author
int64 658
755k
| date
stringlengths 19
19
| timezone
int64 -46,800
43.2k
| hash
stringlengths 40
40
| message
stringlengths 5
490
| mods
list | language
stringclasses 20
values | license
stringclasses 3
values | repo
stringlengths 5
68
| original_message
stringlengths 12
491
|
---|---|---|---|---|---|---|---|---|---|
329,148 |
24.05.2018 19:30:28
| 21,600 |
c41a1e1e777bf16673b9a1adc8ff439cffe2cc52
|
Make exchange market cache a dictionary, handle async
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -33,35 +33,61 @@ namespace ExchangeSharp\nprivate static readonly Dictionary<string, IExchangeAPI> apis = new Dictionary<string, IExchangeAPI>(StringComparer.OrdinalIgnoreCase);\n- private IEnumerable<ExchangeMarket> exchangeMarkets;\n+ private readonly Dictionary<string, ExchangeMarket> exchangeMarkets = new Dictionary<string, ExchangeMarket>();\nprivate bool disposed;\n/// <summary>\n- /// Gets the exchange market from this exchange's SymbolsMetadata cache.\n+ /// Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n/// </summary>\n- /// <param name=\"symbol\">The symbol. Ex. ADA/BTC</param>\n- /// <returns>The ExchangeMarket or null if it doesn't exist</returns>\n- protected ExchangeMarket GetExchangeMarket(string symbol)\n+ /// <param name=\"symbol\">The symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n+ /// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n+ protected async Task<ExchangeMarket> GetExchangeMarketFromCacheAsync(string symbol)\n{\n- PopulateExchangeMarkets();\n- return exchangeMarkets.FirstOrDefault(x => x.MarketName.EqualsWithOption(symbol));\n+ try\n+ {\n+ await PopulateExchangeMarketsAsync(false);\n+ exchangeMarkets.TryGetValue(symbol, out ExchangeMarket market);\n+ if (market == null)\n+ {\n+ // try again with a fresh request, every symbol *should* be in the response from PopulateExchangeMarketsAsync\n+ await PopulateExchangeMarketsAsync(true);\n+\n+ // try again to retrieve from dictionary\n+ exchangeMarkets.TryGetValue(symbol, out market);\n+ }\n+ return market;\n+ }\n+ catch\n+ {\n+ // TODO: Report the error somehow, for now a failed network request will just return null symbol which fill force rever to default handling\n+ }\n+ return null;\n}\n/// <summary>\n- /// Call GetSymbolsMetadata and store the results.\n+ /// Call GetSymbolsMetadataAsync if exchangeMarkets is empty and store the results.\n/// </summary>\n- private void PopulateExchangeMarkets()\n+ /// <param name=\"forceRefresh\">True to force a network request, false to use existing cache data if it exists</param>\n+ private async Task PopulateExchangeMarketsAsync(bool forceRefresh)\n{\n// Get the exchange markets if we haven't gotten them yet.\n- if (exchangeMarkets == null)\n+ if (forceRefresh || exchangeMarkets.Count == 0)\n+ {\n+ System.Threading.Monitor.Enter(this);\n+ try\n{\n- lock (this)\n+ if (forceRefresh || exchangeMarkets.Count == 0)\n{\n- if (exchangeMarkets == null)\n+ foreach (ExchangeMarket market in await GetSymbolsMetadataAsync())\n{\n- exchangeMarkets = GetSymbolsMetadata();\n+ exchangeMarkets[market.MarketName] = market;\n+ }\n}\n}\n+ finally\n+ {\n+ System.Threading.Monitor.Exit(this);\n+ }\n}\n}\n@@ -71,26 +97,26 @@ namespace ExchangeSharp\nprotected virtual void OnDispose() { }\n/// <summary>\n- /// Clamp price using market info\n+ /// Clamp price using market info. If necessary, a network request will be made to retrieve symbol metadata.\n/// </summary>\n/// <param name=\"symbol\">Symbol</param>\n/// <param name=\"outputPrice\">Price</param>\n/// <returns>Clamped price</returns>\n- protected decimal ClampOrderPrice(string symbol, decimal outputPrice)\n+ protected async Task<decimal> ClampOrderPrice(string symbol, decimal outputPrice)\n{\n- ExchangeMarket market = GetExchangeMarket(symbol);\n+ ExchangeMarket market = await GetExchangeMarketFromCacheAsync(symbol);\nreturn market == null ? outputPrice : CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, outputPrice);\n}\n/// <summary>\n- /// Clamp quantiy using market info\n+ /// Clamp quantiy using market info. If necessary, a network request will be made to retrieve symbol metadata.\n/// </summary>\n/// <param name=\"symbol\">Symbol</param>\n/// <param name=\"outputQuantity\">Quantity</param>\n/// <returns>Clamped quantity</returns>\n- protected decimal ClampOrderQuantity(string symbol, decimal outputQuantity)\n+ protected async Task<decimal> ClampOrderQuantity(string symbol, decimal outputQuantity)\n{\n- ExchangeMarket market = GetExchangeMarket(symbol);\n+ ExchangeMarket market = await GetExchangeMarketFromCacheAsync(symbol);\nreturn market == null ? outputQuantity : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, outputQuantity);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -391,8 +391,8 @@ namespace ExchangeSharp\npayload[\"type\"] = order.OrderType.ToStringUpperInvariant();\n// Binance has strict rules on which prices and quantities are allowed. They have to match the rules defined in the market definition.\n- decimal outputQuantity = ClampOrderQuantity(symbol, order.Amount);\n- decimal outputPrice = ClampOrderPrice(symbol, order.Price);\n+ decimal outputQuantity = await ClampOrderQuantity(symbol, order.Amount);\n+ decimal outputPrice = await ClampOrderPrice(symbol, order.Price);\npayload[\"quantity\"] = outputQuantity;\npayload[\"newOrderRespType\"] = \"FULL\";\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -860,8 +860,8 @@ namespace ExchangeSharp\nstring symbol = NormalizeSymbol(order.Symbol);\n- decimal orderAmount = ClampOrderQuantity(symbol, order.Amount);\n- decimal orderPrice = ClampOrderPrice(symbol, order.Price);\n+ decimal orderAmount = await ClampOrderQuantity(symbol, order.Amount);\n+ decimal orderPrice = await ClampOrderPrice(symbol, order.Price);\nstring url = (order.IsBuy ? \"/market/buylimit\" : \"/market/selllimit\") + \"?market=\" + symbol + \"&quantity=\" +\norderAmount.ToStringInvariant() + \"&rate=\" + orderPrice.ToStringInvariant();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -641,8 +641,8 @@ namespace ExchangeSharp\npayload.Add(\"type\", order.IsBuy ? \"buy\" : \"sell\");\npayload.Add(\"source\", \"api\"); // margin-api\n- decimal outputQuantity = ClampOrderQuantity(symbol, order.Amount);\n- decimal outputPrice = ClampOrderPrice(symbol, order.Price);\n+ decimal outputQuantity = await ClampOrderQuantity(symbol, order.Amount);\n+ decimal outputPrice = await ClampOrderPrice(symbol, order.Price);\nif (order.OrderType == OrderType.Market)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -381,8 +381,8 @@ namespace ExchangeSharp\npayload[\"type\"] = (order.IsBuy ? \"buy\" : \"sell\");\n// Okex has strict rules on which prices and quantities are allowed. They have to match the rules defined in the market definition.\n- decimal outputQuantity = ClampOrderQuantity(symbol, order.Amount);\n- decimal outputPrice = ClampOrderPrice(symbol, order.Price);\n+ decimal outputQuantity = await ClampOrderQuantity(symbol, order.Amount);\n+ decimal outputPrice = await ClampOrderPrice(symbol, order.Price);\nif (order.OrderType == OrderType.Market)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -602,8 +602,8 @@ namespace ExchangeSharp\nstring symbol = NormalizeSymbol(order.Symbol);\n- decimal orderAmount = ClampOrderQuantity(symbol, order.Amount);\n- decimal orderPrice = ClampOrderPrice(symbol, order.Price);\n+ decimal orderAmount = await ClampOrderQuantity(symbol, order.Amount);\n+ decimal orderPrice = await ClampOrderPrice(symbol, order.Price);\nList<object> orderParams = new List<object>\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make exchange market cache a dictionary, handle async
|
329,148 |
24.05.2018 19:30:59
| 21,600 |
dca2f63db0695b93f22d1262d47ab30b4e446bd2
|
Lock exchange market dictionary
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -73,7 +73,7 @@ namespace ExchangeSharp\n// Get the exchange markets if we haven't gotten them yet.\nif (forceRefresh || exchangeMarkets.Count == 0)\n{\n- System.Threading.Monitor.Enter(this);\n+ System.Threading.Monitor.Enter(exchangeMarkets);\ntry\n{\nif (forceRefresh || exchangeMarkets.Count == 0)\n@@ -86,7 +86,7 @@ namespace ExchangeSharp\n}\nfinally\n{\n- System.Threading.Monitor.Exit(this);\n+ System.Threading.Monitor.Exit(exchangeMarkets);\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Lock exchange market dictionary
|
329,148 |
24.05.2018 19:34:48
| 21,600 |
7004e5a97389a669db398bd7cc2daf31b6be75ef
|
Promote GetExchangeMarketFromCacheAsync to public method
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -36,34 +36,6 @@ namespace ExchangeSharp\nprivate readonly Dictionary<string, ExchangeMarket> exchangeMarkets = new Dictionary<string, ExchangeMarket>();\nprivate bool disposed;\n- /// <summary>\n- /// Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n- /// </summary>\n- /// <param name=\"symbol\">The symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n- /// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n- protected async Task<ExchangeMarket> GetExchangeMarketFromCacheAsync(string symbol)\n- {\n- try\n- {\n- await PopulateExchangeMarketsAsync(false);\n- exchangeMarkets.TryGetValue(symbol, out ExchangeMarket market);\n- if (market == null)\n- {\n- // try again with a fresh request, every symbol *should* be in the response from PopulateExchangeMarketsAsync\n- await PopulateExchangeMarketsAsync(true);\n-\n- // try again to retrieve from dictionary\n- exchangeMarkets.TryGetValue(symbol, out market);\n- }\n- return market;\n- }\n- catch\n- {\n- // TODO: Report the error somehow, for now a failed network request will just return null symbol which fill force rever to default handling\n- }\n- return null;\n- }\n-\n/// <summary>\n/// Call GetSymbolsMetadataAsync if exchangeMarkets is empty and store the results.\n/// </summary>\n@@ -681,6 +653,41 @@ namespace ExchangeSharp\nreturn await OnGetSymbolsMetadataAsync();\n}\n+ /// <summary>\n+ /// Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n+ /// </summary>\n+ /// <param name=\"symbol\">The symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n+ /// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n+ public ExchangeMarket GetExchangeMarketFromCache(string symbol) => GetExchangeMarketFromCacheAsync(symbol).GetAwaiter().GetResult();\n+\n+ /// <summary>\n+ /// ASYNC - Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n+ /// </summary>\n+ /// <param name=\"symbol\">The symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n+ /// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n+ public async Task<ExchangeMarket> GetExchangeMarketFromCacheAsync(string symbol)\n+ {\n+ try\n+ {\n+ await PopulateExchangeMarketsAsync(false);\n+ exchangeMarkets.TryGetValue(symbol, out ExchangeMarket market);\n+ if (market == null)\n+ {\n+ // try again with a fresh request, every symbol *should* be in the response from PopulateExchangeMarketsAsync\n+ await PopulateExchangeMarketsAsync(true);\n+\n+ // try again to retrieve from dictionary\n+ exchangeMarkets.TryGetValue(symbol, out market);\n+ }\n+ return market;\n+ }\n+ catch\n+ {\n+ // TODO: Report the error somehow, for now a failed network request will just return null symbol which fill force the caller to use default handling\n+ }\n+ return null;\n+ }\n+\n/// <summary>\n/// Get exchange ticker\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Promote GetExchangeMarketFromCacheAsync to public method
|
329,148 |
24.05.2018 19:56:11
| 21,600 |
c3afe2cfb1bd7cfcc9b680142dff39f6b494287a
|
Add unit test for GetExchangeMarketFromCache
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -655,6 +655,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n+ /// Please note that sending a symbol that is not found over and over will result in many network requests. Only send symbols that you are confident exist on the exchange.\n/// </summary>\n/// <param name=\"symbol\">The symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n/// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n@@ -662,6 +663,7 @@ namespace ExchangeSharp\n/// <summary>\n/// ASYNC - Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n+ /// Please note that sending a symbol that is not found over and over will result in many network requests. Only send symbols that you are confident exist on the exchange.\n/// </summary>\n/// <param name=\"symbol\">The symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n/// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"new_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"diff": "@@ -294,6 +294,27 @@ namespace ExchangeSharpTests\nInvoking(() => polo.GetDepositHistory(\"doesntmatter\")).Should().Throw<APIException>().And.Message.Should().Contain(\"No result\");\n}\n+ [TestMethod]\n+ public void GetExchangeMarketFromCache_SymbolsMetadataCacheRefreshesWhenSymbolNotFound()\n+ {\n+ var polo = CreatePoloniexAPI();\n+\n+ // retrieve without BTC_BCH in the result\n+ polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(Resources.PoloniexGetSymbolsMetadata1);\n+ polo.GetExchangeMarketFromCache(\"XMR_LTC\").Should().NotBeNull();\n+ polo.GetExchangeMarketFromCache(\"BTC_BCH\").Should().BeNull();\n+\n+ // now many moons later we request BTC_BCH, which wasn't in the first request but is in the latest exchange result\n+ polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(Resources.PoloniexGetSymbolsMetadata2);\n+ polo.GetExchangeMarketFromCache(\"BTC_BCH\").Should().NotBeNull();\n+\n+ // and lets make sure it doesn't return something for null and garbage symbols\n+ polo.GetExchangeMarketFromCache(null).Should().BeNull();\n+ polo.GetExchangeMarketFromCache(string.Empty).Should().BeNull();\n+ polo.GetExchangeMarketFromCache(\"324235!@^%Q@#%^\").Should().BeNull();\n+ polo.GetExchangeMarketFromCache(\"NOCOIN_NORESULT\").Should().BeNull();\n+ }\n+\nprivate static Action Invoking(Action action) => action;\n#region RealResponseJSON\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "</Reference>\n</ItemGroup>\n+ <ItemGroup>\n+ <Compile Update=\"Resources.Designer.cs\">\n+ <DesignTime>True</DesignTime>\n+ <AutoGen>True</AutoGen>\n+ <DependentUpon>Resources.resx</DependentUpon>\n+ </Compile>\n+ </ItemGroup>\n+\n+ <ItemGroup>\n+ <EmbeddedResource Update=\"Resources.resx\">\n+ <Generator>ResXFileCodeGenerator</Generator>\n+ <LastGenOutput>Resources.Designer.cs</LastGenOutput>\n+ </EmbeddedResource>\n+ </ItemGroup>\n+\n</Project>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add unit test for GetExchangeMarketFromCache
|
329,148 |
24.05.2018 20:40:09
| 21,600 |
f4ac296d4b253c9d2943c4aa2bde3f82d3e035b0
|
Add synchronization context remover
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -671,6 +671,8 @@ namespace ExchangeSharp\n{\ntry\n{\n+ // not sure if this is needed, but adding it just in case\n+ await new SynchronizationContextRemover();\nawait PopulateExchangeMarketsAsync(false);\nexchangeMarkets.TryGetValue(symbol, out ExchangeMarket market);\nif (market == null)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add synchronization context remover
|
329,148 |
25.05.2018 19:52:50
| 21,600 |
af54fa63e42e3debdc30c796338f5ef728c9e9b2
|
Add request state
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/APIRequestMaker.cs",
"new_path": "ExchangeSharp/API/APIRequestMaker.cs",
"diff": "@@ -94,8 +94,13 @@ namespace ExchangeSharp\nrequest.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;\napi.ProcessRequest(request, payload);\nHttpWebResponse response;\n+ string responseString = null;\n+\n+ try\n+ {\ntry\n{\n+ RequestStateChanged?.Invoke(this, RequestMakerState.Begin, null);\nresponse = await request.GetResponseAsync() as HttpWebResponse;\nif (response == null)\n{\n@@ -110,7 +115,6 @@ namespace ExchangeSharp\nthrow new APIException(we.Message ?? \"Unknown response from server\");\n}\n}\n- string responseString = null;\nusing (Stream responseStream = response.GetResponseStream())\n{\nresponseString = new StreamReader(responseStream).ReadToEnd();\n@@ -125,9 +129,21 @@ namespace ExchangeSharp\nthrow new APIException(responseString);\n}\napi.ProcessResponse(response);\n+ RequestStateChanged?.Invoke(this, RequestMakerState.Finished, responseString);\n+ }\n+ }\n+ catch (Exception ex)\n+ {\n+ RequestStateChanged?.Invoke(this, RequestMakerState.Error, ex);\n+ throw;\n}\nresponse.Dispose();\nreturn responseString;\n}\n+\n+ /// <summary>\n+ /// An action to execute when a request has been made (this request and state and object (response or exception))\n+ /// </summary>\n+ public Action<IAPIRequestMaker, RequestMakerState, object> RequestStateChanged { get; set; }\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/IAPIRequestMaker.cs",
"new_path": "ExchangeSharp/API/IAPIRequestMaker.cs",
"diff": "@@ -17,6 +17,27 @@ using System.Threading.Tasks;\nnamespace ExchangeSharp\n{\n+ /// <summary>\n+ /// Request maker states\n+ /// </summary>\n+ public enum RequestMakerState\n+ {\n+ /// <summary>\n+ /// About to begin request\n+ /// </summary>\n+ Begin,\n+\n+ /// <summary>\n+ /// Request finished successfully\n+ /// </summary>\n+ Finished,\n+\n+ /// <summary>\n+ /// Request error\n+ /// </summary>\n+ Error\n+ }\n+\n/// <summary>\n/// Interface for making API requests\n/// </summary>\n@@ -43,6 +64,11 @@ namespace ExchangeSharp\n/// <param name=\"method\">Request method or null for default</param>\n/// <returns>Raw response</returns>\nTask<string> MakeRequestAsync(string url, string baseUrl = null, Dictionary<string, object> payload = null, string method = null);\n+\n+ /// <summary>\n+ /// An action to execute when a request has been made (this request and state and object (response or exception))\n+ /// </summary>\n+ Action<IAPIRequestMaker, RequestMakerState, object> RequestStateChanged { get; set; }\n}\n/// <summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add request state
|
329,148 |
25.05.2018 20:15:09
| 21,600 |
c3a3087dd21af2f08cffdce5db2a764a5cab0e33
|
Add mock request maker
Mock request maker will allow requests to deal with multiple url and responses in case a request needs to be unit tested that chains to multiple requests.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/SynchronizationContextRemover.cs",
"new_path": "ExchangeSharp/Utility/SynchronizationContextRemover.cs",
"diff": "@@ -18,7 +18,7 @@ using System.Threading;\nnamespace ExchangeSharp\n{\n- internal struct SynchronizationContextRemover : INotifyCompletion\n+ public struct SynchronizationContextRemover : INotifyCompletion\n{\npublic bool IsCompleted\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"new_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"diff": "@@ -30,9 +30,13 @@ namespace ExchangeSharpTests\n[TestClass]\npublic sealed class ExchangePoloniexAPITests\n{\n- private static ExchangePoloniexAPI CreatePoloniexAPI()\n+ private static ExchangePoloniexAPI CreatePoloniexAPI(string response = null)\n{\n- var requestMaker = Substitute.For<IAPIRequestMaker>();\n+ var requestMaker = new MockAPIRequestMaker();\n+ if (response != null)\n+ {\n+ requestMaker.GlobalResponse = response;\n+ }\nvar polo = new ExchangePoloniexAPI { RequestMaker = requestMaker };\nreturn polo;\n}\n@@ -194,8 +198,7 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void GetOpenOrderDetails_Unfilled_IsCorrect()\n{\n- var polo = CreatePoloniexAPI();\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(Unfilled);\n+ var polo = CreatePoloniexAPI(Unfilled);\nIEnumerable<ExchangeOrderResult> orders = polo.GetOpenOrderDetails(\"ETH_BCH\");\nExchangeOrderResult order = orders.Single();\n@@ -212,8 +215,7 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void GetOpenOrderDetails_AllUnfilled_IsCorrect()\n{\n- var polo = CreatePoloniexAPI();\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(AllUnfilledOrders);\n+ var polo = CreatePoloniexAPI(AllUnfilledOrders);\nIEnumerable<ExchangeOrderResult> orders = polo.GetOpenOrderDetails(); // all\nExchangeOrderResult order = orders.Single();\n@@ -230,8 +232,7 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void GetOrderDetails_HappyPath()\n{\n- var polo = CreatePoloniexAPI();\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(ReturnOrderTrades_SimpleBuy);\n+ var polo = CreatePoloniexAPI(ReturnOrderTrades_SimpleBuy);\nExchangeOrderResult order = polo.GetOrderDetails(\"1\");\norder.OrderId.Should().Be(\"1\");\n@@ -249,8 +250,8 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void GetOrderDetails_OrderNotFound_DoesNotThrow()\n{\n- var polo = CreatePoloniexAPI();\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(@\"{\"\"error\"\":\"\"Order not found, or you are not the person who placed it.\"\"}\");\n+ const string response = @\"{\"\"error\"\":\"\"Order not found, or you are not the person who placed it.\"\"}\";\n+ var polo = CreatePoloniexAPI(response);\nvoid a() => polo.GetOrderDetails(\"1\");\nInvoking(a).Should().Throw<APIException>();\n}\n@@ -258,8 +259,8 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void GetOrderDetails_OtherErrors_ThrowAPIException()\n{\n- var polo = CreatePoloniexAPI();\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(@\"{\"\"error\"\":\"\"Big scary error.\"\"}\");\n+ const string response = @\"{\"\"error\"\":\"\"Big scary error.\"\"}\";\n+ var polo = CreatePoloniexAPI(response);\nvoid a() => polo.GetOrderDetails(\"1\");\nInvoking(a).Should().Throw<APIException>();\n@@ -268,8 +269,7 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void GetCompletedOrderDetails_MultipleOrders()\n{\n- var polo = CreatePoloniexAPI();\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(ReturnOrderTrades_AllGas);\n+ var polo = CreatePoloniexAPI(ReturnOrderTrades_AllGas);\nIEnumerable<ExchangeOrderResult> orders = polo.GetCompletedOrderDetails(\"ETH_GAS\");\norders.Should().HaveCount(2);\nExchangeOrderResult sellorder = orders.Single(x => !x.IsBuy);\n@@ -290,23 +290,33 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void OnGetDepositHistory_DoesNotFailOnMinTimestamp()\n{\n- var polo = CreatePoloniexAPI();\n+ var polo = CreatePoloniexAPI(null);\nInvoking(() => polo.GetDepositHistory(\"doesntmatter\")).Should().Throw<APIException>().And.Message.Should().Contain(\"No result\");\n}\n[TestMethod]\npublic void GetExchangeMarketFromCache_SymbolsMetadataCacheRefreshesWhenSymbolNotFound()\n{\n- var polo = CreatePoloniexAPI();\n+ var polo = CreatePoloniexAPI(Resources.PoloniexGetSymbolsMetadata1);\n+ int requestCount = 0;\n+ polo.RequestMaker.RequestStateChanged = (r, s, o) =>\n+ {\n+ if (s == RequestMakerState.Begin)\n+ {\n+ requestCount++;\n+ }\n+ };\n// retrieve without BTC_BCH in the result\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(Resources.PoloniexGetSymbolsMetadata1);\npolo.GetExchangeMarketFromCache(\"XMR_LTC\").Should().NotBeNull();\n+ requestCount.Should().Be(1);\npolo.GetExchangeMarketFromCache(\"BTC_BCH\").Should().BeNull();\n+ requestCount.Should().Be(2);\n// now many moons later we request BTC_BCH, which wasn't in the first request but is in the latest exchange result\n- polo.RequestMaker.MakeRequestAsync(null).ReturnsForAnyArgs(Resources.PoloniexGetSymbolsMetadata2);\n+ (polo.RequestMaker as MockAPIRequestMaker).GlobalResponse = Resources.PoloniexGetSymbolsMetadata2;\npolo.GetExchangeMarketFromCache(\"BTC_BCH\").Should().NotBeNull();\n+ requestCount.Should().Be(3);\n// and lets make sure it doesn't return something for null and garbage symbols\npolo.GetExchangeMarketFromCache(null).Should().BeNull();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add mock request maker
Mock request maker will allow requests to deal with multiple url and responses in case a request needs to be unit tested that chains to multiple requests.
