "USAR", "BILL", "SNDK", "NASDAQ100", "SPX500", "BSB", "CRCL", "STRC",
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"MSFT", "WDC"
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};
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private static ILogger? _staticLogger;
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/// <summary>
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/// Static logger
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/// </summary>
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public static ILogger? StaticLogger
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{
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get => _staticLogger;
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internal set
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{
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if (_staticLogger != null)
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return;
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_staticLogger = value;
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}
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}
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/// <summary>
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/// Client order id separator
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/// </summary>
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public const string ClientOrderIdSeparator = "JK";
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private static Dictionary<string, string> _defaultClientReferences = new Dictionary<string, string>()
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{
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{ "Binance.Spot", "x-VICEW9VV" },
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{ "Binance.Futures", "x-d63tKbx3" },
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{ "BingX", "easytrading" },
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{ "Bitfinex", "kCCe-CNBO" },
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{ "Bitget", "6x21p" },
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{ "BitMart", "EASYTRADING0001" },
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{ "BitMEX", "Sent from JKorf" },
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{ "BloFin", "5c07cf695885c282" },
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{ "Bybit", "Zx000356" },
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{ "CoinEx", "x-147866029-" },
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{ "GateIo", "copytraderpw" },
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{ "HTX", "AA1ef14811" },
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{ "Kucoin.FuturesName", "Easytradingfutures" },
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{ "Kucoin.FuturesKey", "9e08c05f-454d-4580-82af-2f4c7027fd00" },
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{ "Kucoin.SpotName", "Easytrading" },
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{ "Kucoin.SpotKey", "f8ae62cb-2b3d-420c-8c98-e1c17dd4e30a" },
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{ "Mexc", "EASYT" },
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{ "OKX", "1425d83a94fbBCDE" },
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{ "Weex", "b-WEEX111124-" },
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{ "XT", "4XWeqN10M1fcoI5L" },
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};
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/// <summary>
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/// Apply broker id to a client order id
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/// </summary>
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/// <param name="clientOrderId"></param>
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/// <param name="brokerId"></param>
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/// <param name="maxLength"></param>
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/// <param name="allowValueAdjustment"></param>
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/// <returns></returns>
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public static string ApplyBrokerId(string? clientOrderId, string brokerId, int maxLength, bool allowValueAdjustment)
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{
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var reservedLength = brokerId.Length + ClientOrderIdSeparator.Length;
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if (clientOrderId?.Length + reservedLength > maxLength)
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return clientOrderId!;
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if (!string.IsNullOrEmpty(clientOrderId))
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{
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if (allowValueAdjustment)
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clientOrderId = brokerId + ClientOrderIdSeparator + clientOrderId;
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return clientOrderId!;
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}
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else
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{
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clientOrderId = ExchangeHelpers.AppendRandomString(brokerId + ClientOrderIdSeparator, maxLength);
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}
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return clientOrderId;
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}
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/// <summary>
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/// Get the client reference for an exchange if available
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/// </summary>
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public static string GetClientReference(Func<string?> optionsReference, string exchange, string? topic = null)
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{
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var optionsValue = optionsReference();
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if (!string.IsNullOrEmpty(optionsValue))
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return optionsValue!;
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var key = exchange;
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if (topic != null)
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key += "." + topic;
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return _defaultClientReferences.TryGetValue(key, out var id) ? id : throw new KeyNotFoundException($"{exchange} not found in configuration");
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}
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/// <summary>
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/// Check whether an asset is a known stablecoin. Note that this is not definitive, only large known stocks are checked
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/// </summary>
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/// <param name="asset">Asset name</param>
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/// <param name="additionalStableCoins">Additional stablecoin names for the specific exchange</param>
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public static bool IsStableCoin(string asset, params HashSet<string> additionalStableCoins)
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{
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if (string.IsNullOrEmpty(asset))
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return false;
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return _stableCoins.Contains(asset) || (additionalStableCoins != null && additionalStableCoins.Contains(asset, StringComparer.OrdinalIgnoreCase));
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}
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/// <summary>
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/// Check whether an asset is a known commodity. Note that this is not definitive, only large known stocks are checked
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/// </summary>
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/// <param name="asset">Asset name</param>
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/// <param name="additionalCommodities">Additional commodity names for the specific exchange</param>
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public static bool IsCommodity(string asset, params HashSet<string> additionalCommodities)
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{
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if (string.IsNullOrEmpty(asset))
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return false;
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return _commodities.Contains(asset) || (additionalCommodities != null && additionalCommodities.Contains(asset, StringComparer.OrdinalIgnoreCase));
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}
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/// <summary>
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/// Check whether an asset is a known stock. Note that this is not definitive, only large known stocks are checked
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/// </summary>
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/// <param name="asset">Asset name</param>
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/// <param name="additionalStocks">Additional stock names for the specific exchange</param>
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public static bool IsEquity(string asset, params HashSet<string> additionalStocks)
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=> IsEquity(asset, [], additionalStocks);
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/// <summary>
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/// Check whether an asset is a known stock.