|
329,148 |
26.05.2018 11:28:16
| 21,600 |
733d69fe4e59a26f809d6ccba9abbad0f282c0b6
|
Implement OkEx GetTickers
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -22,11 +22,10 @@ namespace ExchangeSharp\npublic sealed class ExchangeOkexAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://www.okex.com/api/v1\";\n+ public string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2\";\npublic override string BaseUrlWebSocket { get; set; } = \"wss://real.okex.com:10441/websocket\";\npublic override string Name => ExchangeName.Okex;\n- public string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2\";\n-\npublic ExchangeOkexAPI()\n{\nRequestContentType = \"application/x-www-form-urlencoded\";\n@@ -54,11 +53,11 @@ namespace ExchangeSharp\n}\n}\n- private async Task<Tuple<JToken, string>> MakeRequestOkexAsync(string symbol, string subUrl)\n+ private async Task<Tuple<JToken, string>> MakeRequestOkexAsync(string symbol, string subUrl, string baseUrl = null)\n{\nsymbol = NormalizeSymbol(symbol);\n- JToken obj = await MakeJsonRequestAsync<JToken>(subUrl.Replace(\"$SYMBOL$\", symbol ?? string.Empty));\n- CheckError(obj);\n+ JToken obj = await MakeJsonRequestAsync<JToken>(subUrl.Replace(\"$SYMBOL$\", symbol ?? string.Empty), baseUrl);\n+ obj = CheckError(obj);\nreturn new Tuple<JToken, string>(obj, symbol);\n}\n#endregion\n@@ -96,8 +95,7 @@ namespace ExchangeSharp\nmarkets = new List<ExchangeMarket>();\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/markets/products\", BaseUrlV2);\n- CheckError(obj);\n- JToken allSymbols = obj[\"data\"];\n+ JToken allSymbols = CheckError(obj);\nforeach (JToken symbol in allSymbols)\n{\nvar marketName = symbol[\"symbol\"].ToStringLowerInvariant();\n@@ -138,6 +136,19 @@ namespace ExchangeSharp\nreturn ParseTicker(data.Item2, data.Item1);\n}\n+ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n+ {\n+ var data = await MakeRequestOkexAsync(null, \"/spot/markets/index-tickers?limit=100000000\", BaseUrlV2);\n+ List<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n+ string symbol;\n+ foreach (JToken token in data.Item1)\n+ {\n+ symbol = token[\"symbol\"].ToStringInvariant();\n+ tickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, ParseTickerV2(symbol, token)));\n+ }\n+ return tickers;\n+ }\n+\npublic override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n{\nif (callback == null)\n@@ -201,7 +212,7 @@ namespace ExchangeSharp\nreturn;\n}\n- var data = token[\"data\"];\n+ var data = CheckError(token);\nvar seq = data[\"timestamp\"].ConvertInvariant<long>();\nvar orderBook = new ExchangeOrderBook();\n@@ -496,6 +507,28 @@ namespace ExchangeSharp\n};\n}\n+ private ExchangeTicker ParseTickerV2(string symbol, JToken ticker)\n+ {\n+ // {\"buy\":\"0.00001273\",\"change\":\"-0.00000009\",\"changePercentage\":\"-0.70%\",\"close\":\"0.00001273\",\"createdDate\":1527355333053,\"currencyId\":535,\"dayHigh\":\"0.00001410\",\"dayLow\":\"0.00001174\",\"high\":\"0.00001410\",\"inflows\":\"19.52673814\",\"last\":\"0.00001273\",\"low\":\"0.00001174\",\"marketFrom\":635,\"name\":{},\"open\":\"0.00001282\",\"outflows\":\"52.53715678\",\"productId\":535,\"sell\":\"0.00001284\",\"symbol\":\"you_btc\",\"volume\":\"5643177.15601228\"}\n+\n+ decimal last = ticker[\"last\"].ConvertInvariant<decimal>();\n+ decimal vol = ticker[\"volume\"].ConvertInvariant<decimal>();\n+ return new ExchangeTicker\n+ {\n+ Ask = ticker[\"sell\"].ConvertInvariant<decimal>(),\n+ Bid = ticker[\"buy\"].ConvertInvariant<decimal>(),\n+ Last = last,\n+ Volume = new ExchangeVolume\n+ {\n+ BaseVolume = vol,\n+ BaseSymbol = symbol,\n+ ConvertedVolume = vol * last,\n+ ConvertedSymbol = symbol,\n+ Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(ticker[\"createdDate\"].ConvertInvariant<long>())\n+ }\n+ };\n+ }\n+\nprivate Dictionary<string, decimal> ParseAmounts(JToken token, Dictionary<string, decimal> amounts)\n{\nforeach (JProperty prop in token)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Implement OkEx GetTickers
|
329,148 |
26.05.2018 11:50:31
| 21,600 |
64d8dc06def4c5c76146cd1577b4f8b5edcb5ed0
|
Fix HitBTC private api
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -46,36 +46,14 @@ namespace ExchangeSharp\nreturn ExchangeSymbolToGlobalSymbolWithSeparator(symbol.Substring(0, symbol.Length - 3) + GlobalSymbolSeparator + symbol.Substring(symbol.Length - 3, 3), GlobalSymbolSeparator);\n}\n- #region ProcessRequest\n-\nprotected override void ProcessRequest(HttpWebRequest request, Dictionary<string, object> payload)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n- using (var hmacsha512 = new HMACSHA512(Encoding.UTF8.GetBytes(PrivateApiKey.ToUnsecureString())))\n- {\n- hmacsha512.ComputeHash(Encoding.UTF8.GetBytes(request.RequestUri.PathAndQuery));\n- request.Headers[\"X-Signature\"] = string.Concat(hmacsha512.Hash.Select(b => b.ToString(\"x2\")).ToArray()); // minimalistic hex-encoding and lower case\n- }\n+ request.Headers[\"Authorization\"] = CryptoUtility.BasicAuthenticationString(PublicApiKey.ToUnsecureString(), PrivateApiKey.ToUnsecureString());\n}\n}\n- protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n- {\n- if (CanMakeAuthenticatedRequest(payload))\n- {\n- // payload is ignored, except for the nonce which is added to the url query - HitBTC puts all the \"post\" parameters in the url query instead of the request body\n- var query = HttpUtility.ParseQueryString(url.Query);\n- string newQuery = \"nonce=\" + payload[\"nonce\"].ToString() + \"&apikey=\" + PublicApiKey.ToUnsecureString() + (query.Count == 0 ? string.Empty : \"&\" + query.ToString()) +\n- (payload.Count > 1 ? \"&\" + GetFormForPayload(payload, false) : string.Empty);\n- url.Query = newQuery;\n- return url.Uri;\n- }\n- return base.ProcessRequestUrl(url, payload);\n- }\n-\n- #endregion\n-\n#region Public APIs\nprotected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()\n@@ -299,32 +277,40 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\n- ExchangeOrderResult result = new ExchangeOrderResult() { Result = ExchangeAPIOrderResult.Error };\nvar payload = GetNoncePayload();\n//payload[\"clientOrderId\"] = \"neuMedia\" + payload[\"nonce\"]; Currently letting hitbtc assign this, but may not be unique for more than 24 hours\n- payload[\"amount\"] = order.Amount;\n+ payload[\"quantity\"] = order.Amount;\npayload[\"symbol\"] = order.Symbol;\npayload[\"side\"] = order.IsBuy ? \"buy\" : \"sell\";\npayload[\"type\"] = order.OrderType == OrderType.Limit ? \"limit\" : \"market\";\n- if (order.OrderType == OrderType.Limit) payload[\"price\"] = order.Price;\n+ if (order.OrderType == OrderType.Limit)\n+ {\n+ payload[\"price\"] = order.Price;\n+ }\npayload[\"timeInForce\"] = \"GTC\";\n// { \"id\": 0,\"clientOrderId\": \"d8574207d9e3b16a4a5511753eeef175\",\"symbol\": \"ETHBTC\",\"side\": \"sell\",\"status\": \"new\",\"type\": \"limit\",\"timeInForce\": \"GTC\",\"quantity\": \"0.063\",\"price\": \"0.046016\",\"cumQuantity\": \"0.000\",\"createdAt\": \"2017-05-15T17:01:05.092Z\",\"updatedAt\": \"2017-05-15T17:01:05.092Z\" }\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/trading/new_order\", null, payload, \"POST\");\n- if (token != null)\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/order\", null, payload, \"POST\");\n+ token = CheckError(token);\n+ ExchangeOrderResult result = new ExchangeOrderResult\n{\n- if (token[\"error\"] == null)\n+ OrderId = token[\"clientOrderId\"].ToStringInvariant(),\n+ Symbol = token[\"symbol\"].ToStringInvariant(),\n+ OrderDate = ConvertDateTimeInvariant(token[\"createdAt\"]),\n+ Amount = token[\"quantity\"].ConvertInvariant<decimal>(),\n+ Price = token[\"price\"].ConvertInvariant<decimal>(),\n+ AmountFilled = token[\"cumQuantity\"].ConvertInvariant<decimal>()\n+ };\n+ if (result.AmountFilled >= result.Amount)\n{\n- result.OrderId = token[\"ClientOrderId\"].ToStringInvariant();\n- result.Symbol = token[\"symbol\"].ToStringInvariant();\n- result.OrderDate = ConvertDateTimeInvariant(token[\"createdAt\"]);\n- result.Amount = token[\"quantity\"].ConvertInvariant<decimal>();\n- result.Price = token[\"price\"].ConvertInvariant<decimal>();\n- result.AmountFilled = token[\"cumQuantity\"].ConvertInvariant<decimal>();\n- if (result.AmountFilled >= result.Amount) result.Result = ExchangeAPIOrderResult.Filled;\n- else if (result.AmountFilled > 0m) result.Result = ExchangeAPIOrderResult.FilledPartially;\n- else result.Result = ExchangeAPIOrderResult.Pending;\n+ result.Result = ExchangeAPIOrderResult.Filled;\n}\n- else result.Message = token[\"error\"][\"message\"].ToStringInvariant();\n+ else if (result.AmountFilled > 0m)\n+ {\n+ result.Result = ExchangeAPIOrderResult.FilledPartially;\n+ }\n+ else\n+ {\n+ result.Result = ExchangeAPIOrderResult.Pending;\n}\nreturn result;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -400,6 +400,17 @@ namespace ExchangeSharp\nreturn (dt - unixEpoch).TotalMilliseconds;\n}\n+ /// <summary>\n+ /// Get a string that can be used for basic authentication. Put this in the 'Authorization' http header, and ensure you are using https.\n+ /// </summary>\n+ /// <param name=\"userName\">User name or public key</param>\n+ /// <param name=\"password\">Password or private key</param>\n+ /// <returns>Full authorization header text</returns>\n+ public static string BasicAuthenticationString(string userName, string password)\n+ {\n+ return \"Basic \" + Convert.ToBase64String(Encoding.UTF8.GetBytes(userName + \":\" + password));\n+ }\n+\n/// <summary>\n/// Sign a message with SHA256 hash\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix HitBTC private api
|
329,148 |
26.05.2018 13:26:07
| 21,600 |
53fc836de9c5c597e0efd4957605af21e44309b2
|
Fix HitBTC API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -449,11 +449,11 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"request\">Request</param>\n/// <param name=\"form\">Form to write</param>\n- protected void WriteFormToRequest(HttpWebRequest request, string form)\n+ protected void WriteToRequest(HttpWebRequest request, string form)\n{\nif (!string.IsNullOrEmpty(form))\n{\n- using (StreamWriter writer = new StreamWriter(request.GetRequestStream(), Encoding.ASCII))\n+ using (StreamWriter writer = new StreamWriter(request.GetRequestStream(), Encoding.UTF8))\n{\nwriter.Write(form);\n}\n@@ -461,18 +461,31 @@ namespace ExchangeSharp\n}\n/// <summary>\n- /// Write a payload to a request\n+ /// Write a payload form to a request\n/// </summary>\n/// <param name=\"request\">Request</param>\n/// <param name=\"payload\">Payload</param>\n/// <returns>The form string that was written</returns>\n- protected string WritePayloadToRequest(HttpWebRequest request, Dictionary<string, object> payload)\n+ protected string WritePayloadFormToRequest(HttpWebRequest request, Dictionary<string, object> payload)\n{\nstring form = GetFormForPayload(payload);\n- WriteFormToRequest(request, form);\n+ WriteToRequest(request, form);\nreturn form;\n}\n+ /// <summary>\n+ /// Write a payload json to a request\n+ /// </summary>\n+ /// <param name=\"request\">Request</param>\n+ /// <param name=\"payload\">Payload</param>\n+ /// <returns>The json string that was written</returns>\n+ protected string WritePayloadJsonToRequest(HttpWebRequest request, Dictionary<string, object> payload)\n+ {\n+ string json = GetJsonForPayload(payload);\n+ WriteToRequest(request, json);\n+ return json;\n+ }\n+\n/// <summary>\n/// Read a value from the cache\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"diff": "@@ -51,7 +51,7 @@ namespace ExchangeSharp\nrequest.Headers[\"AC-ACCESS-TIMESTAMP\"] = timestamp;\nrequest.Headers[\"AC-ACCESS-PASSPHRASE\"] = CryptoUtility.SecureStringToString(Passphrase);\n- if (request.Method == \"POST\") WriteFormToRequest(request, body);\n+ if (request.Method == \"POST\") WriteToRequest(request, body);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -666,7 +666,7 @@ namespace ExchangeSharp\nrequest.Headers[\"bfx-nonce\"] = nonce;\nrequest.Headers[\"bfx-apikey\"] = PublicApiKey.ToUnsecureString();\nrequest.Headers[\"bfx-signature\"] = hexSha384;\n- WriteFormToRequest(request, json);\n+ WriteToRequest(request, json);\n}\nelse\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -70,7 +70,7 @@ namespace ExchangeSharp\nstring signature = CryptoUtility.SHA256Sign(messageToSign, PrivateApiKey.ToUnsecureString()).ToUpperInvariant();\npayload[\"signature\"] = signature;\npayload[\"key\"] = apiKey;\n- WritePayloadToRequest(request, payload);\n+ WritePayloadFormToRequest(request, payload);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -120,7 +120,7 @@ namespace ExchangeSharp\nrequest.Headers[\"CB-ACCESS-SIGN\"] = signatureBase64String;\nrequest.Headers[\"CB-ACCESS-TIMESTAMP\"] = timestamp;\nrequest.Headers[\"CB-ACCESS-PASSPHRASE\"] = CryptoUtility.SecureStringToString(Passphrase);\n- WriteFormToRequest(request, form);\n+ WriteToRequest(request, form);\n}\nprotected override void ProcessResponse(HttpWebResponse response)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -31,7 +31,7 @@ namespace ExchangeSharp\npublic ExchangeHitbtcAPI()\n{\n- RequestContentType = \"x-www-form-urlencoded\";\n+ RequestContentType = \"application/json\";\nNonceStyle = ExchangeSharp.NonceStyle.UnixMillisecondsString;\nSymbolSeparator = string.Empty;\n}\n@@ -48,9 +48,11 @@ namespace ExchangeSharp\nprotected override void ProcessRequest(HttpWebRequest request, Dictionary<string, object> payload)\n{\n+ // only authenticated requests write json, everything uses GET and url params\nif (CanMakeAuthenticatedRequest(payload))\n{\nrequest.Headers[\"Authorization\"] = CryptoUtility.BasicAuthenticationString(PublicApiKey.ToUnsecureString(), PrivateApiKey.ToUnsecureString());\n+ WritePayloadJsonToRequest(request, payload);\n}\n}\n@@ -104,6 +106,7 @@ namespace ExchangeSharp\nreturn markets;\n}\n+\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string symbol)\n{\nsymbol = NormalizeSymbol(symbol);\n@@ -287,7 +290,7 @@ namespace ExchangeSharp\n{\npayload[\"price\"] = order.Price;\n}\n- payload[\"timeInForce\"] = \"GTC\";\n+ payload[\"timeInForce\"] = \"IOC\";\n// { \"id\": 0,\"clientOrderId\": \"d8574207d9e3b16a4a5511753eeef175\",\"symbol\": \"ETHBTC\",\"side\": \"sell\",\"status\": \"new\",\"type\": \"limit\",\"timeInForce\": \"GTC\",\"quantity\": \"0.063\",\"price\": \"0.046016\",\"cumQuantity\": \"0.000\",\"createdAt\": \"2017-05-15T17:01:05.092Z\",\"updatedAt\": \"2017-05-15T17:01:05.092Z\" }\nJToken token = await MakeJsonRequestAsync<JToken>(\"/order\", null, payload, \"POST\");\ntoken = CheckError(token);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -67,7 +67,7 @@ namespace ExchangeSharp\npayload.Remove(\"nonce\");\nvar msg = GetJsonForPayload(payload);\n- WriteFormToRequest(request, msg);\n+ WriteToRequest(request, msg);\n}\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -202,7 +202,7 @@ namespace ExchangeSharp\n{\nif (payload == null || PrivateApiKey == null || PublicApiKey == null || !payload.ContainsKey(\"nonce\"))\n{\n- WritePayloadToRequest(request, payload);\n+ WritePayloadFormToRequest(request, payload);\n}\nelse\n{\n@@ -227,7 +227,7 @@ namespace ExchangeSharp\n}\n}\nrequest.Headers.Add(\"API-Key\", CryptoUtility.SecureStringToString(PublicApiKey));\n- WriteFormToRequest(request, form);\n+ WriteToRequest(request, form);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -49,7 +49,7 @@ namespace ExchangeSharp\nsign = CryptoUtility.MD5Sign(sign);\nmsg += \"&sign=\" + sign;\n- WriteFormToRequest(request, msg);\n+ WriteToRequest(request, msg);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -221,7 +221,7 @@ namespace ExchangeSharp\nrequest.Headers[\"Key\"] = PublicApiKey.ToUnsecureString();\nrequest.Headers[\"Sign\"] = CryptoUtility.SHA512Sign(form, PrivateApiKey.ToUnsecureString());\nrequest.Method = \"POST\";\n- WriteFormToRequest(request, form);\n+ WriteToRequest(request, form);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -18,7 +18,7 @@ namespace ExchangeSharp\n/// Order request details\n/// </summary>\n[System.Serializable]\n- public sealed class ExchangeOrderRequest\n+ public class ExchangeOrderRequest\n{\n/// <summary>\n/// Symbol or pair for the order, i.e. btcusd\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix HitBTC API
|
329,092 |
26.05.2018 17:16:35
| 18,000 |
a57311f4015abc2b2f21731245795ff4bb040ecf
|
Change encoding back to ASCII to fix Poloniex signature validation
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -453,7 +453,7 @@ namespace ExchangeSharp\n{\nif (!string.IsNullOrEmpty(form))\n{\n- using (StreamWriter writer = new StreamWriter(request.GetRequestStream(), Encoding.UTF8))\n+ using (StreamWriter writer = new StreamWriter(request.GetRequestStream(), Encoding.ASCII))\n{\nwriter.Write(form);\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Change encoding back to ASCII to fix Poloniex signature validation (#154)
|
329,148 |
26.05.2018 16:26:49
| 21,600 |
10654adb9102d548fd7c2f7045e03cc2ec935391
|
Use utf-8 with no prefix for everything
|
[
{
"change_type": "MODIFY",
"old_path": "CONTRIBUTING.md",
"new_path": "CONTRIBUTING.md",
"diff": "@@ -10,6 +10,7 @@ Please follow these guidelines...\n- Easiest way is find another exchange and copy the file and customize as needed.\n- For any DateTime conversions, please use the ConvertDateTimeInvariant (BaseAPI.cs), and that you have set DateTimeAreLocal in constructor to true if needed.\n- Set additional protected and public properties in constructor as needed (SymbolSeparator, SymbolIsReversed, SymbolIsUppercase, etc.).\n+ - Please use CryptoUtility.UTF8EncodingNoPrefix for all encoding, unless you have specific needs.\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -453,7 +453,7 @@ namespace ExchangeSharp\n{\nif (!string.IsNullOrEmpty(form))\n{\n- using (StreamWriter writer = new StreamWriter(request.GetRequestStream(), Encoding.ASCII))\n+ using (StreamWriter writer = new StreamWriter(request.GetRequestStream(), CryptoUtility.UTF8EncodingNoPrefix))\n{\nwriter.Write(form);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -673,7 +673,7 @@ namespace ExchangeSharp\n// bitfinex v1 doesn't put the payload in the post body it puts it in as a http header, so no need to write to request stream\npayload.Add(\"request\", request.RequestUri.AbsolutePath);\nstring json = JsonConvert.SerializeObject(payload);\n- string json64 = System.Convert.ToBase64String(Encoding.ASCII.GetBytes(json));\n+ string json64 = System.Convert.ToBase64String(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(json));\nstring hexSha384 = CryptoUtility.SHA384Sign(json64, PrivateApiKey.ToUnsecureString());\nrequest.Headers[\"X-BFX-PAYLOAD\"] = json64;\nrequest.Headers[\"X-BFX-SIGNATURE\"] = hexSha384;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -265,8 +265,8 @@ namespace ExchangeSharp\npublic static string CreateSignature(string apiSecret, string challenge)\n{\n// Get hash by using apiSecret as key, and challenge as data\n- var hmacSha512 = new HMACSHA512(Encoding.ASCII.GetBytes(apiSecret));\n- var hash = hmacSha512.ComputeHash(Encoding.ASCII.GetBytes(challenge));\n+ var hmacSha512 = new HMACSHA512(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(apiSecret));\n+ var hash = hmacSha512.ComputeHash(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(challenge));\nreturn BitConverter.ToString(hash).Replace(\"-\", string.Empty);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -72,7 +72,7 @@ namespace ExchangeSharp\n{\npayload.Add(\"request\", request.RequestUri.AbsolutePath);\nstring json = JsonConvert.SerializeObject(payload);\n- string json64 = System.Convert.ToBase64String(Encoding.ASCII.GetBytes(json));\n+ string json64 = System.Convert.ToBase64String(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(json));\nstring hexSha384 = CryptoUtility.SHA384Sign(json64, CryptoUtility.SecureStringToString(PrivateApiKey));\nrequest.Headers[\"X-GEMINI-PAYLOAD\"] = json64;\nrequest.Headers[\"X-GEMINI-SIGNATURE\"] = hexSha384;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<TargetFrameworks>netstandard2.0;netcoreapp2.0;net471</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.4.3.0</PackageVersion>\n+ <PackageVersion>0.4.4.0</PackageVersion>\n<Authors>jjxtra</Authors>\n<Description>ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.</Description>\n<Summary>Supported exchanges: Abucoins, Binance, Bitfinex, Bithumb, Bitstamp, Bittrex, Bleutrade, Cryptopia, Gdax, Gemini, Gitbtc, Huobi, Kraken, Kucoin, Livecoin, Okex, Poloniex, TuxExchange, Yobit. Pull request welcome.</Summary>\n<PackageIconUrl>https://github.com/jjxtra/ExchangeSharp/raw/master/icon.png</PackageIconUrl>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n- <PackageReleaseNotes>Fix HitBTC private API.</PackageReleaseNotes>\n+ <PackageReleaseNotes>Fix for utf-8 prefix bytes breaking private APIs.</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,5 +31,5 @@ using System.Runtime.InteropServices;\n//\n// You can specify all the values or you can default the Build and Revision Numbers\n// by using the '*' as shown below:\n-[assembly: AssemblyVersion(\"0.4.3.0\")]\n-[assembly: AssemblyFileVersion(\"0.4.3.0\")]\n+[assembly: AssemblyVersion(\"0.4.4.0\")]\n+[assembly: AssemblyFileVersion(\"0.4.4.0\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Traders/TraderFileReader.cs",
"new_path": "ExchangeSharp/Traders/TraderFileReader.cs",
"diff": "@@ -43,7 +43,7 @@ namespace ExchangeSharp\n{\nforeach (string file in inputFiles)\n{\n- using (StreamReader reader = new StreamReader(file, Encoding.ASCII))\n+ using (StreamReader reader = new StreamReader(file, CryptoUtility.UTF8EncodingNoPrefix))\nusing (Stream writer = File.Create(outputFile))\n{\nstring line;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -28,6 +28,7 @@ namespace ExchangeSharp\n{\nprivate static readonly DateTime unixEpoch = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\nprivate static readonly DateTime unixEpochLocal = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Local);\n+ private static readonly Encoding utf8EncodingNoPrefix = new UTF8Encoding(false, false);\n/// <summary>\n/// Static constructor\n@@ -38,6 +39,11 @@ namespace ExchangeSharp\nIsMono = (Type.GetType(\"Mono.Runtime\") != null);\n}\n+ /// <summary>\n+ /// Utf-8 encoding with no exceptions and no prefix bytes\n+ /// </summary>\n+ public static Encoding UTF8EncodingNoPrefix { get { return utf8EncodingNoPrefix; } }\n+\n/// <summary>\n/// Convert an object to string using invariant culture\n/// </summary>\n@@ -247,7 +253,7 @@ namespace ExchangeSharp\nreturn null;\n}\nstring unsecure = SecureStringToString(s);\n- byte[] bytes = Encoding.ASCII.GetBytes(unsecure);\n+ byte[] bytes = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(unsecure);\nunsecure = null;\nreturn bytes;\n}\n@@ -485,8 +491,8 @@ namespace ExchangeSharp\n/// <returns>Signature in hex</returns>\npublic static string SHA512Sign(string message, string key)\n{\n- var hmac = new HMACSHA512(Encoding.ASCII.GetBytes(key));\n- var messagebyte = Encoding.ASCII.GetBytes(message);\n+ var hmac = new HMACSHA512(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(key));\n+ var messagebyte = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(message);\nvar hashmessage = hmac.ComputeHash(messagebyte);\nreturn BitConverter.ToString(hashmessage).Replace(\"-\", \"\");\n}\n@@ -500,7 +506,7 @@ namespace ExchangeSharp\npublic static string SHA512Sign(string message, byte[] key)\n{\nvar hmac = new HMACSHA512(key);\n- var messagebyte = Encoding.ASCII.GetBytes(message);\n+ var messagebyte = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(message);\nvar hashmessage = hmac.ComputeHash(messagebyte);\nreturn BitConverter.ToString(hashmessage).Replace(\"-\", \"\");\n}\n@@ -514,7 +520,7 @@ namespace ExchangeSharp\npublic static string SHA512SignBase64(string message, byte[] key)\n{\nvar hmac = new HMACSHA512(key);\n- var messagebyte = Encoding.ASCII.GetBytes(message);\n+ var messagebyte = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(message);\nvar hashmessage = hmac.ComputeHash(messagebyte);\nreturn Convert.ToBase64String(hashmessage);\n}\n@@ -527,7 +533,7 @@ namespace ExchangeSharp\npublic static string MD5Sign(string message)\n{\nvar md5 = new MD5CryptoServiceProvider();\n- var messagebyte = Encoding.ASCII.GetBytes(message);\n+ var messagebyte = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(message);\nvar hashmessage = md5.ComputeHash(messagebyte);\nreturn BitConverter.ToString(hashmessage).Replace(\"-\", \"\");\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -486,12 +486,12 @@ namespace ExchangeSharp\nbyte[] xmlBytes = File.ReadAllBytes(xmlFile);\nxmlBytes = CryptoUtility.AesDecryption(xmlBytes, esp, esl);\nrsa = new RSACryptoServiceProvider();\n- RSAKeyExtensions.FromXmlString(rsa, System.Text.Encoding.ASCII.GetString(xmlBytes));\n+ RSAKeyExtensions.FromXmlString(rsa, CryptoUtility.UTF8EncodingNoPrefix.GetString(xmlBytes));\n}\nelse\n{\nrsa = new RSACryptoServiceProvider(4096);\n- byte[] xmlBytes = System.Text.Encoding.ASCII.GetBytes(RSAKeyExtensions.ToXmlString(rsa, true));\n+ byte[] xmlBytes = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(RSAKeyExtensions.ToXmlString(rsa, true));\nxmlBytes = CryptoUtility.AesEncryption(xmlBytes, esp, esl);\nFile.WriteAllBytes(xmlFile, xmlBytes);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<PropertyGroup>\n<OutputType>Exe</OutputType>\n<TargetFramework>netcoreapp2.0</TargetFramework>\n- <AssemblyVersion>0.4.3.0</AssemblyVersion>\n- <FileVersion>0.4.3.0</FileVersion>\n+ <AssemblyVersion>0.4.4.0</AssemblyVersion>\n+ <FileVersion>0.4.4.0</FileVersion>\n<NeutralLanguage>en</NeutralLanguage>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.4.3.0</AssemblyVersion>\n+ <AssemblyVersion>0.4.4.0</AssemblyVersion>\n- <FileVersion>0.4.3.0</FileVersion>\n+ <FileVersion>0.4.4.0</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Use utf-8 with no prefix for everything
|
329,148 |
26.05.2018 16:31:28
| 21,600 |
1bcdf674198c20ce90483845278b24d3c18e4132
|
Microsoft recommends to always throw on invalid bytes for security reasons
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -28,7 +28,7 @@ namespace ExchangeSharp\n{\nprivate static readonly DateTime unixEpoch = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\nprivate static readonly DateTime unixEpochLocal = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Local);\n- private static readonly Encoding utf8EncodingNoPrefix = new UTF8Encoding(false, false);\n+ private static readonly Encoding utf8EncodingNoPrefix = new UTF8Encoding(false, true);\n/// <summary>\n/// Static constructor\n@@ -40,7 +40,7 @@ namespace ExchangeSharp\n}\n/// <summary>\n- /// Utf-8 encoding with no exceptions and no prefix bytes\n+ /// Utf-8 encoding with no prefix bytes\n/// </summary>\npublic static Encoding UTF8EncodingNoPrefix { get { return utf8EncodingNoPrefix; } }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Microsoft recommends to always throw on invalid bytes for security reasons
|
329,148 |
27.05.2018 12:11:54
| 21,600 |
050666dd4abd19540b82a2ccfecef4e2df23abe3
|
Fix gdax web socket tickers and add GetTickers implementation
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -199,6 +199,40 @@ namespace ExchangeSharp\n};\n}\n+ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n+ {\n+ List<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n+ System.Threading.ManualResetEvent evt = new System.Threading.ManualResetEvent(false);\n+ List<string> symbols = (await GetSymbolsAsync()).ToList();\n+\n+ // stupid gdax does not have a one shot API call for tickers outside of web sockets\n+ using (var socket = GetTickersWebSocket((t) =>\n+ {\n+ lock (tickers)\n+ {\n+ if (symbols.Count != 0)\n+ {\n+ foreach (var kv in t)\n+ {\n+ if (!tickers.Exists(m => m.Key == kv.Key))\n+ {\n+ tickers.Add(kv);\n+ symbols.Remove(kv.Key);\n+ }\n+ }\n+ if (symbols.Count == 0)\n+ {\n+ evt.Set();\n+ }\n+ }\n+ }\n+ }))\n+ {\n+ evt.WaitOne(10000);\n+ return tickers;\n+ }\n+ }\n+\npublic override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null) return null;\n@@ -239,9 +273,9 @@ namespace ExchangeSharp\nprivate ExchangeTicker ParseTickerWebSocket(JToken token)\n{\nvar price = token[\"price\"].ConvertInvariant<decimal>();\n- var lastSize = token[\"last_size\"].ConvertInvariant<decimal>();\n+ var volume = token[\"volume_24h\"].ConvertInvariant<decimal>();\nvar symbol = token[\"product_id\"].ToStringInvariant();\n- var time = token[\"time\"] == null ? DateTime.Now.ToUniversalTime() : Convert.ToDateTime(token[\"time\"].ToStringInvariant());\n+ var time = token[\"time\"].ConvertInvariant<DateTime>(DateTime.UtcNow);\nreturn new ExchangeTicker\n{\nAsk = token[\"best_ask\"].ConvertInvariant<decimal>(),\n@@ -249,10 +283,10 @@ namespace ExchangeSharp\nLast = price,\nVolume = new ExchangeVolume\n{\n- BaseVolume = lastSize * price,\n- BaseSymbol = symbol.Split(new char[] { '-' })[1],\n- ConvertedVolume = lastSize,\n- ConvertedSymbol = symbol.Split(new char[] { '-' })[0],\n+ BaseVolume = volume * price,\n+ BaseSymbol = symbol,\n+ ConvertedVolume = volume,\n+ ConvertedSymbol = symbol,\nTimestamp = time\n}\n};\n@@ -366,9 +400,11 @@ namespace ExchangeSharp\nJToken token = await MakeJsonRequestAsync<JToken>(url);\nforeach (JArray candle in token)\n{\n+ double volume = candle[5].ConvertInvariant<double>();\n+ decimal close = candle[4].ConvertInvariant<decimal>();\ncandles.Add(new MarketCandle\n{\n- ClosePrice = candle[4].ConvertInvariant<decimal>(),\n+ ClosePrice = close,\nExchangeName = Name,\nHighPrice = candle[2].ConvertInvariant<decimal>(),\nLowPrice = candle[1].ConvertInvariant<decimal>(),\n@@ -376,8 +412,8 @@ namespace ExchangeSharp\nOpenPrice = candle[3].ConvertInvariant<decimal>(),\nPeriodSeconds = periodSeconds,\nTimestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds(candle[0].ConvertInvariant<long>()),\n- BaseVolume = candle[5].ConvertInvariant<double>(),\n- ConvertedVolume = candle[5].ConvertInvariant<double>() * candle[4].ConvertInvariant<double>()\n+ BaseVolume = volume,\n+ ConvertedVolume = (volume * (double)close)\n});\n}\n// re-sort in ascending order\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -97,10 +97,20 @@ namespace ExchangeSharp\n}\nprivate async Task SendMessageAsync(string message)\n+ {\n+ try\n+ {\n+ if (_ws.State == WebSocketState.Open)\n{\nArraySegment<byte> messageArraySegment = new ArraySegment<byte>(Encoding.UTF8.GetBytes(message));\nawait _ws.SendAsync(messageArraySegment, WebSocketMessageType.Text, true, _cancellationToken);\n}\n+ }\n+ catch\n+ {\n+ // don't care if this fails, maybe the socket is in process of dispose, who knows...\n+ }\n+ }\nprivate void QueueAction(Action<WebSocketWrapper> action)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix gdax web socket tickers and add GetTickers implementation
|
329,148 |
28.05.2018 15:54:57
| 21,600 |
8dc29564da8e9e1e67567485900835df9c9c6de9
|
Make web socket methods use On... pattern
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -26,11 +26,17 @@ namespace ExchangeSharp\n/// </summary>\npublic abstract class ExchangeAPI : BaseAPI, IExchangeAPI\n{\n+ #region Cosntants\n+\n/// <summary>\n/// Separator for global symbols\n/// </summary>\npublic const char GlobalSymbolSeparator = '-';\n+ #endregion Constants\n+\n+ #region Private methods\n+\nprivate static readonly Dictionary<string, IExchangeAPI> apis = new Dictionary<string, IExchangeAPI>(StringComparer.OrdinalIgnoreCase);\nprivate readonly Dictionary<string, ExchangeMarket> exchangeMarkets = new Dictionary<string, ExchangeMarket>();\n@@ -63,34 +69,7 @@ namespace ExchangeSharp\n}\n}\n- /// <summary>\n- /// Override to dispose of resources when the exchange is disposed\n- /// </summary>\n- protected virtual void OnDispose() { }\n-\n- /// <summary>\n- /// Clamp price using market info. If necessary, a network request will be made to retrieve symbol metadata.\n- /// </summary>\n- /// <param name=\"symbol\">Symbol</param>\n- /// <param name=\"outputPrice\">Price</param>\n- /// <returns>Clamped price</returns>\n- protected async Task<decimal> ClampOrderPrice(string symbol, decimal outputPrice)\n- {\n- ExchangeMarket market = await GetExchangeMarketFromCacheAsync(symbol);\n- return market == null ? outputPrice : CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, outputPrice);\n- }\n-\n- /// <summary>\n- /// Clamp quantiy using market info. If necessary, a network request will be made to retrieve symbol metadata.\n- /// </summary>\n- /// <param name=\"symbol\">Symbol</param>\n- /// <param name=\"outputQuantity\">Quantity</param>\n- /// <returns>Clamped quantity</returns>\n- protected async Task<decimal> ClampOrderQuantity(string symbol, decimal outputQuantity)\n- {\n- ExchangeMarket market = await GetExchangeMarketFromCacheAsync(symbol);\n- return market == null ? outputQuantity : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, outputQuantity);\n- }\n+ #endregion Private methods\n#region API Implementation\n@@ -108,8 +87,6 @@ namespace ExchangeSharp\nprotected async virtual Task<IEnumerable<KeyValuePair<string, ExchangeOrderBook>>> OnGetOrderBooksAsync(int maxCount = 100)\n{\n- await new SynchronizationContextRemover();\n-\nList<KeyValuePair<string, ExchangeOrderBook>> books = new List<KeyValuePair<string, ExchangeOrderBook>>();\nvar symbols = await GetSymbolsAsync();\nforeach (string symbol in symbols)\n@@ -186,6 +163,9 @@ namespace ExchangeSharp\nprotected virtual Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOrderDetailsAsync(string symbol = null, DateTime? afterDate = null) => throw new NotImplementedException();\nprotected virtual Task OnCancelOrderAsync(string orderId, string symbol = null) => throw new NotImplementedException();\nprotected virtual Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest) => throw new NotImplementedException();\n+ protected virtual IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n+ protected virtual IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n+ protected virtual IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected class HistoricalTradeHelperState\n{\n@@ -396,6 +376,8 @@ namespace ExchangeSharp\n#endregion API implementation\n+ #region Protected methods\n+\n/// <summary>\n/// Separator for exchange symbol, derived classes can change in constructor. This should be a single char string or empty string.\n/// </summary>\n@@ -416,6 +398,35 @@ namespace ExchangeSharp\n/// </summary>\nprotected static readonly Dictionary<Type, KeyValuePair<string, string>[]> ExchangeGlobalCurrencyReplacements = new Dictionary<Type, KeyValuePair<string, string>[]>();\n+ /// <summary>\n+ /// Override to dispose of resources when the exchange is disposed\n+ /// </summary>\n+ protected virtual void OnDispose() { }\n+\n+ /// <summary>\n+ /// Clamp price using market info. If necessary, a network request will be made to retrieve symbol metadata.\n+ /// </summary>\n+ /// <param name=\"symbol\">Symbol</param>\n+ /// <param name=\"outputPrice\">Price</param>\n+ /// <returns>Clamped price</returns>\n+ protected async Task<decimal> ClampOrderPrice(string symbol, decimal outputPrice)\n+ {\n+ ExchangeMarket market = await GetExchangeMarketFromCacheAsync(symbol);\n+ return market == null ? outputPrice : CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, outputPrice);\n+ }\n+\n+ /// <summary>\n+ /// Clamp quantiy using market info. If necessary, a network request will be made to retrieve symbol metadata.\n+ /// </summary>\n+ /// <param name=\"symbol\">Symbol</param>\n+ /// <param name=\"outputQuantity\">Quantity</param>\n+ /// <returns>Clamped quantity</returns>\n+ protected async Task<decimal> ClampOrderQuantity(string symbol, decimal outputQuantity)\n+ {\n+ ExchangeMarket market = await GetExchangeMarketFromCacheAsync(symbol);\n+ return market == null ? outputQuantity : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, outputQuantity);\n+ }\n+\n/// <summary>\n/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.\n/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).\n@@ -439,6 +450,10 @@ namespace ExchangeSharp\nreturn ExchangeCurrencyToGlobalCurrency(pieces[0]).ToUpperInvariant() + GlobalSymbolSeparator + ExchangeCurrencyToGlobalCurrency(pieces[1]).ToUpperInvariant();\n}\n+ #endregion Protected methods\n+\n+ #region Other\n+\n/// <summary>\n/// Static constructor\n/// </summary>\n@@ -582,28 +597,9 @@ namespace ExchangeSharp\nreturn (SymbolIsUppercase ? currency.ToUpperInvariant() : currency.ToLowerInvariant());\n}\n- /// <summary>\n- /// Get all tickers via web socket\n- /// </summary>\n- /// <param name=\"tickers\">Callback</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- public virtual IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n+ #endregion Other\n- /// <summary>\n- /// Get top bids and asks via web socket\n- /// </summary>\n- /// <param name=\"symbol\">Ticker symbol</param>\n- /// <param name=\"callback\">Callback</param>\n- /// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- public virtual IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20) => throw new NotImplementedException();\n-\n- /// <summary>\n- /// Get the details of all completed orders via web socket\n- /// </summary>\n- /// <param name=\"callback\">Callback</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- public virtual IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\n+ #region REST API\n/// <summary>\n/// Gets currencies and related data such as IsEnabled and TxFee (if available)\n@@ -1134,6 +1130,35 @@ namespace ExchangeSharp\nreturn result;\n}\n+\n+ #endregion REST API\n+\n+ #region Web Socket API\n+\n+ /// <summary>\n+ /// Get all tickers via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback) => OnGetTickersWebSocket(callback);\n+\n+ /// <summary>\n+ /// Get top bids and asks via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n+ /// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookWebSocket(callback, maxCount, symbols);\n+\n+ /// <summary>\n+ /// Get the details of all completed orders via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => OnGetCompletedOrderDetailsWebSocket(callback);\n+\n+ #endregion Web Socket API\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"diff": "@@ -486,7 +486,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\"></param>\n/// <returns></returns>\n- public override IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n+ protected override IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n{\nif (callback == null) return null;\n@@ -520,7 +520,7 @@ namespace ExchangeSharp\n});\n}\n- public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers)\n+ protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers)\n{\nif (tickers == null) return null;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -197,7 +197,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -226,14 +226,14 @@ namespace ExchangeSharp\n});\n}\n- public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null)\n+ if (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- var normalizedSymbol = NormalizeSymbol(symbol).ToLowerInvariant();\n+ var normalizedSymbol = NormalizeSymbol(symbols[0]).ToLowerInvariant();\nreturn ConnectWebSocket($\"/ws/{normalizedSymbol}@depth{maxCount}\", (msg, _socket) =>\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -197,7 +197,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -450,7 +450,7 @@ namespace ExchangeSharp\nreturn orders;\n}\n- public override IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n+ protected override IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -662,7 +662,7 @@ namespace ExchangeSharp\n#if HAS_SIGNALR\n- public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -233,9 +233,12 @@ namespace ExchangeSharp\n}\n}\n- public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\n- if (callback == null) return null;\n+ if (callback == null)\n+ {\n+ return null;\n+ }\nvar wrapper = ConnectWebSocket(\"/\", (msg, _socket) =>\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -236,14 +236,14 @@ namespace ExchangeSharp\nthrow new NotImplementedException(\"Too many pairs and this exchange does not support a single call to get all the tickers\");\n}\n- public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null)\n+ if (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- var normalizedSymbol = NormalizeSymbol(symbol);\n+ var normalizedSymbol = NormalizeSymbol(symbols[0]);\nreturn ConnectWebSocket(string.Empty, (msg, _socket) =>\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -149,14 +149,14 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null)\n+ if (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- var normalizedSymbol = NormalizeSymbol(symbol);\n+ var normalizedSymbol = NormalizeSymbol(symbols[0]);\nreturn ConnectWebSocket(string.Empty, (msg, _socket) =>\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -364,7 +364,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -403,14 +403,14 @@ namespace ExchangeSharp\n});\n}\n- public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null)\n+ if (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- var normalizedSymbol = NormalizeSymbol(symbol);\n+ var normalizedSymbol = NormalizeSymbol(symbols[0]);\nreturn ConnectWebSocket(string.Empty, (msg, _socket) =>\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -22,6 +22,8 @@ namespace ExchangeSharp\n/// </summary>\npublic interface IExchangeAPI : IDisposable\n{\n+ #region Properties\n+\n/// <summary>\n/// Get the name of the exchange this API connects to\n/// </summary>\n@@ -43,6 +45,35 @@ namespace ExchangeSharp\n/// </summary>\nSystem.Security.SecureString Passphrase { get; set; }\n+ /// <summary>\n+ /// Request timeout\n+ /// </summary>\n+ TimeSpan RequestTimeout { get; set; }\n+\n+ /// <summary>\n+ /// Request window - most services do not use this, but Binance API is an example of one that does\n+ /// </summary>\n+ TimeSpan RequestWindow { get; set; }\n+\n+ /// <summary>\n+ /// Nonce style\n+ /// </summary>\n+ NonceStyle NonceStyle { get; }\n+\n+ /// <summary>\n+ /// Cache policy - defaults to no cache, don't change unless you have specific needs\n+ /// </summary>\n+ System.Net.Cache.RequestCachePolicy RequestCachePolicy { get; set; }\n+\n+ /// <summary>\n+ /// Whether the DateTime values from the api are in local time. Most API use UTC, but there are some (Poloniex) that return local DateTime for some odd reason.\n+ /// </summary>\n+ bool DateTimeAreLocal { get; set; }\n+\n+ #endregion Properties\n+\n+ #region Utility Methods\n+\n/// <summary>\n/// Load API keys from an encrypted file - keys will stay encrypted in memory\n/// </summary>\n@@ -81,35 +112,10 @@ namespace ExchangeSharp\n/// <returns>Exchange symbol</returns>\nstring GlobalSymbolToExchangeSymbol(string symbol);\n- /// <summary>\n- /// Request timeout\n- /// </summary>\n- TimeSpan RequestTimeout { get; set; }\n-\n- /// <summary>\n- /// Request window - most services do not use this, but Binance API is an example of one that does\n- /// </summary>\n- TimeSpan RequestWindow { get; set; }\n-\n- /// <summary>\n- /// Nonce style\n- /// </summary>\n- NonceStyle NonceStyle { get; }\n-\n- /// <summary>\n- /// Cache policy - defaults to no cache, don't change unless you have specific needs\n- /// </summary>\n- System.Net.Cache.RequestCachePolicy RequestCachePolicy { get; set; }\n-\n- /// <summary>\n- /// Whether the DateTime values from the api are in local time. Most API use UTC, but there are some (Poloniex) that return local DateTime for some odd reason.\n- /// </summary>\n- bool DateTimeAreLocal { get; set; }\n-\n/// <summary>\n/// Generate a nonce\n/// </summary>\n- /// <returns>Nonce</returns>\n+ /// <returns>Nonce (can be string, long, double, etc., so object is used)</returns>\nobject GenerateNonce();\n/// <summary>\n@@ -134,6 +140,10 @@ namespace ExchangeSharp\n/// <returns>Result decoded from JSON response</returns>\nTask<T> MakeJsonRequestAsync<T>(string url, string baseUrl = null, Dictionary<string, object> payload = null, string requestMethod = null);\n+ #endregion Utility Methods\n+\n+ #region REST\n+\n/// <summary>\n/// Gets currencies and related data such as IsEnabled and TxFee (if available)\n/// </summary>\n@@ -209,22 +219,6 @@ namespace ExchangeSharp\n/// <returns>Key value pair of symbol and tickers array</returns>\nTask<IEnumerable<KeyValuePair<string, ExchangeTicker>>> GetTickersAsync();\n- /// <summary>\n- /// Get all tickers via web socket\n- /// </summary>\n- /// <param name=\"tickers\">Callback</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers);\n-\n- /// <summary>\n- /// Get top bids and asks via web socket\n- /// </summary>\n- /// <param name=\"symbol\">Ticker symbol</param>\n- /// <param name=\"callback\">Callback</param>\n- /// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20);\n-\n/// <summary>\n/// Get pending orders. Depending on the exchange, the number of bids and asks will have different counts, typically 50-100.\n/// </summary>\n@@ -391,13 +385,6 @@ namespace ExchangeSharp\n/// <returns>All completed order details for the specified symbol, or all if null symbol</returns>\nTask<IEnumerable<ExchangeOrderResult>> GetCompletedOrderDetailsAsync(string symbol = null, DateTime? afterDate = null);\n- /// <summary>\n- /// Get the details of all completed orders via web socket\n- /// </summary>\n- /// <param name=\"callback\">Callback</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback);\n-\n/// <summary>\n/// Cancel an order, an exception is thrown if failure\n/// </summary>\n@@ -411,6 +398,35 @@ namespace ExchangeSharp\n/// <param name=\"orderId\">Order id of the order to cancel</param>\n/// <param name=\"symbol\">Order symbol of the order to cancel (not required for most exchanges)</param>\nTask CancelOrderAsync(string orderId, string symbol = null);\n+\n+ #endregion REST\n+\n+ #region Web Socket\n+\n+ /// <summary>\n+ /// Get all tickers via web socket\n+ /// </summary>\n+ /// <param name=\"tickers\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers);\n+\n+ /// <summary>\n+ /// Get top bids and asks via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n+ /// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols);\n+\n+ /// <summary>\n+ /// Get the details of all completed orders via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback);\n+\n+ #endregion Web Socket\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -88,13 +88,13 @@ namespace ExchangeSharpConsoleApp\nvar symbol = dict[\"symbol\"];\n- IDisposable socket = api.GetOrderBookWebSocket(symbol, message =>\n+ IDisposable socket = api.GetOrderBookWebSocket(message =>\n{\n//print the top bid and ask with amount\nvar topBid = message.Data.Bids.FirstOrDefault();\nvar topAsk = message.Data.Asks.FirstOrDefault();\nConsole.WriteLine($\"[{symbol}:{message.SequenceNumber}] {topBid.Price} ({topBid.Amount}) | {topAsk.Price} ({topAsk.Amount})\");\n- });\n+ }, symbols: symbol);\nConsole.WriteLine(\"Press any key to quit.\");\nConsole.ReadKey();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make web socket methods use On... pattern