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/// </summary>
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/// <param name="asset">Asset name</param>
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/// <param name="potentialSuffixes">Suffixes to check, for example when `X` is a potential suffix both `TSLA` and `TSLAX` will be checked</param>
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/// <param name="additionalStocks">Additional stock names for the specific exchange</param>
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public static bool IsEquity(string asset, string[] potentialSuffixes, params HashSet<string> additionalStocks)
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{
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if (string.IsNullOrEmpty(asset))
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return false;
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if (_stocks.Contains(asset) || (additionalStocks != null && additionalStocks.Contains(asset, StringComparer.OrdinalIgnoreCase)))
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return true;
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foreach (var suffix in potentialSuffixes)
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{
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if (!asset.EndsWith(suffix))
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continue;
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var suffixAsset = asset.Substring(0, asset.Length - suffix.Length);
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if (_stocks.Contains(suffixAsset) || (additionalStocks != null && additionalStocks.Contains(suffixAsset, StringComparer.OrdinalIgnoreCase)))
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return true;
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}
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return false;
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}
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/// <summary>
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/// Create a new HttpMessageHandler instance
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/// </summary>
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public static HttpMessageHandler CreateHttpClientMessageHandler(RestExchangeOptions options)
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{
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#if NET5_0_OR_GREATER
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var socketHandler = new SocketsHttpHandler();
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try
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{
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if (options.HttpKeepAliveInterval != null && options.HttpKeepAliveInterval != TimeSpan.Zero)
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{
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socketHandler.KeepAlivePingPolicy = HttpKeepAlivePingPolicy.Always;
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socketHandler.KeepAlivePingDelay = options.HttpKeepAliveInterval.Value;
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socketHandler.KeepAlivePingTimeout = TimeSpan.FromSeconds(10);
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}
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socketHandler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
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socketHandler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
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socketHandler.EnableMultipleHttp2Connections = options.HttpEnableMultipleHttp2Connections;
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socketHandler.PooledConnectionLifetime = options.HttpPooledConnectionLifetime;
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socketHandler.PooledConnectionIdleTimeout = options.HttpPooledConnectionIdleTimeout;
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socketHandler.MaxConnectionsPerServer = options.HttpMaxConnectionsPerServer;
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}
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catch (PlatformNotSupportedException) { }
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catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
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if (options.Proxy != null)
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{
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socketHandler.Proxy = new WebProxy
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{
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Address = new Uri($"{options.Proxy.Host}:{options.Proxy.Port}"),
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Credentials = options.Proxy.Password == null ? null : new NetworkCredential(options.Proxy.Login, options.Proxy.Password)
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};
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}
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return socketHandler;
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#else
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var httpHandler = new HttpClientHandler();
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try
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{
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httpHandler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
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httpHandler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
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}
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catch (PlatformNotSupportedException) { }
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catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
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if (options.Proxy != null)
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{
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httpHandler.Proxy = new WebProxy
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{
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Address = new Uri($"{options.Proxy.Host}:{options.Proxy.Port}"),
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Credentials = options.Proxy.Password == null ? null : new NetworkCredential(options.Proxy.Login, options.Proxy.Password)
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};
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}
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return httpHandler;
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#endif
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}
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}
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}
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