|
329,148 |
28.05.2018 22:50:32
| 21,600 |
c1f94cd2ce76b523b5384d59c27908a1d1331df7
|
Add Binance support for multi symbol order book over web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -164,7 +164,7 @@ namespace ExchangeSharp\nprotected virtual Task OnCancelOrderAsync(string orderId, string symbol = null) => throw new NotImplementedException();\nprotected virtual Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n+ protected virtual IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected class HistoricalTradeHelperState\n@@ -1145,11 +1145,11 @@ namespace ExchangeSharp\n/// <summary>\n/// Get top bids and asks via web socket\n/// </summary>\n- /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"callback\">Callback (symbol, order book)</param>\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookWebSocket(callback, maxCount, symbols);\n+ public IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookWebSocket(callback, maxCount, symbols);\n/// <summary>\n/// Get the details of all completed orders via web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -14,6 +14,7 @@ using System;\nusing System.Collections.Generic;\nusing System.Linq;\nusing System.Net;\n+using System.Text;\nusing System.Threading.Tasks;\nusing System.Web;\n@@ -226,23 +227,38 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null || symbols == null || symbols.Length == 0)\n+ if (callback == null)\n{\nreturn null;\n}\n+ else if (symbols == null || symbols.Length == 0)\n+ {\n+ symbols = GetSymbols().ToArray();\n+ }\n- var normalizedSymbol = NormalizeSymbol(symbols[0]).ToLowerInvariant();\n-\n- return ConnectWebSocket($\"/ws/{normalizedSymbol}@depth{maxCount}\", (msg, _socket) =>\n+ StringBuilder streams = new StringBuilder();\n+ for (int i = 0; i < symbols.Length; i++)\n+ {\n+ string symbol = NormalizeSymbol(symbols[i]).ToLowerInvariant();\n+ streams.Append(symbol);\n+ streams.Append(\"@depth\");\n+ streams.Append(maxCount);\n+ streams.Append('/');\n+ }\n+ streams.Length--; // remove last /\n+ return ConnectWebSocket($\"/stream?streams=\" + HttpUtility.UrlEncode(streams.ToString()), (msg, _socket) =>\n{\ntry\n{\nJToken token = JToken.Parse(msg.UTF8String());\n- var orderBook = ParseOrderBook(token);\n- var sequenceNumber = token[\"lastUpdateId\"].ConvertInvariant<int>();\n- callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(sequenceNumber, orderBook));\n+ string name = token[\"stream\"].ToStringInvariant();\n+ token = token[\"data\"];\n+ ExchangeOrderBook orderBook = ParseOrderBook(token);\n+ string symbol = NormalizeSymbol(name.Substring(0, name.IndexOf('@')));\n+ int sequenceNumber = token[\"lastUpdateId\"].ConvertInvariant<int>();\n+ callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(sequenceNumber, new KeyValuePair<string, ExchangeOrderBook>(symbol, orderBook)));\n}\ncatch\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -236,7 +236,7 @@ namespace ExchangeSharp\nthrow new NotImplementedException(\"Too many pairs and this exchange does not support a single call to get all the tickers\");\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n@@ -314,7 +314,7 @@ namespace ExchangeSharp\norderBook.Asks.Add(new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() });\n}\n- callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n+ callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(seq, new KeyValuePair<string, ExchangeOrderBook>(normalizedSymbol, orderBook)));\n}\ncatch\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -149,7 +149,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n@@ -226,7 +226,7 @@ namespace ExchangeSharp\norderBook.Bids.Add(new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() });\n}\n- callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n+ callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(seq, new KeyValuePair<string, ExchangeOrderBook>(normalizedSymbol, orderBook)));\n}\ncatch\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -403,7 +403,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n@@ -442,7 +442,7 @@ namespace ExchangeSharp\nbreak;\n}\n}\n- callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n+ callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(seq, new KeyValuePair<string, ExchangeOrderBook>(normalizedSymbol, orderBook)));\n}\ncatch\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -413,11 +413,11 @@ namespace ExchangeSharp\n/// <summary>\n/// Get top bids and asks via web socket\n/// </summary>\n- /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"callback\">Callback of symbol, order book</param>\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20, params string[] symbols);\n+ IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols);\n/// <summary>\n/// Get the details of all completed orders via web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -79,22 +79,22 @@ namespace ExchangeSharpConsoleApp\nprivate static void RunOrderBookWebSocket(Dictionary<string, string> dict)\n{\n- RequireArgs(dict, \"exchangeName\", \"symbol\");\n+ RequireArgs(dict, \"exchangeName\");\nvar api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\nif (api == null)\n{\nthrow new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n}\n- var symbol = dict[\"symbol\"];\n+ string[] symbols = dict[\"symbols\"].Split(',', StringSplitOptions.RemoveEmptyEntries);\nIDisposable socket = api.GetOrderBookWebSocket(message =>\n{\n//print the top bid and ask with amount\n- var topBid = message.Data.Bids.FirstOrDefault();\n- var topAsk = message.Data.Asks.FirstOrDefault();\n- Console.WriteLine($\"[{symbol}:{message.SequenceNumber}] {topBid.Price} ({topBid.Amount}) | {topAsk.Price} ({topAsk.Amount})\");\n- }, symbols: symbol);\n+ var topBid = message.Data.Value.Bids.FirstOrDefault();\n+ var topAsk = message.Data.Value.Asks.FirstOrDefault();\n+ Console.WriteLine($\"[{message.Data.Key}:{message.SequenceNumber}] {topBid.Price} ({topBid.Amount}) | {topAsk.Price} ({topAsk.Amount})\");\n+ }, symbols: symbols);\nConsole.WriteLine(\"Press any key to quit.\");\nConsole.ReadKey();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"diff": "@@ -59,10 +59,10 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\" example currently has no additional arguments.\");\nConsole.WriteLine();\nConsole.WriteLine(\"websocket-ticker - Shows how to connect via web socket and listen to tickers.\");\n- Console.WriteLine(\" websocket exchangeName=Binance\");\n+ Console.WriteLine(\" websocket-ticker exchangeName=Binance\");\nConsole.WriteLine();\nConsole.WriteLine(\"websocket-orderbook - Shows how to connect via web socket and listen to the order book.\");\n- Console.WriteLine(\" websocket exchangeName=Binance symbol=btcusdt\");\n+ Console.WriteLine(\" websocket-orderbook exchangeName=Binance symbols=btcusdt,ethbtc\");\nConsole.WriteLine();\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add Binance support for multi symbol order book over web socket
|
329,148 |
28.05.2018 23:29:26
| 21,600 |
bd94aa2b852ac19acff10db8dec68ef99b0805d3
|
Add websocket trades interface. Implement on Binance.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -166,7 +166,9 @@ namespace ExchangeSharp\nprotected virtual Task<Dictionary<string, decimal>> OnGetMarginAmountsAvailableToTradeAsync() => throw new NotImplementedException();\nprotected virtual Task<ExchangeOrderResult> OnPlaceMarginOrderAsync(ExchangeOrderRequest order) => throw new NotImplementedException();\nprotected virtual Task<ExchangeMarginPositionResult> OnGetOpenPositionAsync(string symbol) => throw new NotImplementedException();\n+\nprotected virtual IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n+ protected virtual IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\n@@ -1197,6 +1199,14 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\npublic IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback) => OnGetTickersWebSocket(callback);\n+ /// <summary>\n+ /// Get information about trades via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback (symbol and trade)</param>\n+ /// <param name=\"symbols\">Symbols</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public IDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => OnGetTradesWebSocket(callback, symbols);\n+\n/// <summary>\n/// Get top bids and asks via web socket\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -39,6 +39,26 @@ namespace ExchangeSharp\n};\n}\n+ private string GetWebSocketStreamUrlForSymbols(string suffix, params string[] symbols)\n+ {\n+ if (symbols == null || symbols.Length == 0)\n+ {\n+ symbols = GetSymbols().ToArray();\n+ }\n+\n+ StringBuilder streams = new StringBuilder(\"/stream?streams=\");\n+ for (int i = 0; i < symbols.Length; i++)\n+ {\n+ string symbol = NormalizeSymbol(symbols[i]).ToLowerInvariant();\n+ streams.Append(symbol);\n+ streams.Append(suffix);\n+ streams.Append('/');\n+ }\n+ streams.Length--; // remove last /\n+\n+ return streams.ToString();\n+ }\n+\npublic ExchangeBinanceAPI()\n{\n// give binance plenty of room to accept requests\n@@ -227,28 +247,65 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n{\nif (callback == null)\n{\nreturn null;\n}\n- else if (symbols == null || symbols.Length == 0)\n+\n+ /*\n{\n- symbols = GetSymbols().ToArray();\n+ \"e\": \"trade\", // Event type\n+ \"E\": 123456789, // Event time\n+ \"s\": \"BNBBTC\", // Symbol\n+ \"t\": 12345, // Trade ID\n+ \"p\": \"0.001\", // Price\n+ \"q\": \"100\", // Quantity\n+ \"b\": 88, // Buyer order Id\n+ \"a\": 50, // Seller order Id\n+ \"T\": 123456785, // Trade time\n+ \"m\": true, // Is the buyer the market maker?\n+ \"M\": true // Ignore.\n}\n+ */\n- StringBuilder streams = new StringBuilder();\n- for (int i = 0; i < symbols.Length; i++)\n+ string url = GetWebSocketStreamUrlForSymbols(\"@trade\", symbols);\n+ return ConnectWebSocket(url, (msg, _socket) =>\n{\n- string symbol = NormalizeSymbol(symbols[i]).ToLowerInvariant();\n- streams.Append(symbol);\n- streams.Append(\"@depth\");\n- streams.Append(maxCount);\n- streams.Append('/');\n+ try\n+ {\n+ JToken token = JToken.Parse(msg.UTF8String());\n+ string name = token[\"stream\"].ToStringInvariant();\n+ token = token[\"data\"];\n+ string symbol = NormalizeSymbol(name.Substring(0, name.IndexOf('@')));\n+ ExchangeTrade trade = new ExchangeTrade\n+ {\n+ Amount = token[\"q\"].ConvertInvariant<decimal>(),\n+ Id = token[\"t\"].ConvertInvariant<long>(),\n+ IsBuy = token[\"m\"].ConvertInvariant<bool>(),\n+ Price = token[\"p\"].ConvertInvariant<decimal>(),\n+ Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"E\"].ConvertInvariant<long>())\n+\n+ };\n+ callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n}\n- streams.Length--; // remove last /\n- return ConnectWebSocket($\"/stream?streams=\" + HttpUtility.UrlEncode(streams.ToString()), (msg, _socket) =>\n+ catch\n+ {\n+ }\n+ });\n+ }\n+\n+ protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n+ {\n+ if (callback == null)\n+ {\n+ return null;\n+ }\n+\n+ string suffix = \"@depth\" + maxCount.ToStringInvariant();\n+ string url = GetWebSocketStreamUrlForSymbols(suffix, symbols);\n+ return ConnectWebSocket(url, (msg, _socket) =>\n{\ntry\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -446,9 +446,17 @@ namespace ExchangeSharp\n/// <summary>\n/// Get all tickers via web socket\n/// </summary>\n- /// <param name=\"tickers\">Callback</param>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback);\n+\n+ /// <summary>\n+ /// Get information about trades via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback (symbol and trade)</param>\n+ /// <param name=\"symbols\">Symbols</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers);\n+ IDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols);\n/// <summary>\n/// Get top bids and asks via web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -57,50 +57,54 @@ namespace ExchangeSharpConsoleApp\n{\ntry\n{\n- Dictionary<string, string> dict = ParseCommandLine(args);\n- if (dict.Count == 0 || dict.ContainsKey(\"help\"))\n+ Dictionary<string, string> argsDictionary = ParseCommandLine(args);\n+ if (argsDictionary.Count == 0 || argsDictionary.ContainsKey(\"help\"))\n{\n- RunShowHelp(dict);\n+ RunShowHelp(argsDictionary);\n}\n- else if (dict.Count >= 1 && dict.ContainsKey(\"test\"))\n+ else if (argsDictionary.Count >= 1 && argsDictionary.ContainsKey(\"test\"))\n{\n- RunPerformTests(dict);\n+ RunPerformTests(argsDictionary);\n}\n- else if (dict.Count >= 1 && dict.ContainsKey(\"export\"))\n+ else if (argsDictionary.Count >= 1 && argsDictionary.ContainsKey(\"export\"))\n{\n- RunExportData(dict);\n+ RunExportData(argsDictionary);\n}\n- else if (dict.Count >= 1 && dict.ContainsKey(\"convert\"))\n+ else if (argsDictionary.Count >= 1 && argsDictionary.ContainsKey(\"convert\"))\n{\n- RunConvertData(dict);\n+ RunConvertData(argsDictionary);\n}\n- else if (dict.Count >= 1 && dict.ContainsKey(\"stats\"))\n+ else if (argsDictionary.Count >= 1 && argsDictionary.ContainsKey(\"stats\"))\n{\n- RunShowExchangeStats(dict);\n+ RunShowExchangeStats(argsDictionary);\n}\n- else if (dict.ContainsKey(\"example\"))\n+ else if (argsDictionary.ContainsKey(\"example\"))\n{\n- RunExample(dict);\n+ RunExample(argsDictionary);\n}\n- else if (dict.ContainsKey(\"keys\"))\n+ else if (argsDictionary.ContainsKey(\"keys\"))\n{\n- RunProcessEncryptedAPIKeys(dict);\n+ RunProcessEncryptedAPIKeys(argsDictionary);\n}\n- else if (dict.ContainsKey(\"websocket-ticker\"))\n+ else if (argsDictionary.ContainsKey(\"websocket-ticker\"))\n{\n- RunWebSocketTickers(dict);\n+ RunWebSocketTickers(argsDictionary);\n}\n- else if (dict.ContainsKey(\"websocket-orderbook\"))\n+ else if (argsDictionary.ContainsKey(\"websocket-trades\"))\n{\n- RunOrderBookWebSocket(dict);\n+ RunTradesWebSocket(argsDictionary);\n}\n- else if (dict.ContainsKey(\"getExchangeNames\"))\n+ else if (argsDictionary.ContainsKey(\"websocket-orderbook\"))\n+ {\n+ RunOrderBookWebSocket(argsDictionary);\n+ }\n+ else if (argsDictionary.ContainsKey(\"getExchangeNames\"))\n{\nConsole.WriteLine(\"Supported exchanges: {0}\", string.Join(\", \", ExchangeName.ExchangeNames));\n}\n- else if (dict.ContainsKey(\"showHistoricalTrades\"))\n+ else if (argsDictionary.ContainsKey(\"showHistoricalTrades\"))\n{\n- RunGetHistoricalTrades(dict);\n+ RunGetHistoricalTrades(argsDictionary);\n}\nelse\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -77,6 +77,27 @@ namespace ExchangeSharpConsoleApp\n}\n}\n+ private static void RunTradesWebSocket(Dictionary<string, string> dict)\n+ {\n+ RequireArgs(dict, \"exchangeName\");\n+ var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\n+ if (api == null)\n+ {\n+ throw new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n+ }\n+\n+ string[] symbols = dict[\"symbols\"].Split(',', StringSplitOptions.RemoveEmptyEntries);\n+\n+ IDisposable socket = api.GetTradesWebSocket(message =>\n+ {\n+ Console.WriteLine($\"{message.Key}: {message.Value}\");\n+ }, symbols: symbols);\n+\n+ Console.WriteLine(\"Press any key to quit.\");\n+ Console.ReadKey();\n+ socket.Dispose();\n+ }\n+\nprivate static void RunOrderBookWebSocket(Dictionary<string, string> dict)\n{\nRequireArgs(dict, \"exchangeName\");\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"diff": "@@ -61,8 +61,13 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"websocket-ticker - Shows how to connect via web socket and listen to tickers.\");\nConsole.WriteLine(\" websocket-ticker exchangeName=Binance\");\nConsole.WriteLine();\n+ Console.WriteLine(\"websocket-trades - Shows how to connect via web socket and listen to trades.\");\n+ Console.WriteLine(\" websocket-trades exchangeName=Binance symbols=btcusdt,ethbtc\");\n+ Console.WriteLine(\" symbols is optional, if not provided or empty, all symbols will be queried\");\n+ Console.WriteLine();\nConsole.WriteLine(\"websocket-orderbook - Shows how to connect via web socket and listen to the order book.\");\nConsole.WriteLine(\" websocket-orderbook exchangeName=Binance symbols=btcusdt,ethbtc\");\n+ Console.WriteLine(\" symbols is optional, if not provided or empty, all symbols will be queried\");\nConsole.WriteLine();\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add websocket trades interface. Implement on Binance.
|
329,148 |
29.05.2018 08:43:18
| 21,600 |
06dd85229ed69c6fb8a3843020bf17a56c882a4a
|
Change Kraken to milliseconds nonce
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -45,6 +45,7 @@ namespace ExchangeSharp\nRequestContentType = \"application/x-www-form-urlencoded\";\nSymbolSeparator = string.Empty;\nSymbolIsReversed = true;\n+ NonceStyle = NonceStyle.UnixMilliseconds;\n}\npublic override string NormalizeSymbol(string symbol)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Change Kraken to milliseconds nonce
|
329,148 |
29.05.2018 14:07:52
| 21,600 |
dbcc8790b45b5064d90f8d1dda9a3749370f7ec6
|
Pull request cleanup, remove .Value<T> calls
|
[
{
"change_type": "MODIFY",
"old_path": "CONTRIBUTING.md",
"new_path": "CONTRIBUTING.md",
"diff": "Pull requests are encouraged and welcome. The more people contributing, the more features and faster this API will grow, serving everyone who uses C# and cryptocurrency.\nPlease follow these guidelines...\n-- For JSON parsing and strings, please use the ```CryptoUtility``` extension methods ```ToStringInvariant``` and ```ConvertInvariant``` for all parsing or conversion to other values. This ensures that any locale machine will have no problems parsing and converting data.\n+- For JSON parsing and strings, please use the ```CryptoUtility``` extension methods ```ToStringInvariant``` and ```ConvertInvariant``` for all parsing or conversion to other values. This ensures that any locale machine will have no problems parsing and converting data. Do not use .Value<T> functions.\n- Always, always search for existing code in the project before coding new functions. CryptoUtility has a lot of useful stuff.\n- Keep the code simple and the project lean. We do NOT want to turn into https://github.com/knowm/XChange.\n- When creating a new Exchange API, please do the following:\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -134,8 +134,8 @@ namespace ExchangeSharp\n(!string.IsNullOrWhiteSpace(result[\"error_code\"].ToStringInvariant())) ||\n(result[\"status\"].ToStringInvariant() == \"error\") ||\n(result[\"Status\"].ToStringInvariant() == \"error\") ||\n- (result[\"success\"] != null && result[\"success\"].Value<bool>() != true) ||\n- (result[\"Success\"] != null && result[\"Success\"].Value<bool>() != true)\n+ (result[\"success\"] != null && result[\"success\"].ConvertInvariant<bool>() != true) ||\n+ (result[\"Success\"] != null && result[\"Success\"].ConvertInvariant<bool>() != true)\n)\n{\nthrow new APIException(result.ToStringInvariant());\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"diff": "@@ -72,7 +72,10 @@ namespace ExchangeSharp\n{\nList<string> symbols = new List<string>();\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/products\");\n- foreach (JToken token in obj) symbols.Add(token[\"id\"].Value<string>());\n+ foreach (JToken token in obj)\n+ {\n+ symbols.Add(token[\"id\"].ToStringInvariant());\n+ }\nreturn symbols;\n}\n@@ -103,26 +106,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string symbol)\n{\nJToken token = await MakeJsonRequestAsync<JToken>(\"/products/\" + symbol + \"/ticker\");\n- if (!token.HasValues)\n- {\n- return null;\n- }\n- decimal size = token[\"size\"].ConvertInvariant<decimal>();\n- decimal price = token[\"price\"].ConvertInvariant<decimal>();\n- return new ExchangeTicker\n- {\n- Ask = token[\"ask\"].ConvertInvariant<decimal>(),\n- Bid = token[\"bid\"].ConvertInvariant<decimal>(),\n- Last = price,\n- Volume = new ExchangeVolume()\n- {\n- BaseVolume = size,\n- BaseSymbol = symbol,\n- ConvertedVolume = size * price,\n- ConvertedSymbol = symbol,\n- Timestamp = DateTime.UtcNow\n- }\n- };\n+ return ParseTicker(token, symbol);\n}\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n@@ -133,19 +117,12 @@ namespace ExchangeSharp\n{\nforeach (JToken token in obj)\n{\n- ExchangeTicker ticker = new ExchangeTicker\n+ string symbol = token[\"product_id\"].ToStringInvariant();\n+ ExchangeTicker ticker = ParseTicker(token, symbol);\n+ if (ticker != null)\n{\n- Ask = token[\"ask\"].ConvertInvariant<decimal>(),\n- Bid = token[\"bid\"].ConvertInvariant<decimal>(),\n- Volume = new ExchangeVolume()\n- };\n- // sometimes the size is null and sometimes it is returned using exponent notation and sometimes not.\n- // We therefore parse as string and convert to decimal with float option\n- if ((string)token[\"size\"] != null) ticker.Volume.BaseVolume = decimal.Parse((string)token[\"size\"], NumberStyles.Float);\n- ticker.Volume.ConvertedVolume = token.Value<decimal>(\"volume\");\n- if ((string)token[\"price\"] != null) ticker.Last = decimal.Parse(token.Value<string>(\"price\"), System.Globalization.NumberStyles.Float);\n-\n- tickers.Add(new KeyValuePair<string, ExchangeTicker>(token.Value<string>(\"product_id\"), ticker));\n+ tickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, ticker));\n+ }\n}\n}\nreturn tickers;\n@@ -435,10 +412,10 @@ namespace ExchangeSharp\nJArray array = MakeJsonRequest<JArray>(\"/payment-methods\", null, GetNoncePayload(), \"GET\");\nif (array != null)\n{\n- var rc = array.Where(t => t.Value<string>(\"currency\") == symbol).FirstOrDefault();\n+ var rc = array.Where(t => t[\"currency\"].ToStringInvariant() == symbol).FirstOrDefault();\npayload = GetNoncePayload();\npayload[\"currency\"] = NormalizeSymbol(symbol);\n- payload[\"method\"] = rc.Value<string>(\"id\");\n+ payload[\"method\"] = rc[\"id\"].ToStringInvariant();\nJToken token = await MakeJsonRequestAsync<JToken>(\"/deposits/make\", null, payload, \"POST\");\nExchangeDepositDetails deposit = new ExchangeDepositDetails()\n@@ -460,12 +437,12 @@ namespace ExchangeSharp\nJArray array = await MakeJsonRequestAsync<JArray>(\"/payment-methods\", null, GetNoncePayload(), \"GET\");\nif (array != null)\n{\n- var rc = array.Where(t => t.Value<string>(\"currency\") == symbol).FirstOrDefault();\n+ var rc = array.Where(t => t[\"currency\"].ToStringInvariant() == symbol).FirstOrDefault();\npayload = GetNoncePayload();\npayload[\"amount\"] = withdrawalRequest.Amount;\npayload[\"currency\"] = symbol;\n- payload[\"method\"] = rc.Value<string>(\"id\");\n+ payload[\"method\"] = rc[\"id\"].ToStringInvariant();\nif (!String.IsNullOrEmpty(withdrawalRequest.AddressTag)) payload[\"tag\"] = withdrawalRequest.AddressTag;\n// \"status\": 0, \"message\": \"Your transaction is pending. Please confirm it via email.\", \"payoutId\": \"65\", \"balance\": []...\nJToken token = MakeJsonRequest<JToken>(\"/withdrawals/make\", null, payload, \"POST\");\n@@ -533,11 +510,12 @@ namespace ExchangeSharp\n{\n//{\"type\": \"ticker\",\"trade_id\": 20153558,\"sequence\": 3262786978,\"time\": \"2017-09-02T17:05:49.250000Z\",\"product_id\": \"BTC-USD\",\"price\": \"4388.01000000\",\"last_size\": \"0.03000000\",\"best_bid\": \"4388\",\"best_ask\": \"4388.01\"}\nJToken token = JToken.Parse(msg.UTF8String());\n- if ((string)token[\"type\"] == \"ticker\")\n+ if (token[\"type\"].ToStringInvariant() == \"ticker\")\n{\n+ string symbol = token[\"product_id\"].ToStringInvariant();\ntickers.Invoke(new List<KeyValuePair<string, ExchangeTicker>>\n{\n- new KeyValuePair<string, ExchangeTicker>(token.Value<string>(\"product_id\"), new ExchangeTicker()\n+ new KeyValuePair<string, ExchangeTicker>(symbol, new ExchangeTicker\n{\nId = token[\"trade_id\"].ConvertInvariant<long>().ToStringInvariant(),\nLast = token[\"price\"].ConvertInvariant<decimal>(),\n@@ -577,7 +555,31 @@ namespace ExchangeSharp\n};\n}\n- #endregion\n+ private ExchangeTicker ParseTicker(JToken token, string symbol)\n+ {\n+ if (!token.HasValues)\n+ {\n+ return null;\n+ }\n+ decimal size = token[\"size\"].ConvertInvariant<decimal>();\n+ decimal price = token[\"price\"].ConvertInvariant<decimal>();\n+ return new ExchangeTicker\n+ {\n+ Ask = token[\"ask\"].ConvertInvariant<decimal>(),\n+ Bid = token[\"bid\"].ConvertInvariant<decimal>(),\n+ Last = price,\n+ Volume = new ExchangeVolume()\n+ {\n+ BaseVolume = size,\n+ BaseSymbol = symbol,\n+ ConvertedVolume = size * price,\n+ ConvertedSymbol = symbol,\n+ Timestamp = DateTime.UtcNow\n+ }\n+ };\n+ }\n+ #endregion\n}\n}\n+\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeCryptopiaAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeCryptopiaAPI.cs",
"diff": "@@ -107,7 +107,10 @@ namespace ExchangeSharp\nList<string> symbols = new List<string>();\nJToken result = await MakeJsonRequestAsync<JToken>(\"/GetTradePairs\");\nresult = CheckError(result);\n- foreach (JToken token in result) symbols.Add(token[\"Label\"].Value<string>());\n+ foreach (JToken token in result)\n+ {\n+ symbols.Add(token[\"Label\"].ToStringInvariant());\n+ }\nreturn symbols;\n}\n@@ -158,8 +161,14 @@ namespace ExchangeSharp\ntoken = CheckError(token);\nif (token.HasValues)\n{\n- foreach (JToken order in token[\"Buy\"]) orders.Bids.Add(new ExchangeOrderPrice() { Price = order.Value<decimal>(\"Price\"), Amount = order.Value<decimal>(\"Volume\") });\n- foreach (JToken order in token[\"Sell\"]) orders.Asks.Add(new ExchangeOrderPrice() { Price = order.Value<decimal>(\"Price\"), Amount = order.Value<decimal>(\"Volume\") });\n+ foreach (JToken order in token[\"Buy\"])\n+ {\n+ orders.Bids.Add(new ExchangeOrderPrice() { Price = order[\"Price\"].ConvertInvariant<decimal>(), Amount = order[\"Volume\"].ConvertInvariant<decimal>() });\n+ }\n+ foreach (JToken order in token[\"Sell\"])\n+ {\n+ orders.Asks.Add(new ExchangeOrderPrice() { Price = order[\"Price\"].ConvertInvariant<decimal>(), Amount = order[\"Volume\"].ConvertInvariant<decimal>() });\n+ }\n}\nreturn orders;\n}\n@@ -293,10 +302,10 @@ namespace ExchangeSharp\n{\nOrderId = data[\"OrderId\"].ConvertInvariant<int>().ToStringInvariant(),\nOrderDate = ConvertDateTimeInvariant(data[\"TimeStamp\"]),\n- Symbol = data.Value<string>(\"Market\"),\n+ Symbol = data[\"Market\"].ToStringInvariant(),\nAmount = data[\"Amount\"].ConvertInvariant<decimal>(),\nPrice = data[\"Rate\"].ConvertInvariant<decimal>(),\n- IsBuy = data.Value<string>(\"Type\") == \"Buy\"\n+ IsBuy = data[\"Type\"].ToStringInvariant() == \"Buy\"\n};\norder.AveragePrice = order.Price;\norder.AmountFilled = order.Amount - data[\"Remaining\"].ConvertInvariant<decimal>();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -794,7 +794,7 @@ namespace ExchangeSharp\nprotected override JToken CheckError(JToken result)\n{\n- if (result == null || (result[\"status\"] != null && result[\"status\"].Value<string>() != \"ok\"))\n+ if (result == null || (result[\"status\"] != null && result[\"status\"].ToStringInvariant() != \"ok\"))\n{\nthrow new APIException((result[\"err-msg\"] != null ? result[\"err-msg\"].ToStringInvariant() : \"Unknown Error\"));\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"diff": "@@ -258,9 +258,10 @@ namespace ExchangeSharp\nJToken token = await MakeJsonRequestAsync<JToken>(\"/open/chart/history?\" + addPayload, null, payload);\nif (token != null && token.HasValues && token[\"s\"].ToStringInvariant() == \"ok\")\n{\n- for (int i = 0; i < token[\"c\"].Value<JArray>().Count; i++)\n+ int childCount = token[\"c\"].Count();\n+ for (int i = 0; i < childCount; i++)\n{\n- candles.Add(new MarketCandle()\n+ candles.Add(new MarketCandle\n{\nExchangeName = this.Name,\nName = symbol,\n@@ -289,8 +290,11 @@ namespace ExchangeSharp\ntoken = CheckError(token);\nforeach (JToken child in token[\"datas\"])\n{\n- decimal amount = child.Value<decimal>(\"balance\") + child.Value<decimal>(\"freezeBalance\");\n- if (amount > 0m) amounts.Add(child.Value<string>(\"coinType\"), amount);\n+ decimal amount = child[\"balance\"].ConvertInvariant<decimal>() + child[\"freezeBalance\"].ConvertInvariant<decimal>();\n+ if (amount > 0m)\n+ {\n+ amounts.Add(child[\"coinType\"].ToStringInvariant(), amount);\n+ }\n}\nreturn amounts;\n@@ -303,8 +307,11 @@ namespace ExchangeSharp\nvar rc = CheckError(obj);\nforeach (JToken child in rc[\"datas\"])\n{\n- decimal amount = child.Value<decimal>(\"balance\");\n- if (amount > 0m) amounts.Add(child.Value<string>(\"coinType\"), amount);\n+ decimal amount = child[\"balance\"].ConvertInvariant<decimal>();\n+ if (amount > 0m)\n+ {\n+ amounts.Add(child[\"coinType\"].ToStringInvariant(), amount);\n+ }\n}\nreturn amounts;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -219,7 +219,7 @@ namespace ExchangeSharp\ntoken = CheckError(token);\nforeach (JToken child in token)\n{\n- if (child.Value<string>(\"type\") == \"total\")\n+ if (child[\"type\"].ToStringInvariant() == \"total\")\n{\ndecimal amount = child[\"value\"].ConvertInvariant<decimal>();\nif (amount > 0m) amounts.Add(child[\"currency\"].ToStringInvariant(), amount);\n@@ -236,7 +236,7 @@ namespace ExchangeSharp\ntoken = CheckError(token);\nforeach (JToken child in token)\n{\n- if (child.Value<string>(\"type\") == \"trade\")\n+ if (child[\"type\"].ToStringInvariant() == \"trade\")\n{\ndecimal amount = child[\"value\"].ConvertInvariant<decimal>();\nif (amount > 0m) amounts.Add(child[\"currency\"].ToStringInvariant(), amount);\n@@ -337,13 +337,13 @@ namespace ExchangeSharp\nsymbol = NormalizeSymbol(symbol);\nJToken token = await MakeJsonRequestAsync<JToken>(\"/payment/get/address?\" + \"currency=\" + symbol, BaseUrl, GetNoncePayload(), \"GET\");\ntoken = CheckError(token);\n- if (token != null && token.HasValues && token[\"currency\"].Value<string>() == symbol && token[\"wallet\"].Value<string>() != null)\n+ if (token != null && token.HasValues && token[\"currency\"].ToStringInvariant() == symbol && token[\"wallet\"].ToStringInvariant().Length != 0)\n{\nExchangeDepositDetails address = new ExchangeDepositDetails() {Symbol = symbol };\n- if (token[\"wallet\"].Value<string>().Contains(\"::\"))\n+ if (token[\"wallet\"].ToStringInvariant().Contains(\"::\"))\n{\n// address tags are separated with a '::'\n- var split = token[\"wallet\"].Value<string>().Replace(\"::\", \":\").Split(':');\n+ var split = token[\"wallet\"].ToStringInvariant().Replace(\"::\", \":\").Split(':');\naddress.Address = split[0];\naddress.AddressTag = split[1];\n}\n@@ -412,7 +412,7 @@ namespace ExchangeSharp\n{\n};\n- switch (token[\"status\"].Value<string>())\n+ switch (token[\"status\"].ToStringInvariant())\n{\ncase \"CANCELLED\": order.Result = ExchangeAPIOrderResult.Canceled; break;\n}\n@@ -434,7 +434,7 @@ namespace ExchangeSharp\n};\norder.AmountFilled = order.Amount - token[\"remainingQuantity\"].ConvertInvariant<decimal>();\n- switch (token[\"status\"].Value<string>())\n+ switch (token[\"status\"].ToStringInvariant())\n{\ncase \"CANCELLED\": order.Result = ExchangeAPIOrderResult.Canceled; break;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeYobitAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeYobitAPI.cs",
"diff": "@@ -135,8 +135,14 @@ namespace ExchangeSharp\nsymbol = NormalizeSymbol(symbol);\nExchangeOrderBook orders = new ExchangeOrderBook();\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/depth/\" + symbol + \"?limit=\" + maxCount, BaseUrl, null, \"GET\");\n- foreach (JArray prop in obj.Value<JToken>(symbol).Value<JArray>(\"asks\")) orders.Asks.Add(new ExchangeOrderPrice() { Price = prop[0].ConvertInvariant<decimal>(), Amount = prop[1].ConvertInvariant<decimal>() });\n- foreach (JArray prop in obj.Value<JToken>(symbol).Value<JArray>(\"bids\")) orders.Bids.Add(new ExchangeOrderPrice() { Price = prop[0].ConvertInvariant<decimal>(), Amount = prop[1].ConvertInvariant<decimal>() });\n+ foreach (JArray prop in obj[symbol][\"asks\"])\n+ {\n+ orders.Asks.Add(new ExchangeOrderPrice() { Price = prop[0].ConvertInvariant<decimal>(), Amount = prop[1].ConvertInvariant<decimal>() });\n+ }\n+ foreach (JArray prop in obj[symbol][\"bids\"])\n+ {\n+ orders.Bids.Add(new ExchangeOrderPrice() { Price = prop[0].ConvertInvariant<decimal>(), Amount = prop[1].ConvertInvariant<decimal>() });\n+ }\nreturn orders;\n}\n@@ -193,10 +199,13 @@ namespace ExchangeSharp\n// \"return\":{\"funds\":{\"ltc\":22,\"nvc\":423.998,\"ppc\":10,...}, \"funds_incl_orders\":{\"ltc\":32,\"nvc\":523.998,\"ppc\":20,...},\"rights\":{\"info\":1,\"trade\":0,\"withdraw\":0},\"transaction_count\":0,\"open_orders\":1,\"server_time\":1418654530}\nJToken token = await MakeJsonRequestAsync<JToken>(\"/\", PrivateURL, payload, \"POST\");\ntoken = CheckError(token);\n- foreach (JProperty prop in (JToken)token.Value<JObject>(\"funds\"))\n+ foreach (JProperty prop in token[\"funds\"])\n{\nvar amount = prop.Value.ConvertInvariant<decimal>();\n- if (amount > 0m) amounts.Add(prop.Name, amount);\n+ if (amount > 0m)\n+ {\n+ amounts.Add(prop.Name, amount);\n+ }\n}\nreturn amounts;\n}\n@@ -209,10 +218,13 @@ namespace ExchangeSharp\n// \"return\":{\"funds\":{\"ltc\":22,\"nvc\":423.998,\"ppc\":10,...}, \"funds_incl_orders\":{\"ltc\":32,\"nvc\":523.998,\"ppc\":20,...},\"rights\":{\"info\":1,\"trade\":0,\"withdraw\":0},\"transaction_count\":0,\"open_orders\":1,\"server_time\":1418654530}\nJToken token = await MakeJsonRequestAsync<JToken>(\"/\", PrivateURL, payload, \"POST\");\ntoken = CheckError(token);\n- foreach (JProperty prop in (JToken)token.Value<JObject>(\"funds_incl_orders\"))\n+ foreach (JProperty prop in token[\"funds_incl_orders\"])\n{\nvar amount = prop.Value.ConvertInvariant<decimal>();\n- if (amount > 0m) amounts.Add(prop.Name, amount);\n+ if (amount > 0m)\n+ {\n+ amounts.Add(prop.Name, amount);\n+ }\n}\nreturn amounts;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pull request cleanup, remove .Value<T> calls
|
329,148 |
29.05.2018 14:21:45
| 21,600 |
f66c5f2fbb524dc93138a9721be36da18013e96b
|
Accept non-US English
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/APIRequestMaker.cs",
"new_path": "ExchangeSharp/API/APIRequestMaker.cs",
"diff": "@@ -76,7 +76,7 @@ namespace ExchangeSharp\nstring fullUrl = (baseUrl ?? api.BaseUrl) + url;\nUri uri = api.ProcessRequestUrl(new UriBuilder(fullUrl), payload);\nHttpWebRequest request = HttpWebRequest.CreateHttp(uri);\n- request.Headers[\"Accept-Language\"] = \"en-us; q=1.0;\";\n+ request.Headers[\"Accept-Language\"] = \"en-US,en;q=0.5\";\nrequest.Method = method ?? api.RequestMethod;\nrequest.ContentType = api.RequestContentType;\nrequest.UserAgent = BaseAPI.RequestUserAgent;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Accept non-US English
|
329,148 |
29.05.2018 17:47:35
| 21,600 |
fcf4086efa66e1b2afca5f9d348dfcd83495ed10
|
Fix broken livecoin orders
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -38,14 +38,14 @@ namespace ExchangeSharp\n#region ProcessRequest\n- protected override Task ProcessRequestAsync(HttpWebRequest request, Dictionary<string, object> payload)\n+ protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary<string, object> payload)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\nrequest.Headers[\"API-key\"] = PublicApiKey.ToUnsecureString();\nrequest.Headers[\"Sign\"] = CryptoUtility.SHA256Sign(request.RequestUri.Query.Length > 1 ? request.RequestUri.Query.Substring(1) : request.RequestUri.Query, PrivateApiKey.ToUnsecureString()).ToUpper();\n+ await request.WritePayloadFormToRequestAsync(payload);\n}\n- return base.ProcessRequestAsync(request, payload);\n}\n#endregion\n@@ -291,12 +291,21 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\nstring orderType = \"/exchange/\";\n- if (order.OrderType == OrderType.Market) orderType += order.IsBuy ? \"buymarket\" : \"sellmarket\";\n- else orderType += order.IsBuy ? \"buylimit\" : \"selllimit\";\n+ if (order.OrderType == OrderType.Market)\n+ {\n+ orderType += order.IsBuy ? \"buymarket\" : \"sellmarket\";\n+ }\n+ else\n+ {\n+ orderType += order.IsBuy ? \"buylimit\" : \"selllimit\";\n+ }\n+ var payload = GetNoncePayload();\n+ payload[\"currencyPair\"] = NormalizeSymbol(order.Symbol);\n+ payload[\"price\"] = order.Price;\n+ payload[\"quantity\"] = order.Amount;\n//{ \"success\": true, \"added\": true, \"orderId\": 4912\n- JToken token = await MakeJsonRequestAsync<JToken>(string.Format(\"{0}?currencyPair={1}&price={2}&quantity={3}\",\n- orderType, WebUtility.UrlEncode(NormalizeSymbol(order.Symbol)), order.Price.ToStringInvariant(), order.RoundAmount().ToStringInvariant()), null, GetNoncePayload(), \"POST\");\n+ JToken token = await MakeJsonRequestAsync<JToken>(orderType, null, payload, \"POST\");\ntoken = CheckError(token);\nreturn new ExchangeOrderResult() { OrderId = token[\"orderId\"].ToStringInvariant(), Result = ExchangeAPIOrderResult.Pending };\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -53,10 +53,16 @@ namespace ExchangeSharpConsoleApp\nreturn dict;\n}\n+ private static void TestMethod()\n+ {\n+ }\n+\npublic static int ConsoleMain(string[] args)\n{\ntry\n{\n+ // TestMethod(); // uncomment for ad-hoc code testing\n+\nDictionary<string, string> argsDictionary = ParseCommandLine(args);\nif (argsDictionary.Count == 0 || argsDictionary.ContainsKey(\"help\"))\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix broken livecoin orders
|
329,148 |
29.05.2018 18:33:38
| 21,600 |
153f0fd502141609b809857918ea8b78c1494b78
|
More livecoin fixes and remove redundancy from function names
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"diff": "@@ -44,12 +44,12 @@ namespace ExchangeSharp\nstring body = CryptoUtility.GetJsonForPayload(payload);\nstring timestamp = ((int)DateTime.UtcNow.UnixTimestampFromDateTimeSeconds()).ToStringInvariant();\nstring msg = timestamp + request.Method + request.RequestUri.PathAndQuery + (request.Method.Equals(\"POST\") ? body : string.Empty);\n- string sign = CryptoUtility.SHA256SignBase64(msg, CryptoUtility.SecureStringToBytesBase64Decode(PrivateApiKey));\n+ string sign = CryptoUtility.SHA256SignBase64(msg, CryptoUtility.ToBytesBase64Decode(PrivateApiKey));\n- request.Headers[\"AC-ACCESS-KEY\"] = CryptoUtility.SecureStringToString(PublicApiKey);\n+ request.Headers[\"AC-ACCESS-KEY\"] = CryptoUtility.ToUnsecureString(PublicApiKey);\nrequest.Headers[\"AC-ACCESS-SIGN\"] = sign;\nrequest.Headers[\"AC-ACCESS-TIMESTAMP\"] = timestamp;\n- request.Headers[\"AC-ACCESS-PASSPHRASE\"] = CryptoUtility.SecureStringToString(Passphrase);\n+ request.Headers[\"AC-ACCESS-PASSPHRASE\"] = CryptoUtility.ToUnsecureString(Passphrase);\nif (request.Method == \"POST\")\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -862,7 +862,7 @@ namespace ExchangeSharp\nvar query = HttpUtility.ParseQueryString(url.Query);\nstring newQuery = \"timestamp=\" + payload[\"nonce\"].ToStringInvariant() + (query.Count == 0 ? string.Empty : \"&\" + query.ToString()) +\n(payload.Count > 1 ? \"&\" + CryptoUtility.GetFormForPayload(payload, false) : string.Empty);\n- string signature = CryptoUtility.SHA256Sign(newQuery, CryptoUtility.SecureStringToBytes(PrivateApiKey));\n+ string signature = CryptoUtility.SHA256Sign(newQuery, CryptoUtility.ToBytes(PrivateApiKey));\nnewQuery += \"&signature=\" + signature;\nurl.Query = newQuery;\nreturn url.Uri;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -108,7 +108,7 @@ namespace ExchangeSharp\nstring timestamp = payload[\"nonce\"].ToStringInvariant();\npayload.Remove(\"nonce\");\nstring form = CryptoUtility.GetJsonForPayload(payload);\n- byte[] secret = CryptoUtility.SecureStringToBytesBase64Decode(PrivateApiKey);\n+ byte[] secret = CryptoUtility.ToBytesBase64Decode(PrivateApiKey);\nstring toHash = timestamp + request.Method.ToUpper() + request.RequestUri.PathAndQuery + form;\nstring signatureBase64String = CryptoUtility.SHA256SignBase64(toHash, secret);\nsecret = null;\n@@ -116,7 +116,7 @@ namespace ExchangeSharp\nrequest.Headers[\"CB-ACCESS-KEY\"] = PublicApiKey.ToUnsecureString();\nrequest.Headers[\"CB-ACCESS-SIGN\"] = signatureBase64String;\nrequest.Headers[\"CB-ACCESS-TIMESTAMP\"] = timestamp;\n- request.Headers[\"CB-ACCESS-PASSPHRASE\"] = CryptoUtility.SecureStringToString(Passphrase);\n+ request.Headers[\"CB-ACCESS-PASSPHRASE\"] = CryptoUtility.ToUnsecureString(Passphrase);\nawait CryptoUtility.WriteToRequestAsync(request, form);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -73,10 +73,10 @@ namespace ExchangeSharp\npayload.Add(\"request\", request.RequestUri.AbsolutePath);\nstring json = JsonConvert.SerializeObject(payload);\nstring json64 = System.Convert.ToBase64String(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(json));\n- string hexSha384 = CryptoUtility.SHA384Sign(json64, CryptoUtility.SecureStringToString(PrivateApiKey));\n+ string hexSha384 = CryptoUtility.SHA384Sign(json64, CryptoUtility.ToUnsecureString(PrivateApiKey));\nrequest.Headers[\"X-GEMINI-PAYLOAD\"] = json64;\nrequest.Headers[\"X-GEMINI-SIGNATURE\"] = hexSha384;\n- request.Headers[\"X-GEMINI-APIKEY\"] = CryptoUtility.SecureStringToString(PublicApiKey);\n+ request.Headers[\"X-GEMINI-APIKEY\"] = CryptoUtility.ToUnsecureString(PublicApiKey);\nrequest.Method = \"POST\";\n// gemini doesn't put the payload in the post body it puts it in as a http header, so no need to write to request stream\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -108,7 +108,7 @@ namespace ExchangeSharp\n.Append(url.Path).Append(\"\\n\")\n.Append(msg);\n- var sig = CryptoUtility.SHA256SignBase64(sb.ToString(), PrivateApiKey.SecureStringToBytes());\n+ var sig = CryptoUtility.SHA256SignBase64(sb.ToString(), PrivateApiKey.ToBytes());\nmsg += \"&Signature=\" + Uri.EscapeDataString(sig);\nurl.Query = msg;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -220,14 +220,14 @@ namespace ExchangeSharp\nbyte[] sigBytes = new byte[sha256Bytes.Length + pathBytes.Length];\npathBytes.CopyTo(sigBytes, 0);\nsha256Bytes.CopyTo(sigBytes, pathBytes.Length);\n- byte[] privateKey = System.Convert.FromBase64String(CryptoUtility.SecureStringToString(PrivateApiKey));\n+ byte[] privateKey = System.Convert.FromBase64String(CryptoUtility.ToUnsecureString(PrivateApiKey));\nusing (System.Security.Cryptography.HMACSHA512 hmac = new System.Security.Cryptography.HMACSHA512(privateKey))\n{\nstring sign = System.Convert.ToBase64String(hmac.ComputeHash(sigBytes));\nrequest.Headers.Add(\"API-Sign\", sign);\n}\n}\n- request.Headers.Add(\"API-Key\", CryptoUtility.SecureStringToString(PublicApiKey));\n+ request.Headers.Add(\"API-Key\", CryptoUtility.ToUnsecureString(PublicApiKey));\nawait CryptoUtility.WriteToRequestAsync(request, form);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -42,9 +42,10 @@ namespace ExchangeSharp\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n- request.Headers[\"API-key\"] = PublicApiKey.ToUnsecureString();\n- request.Headers[\"Sign\"] = CryptoUtility.SHA256Sign(request.RequestUri.Query.Length > 1 ? request.RequestUri.Query.Substring(1) : request.RequestUri.Query, PrivateApiKey.ToUnsecureString()).ToUpper();\n- await request.WritePayloadFormToRequestAsync(payload);\n+ string payloadForm = CryptoUtility.GetFormForPayload(payload, false);\n+ request.Headers[\"API-Key\"] = PublicApiKey.ToUnsecureString();\n+ request.Headers[\"Sign\"] = CryptoUtility.SHA256Sign(payloadForm, PrivateApiKey.ToBytes());\n+ await request.WriteToRequestAsync(payloadForm);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeTuxExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeTuxExchangeAPI.cs",
"diff": "@@ -49,7 +49,7 @@ namespace ExchangeSharp\npayload.Remove(\"nonce\");\nvar msg = CryptoUtility.GetFormForPayload(payload) + \"&nonce=\" + nonce;\n- var sig = CryptoUtility.SHA512Sign(msg, CryptoUtility.SecureStringToBytes(PrivateApiKey)).ToLower();\n+ var sig = CryptoUtility.SHA512Sign(msg, CryptoUtility.ToBytes(PrivateApiKey)).ToLower();\nrequest.Headers.Add(\"Sign\", sig);\nrequest.Headers.Add(\"Key\", PublicApiKey.ToUnsecureString());\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -201,32 +201,12 @@ namespace ExchangeSharp\nreturn result;\n}\n- /// <summary>\n- /// Convert a secure string to a non-secure string\n- /// </summary>\n- /// <param name=\"s\">SecureString</param>\n- /// <returns>Non-secure string</returns>\n- public static string ToUnsecureString(this SecureString s)\n- {\n- return SecureStringToString(s);\n- }\n-\n- /// <summary>\n- /// Convert a string to secure string\n- /// </summary>\n- /// <param name=\"s\">Non-secure string</param>\n- /// <returns>SecureString</returns>\n- public static SecureString ToSecureString(this string s)\n- {\n- return StringToSecureString(s);\n- }\n-\n/// <summary>\n/// Covnert a secure string to a non-secure string\n/// </summary>\n/// <param name=\"s\">SecureString</param>\n/// <returns>Non-secure string</returns>\n- public static string SecureStringToString(this SecureString s)\n+ public static string ToUnsecureString(this SecureString s)\n{\nif (s == null)\n{\n@@ -249,13 +229,13 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"s\">SecureString</param>\n/// <returns>Binary data</returns>\n- public static byte[] SecureStringToBytes(this SecureString s)\n+ public static byte[] ToBytes(this SecureString s)\n{\nif (s == null)\n{\nreturn null;\n}\n- string unsecure = SecureStringToString(s);\n+ string unsecure = ToUnsecureString(s);\nbyte[] bytes = CryptoUtility.UTF8EncodingNoPrefix.GetBytes(unsecure);\nunsecure = null;\nreturn bytes;\n@@ -266,13 +246,13 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"s\">SecureString in base64 format</param>\n/// <returns>Binary data</returns>\n- public static byte[] SecureStringToBytesBase64Decode(this SecureString s)\n+ public static byte[] ToBytesBase64Decode(this SecureString s)\n{\nif (s == null)\n{\nreturn null;\n}\n- string unsecure = SecureStringToString(s);\n+ string unsecure = ToUnsecureString(s);\nbyte[] bytes = Convert.FromBase64String(unsecure);\nunsecure = null;\nreturn bytes;\n@@ -283,7 +263,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"unsecure\">Plain text string</param>\n/// <returns>SecureString</returns>\n- public static SecureString StringToSecureString(this string unsecure)\n+ public static SecureString ToSecureString(this string unsecure)\n{\nif (unsecure == null)\n{\n@@ -489,7 +469,7 @@ namespace ExchangeSharp\nif (payload != null && payload.Count != 0)\n{\nStringBuilder form = new StringBuilder();\n- foreach (KeyValuePair<string, object> keyValue in payload)\n+ foreach (KeyValuePair<string, object> keyValue in payload.OrderBy(kv => kv.Key))\n{\nif (keyValue.Key != null && keyValue.Value != null && (includeNonce || keyValue.Key != \"nonce\"))\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -55,13 +55,14 @@ namespace ExchangeSharpConsoleApp\nprivate static void TestMethod()\n{\n+\n}\npublic static int ConsoleMain(string[] args)\n{\ntry\n{\n- // TestMethod(); // uncomment for ad-hoc code testing\n+ TestMethod(); // uncomment for ad-hoc code testing\nDictionary<string, string> argsDictionary = ParseCommandLine(args);\nif (argsDictionary.Count == 0 || argsDictionary.ContainsKey(\"help\"))\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -135,7 +135,7 @@ namespace ExchangeSharpConsoleApp\nSystem.Security.SecureString[] secureStrings = CryptoUtility.LoadProtectedStringsFromFile(dict[\"path\"]);\nforeach (System.Security.SecureString s in secureStrings)\n{\n- Console.WriteLine(CryptoUtility.SecureStringToString(s));\n+ Console.WriteLine(CryptoUtility.ToUnsecureString(s));\n}\n}\nelse\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"new_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"diff": "@@ -188,8 +188,8 @@ namespace ExchangeSharpTests\n// read keys\nSecureString[] keysRead = CryptoUtility.LoadProtectedStringsFromFile(path);\n- string publicKeyRead = CryptoUtility.SecureStringToString(keysRead[0]);\n- string privateKeyRead = CryptoUtility.SecureStringToString(keysRead[1]);\n+ string publicKeyRead = CryptoUtility.ToUnsecureString(keysRead[0]);\n+ string privateKeyRead = CryptoUtility.ToUnsecureString(keysRead[1]);\nAssert.AreEqual(privateKeyRead, privateKey);\nAssert.AreEqual(publicKeyRead, publicKey);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
More livecoin fixes and remove redundancy from function names
|
329,148 |
29.05.2018 19:19:40
| 21,600 |
5deb058510858a833e0f19ee49fb66eee4f4fbb3
|
Make livecoin sign uppercase
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/APIRequestMaker.cs",
"new_path": "ExchangeSharp/API/APIRequestMaker.cs",
"diff": "@@ -93,7 +93,7 @@ namespace ExchangeSharp\n}\nrequest.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;\nawait api.ProcessRequestAsync(request, payload);\n- HttpWebResponse response;\n+ HttpWebResponse response = null;\nstring responseString = null;\ntry\n@@ -137,7 +137,10 @@ namespace ExchangeSharp\nRequestStateChanged?.Invoke(this, RequestMakerState.Error, ex);\nthrow;\n}\n- response.Dispose();\n+ finally\n+ {\n+ response?.Dispose();\n+ }\nreturn responseString;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -27,7 +27,6 @@ namespace ExchangeSharp\npublic ExchangeLivecoinAPI()\n{\nRequestContentType = \"application/x-www-form-urlencoded\";\n- NonceStyle = NonceStyle.UnixMillisecondsString;\nSymbolSeparator = \"/\";\n}\n@@ -44,7 +43,7 @@ namespace ExchangeSharp\n{\nstring payloadForm = CryptoUtility.GetFormForPayload(payload, false);\nrequest.Headers[\"API-Key\"] = PublicApiKey.ToUnsecureString();\n- request.Headers[\"Sign\"] = CryptoUtility.SHA256Sign(payloadForm, PrivateApiKey.ToBytes());\n+ request.Headers[\"Sign\"] = CryptoUtility.SHA256Sign(payloadForm, PrivateApiKey.ToBytes()).ToUpperInvariant();\nawait request.WriteToRequestAsync(payloadForm);\n}\n}\n@@ -291,6 +290,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\n+ var payload = GetNoncePayload();\nstring orderType = \"/exchange/\";\nif (order.OrderType == OrderType.Market)\n{\n@@ -299,10 +299,9 @@ namespace ExchangeSharp\nelse\n{\norderType += order.IsBuy ? \"buylimit\" : \"selllimit\";\n+ payload[\"price\"] = order.Price;\n}\n- var payload = GetNoncePayload();\npayload[\"currencyPair\"] = NormalizeSymbol(order.Symbol);\n- payload[\"price\"] = order.Price;\npayload[\"quantity\"] = order.Amount;\n//{ \"success\": true, \"added\": true, \"orderId\": 4912\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -428,6 +428,7 @@ namespace ExchangeSharp\nusing (Stream stream = await request.GetRequestStreamAsync())\n{\nstream.Write(bytes, 0, bytes.Length);\n+ await stream.FlushAsync();\n}\n}\n}\n@@ -504,7 +505,7 @@ namespace ExchangeSharp\n/// <returns>Signature in hex</returns>\npublic static string SHA256Sign(string message, byte[] key)\n{\n- return new HMACSHA256(key).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n+ return new HMACSHA256(key).ComputeHash(utf8EncodingNoPrefix.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n/// <summary>\n@@ -515,7 +516,7 @@ namespace ExchangeSharp\n/// <returns>Signature in base64</returns>\npublic static string SHA256SignBase64(string message, byte[] key)\n{\n- return Convert.ToBase64String(new HMACSHA256(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n+ return Convert.ToBase64String(new HMACSHA256(key).ComputeHash(utf8EncodingNoPrefix.GetBytes(message)));\n}\n/// <summary>\n@@ -526,7 +527,7 @@ namespace ExchangeSharp\n/// <returns>Signature in hex</returns>\npublic static string SHA384Sign(string message, string key)\n{\n- return new HMACSHA384(Encoding.UTF8.GetBytes(key)).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n+ return new HMACSHA384(utf8EncodingNoPrefix.GetBytes(key)).ComputeHash(utf8EncodingNoPrefix.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n/// <summary>\n@@ -537,7 +538,7 @@ namespace ExchangeSharp\n/// <returns>Signature</returns>\npublic static string SHA384Sign(string message, byte[] key)\n{\n- return new HMACSHA384(key).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n+ return new HMACSHA384(key).ComputeHash(utf8EncodingNoPrefix.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n/// <summary>\n@@ -548,7 +549,7 @@ namespace ExchangeSharp\n/// <returns>Signature in base64</returns>\npublic static string SHA384SignBase64(string message, byte[] key)\n{\n- return Convert.ToBase64String(new HMACSHA384(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n+ return Convert.ToBase64String(new HMACSHA384(key).ComputeHash(utf8EncodingNoPrefix.GetBytes(message)));\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -14,7 +14,10 @@ using System;\nusing System.Collections.Generic;\nusing System.IO;\nusing System.Linq;\n+using System.Net;\nusing System.Runtime.CompilerServices;\n+using System.Security.Cryptography;\n+using System.Text;\nusing System.Threading;\nusing ExchangeSharp;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make livecoin sign uppercase
|
329,148 |
29.05.2018 19:27:49
| 21,600 |
c94b51451464fc9580e8a0c1473b2fb36f1ff8fd
|
HitBTC GTC default for limit order
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -289,8 +289,8 @@ namespace ExchangeSharp\nif (order.OrderType == OrderType.Limit)\n{\npayload[\"price\"] = order.Price;\n+ payload[\"timeInForce\"] = order.ExtraParameters.TryGetValueOrDefault(\"timeInforce\", \"GTC\");\n}\n- payload[\"timeInForce\"] = \"IOC\";\n// { \"id\": 0,\"clientOrderId\": \"d8574207d9e3b16a4a5511753eeef175\",\"symbol\": \"ETHBTC\",\"side\": \"sell\",\"status\": \"new\",\"type\": \"limit\",\"timeInForce\": \"GTC\",\"quantity\": \"0.063\",\"price\": \"0.046016\",\"cumQuantity\": \"0.000\",\"createdAt\": \"2017-05-15T17:01:05.092Z\",\"updatedAt\": \"2017-05-15T17:01:05.092Z\" }\nJToken token = await MakeJsonRequestAsync<JToken>(\"/order\", null, payload, \"POST\");\ntoken = CheckError(token);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -486,6 +486,24 @@ namespace ExchangeSharp\nreturn string.Empty;\n}\n+ /// <summary>\n+ /// Get a value from dictionary with default fallback\n+ /// </summary>\n+ /// <typeparam name=\"TKey\">Key type</typeparam>\n+ /// <typeparam name=\"TValue\">Value type</typeparam>\n+ /// <param name=\"dictionary\">Dictionary</param>\n+ /// <param name=\"key\">Key</param>\n+ /// <param name=\"defaultValue\">Default value</param>\n+ /// <returns>Found value or default</returns>\n+ public static TValue TryGetValueOrDefault<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, TValue defaultValue)\n+ {\n+ if (!dictionary.TryGetValue(key, out TValue value))\n+ {\n+ value = defaultValue;\n+ }\n+ return value;\n+ }\n+\n/// <summary>\n/// Sign a message with SHA256 hash\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
HitBTC GTC default for limit order
|
329,148 |
01.06.2018 09:53:15
| 21,600 |
4588a47cd7d6604751b497842c100410086b763d
|
Bug fixes for order book, fix Binance, new nuget
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -312,11 +312,14 @@ namespace ExchangeSharp\nstring name = token[\"stream\"].ToStringInvariant();\ntoken = token[\"data\"];\nstring symbol = NormalizeSymbol(name.Substring(0, name.IndexOf('@')));\n+\n+ // buy=0 -> m = true (The buyer is maker, while the seller is taker).\n+ // buy=1 -> m = false(The seller is maker, while the buyer is taker).\nExchangeTrade trade = new ExchangeTrade\n{\nAmount = token[\"q\"].ConvertInvariant<decimal>(),\nId = token[\"t\"].ConvertInvariant<long>(),\n- IsBuy = token[\"m\"].ConvertInvariant<bool>(),\n+ IsBuy = !token[\"m\"].ConvertInvariant<bool>(),\nPrice = token[\"p\"].ConvertInvariant<decimal>(),\nTimestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"E\"].ConvertInvariant<long>())\n};\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<TargetFrameworks>netcoreapp2.1;net471</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.4.5.0</PackageVersion>\n+ <PackageVersion>0.4.6.0</PackageVersion>\n<Authors>jjxtra</Authors>\n<Description>ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.</Description>\n<Summary>Supported exchanges: Abucoins, Binance, Bitfinex, Bithumb, Bitstamp, Bittrex, Bleutrade, Cryptopia, Gdax, Gemini, Gitbtc, Huobi, Kraken, Kucoin, Livecoin, Okex, Poloniex, TuxExchange, Yobit. Pull request welcome.</Summary>\n<PackageIconUrl>https://github.com/jjxtra/ExchangeSharp/raw/master/icon.png</PackageIconUrl>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n- <PackageReleaseNotes>Fix for Bittrex web socket.</PackageReleaseNotes>\n+ <PackageReleaseNotes>New delta order book methods and bug fixes</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"diff": "@@ -146,7 +146,7 @@ namespace ExchangeSharp\nfor (int i = 0; i < Asks.Count && amount > 0m; i++)\n{\n- ask = Asks[i];\n+ ask = Asks.ElementAt(i).Value;\nspent = Math.Min(amount, ask.Amount * ask.Price);\nbuyAmount += spent / ask.Price;\nbuyPrice = ask.Price;\n@@ -166,7 +166,7 @@ namespace ExchangeSharp\nfor (int i = 0; i < Bids.Count && amount > 0m; i++)\n{\n- bid = Bids[i];\n+ bid = Bids.ElementAt(i).Value;\nsellPrice = bid.Price;\namount -= bid.Amount;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,5 +31,5 @@ using System.Runtime.InteropServices;\n//\n// You can specify all the values or you can default the Build and Revision Numbers\n// by using the '*' as shown below:\n-[assembly: AssemblyVersion(\"0.4.5.0\")]\n-[assembly: AssemblyFileVersion(\"0.4.5.0\")]\n+[assembly: AssemblyVersion(\"0.4.6.0\")]\n+[assembly: AssemblyFileVersion(\"0.4.6.0\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<PropertyGroup>\n<OutputType>Exe</OutputType>\n<TargetFramework>netcoreapp2.1</TargetFramework>\n- <AssemblyVersion>0.4.5.0</AssemblyVersion>\n- <FileVersion>0.4.5.0</FileVersion>\n+ <AssemblyVersion>0.4.6.0</AssemblyVersion>\n+ <FileVersion>0.4.6.0</FileVersion>\n<NeutralLanguage>en</NeutralLanguage>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<AssemblyVersion>0.4.5.0</AssemblyVersion>\n- <FileVersion>0.4.5.0</FileVersion>\n+ <FileVersion>0.4.6.0</FileVersion>\n+\n+ <NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n<ItemGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Bug fixes for order book, fix Binance, new nuget
|
329,148 |
01.06.2018 10:11:30
| 21,600 |
a60f78cdb3d149cbc19dd42321662176ca41500e
|
Fix yobit nonce
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -60,7 +60,12 @@ namespace ExchangeSharp\n/// <summary>\n/// Seconds (string)\n/// </summary>\n- UnixSecondsString\n+ UnixSecondsString,\n+\n+ /// <summary>\n+ /// Persist nonce to counter and file for the API key, once it hits int.MaxValue, it is useless\n+ /// </summary>\n+ IntegerFile\n}\n/// <summary>\n@@ -258,6 +263,27 @@ namespace ExchangeSharp\nnonce = now.UnixTimestampFromDateTimeSeconds().ToStringInvariant();\nbreak;\n+ case NonceStyle.IntegerFile:\n+ {\n+ // why an API would use a persistent incrementing counter for nonce is beyond me, ticks is so much better with a sliding window...\n+ string tempFile = Path.Combine(Path.GetTempPath(), PublicApiKey.ToUnsecureString() + \".nonce\");\n+ if (!File.Exists(tempFile))\n+ {\n+ File.WriteAllText(tempFile, \"0\");\n+ }\n+ unchecked\n+ {\n+ int intNonce = int.Parse(File.ReadAllText(tempFile), CultureInfo.InvariantCulture) + 1;\n+ if (intNonce < 1)\n+ {\n+ throw new APIException(\"Nonce is out of bounds of a signed 32 bit integer (1 - \" + int.MaxValue.ToStringInvariant() +\n+ \"), please regenerate new API keys. Please contact the API support and ask them to change this horrible nonce behavior.\");\n+ }\n+ nonce = (long)intNonce;\n+ File.WriteAllText(tempFile, intNonce.ToStringInvariant());\n+ }\n+ } break;\n+\ndefault:\nthrow new InvalidOperationException(\"Invalid nonce style: \" + NonceStyle);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeYobitAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeYobitAPI.cs",
"diff": "@@ -38,7 +38,7 @@ namespace ExchangeSharp\npublic ExchangeYobitAPI()\n{\nRequestContentType = \"application/x-www-form-urlencoded\";\n- NonceStyle = NonceStyle.UnixSecondsString; // not used, see below\n+ NonceStyle = NonceStyle.IntegerFile; // yobit is not easy to use - you must maintain the nonce in a file and keep incrementing and make new keys when it hits int.MaxValue\nSymbolSeparator = \"_\";\nSymbolIsUppercase = false;\n}\n@@ -50,10 +50,6 @@ namespace ExchangeSharp\n// Only Private APIs are POST and need Authorization\nif (CanMakeAuthenticatedRequest(payload) && request.Method == \"POST\")\n{\n- // Yobit usses a unique nonce. They expect the client to start at a number and increment sequentially\n- // but we can't use ticks or unix timestamps because their max is 2147483646\n- // here we taking that last digits from the a timestamp for the nonce, which seems to work\n- payload[\"nonce\"] = DateTime.UtcNow.UnixTimestampFromDateTimeMilliseconds().ToString(\"F0\").Substring(4);\nvar msg = CryptoUtility.GetFormForPayload(payload);\nvar sig = CryptoUtility.SHA512Sign(msg, PrivateApiKey.ToUnsecureString());\nrequest.Headers.Add(\"Key\", PublicApiKey.ToUnsecureString());\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix yobit nonce
|
329,148 |
01.06.2018 10:17:24
| 21,600 |
0beb8e40758b783a83e9f1541b663ffae31f83bd
|
Fix HitBTC open orders
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -287,9 +287,18 @@ namespace ExchangeSharp\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\nvar payload = await OnGetNoncePayloadAsync();\n- if (!string.IsNullOrEmpty(symbol)) payload[\"symbol\"] = symbol;\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/history/order\", null, payload);\n- if (obj != null && obj.HasValues) foreach (JToken token in obj) orders.Add(ParseOpenOrder(token));\n+ if (!string.IsNullOrEmpty(symbol))\n+ {\n+ payload[\"symbol\"] = symbol;\n+ }\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/order\", null, payload);\n+ if (obj != null && obj.HasValues)\n+ {\n+ foreach (JToken token in obj)\n+ {\n+ orders.Add(ParseOpenOrder(token));\n+ }\n+ }\nreturn orders;\n}\n@@ -520,12 +529,15 @@ namespace ExchangeSharp\n};\n// new, suspended, partiallyFilled, filled, canceled, expired\nstring status = token[\"status\"].ToStringInvariant();\n- if (status.Equals(\"filled\")) result.Result = ExchangeAPIOrderResult.Filled;\n- else if (status.Equals(\"partiallyFilled\")) result.Result = ExchangeAPIOrderResult.FilledPartially;\n- else if (status.Equals(\"canceled\") || status.Equals(\"expired\")) result.Result = ExchangeAPIOrderResult.Canceled;\n- else if (status.Equals(\"new\")) result.Result = ExchangeAPIOrderResult.Pending;\n- else result.Result = ExchangeAPIOrderResult.Error;\n-\n+ switch (status)\n+ {\n+ case \"filled\": result.Result = ExchangeAPIOrderResult.Filled; break;\n+ case \"partiallyFilled\": result.Result = ExchangeAPIOrderResult.FilledPartially; break;\n+ case \"canceled\":\n+ case \"expired\": result.Result = ExchangeAPIOrderResult.Canceled; break;\n+ case \"new\": result.Result = ExchangeAPIOrderResult.Pending; break;\n+ default: result.Result = ExchangeAPIOrderResult.Error; break;\n+ }\nreturn result;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix HitBTC open orders
|
329,148 |
01.06.2018 23:09:49
| 21,600 |
d837e2f395b07c1f07c371e4d5bd55331c4f0120
|
Fix OKEX API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -22,7 +22,7 @@ namespace ExchangeSharp\npublic sealed class ExchangeOkexAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://www.okex.com/api/v1\";\n- public string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2\";\n+ public string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2/spot\";\npublic override string BaseUrlWebSocket { get; set; } = \"wss://real.okex.com:10441/websocket\";\npublic override string Name => ExchangeName.Okex;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<TargetFrameworks>netstandard2.0;netcoreapp2.0;netcoreapp2.1;net471</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.4.7.0</PackageVersion>\n+ <PackageVersion>0.4.8.0</PackageVersion>\n<Authors>jjxtra</Authors>\n<Description>ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.</Description>\n<Summary>Supported exchanges: Abucoins, Binance, Bitfinex, Bithumb, Bitstamp, Bittrex, Bleutrade, Cryptopia, Gdax, Gemini, Gitbtc, Huobi, Kraken, Kucoin, Livecoin, Okex, Poloniex, TuxExchange, Yobit. Pull request welcome.</Summary>\n<PackageIconUrl>https://github.com/jjxtra/ExchangeSharp/raw/master/icon.png</PackageIconUrl>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n- <PackageReleaseNotes>Add .netstandard 2.0 back</PackageReleaseNotes>\n+ <PackageReleaseNotes>Fix OKEX API</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,5 +31,5 @@ using System.Runtime.InteropServices;\n//\n// You can specify all the values or you can default the Build and Revision Numbers\n// by using the '*' as shown below:\n-[assembly: AssemblyVersion(\"0.4.7.0\")]\n-[assembly: AssemblyFileVersion(\"0.4.7.0\")]\n+[assembly: AssemblyVersion(\"0.4.8.0\")]\n+[assembly: AssemblyFileVersion(\"0.4.8.0\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<OutputType>Exe</OutputType>\n<TargetFramework>netcoreapp2.1</TargetFramework>\n<AssemblyVersion>0.4.7.0</AssemblyVersion>\n- <FileVersion>0.4.7.0</FileVersion>\n+ <FileVersion>0.4.8.0</FileVersion>\n<NeutralLanguage>en</NeutralLanguage>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.4.7.0</AssemblyVersion>\n+ <AssemblyVersion>0.4.8.0</AssemblyVersion>\n- <FileVersion>0.4.7.0</FileVersion>\n+ <FileVersion>0.4.8.0</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix OKEX API
|
329,115 |
03.06.2018 18:46:49
| -3,600 |
f3cbb2bbb261b1feb3c9c8a5dfa5d6393b65f683
|
Replaced Monitor with Semaphore for proper thread synchronisation
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -10,15 +10,14 @@ The above copyright notice and this permission notice shall be included in all c\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n*/\n+using Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\n-using System.Globalization;\nusing System.Linq;\nusing System.Reflection;\n+using System.Threading;\nusing System.Threading.Tasks;\n-using Newtonsoft.Json.Linq;\n-\nnamespace ExchangeSharp\n{\n/// <summary>\n@@ -40,6 +39,7 @@ namespace ExchangeSharp\nprivate static readonly Dictionary<string, IExchangeAPI> apis = new Dictionary<string, IExchangeAPI>(StringComparer.OrdinalIgnoreCase);\nprivate readonly Dictionary<string, ExchangeMarket> exchangeMarkets = new Dictionary<string, ExchangeMarket>();\n+ private readonly SemaphoreSlim exchangeMarketsSemaphore = new SemaphoreSlim(1, 1);\nprivate bool disposed;\n/// <summary>\n@@ -51,7 +51,7 @@ namespace ExchangeSharp\n// Get the exchange markets if we haven't gotten them yet.\nif (forceRefresh || exchangeMarkets.Count == 0)\n{\n- System.Threading.Monitor.Enter(exchangeMarkets);\n+ await exchangeMarketsSemaphore.WaitAsync();\ntry\n{\nif (forceRefresh || exchangeMarkets.Count == 0)\n@@ -64,7 +64,7 @@ namespace ExchangeSharp\n}\nfinally\n{\n- System.Threading.Monitor.Exit(exchangeMarkets);\n+ exchangeMarketsSemaphore.Release();\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Replaced Monitor with Semaphore for proper thread synchronisation (#169)
|
329,115 |
03.06.2018 18:47:43
| -3,600 |
1c44b2142d9a7d3842cdf77378be8bbcf8d05703
|
Binance does not accept quantities with more than 20 decimal places
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -533,7 +533,8 @@ namespace ExchangeSharp\ndecimal outputQuantity = await ClampOrderQuantity(symbol, order.Amount);\ndecimal outputPrice = await ClampOrderPrice(symbol, order.Price);\n- payload[\"quantity\"] = outputQuantity;\n+ // Binance does not accept quantities with more than 20 decimal places.\n+ payload[\"quantity\"] = Math.Round(outputQuantity, 20);\npayload[\"newOrderRespType\"] = \"FULL\";\nif (order.OrderType != OrderType.Market)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
#170 - Binance does not accept quantities with more than 20 decimal places (#171)
|
329,138 |
04.06.2018 08:24:28
| 14,400 |
fc9405d0cf370c30744710864538a79e060dc4f4
|
Updates to Hitbtc & Livecoin OnGetSymbolsMetadataAsync()
* Update ExchangeLivecoinAPI.cs
Correct reversed BaseCurrency/MarketCurrency symbols in OnGetSymbolsMetadataAsync()
* Livecoin: Correct reversed BaseCurrency/MarketCurrency symbols. Add MinTradeSize & PriceStepSize fields.
* Hitbtc - Correct reversed symbols OnGetSymbolsMetadataAsync.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -96,8 +96,8 @@ namespace ExchangeSharp\nmarkets.Add(new ExchangeMarket()\n{\nMarketName = token[\"id\"].ToStringInvariant(),\n- BaseCurrency = token[\"baseCurrency\"].ToStringInvariant(),\n- MarketCurrency = token[\"quoteCurrency\"].ToStringInvariant(),\n+ MarketCurrency = token[\"baseCurrency\"].ToStringInvariant(), // should be LTC in BTC-LTC. Hitbtc & ExchangeSharp definitions of base are reversed.\n+ BaseCurrency = token[\"quoteCurrency\"].ToStringInvariant(), // should be BTC in BTC-LTC\nQuantityStepSize = token[\"quantityIncrement\"].ConvertInvariant<decimal>(),\nPriceStepSize = token[\"tickSize\"].ConvertInvariant<decimal>(),\nIsActive = true\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -91,13 +91,17 @@ namespace ExchangeSharp\nforeach (JToken market in token[\"restrictions\"])\n{\nvar split = market[\"currencyPair\"].ToStringInvariant().Split('/');\n- markets.Add(new ExchangeMarket()\n+ var exchangeMarket = new ExchangeMarket\n{\nMarketName = market[\"currencyPair\"].ToStringInvariant(),\n- BaseCurrency = split[0],\n- MarketCurrency = split[1],\n- IsActive = true\n- });\n+ BaseCurrency = split[1],\n+ MarketCurrency = split[0],\n+ IsActive = true,\n+ MinTradeSize = (decimal) market[\"minLimitQuantity\"],\n+ PriceStepSize = (decimal?) (1 / Math.Pow(10, (int) market[\"priceScale\"]))\n+ };\n+\n+ markets.Add(exchangeMarket);\n}\nreturn markets;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Updates to Hitbtc & Livecoin OnGetSymbolsMetadataAsync() (#176)
* Update ExchangeLivecoinAPI.cs
Correct reversed BaseCurrency/MarketCurrency symbols in OnGetSymbolsMetadataAsync()
* Livecoin: Correct reversed BaseCurrency/MarketCurrency symbols. Add MinTradeSize & PriceStepSize fields.
* Hitbtc - Correct reversed symbols OnGetSymbolsMetadataAsync.
|
329,092 |
09.06.2018 15:23:31
| 25,200 |
b6b7143c126ecda236dcaceaf2ca551e76061486
|
Processing of initial order book in OnGetOrderBookWebSocket had flipped price and amount
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -481,8 +481,8 @@ namespace ExchangeSharp\n{\nvar depth = new ExchangeOrderPrice\n{\n- Amount = jprop.Name.ConvertInvariant<decimal>(),\n- Price = jprop.Value.ConvertInvariant<decimal>()\n+ Price = jprop.Name.ConvertInvariant<decimal>(),\n+ Amount = jprop.Value.ConvertInvariant<decimal>()\n};\norderBook.Asks[depth.Price] = depth;\n}\n@@ -491,8 +491,8 @@ namespace ExchangeSharp\n{\nvar depth = new ExchangeOrderPrice\n{\n- Amount = jprop.Name.ConvertInvariant<decimal>(),\n- Price = jprop.Value.ConvertInvariant<decimal>()\n+ Price = jprop.Name.ConvertInvariant<decimal>(),\n+ Amount = jprop.Value.ConvertInvariant<decimal>()\n};\norderBook.Bids[depth.Price] = depth;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Processing of initial order book in OnGetOrderBookWebSocket had flipped price and amount (#181)
|
329,148 |
11.06.2018 10:38:40
| 21,600 |
6b2f14e1f3d44840980fd5afb58978be00aa75cf
|
Fix HitBTC API to not post data on GET requests
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -52,9 +52,12 @@ namespace ExchangeSharp\nif (CanMakeAuthenticatedRequest(payload))\n{\nrequest.Headers[\"Authorization\"] = CryptoUtility.BasicAuthenticationString(PublicApiKey.ToUnsecureString(), PrivateApiKey.ToUnsecureString());\n+ if (request.Method == \"POST\")\n+ {\nawait CryptoUtility.WritePayloadJsonToRequestAsync(request, payload);\n}\n}\n+ }\n#region Public APIs\n@@ -284,7 +287,7 @@ namespace ExchangeSharp\n{\npayload[\"from\"] = afterDate;\n}\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/history/trades\", null, payload);\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/history/order\", null, payload);\nif (obj != null && obj.HasValues)\n{\nforeach (JToken token in obj)\n@@ -513,7 +516,7 @@ namespace ExchangeSharp\n//[ { \"id\": 9535486, \"clientOrderId\": \"f8dbaab336d44d5ba3ff578098a68454\", \"orderId\": 816088377, \"symbol\": \"ETHBTC\", \"side\": \"sell\", \"quantity\": \"0.061\", \"price\": \"0.045487\", \"fee\": \"0.000002775\", \"timestamp\": \"2017-05-17T12:32:57.848Z\" },\nreturn new ExchangeOrderResult()\n{\n- OrderId = token[\"orderId\"].ToStringInvariant(), // here we're using OrderId. I have no idea what the id field is used for.\n+ OrderId = token[\"orderId\"].ToStringInvariant(),\nSymbol = token[\"symbol\"].ToStringInvariant(),\nIsBuy = token[\"side\"].ToStringInvariant().Equals(\"buy\"),\nAmount = token[\"quantity\"].ConvertInvariant<decimal>(),\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -65,7 +65,7 @@ namespace ExchangeSharpConsoleApp\n{\ntry\n{\n- TestMethod(); // uncomment for ad-hoc code testing\n+ // TestMethod(); // uncomment for ad-hoc code testing\nDictionary<string, string> argsDictionary = ParseCommandLine(args);\nif (argsDictionary.Count == 0 || argsDictionary.ContainsKey(\"help\"))\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix HitBTC API to not post data on GET requests
|
329,148 |
11.06.2018 10:54:27
| 21,600 |
09a1cbb322c0d5aef2654fdbf5057927d6edc02c
|
Fix HitBTC urls, add helper method to append payload to url query
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/APIRequestMaker.cs",
"new_path": "ExchangeSharp/API/APIRequestMaker.cs",
"diff": "@@ -57,7 +57,7 @@ namespace ExchangeSharp\n/// <param name=\"baseUrl\">Override the base url, null for the default BaseUrl</param>\n/// <param name=\"payload\">Payload, can be null. For private API end points, the payload must contain a 'nonce' key set to GenerateNonce value.</param>\n/// The encoding of payload is API dependant but is typically json.</param>\n- /// <param name=\"method\">Request method or null for default</param>\n+ /// <param name=\"method\">Request method or null for default. Example: 'GET' or 'POST'.</param>\n/// <returns>Raw response</returns>\npublic async Task<string> MakeRequestAsync(string url, string baseUrl = null, Dictionary<string, object> payload = null, string method = null)\n{\n@@ -74,10 +74,11 @@ namespace ExchangeSharp\n}\nstring fullUrl = (baseUrl ?? api.BaseUrl) + url;\n- Uri uri = api.ProcessRequestUrl(new UriBuilder(fullUrl), payload);\n+ method = method ?? api.RequestMethod;\n+ Uri uri = api.ProcessRequestUrl(new UriBuilder(fullUrl), payload, method);\nHttpWebRequest request = HttpWebRequest.CreateHttp(uri);\nrequest.Headers[\"Accept-Language\"] = \"en-US,en;q=0.5\";\n- request.Method = method ?? api.RequestMethod;\n+ request.Method = method;\nrequest.ContentType = api.RequestContentType;\nrequest.UserAgent = BaseAPI.RequestUserAgent;\nrequest.CachePolicy = api.RequestCachePolicy;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -443,8 +443,9 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"url\">Url</param>\n/// <param name=\"payload\">Payload</param>\n+ /// <param name=\"method\">Method</param>\n/// <returns>Updated url</returns>\n- protected virtual Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n+ protected virtual Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n{\nreturn url.Uri;\n}\n@@ -571,9 +572,9 @@ namespace ExchangeSharp\nProcessResponse(response);\n}\n- Uri IAPIRequestHandler.ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n+ Uri IAPIRequestHandler.ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n{\n- return ProcessRequestUrl(url, payload);\n+ return ProcessRequestUrl(url, payload, method);\n}\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -1040,7 +1040,7 @@ namespace ExchangeSharp\nreturn base.ProcessRequestAsync(request, payload);\n}\n- protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n+ protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n@@ -1053,7 +1053,7 @@ namespace ExchangeSharp\nurl.Query = newQuery;\nreturn url.Uri;\n}\n- return base.ProcessRequestUrl(url, payload);\n+ return base.ProcessRequestUrl(url, payload, method);\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -516,7 +516,7 @@ namespace ExchangeSharp\n}\n- protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n+ protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"diff": "@@ -57,7 +57,7 @@ namespace ExchangeSharp\nreturn base.ProcessRequestAsync(request, payload);\n}\n- protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n+ protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -46,6 +46,15 @@ namespace ExchangeSharp\nreturn ExchangeSymbolToGlobalSymbolWithSeparator(symbol.Substring(0, symbol.Length - 3) + GlobalSymbolSeparator + symbol.Substring(symbol.Length - 3, 3), GlobalSymbolSeparator);\n}\n+ protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n+ {\n+ if (method != \"PUT\" && method != \"POST\")\n+ {\n+ url.AppendPayloadToQuery(payload);\n+ }\n+ return url.Uri;\n+ }\n+\nprotected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary<string, object> payload)\n{\n// only authenticated requests write json, everything uses GET and url params\n@@ -287,7 +296,7 @@ namespace ExchangeSharp\n{\npayload[\"from\"] = afterDate;\n}\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/history/order\", null, payload);\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/history/trades\", null, payload);\nif (obj != null && obj.HasValues)\n{\nforeach (JToken token in obj)\n@@ -371,7 +380,10 @@ namespace ExchangeSharp\nif (token != null)\n{\ndeposit.Address = token[\"address\"].ToStringInvariant();\n- if (deposit.Address.StartsWith(\"bitcoincash:\")) deposit.Address = deposit.Address.Replace(\"bitcoincash:\", string.Empty); // don't know why they do this for bitcoincash\n+ if (deposit.Address.StartsWith(\"bitcoincash:\"))\n+ {\n+ deposit.Address = deposit.Address.Replace(\"bitcoincash:\", string.Empty); // don't know why they do this for bitcoincash\n+ }\ndeposit.AddressTag = token[\"wallet\"].ToStringInvariant();\n}\nreturn deposit;\n@@ -473,8 +485,7 @@ namespace ExchangeSharp\npayload[\"currency\"] = Symbol;\npayload[\"amount\"] = Amount;\nJToken obj = MakeJsonRequest<JToken>(\"/account/transfer\", null, payload);\n- if (obj != null && obj.HasValues && !String.IsNullOrEmpty(obj[\"id\"].ToStringInvariant())) return true;\n- else return false;\n+ return (obj != null && obj.HasValues && !String.IsNullOrEmpty(obj[\"id\"].ToStringInvariant()));\n}\n#endregion\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -72,7 +72,7 @@ namespace ExchangeSharp\n}\n}\n- protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n+ protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n@@ -80,7 +80,7 @@ namespace ExchangeSharp\n{\nreturn url.Uri;\n}\n- string method = payload[\"method\"].ToStringInvariant();\n+ method = payload[\"method\"].ToStringInvariant();\npayload.Remove(\"method\");\nvar dict = new Dictionary<string, object>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/IAPIRequestMaker.cs",
"new_path": "ExchangeSharp/API/IAPIRequestMaker.cs",
"diff": "@@ -94,8 +94,9 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"url\">Url</param>\n/// <param name=\"payload\">Payload</param>\n+ /// <param name=\"method\">Method</param>\n/// <returns>Updated url</returns>\n- Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload);\n+ Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method);\n/// <summary>\n/// Base url\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<TargetFrameworks>netstandard2.0;netcoreapp2.0;netcoreapp2.1;net471</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.4.8.0</PackageVersion>\n+ <PackageVersion>0.4.9.0</PackageVersion>\n<Authors>jjxtra</Authors>\n<Description>ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.</Description>\n<Summary>Supported exchanges: Abucoins, Binance, Bitfinex, Bithumb, Bitstamp, Bittrex, Bleutrade, Cryptopia, Gdax, Gemini, Gitbtc, Huobi, Kraken, Kucoin, Livecoin, Okex, Poloniex, TuxExchange, Yobit. Pull request welcome.</Summary>\n<PackageIconUrl>https://github.com/jjxtra/ExchangeSharp/raw/master/icon.png</PackageIconUrl>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n- <PackageReleaseNotes>Fix OKEX API</PackageReleaseNotes>\n+ <PackageReleaseNotes>Fix HitBTC API to not post data for GET requests</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,5 +31,5 @@ using System.Runtime.InteropServices;\n//\n// You can specify all the values or you can default the Build and Revision Numbers\n// by using the '*' as shown below:\n-[assembly: AssemblyVersion(\"0.4.8.0\")]\n-[assembly: AssemblyFileVersion(\"0.4.8.0\")]\n+[assembly: AssemblyVersion(\"0.4.9.0\")]\n+[assembly: AssemblyFileVersion(\"0.4.9.0\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -494,6 +494,27 @@ namespace ExchangeSharp\nreturn string.Empty;\n}\n+ /// <summary>\n+ /// Append a dictionary of key/values to a url builder query\n+ /// </summary>\n+ /// <param name=\"uri\">Uri builder</param>\n+ /// <param name=\"payload\">Payload to append</param>\n+ public static void AppendPayloadToQuery(this UriBuilder uri, Dictionary<string, object> payload)\n+ {\n+ if (uri.Query.Length > 1)\n+ {\n+ uri.Query += \"&\";\n+ }\n+ foreach (var kv in payload)\n+ {\n+ uri.Query += WebUtility.UrlEncode(kv.Key);\n+ uri.Query += \"=\";\n+ uri.Query += kv.Value.ToStringInvariant();\n+ uri.Query += \"&\";\n+ }\n+ uri.Query = uri.Query.Trim('&');\n+ }\n+\n/// <summary>\n/// Get a value from dictionary with default fallback\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<PropertyGroup>\n<OutputType>Exe</OutputType>\n<TargetFramework>netcoreapp2.1</TargetFramework>\n- <AssemblyVersion>0.4.7.0</AssemblyVersion>\n- <FileVersion>0.4.8.0</FileVersion>\n+ <AssemblyVersion>0.4.9.0</AssemblyVersion>\n+ <FileVersion>0.4.9.0</FileVersion>\n<NeutralLanguage>en</NeutralLanguage>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<AssemblyVersion>0.4.8.0</AssemblyVersion>\n- <FileVersion>0.4.8.0</FileVersion>\n+ <FileVersion>0.4.9.0</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix HitBTC urls, add helper method to append payload to url query
|
329,148 |
11.06.2018 16:39:58
| 21,600 |
821aaeda94c05b65edb4e078398022bde97182ee
|
Rename private variables to follow standard
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -405,7 +405,7 @@ namespace ExchangeSharp\npublic WebSocketWrapper ConnectWebSocket(string url, Action<byte[], WebSocketWrapper> messageCallback, Action<WebSocketWrapper> connectCallback = null)\n{\nstring fullUrl = BaseUrlWebSocket + (url ?? string.Empty);\n- return new WebSocketWrapper(fullUrl, messageCallback, TimeSpan.FromSeconds(30.0), connectCallback);\n+ return new WebSocketWrapper(fullUrl, messageCallback, connectCallback);\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -27,46 +27,46 @@ namespace ExchangeSharp\n{\nprivate const int receiveChunkSize = 8192;\n- private ClientWebSocket _ws;\n- private readonly Uri _uri;\n- private readonly CancellationTokenSource _cancellationTokenSource = new CancellationTokenSource();\n- private readonly CancellationToken _cancellationToken;\n- private readonly BlockingCollection<object> _messageQueue = new BlockingCollection<object>(new ConcurrentQueue<object>());\n-\n- private Action<byte[], WebSocketWrapper> _onMessage;\n- private Action<WebSocketWrapper> _onConnected;\n- private Action<WebSocketWrapper> _onDisconnected;\n- private TimeSpan _connectInterval;\n- private bool _disposed;\n+ private ClientWebSocket webSocket;\n+ private readonly Uri uri;\n+ private readonly CancellationTokenSource cancellationTokenSource = new CancellationTokenSource();\n+ private readonly CancellationToken cancellationToken;\n+ private readonly BlockingCollection<object> messageQueue = new BlockingCollection<object>(new ConcurrentQueue<object>());\n+\n+ private Action<byte[], WebSocketWrapper> onMessage;\n+ private Action<WebSocketWrapper> onConnected;\n+ private Action<WebSocketWrapper> onDisconnected;\n+ private TimeSpan connectInterval;\n+ private bool disposed;\n/// <summary>\n/// Constructor, also begins listening and processing messages immediately\n/// </summary>\n/// <param name=\"uri\">Uri to connect to</param>\n/// <param name=\"onMessage\">Message callback</param>\n- /// <param name=\"keepAlive\">Keep alive time, default is 30 seconds</param>\n/// <param name=\"onConnect\">Connect callback, will get called on connection and every connectInterval (default 1 hour). This is a great place\n/// to do setup, such as creating lookup dictionaries, etc. This method will re-execute until it executes without exceptions thrown.</param>\n/// <param name=\"onDisconnect\">Disconnect callback</param>\n+ /// <param name=\"keepAlive\">Keep alive time, default is 30 seconds</param>\n/// <param name=\"connectInterval\">How often to call the onConnect action (default is 1 hour)</param>\npublic WebSocketWrapper\n(\nstring uri,\nAction<byte[], WebSocketWrapper> onMessage,\n- TimeSpan? keepAlive = null,\nAction<WebSocketWrapper> onConnect = null,\nAction<WebSocketWrapper> onDisconnect = null,\n+ TimeSpan? keepAlive = null,\nTimeSpan? connectInterval = null\n)\n{\n- _ws = new ClientWebSocket();\n- _ws.Options.KeepAliveInterval = (keepAlive ?? TimeSpan.FromSeconds(30.0));\n- _uri = new Uri(uri);\n- _cancellationToken = _cancellationTokenSource.Token;\n- _onMessage = onMessage;\n- _onConnected = onConnect;\n- _onDisconnected = onDisconnect;\n- _connectInterval = (connectInterval ?? TimeSpan.FromHours(1.0));\n+ webSocket = new ClientWebSocket();\n+ webSocket.Options.KeepAliveInterval = (keepAlive ?? TimeSpan.FromSeconds(30.0));\n+ this.uri = new Uri(uri);\n+ cancellationToken = cancellationTokenSource.Token;\n+ this.onMessage = onMessage;\n+ onConnected = onConnect;\n+ onDisconnected = onDisconnect;\n+ this.connectInterval = (connectInterval ?? TimeSpan.FromHours(1.0));\nTask.Factory.StartNew(MessageWorkerThread);\nTask.Factory.StartNew(ListenWorkerThread);\n@@ -79,12 +79,12 @@ namespace ExchangeSharp\n{\ntry\n{\n- _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).GetAwaiter().GetResult();\n+ webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).GetAwaiter().GetResult();\n}\ncatch\n{\n}\n- _disposed = true;\n+ disposed = true;\n}\n/// <summary>\n@@ -100,10 +100,10 @@ namespace ExchangeSharp\n{\ntry\n{\n- if (_ws.State == WebSocketState.Open)\n+ if (webSocket.State == WebSocketState.Open)\n{\nArraySegment<byte> messageArraySegment = new ArraySegment<byte>(Encoding.UTF8.GetBytes(message));\n- await _ws.SendAsync(messageArraySegment, WebSocketMessageType.Text, true, _cancellationToken);\n+ await webSocket.SendAsync(messageArraySegment, WebSocketMessageType.Text, true, cancellationToken);\n}\n}\ncatch\n@@ -116,7 +116,7 @@ namespace ExchangeSharp\n{\nif (action != null)\n{\n- _messageQueue.Add((Action)(() =>\n+ messageQueue.Add((Action)(() =>\n{\ntry\n{\n@@ -133,7 +133,7 @@ namespace ExchangeSharp\n{\nif (action != null)\n{\n- _messageQueue.Add((Action)(() =>\n+ messageQueue.Add((Action)(() =>\n{\nwhile (true)\n{\n@@ -154,11 +154,11 @@ namespace ExchangeSharp\n{\nArraySegment<byte> receiveBuffer = new ArraySegment<byte>(new byte[receiveChunkSize]);\nbool wasClosed = true;\n- TimeSpan keepAlive = _ws.Options.KeepAliveInterval;\n+ TimeSpan keepAlive = webSocket.Options.KeepAliveInterval;\nMemoryStream stream = new MemoryStream();\nWebSocketReceiveResult result;\n- while (!_disposed)\n+ while (!disposed)\n{\ntry\n{\n@@ -166,20 +166,20 @@ namespace ExchangeSharp\n{\n// re-open the socket\nwasClosed = false;\n- _ws = new ClientWebSocket();\n- _ws.ConnectAsync(_uri, CancellationToken.None).GetAwaiter().GetResult();\n- QueueActionWithNoExceptions(_onConnected);\n+ webSocket = new ClientWebSocket();\n+ webSocket.ConnectAsync(uri, CancellationToken.None).GetAwaiter().GetResult();\n+ QueueActionWithNoExceptions(onConnected);\n}\n- while (_ws.State == WebSocketState.Open)\n+ while (webSocket.State == WebSocketState.Open)\n{\ndo\n{\n- result = _ws.ReceiveAsync(receiveBuffer, _cancellationToken).GetAwaiter().GetResult();\n+ result = webSocket.ReceiveAsync(receiveBuffer, cancellationToken).GetAwaiter().GetResult();\nif (result.MessageType == WebSocketMessageType.Close)\n{\n- _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None).GetAwaiter().GetResult();\n- QueueAction(_onDisconnected);\n+ webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None).GetAwaiter().GetResult();\n+ QueueAction(onDisconnected);\n}\nelse\n{\n@@ -194,14 +194,14 @@ namespace ExchangeSharp\nbyte[] bytesCopy = new byte[stream.Length];\nArray.Copy(stream.GetBuffer(), bytesCopy, stream.Length);\nstream.SetLength(0);\n- _messageQueue.Add(bytesCopy);\n+ messageQueue.Add(bytesCopy);\n}\n}\n}\ncatch\n{\n- QueueAction(_onDisconnected);\n- if (!_disposed)\n+ QueueAction(onDisconnected);\n+ if (!disposed)\n{\n// wait one half second before attempting reconnect\nTask.Delay(500).ConfigureAwait(false).GetAwaiter().GetResult();\n@@ -212,7 +212,7 @@ namespace ExchangeSharp\nwasClosed = true;\ntry\n{\n- _ws.Dispose();\n+ webSocket.Dispose();\n}\ncatch\n{\n@@ -225,9 +225,9 @@ namespace ExchangeSharp\n{\nDateTime lastCheck = DateTime.UtcNow;\n- while (!_disposed)\n+ while (!disposed)\n{\n- if (_messageQueue.TryTake(out object message, 100))\n+ if (messageQueue.TryTake(out object message, 100))\n{\ntry\n{\n@@ -237,17 +237,17 @@ namespace ExchangeSharp\n}\nelse if (message is byte[] messageBytes)\n{\n- _onMessage?.Invoke(messageBytes, this);\n+ onMessage?.Invoke(messageBytes, this);\n}\n}\ncatch\n{\n}\n}\n- if (_connectInterval.Ticks > 0 && (DateTime.UtcNow - lastCheck) >= _connectInterval)\n+ if (connectInterval.Ticks > 0 && (DateTime.UtcNow - lastCheck) >= connectInterval)\n{\nlastCheck = DateTime.UtcNow;\n- QueueActionWithNoExceptions(_onConnected);\n+ QueueActionWithNoExceptions(onConnected);\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Rename private variables to follow standard
|
329,148 |
12.06.2018 06:45:42
| 21,600 |
ab35a37cd27b69879470edf0792df20969a61f46
|
Fix Poloniex missing symbol for all completed orders
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -154,6 +154,10 @@ namespace ExchangeSharp\norder.AveragePrice = (order.AveragePrice * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);\norder.Amount += tradeAmt;\norder.AmountFilled = order.Amount;\n+ if (string.IsNullOrWhiteSpace(order.Symbol) || order.Symbol == \"all\")\n+ {\n+ order.Symbol = trade[\"currencyPair\"].ToStringInvariant();\n+ }\nif (order.OrderDate == DateTime.MinValue)\n{\n@@ -219,7 +223,6 @@ namespace ExchangeSharp\n{\nIEnumerable<JToken> tradesForOrder = trades.Where(x => x[\"orderNumber\"].ToStringInvariant() == orderNum);\nExchangeOrderResult order = new ExchangeOrderResult { OrderId = orderNum, Symbol = symbol };\n-\nParseOrderTrades(tradesForOrder, order);\norder.Price = order.AveragePrice;\norder.Result = ExchangeAPIOrderResult.Filled;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Poloniex missing symbol for all completed orders
|
329,148 |
12.06.2018 07:29:42
| 21,600 |
246bf774e4cc4455075353edb96d5c67cfccdb05
|
Add unit test for Poloniex all symbol order results
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -133,18 +133,19 @@ namespace ExchangeSharp\nif (!orderMetadataSet)\n{\norder.IsBuy = trade[\"type\"].ToStringLowerInvariant() != \"sell\";\n-\nstring parsedSymbol = trade[\"currencyPair\"].ToStringInvariant();\n- if (!string.IsNullOrWhiteSpace(parsedSymbol))\n+ if (string.IsNullOrWhiteSpace(parsedSymbol) && trade.Parent != null)\n+ {\n+ parsedSymbol = trade.Parent.Path;\n+ }\n+ if (order.Symbol == \"all\" || !string.IsNullOrWhiteSpace(parsedSymbol))\n{\norder.Symbol = parsedSymbol;\n}\n-\nif (!string.IsNullOrWhiteSpace(order.Symbol))\n{\norder.FeesCurrency = ParseFeesCurrency(order.IsBuy, order.Symbol);\n}\n-\norderMetadataSet = true;\n}\n@@ -154,10 +155,6 @@ namespace ExchangeSharp\norder.AveragePrice = (order.AveragePrice * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);\norder.Amount += tradeAmt;\norder.AmountFilled = order.Amount;\n- if (string.IsNullOrWhiteSpace(order.Symbol) || order.Symbol == \"all\")\n- {\n- order.Symbol = trade[\"currencyPair\"].ToStringInvariant();\n- }\nif (order.OrderDate == DateTime.MinValue)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"new_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"diff": "@@ -287,6 +287,22 @@ namespace ExchangeSharpTests\nbuyOrder.Result.Should().Be(ExchangeAPIOrderResult.Filled);\n}\n+ [TestMethod]\n+ public void GetCompletedOrderDetails_AllSymbols()\n+ {\n+ // {\"BTC_MAID\": [ { \"globalTradeID\": 29251512, \"tradeID\": \"1385888\", \"date\": \"2016-05-03 01:29:55\", \"rate\": \"0.00014243\", \"amount\": \"353.74692925\", \"total\": \"0.05038417\", \"fee\": \"0.00200000\", \"orderNumber\": \"12603322113\", \"type\": \"buy\", \"category\": \"settlement\" }, { \"globalTradeID\": 29251511, \"tradeID\": \"1385887\", \"date\": \"2016-05-03 01:29:55\", \"rate\": \"0.00014111\", \"amount\": \"311.24262497\", \"total\": \"0.04391944\", \"fee\": \"0.00200000\", \"orderNumber\": \"12603319116\", \"type\": \"sell\", \"category\": \"marginTrade\" }\n+ var polo = CreatePoloniexAPI(GetCompletedOrderDetails_AllSymbolsOrders);\n+ ExchangeOrderResult order = polo.GetCompletedOrderDetails().First();\n+ order.Symbol.Should().Be(\"BTC_MAID\");\n+ order.OrderId.Should().Be(\"12603322113\");\n+ order.OrderDate.Should().Be(new DateTime(2016, 5, 3, 1, 29, 55));\n+ order.AveragePrice.Should().Be(0.00014243m);\n+ order.Price.Should().Be(0.00014243m);\n+ order.Amount.Should().Be(353.74692925m);\n+ order.Fees.Should().Be(0.70749386m);\n+ order.IsBuy.Should().Be(true);\n+ }\n+\n[TestMethod]\npublic void OnGetDepositHistory_DoesNotFailOnMinTimestamp()\n{\n@@ -907,6 +923,12 @@ namespace ExchangeSharpTests\n#endregion\n+ #region GetCompletedOrderDetails_AllSymbols\n+\n+ private const string GetCompletedOrderDetails_AllSymbolsOrders = @\"{\"\"BTC_MAID\"\": [ { \"\"globalTradeID\"\": 29251512, \"\"tradeID\"\": \"\"1385888\"\", \"\"date\"\": \"\"2016-05-03 01:29:55\"\", \"\"rate\"\": \"\"0.00014243\"\", \"\"amount\"\": \"\"353.74692925\"\", \"\"total\"\": \"\"0.05038417\"\", \"\"fee\"\": \"\"0.00200000\"\", \"\"orderNumber\"\": \"\"12603322113\"\", \"\"type\"\": \"\"buy\"\", \"\"category\"\": \"\"settlement\"\" }, { \"\"globalTradeID\"\": 29251511, \"\"tradeID\"\": \"\"1385887\"\", \"\"date\"\": \"\"2016-05-03 01:29:55\"\", \"\"rate\"\": \"\"0.00014111\"\", \"\"amount\"\": \"\"311.24262497\"\", \"\"total\"\": \"\"0.04391944\"\", \"\"fee\"\": \"\"0.00200000\"\", \"\"orderNumber\"\": \"\"12603319116\"\", \"\"type\"\": \"\"sell\"\", \"\"category\"\": \"\"marginTrade\"\" }\";\n+\n+ #endregion GetCompletedOrderDetails_AllSymbols\n+\nprivate const string Unfilled = @\"[{\n\"\"orderNumber\"\": \"\"35329211614\"\",\n\"\"type\"\": \"\"buy\"\",\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add unit test for Poloniex all symbol order results
|
329,148 |
12.06.2018 19:55:58
| 21,600 |
029a19c1b4f03c008c32a8f36c8463e03cb2d174
|
Handle Bittrex cancelled orders
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -477,7 +477,22 @@ namespace ExchangeSharp\norder.Price = token[\"Limit\"].ConvertInvariant<decimal>(order.AveragePrice);\norder.Message = string.Empty;\norder.OrderId = token[\"OrderUuid\"].ToStringInvariant();\n- order.Result = amountFilled == amount ? ExchangeAPIOrderResult.Filled : (amountFilled == 0 ? ExchangeAPIOrderResult.Pending : ExchangeAPIOrderResult.FilledPartially);\n+ if (token[\"CancelInitiated\"].ConvertInvariant<bool>())\n+ {\n+ order.Result = ExchangeAPIOrderResult.Canceled;\n+ }\n+ else if (amountFilled >= amount)\n+ {\n+ order.Result = ExchangeAPIOrderResult.Filled;\n+ }\n+ else if (amountFilled == 0m)\n+ {\n+ order.Result = ExchangeAPIOrderResult.Pending;\n+ }\n+ else\n+ {\n+ order.Result = ExchangeAPIOrderResult.FilledPartially;\n+ }\norder.OrderDate = ConvertDateTimeInvariant(token[\"Opened\"], ConvertDateTimeInvariant(token[\"TimeStamp\"]));\norder.Symbol = token[\"Exchange\"].ToStringInvariant();\norder.Fees = token[\"Commission\"].ConvertInvariant<decimal>(); // This is always in the base pair (e.g. BTC, ETH, USDT)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Handle Bittrex cancelled orders
|
329,148 |
13.06.2018 09:33:30
| 21,600 |
2bacfa4158ee1c520a6fd3ee3eac92342e96cf84
|
Okex bug fix, Poloniex symbol for order parse
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -37,6 +37,22 @@ namespace ExchangeSharp\n}\n#region ProcessRequest\n+\n+ protected override JToken CheckJsonResponse(JToken result)\n+ {\n+ JToken innerResult = result[\"result\"];\n+ if (innerResult != null && !innerResult.ConvertInvariant<bool>())\n+ {\n+ throw new APIException(\"Result is false: \" + result.ToString());\n+ }\n+ innerResult = result[\"code\"];\n+ if (innerResult != null && innerResult.ConvertInvariant<int>() != 0)\n+ {\n+ throw new APIException(\"Code is non-zero: \" + result.ToString());\n+ }\n+ return result;\n+ }\n+\nprotected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary<string, object> payload)\n{\nif (CanMakeAuthenticatedRequest(payload))\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -101,10 +101,13 @@ namespace ExchangeSharp\nreturn order;\n}\n- /// <summary>Parses an order which has not been filled.</summary>\n+ /// <summary>\n+ /// Parses an order which has not been filled.\n+ /// </summary>\n/// <param name=\"result\">The JToken to parse.</param>\n+ /// <param name=\"symbol\">Symbol or null if it's in the result</param>\n/// <returns>ExchangeOrderResult with the open order and how much is remaining to fill</returns>\n- public ExchangeOrderResult ParseOpenOrder(JToken result)\n+ public ExchangeOrderResult ParseOpenOrder(JToken result, string symbol = null)\n{\nExchangeOrderResult order = new ExchangeOrderResult\n{\n@@ -114,6 +117,7 @@ namespace ExchangeSharp\nOrderId = result[\"orderNumber\"].ToStringInvariant(),\nPrice = result[\"rate\"].ConvertInvariant<decimal>(),\nResult = ExchangeAPIOrderResult.Pending,\n+ Symbol = (symbol ?? result.Parent.Path)\n};\ndecimal amount = result[\"amount\"].ConvertInvariant<decimal>();\n@@ -792,7 +796,7 @@ namespace ExchangeSharp\n{\nforeach (JToken token in array)\n{\n- orders.Add(ParseOpenOrder(token));\n+ orders.Add(ParseOpenOrder(token, null));\n}\n}\n}\n@@ -801,7 +805,7 @@ namespace ExchangeSharp\n{\nforeach (JToken token in array)\n{\n- orders.Add(ParseOpenOrder(token));\n+ orders.Add(ParseOpenOrder(token, symbol));\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Okex bug fix, Poloniex symbol for order parse
|
329,148 |
13.06.2018 17:11:01
| 21,600 |
b4aa90fac4cdc0d78bc6d42f800f8dfe3c238985
|
Remove delta socket method
Delta socket method for Binance is now in the standard GetOrderBookWebSocket call. Seems to work great! I also added an initial fetch of the order book, since Binance only sends the changes.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -133,7 +133,6 @@ namespace ExchangeSharp\nprotected virtual IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetOrderBookDeltaSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> action, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected class HistoricalTradeHelperState\n@@ -1191,28 +1190,12 @@ namespace ExchangeSharp\n/// <summary>\n/// Get top bids and asks via web socket\n/// </summary>\n- /// <param name=\"callback\">Callback (symbol, order book)</param>\n+ /// <param name=\"callback\">Callback of symbol, order book</param>\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\npublic IDisposable GetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookWebSocket(callback, maxCount, symbols);\n- /// <summary>\n- /// Gets a delta socket for a collection of order books. This will only provide updates to an order book, which should be lower traffic than GetOrderBookWebSocket.\n- /// The suggested way to use this is:\n- /// 1. Open this socket and begin buffering events you receive\n- /// 2. Get a depth snapshot of the order books you care about\n- /// 3. Drop any event where SequenceNumber is less than or equal to the snapshot last update id\n- /// Notes:\n- /// * Confirm with the Exchange's API docs whether the data in each event is the absolute quantity or differential quantity\n- /// * If the quantity is 0, remove the price level\n- /// * Receiving an event that removes a price level that is not in your local order book can happen and is normal.\n- /// </summary>\n- /// <param name=\"callback\">The callback.</param>\n- /// <param name=\"symbols\">The ticker symbols to query. Null will not create a socket</param>\n- /// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetOrderBookDeltaSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, params string[] symbols) => OnGetOrderBookDeltaSocket(callback, symbols);\n-\n/// <summary>\n/// Get the details of all completed orders via web socket\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -351,60 +351,66 @@ namespace ExchangeSharp\n}\nprotected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, int maxCount = 20, params string[] symbols)\n- {\n- if (callback == null)\n- {\n- return null;\n- }\n-\n- string suffix = \"@depth\" + maxCount.ToStringInvariant();\n- string url = GetWebSocketStreamUrlForSymbols(suffix, symbols);\n- return ConnectWebSocket(url, (msg, _socket) =>\n- {\n- try\n- {\n- JToken token = JToken.Parse(msg.UTF8String());\n- string name = token[\"stream\"].ToStringInvariant();\n- token = token[\"data\"];\n- ExchangeOrderBook orderBook = ParseOrderBook(token);\n- string symbol = NormalizeSymbol(name.Substring(0, name.IndexOf('@')));\n- int sequenceNumber = token[\"lastUpdateId\"].ConvertInvariant<int>();\n- callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(sequenceNumber, new KeyValuePair<string, ExchangeOrderBook>(symbol, orderBook)));\n- }\n- catch\n- {\n- }\n- });\n- }\n-\n- protected override IDisposable OnGetOrderBookDeltaSocket(Action<ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>> callback, params string[] symbols)\n{\nif (callback == null || symbols == null || !symbols.Any())\n{\nreturn null;\n}\n+ // Gets a delta socket for a collection of order books.\n+ // The suggested way to use this is:\n+ // 1. Open this socket and begin buffering events you receive\n+ // 2. Get a depth snapshot of the order books you care about\n+ // 3. Drop any event where SequenceNumber is less than or equal to the snapshot last update id\n+ // Notes:\n+ // * Confirm with the Exchange's API docs whether the data in each event is the absolute quantity or differential quantity\n+ // * If the quantity is 0, remove the price level\n+ // * Receiving an event that removes a price level that is not in your local order book can happen and is normal.\n+ //\nstring combined = string.Join(\"/\", symbols.Select(s => this.NormalizeSymbol(s).ToLowerInvariant() + \"@depth\"));\n+ Dictionary<string, ExchangeOrderBook> books = new Dictionary<string, ExchangeOrderBook>();\nreturn ConnectWebSocket($\"/stream?streams={combined}\", (msg, _socket) =>\n{\ntry\n{\nvar update = JsonConvert.DeserializeObject<BinanceMultiDepthStream>(msg.UTF8String());\n- var book = new ExchangeOrderBook();\n+ string symbol = update.Data.Symbol;\n+\n+ if (!books.TryGetValue(symbol, out ExchangeOrderBook book))\n+ {\n+ // populate initial order book\n+ book = GetOrderBook(symbol, 1000);\n+ books[symbol] = book;\n+ }\n+\nforeach (List<object> ask in update.Data.Asks)\n{\nvar depth = new ExchangeOrderPrice { Price = ask[0].ConvertInvariant<decimal>(), Amount = ask[1].ConvertInvariant<decimal>() };\n+ if (depth.Amount <= 0m)\n+ {\n+ book.Asks.Remove(depth.Price);\n+ }\n+ else\n+ {\nbook.Asks[depth.Price] = depth;\n}\n+ }\nforeach (List<object> bid in update.Data.Bids)\n{\nvar depth = new ExchangeOrderPrice { Price = bid[0].ConvertInvariant<decimal>(), Amount = bid[1].ConvertInvariant<decimal>() };\n+ if (depth.Amount <= 0m)\n+ {\n+ book.Bids.Remove(depth.Price);\n+ }\n+ else\n+ {\nbook.Bids[depth.Price] = depth;\n}\n+ }\n- callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(update.Data.FinalUpdate, new KeyValuePair<string, ExchangeOrderBook>(update.Data.Symbol, book)));\n+ callback(new ExchangeSequencedWebsocketMessage<KeyValuePair<string, ExchangeOrderBook>>(update.Data.FinalUpdate, new KeyValuePair<string, ExchangeOrderBook>(symbol, book)));\n}\ncatch\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Remove delta socket method
Delta socket method for Binance is now in the standard GetOrderBookWebSocket call. Seems to work great! I also added an initial fetch of the order book, since Binance only sends the changes.
|
329,148 |
13.06.2018 19:40:49
| 21,600 |
f2e9d18bd81c02cc349794d722ab5a9878613a71
|
Fix for Binance web socket order book
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -60,6 +60,11 @@ namespace ExchangeSharp\npublic BinanceMarketDepthDiffUpdate Data { get; set; }\n}\n+ public class ExchangeBinanceOrderBook : ExchangeOrderBook\n+ {\n+ public long LastUpdateId { get; set; }\n+ }\n+\n#endregion Model Objects Specific to Binance\npublic override string BaseUrl { get; set; } = \"https://api.binance.com/api/v1\";\n@@ -374,7 +379,8 @@ namespace ExchangeSharp\n{\ntry\n{\n- var update = JsonConvert.DeserializeObject<BinanceMultiDepthStream>(msg.UTF8String());\n+ string json = msg.UTF8String();\n+ var update = JsonConvert.DeserializeObject<BinanceMultiDepthStream>(json);\nstring symbol = update.Data.Symbol;\nif (!books.TryGetValue(symbol, out ExchangeOrderBook book))\n@@ -384,6 +390,11 @@ namespace ExchangeSharp\nbooks[symbol] = book;\n}\n+ if ((book as ExchangeBinanceOrderBook).LastUpdateId > update.Data.FinalUpdate)\n+ {\n+ return;\n+ }\n+\nforeach (List<object> ask in update.Data.Asks)\n{\nvar depth = new ExchangeOrderPrice { Price = ask[0].ConvertInvariant<decimal>(), Amount = ask[1].ConvertInvariant<decimal>() };\n@@ -870,7 +881,8 @@ namespace ExchangeSharp\nprivate ExchangeOrderBook ParseOrderBook(JToken token)\n{\n- ExchangeOrderBook book = new ExchangeOrderBook();\n+ ExchangeBinanceOrderBook book = new ExchangeBinanceOrderBook();\n+ book.LastUpdateId = token[\"lastUpdateId\"].ConvertInvariant<long>();\nforeach (JArray array in token[\"bids\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"diff": "@@ -69,7 +69,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Represents all the asks (sells) and bids (buys) for an exchange asset\n/// </summary>\n- public sealed class ExchangeOrderBook\n+ public class ExchangeOrderBook\n{\n/// <summary>\n/// List of asks (sells)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix for Binance web socket order book
|
329,148 |
14.06.2018 20:38:14
| 21,600 |
2828965b011dbab89ec9f55b3e95d66fa17c5e66
|
Make order book model object for web socket order books
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -1188,7 +1188,8 @@ namespace ExchangeSharp\npublic IDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => OnGetTradesWebSocket(callback, symbols);\n/// <summary>\n- /// Get top bids and asks via web socket\n+ /// Get top bids and asks via web socket. The entire order book is returned and deltas are added and removed to the order book as they are received, you do\n+ /// not need to manage this yourself.\n/// </summary>\n/// <param name=\"callback\">Callback of symbol, order book</param>\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -60,11 +60,6 @@ namespace ExchangeSharp\npublic BinanceMarketDepthDiffUpdate Data { get; set; }\n}\n- public class ExchangeBinanceOrderBook : ExchangeOrderBook\n- {\n- public long LastUpdateId { get; set; }\n- }\n-\n#endregion Model Objects Specific to Binance\npublic override string BaseUrl { get; set; } = \"https://api.binance.com/api/v1\";\n@@ -390,7 +385,7 @@ namespace ExchangeSharp\nbooks[symbol] = book;\n}\n- if ((book as ExchangeBinanceOrderBook).LastUpdateId > update.Data.FinalUpdate)\n+ if ((book as ExchangeOrderBookWebSocket).Id > update.Data.FinalUpdate)\n{\nreturn;\n}\n@@ -881,8 +876,8 @@ namespace ExchangeSharp\nprivate ExchangeOrderBook ParseOrderBook(JToken token)\n{\n- ExchangeBinanceOrderBook book = new ExchangeBinanceOrderBook();\n- book.LastUpdateId = token[\"lastUpdateId\"].ConvertInvariant<long>();\n+ ExchangeOrderBookWebSocket book = new ExchangeOrderBookWebSocket();\n+ book.Id = token[\"lastUpdateId\"].ConvertInvariant<long>();\nforeach (JArray array in token[\"bids\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"diff": "@@ -174,4 +174,15 @@ namespace ExchangeSharp\nreturn sellPrice;\n}\n}\n+\n+ /// <summary>\n+ /// An exchange order book from a web socket\n+ /// </summary>\n+ public class ExchangeOrderBookWebSocket : ExchangeOrderBook\n+ {\n+ /// <summary>\n+ /// The id. This increments are updates come through.\n+ /// </summary>\n+ public long Id { get; set; }\n+ }\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make order book model object for web socket order books
|
329,148 |
15.06.2018 16:16:57
| 21,600 |
67a22fc1b5f5957c982f347b5d7f4120eabcd639
|
Refactor order book for web sockets
Due to some great feedback, the public interface for exchange api is now only doing a delta order book scocket. An extension method is provided to manager a full order book.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -132,7 +132,7 @@ namespace ExchangeSharp\nprotected virtual IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n+ protected virtual IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected class HistoricalTradeHelperState\n@@ -1188,14 +1188,13 @@ namespace ExchangeSharp\npublic IDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => OnGetTradesWebSocket(callback, symbols);\n/// <summary>\n- /// Get top bids and asks via web socket. The entire order book is returned and deltas are added and removed to the order book as they are received, you do\n- /// not need to manage this yourself.\n+ /// Get delta order book bids and asks via web socket. Only the deltas are returned for each callback. To manage a full order book, use ExchangeAPIExtensions.GetOrderBookWebSocket.\n/// </summary>\n/// <param name=\"callback\">Callback of symbol, order book</param>\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookWebSocket(callback, maxCount, symbols);\n+ public IDisposable GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookDeltasWebSocket(callback, maxCount, symbols);\n/// <summary>\n/// Get the details of all completed orders via web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -350,26 +350,14 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || !symbols.Any())\n{\nreturn null;\n}\n- // Gets a delta socket for a collection of order books.\n- // The suggested way to use this is:\n- // 1. Open this socket and begin buffering events you receive\n- // 2. Get a depth snapshot of the order books you care about\n- // 3. Drop any event where SequenceNumber is less than or equal to the snapshot last update id\n- // Notes:\n- // * Confirm with the Exchange's API docs whether the data in each event is the absolute quantity or differential quantity\n- // * If the quantity is 0, remove the price level\n- // * Receiving an event that removes a price level that is not in your local order book can happen and is normal.\n- //\nstring combined = string.Join(\"/\", symbols.Select(s => this.NormalizeSymbol(s).ToLowerInvariant() + \"@depth\"));\n- Dictionary<string, ExchangeOrderBookWithDeltas> books = new Dictionary<string, ExchangeOrderBookWithDeltas>();\n-\nreturn ConnectWebSocket($\"/stream?streams={combined}\", (msg, _socket) =>\n{\ntry\n@@ -377,49 +365,17 @@ namespace ExchangeSharp\nstring json = msg.UTF8String();\nvar update = JsonConvert.DeserializeObject<BinanceMultiDepthStream>(json);\nstring symbol = update.Data.Symbol;\n-\n- if (!books.TryGetValue(symbol, out ExchangeOrderBookWithDeltas book))\n- {\n- // populate initial order book, we rely on the fact that GetOrderBook actually returns a ExchangeOrderBookWebSocket\n- // instead of ExchangeOrderBook\n- books[symbol] = book = GetOrderBook(symbol, 1000) as ExchangeOrderBookWithDeltas;\n- book.Symbol = symbol;\n- }\n-\n- if (book.Id > update.Data.FinalUpdate)\n- {\n- return;\n- }\n- book.Id = update.Data.FinalUpdate;\n- book.DeltaAsks.Clear();\n- book.DeltaBids.Clear();\n+ ExchangeOrderBook book = new ExchangeOrderBook { SequenceId = update.Data.FinalUpdate, Symbol = symbol };\nforeach (List<object> ask in update.Data.Asks)\n{\nvar depth = new ExchangeOrderPrice { Price = ask[0].ConvertInvariant<decimal>(), Amount = ask[1].ConvertInvariant<decimal>() };\n- if (depth.Amount <= 0m || depth.Price <= 0m)\n- {\n- book.Asks.Remove(depth.Price);\n- }\n- else\n- {\nbook.Asks[depth.Price] = depth;\n}\n- book.DeltaAsks.Add(depth.Price, depth);\n- }\nforeach (List<object> bid in update.Data.Bids)\n{\nvar depth = new ExchangeOrderPrice { Price = bid[0].ConvertInvariant<decimal>(), Amount = bid[1].ConvertInvariant<decimal>() };\n- if (depth.Amount <= 0m || depth.Price <= 0m)\n- {\n- book.Bids.Remove(depth.Price);\n- }\n- else\n- {\nbook.Bids[depth.Price] = depth;\n}\n- book.DeltaBids.Add(depth.Price, depth);\n- }\n-\ncallback(book);\n}\ncatch\n@@ -880,8 +836,10 @@ namespace ExchangeSharp\nprivate ExchangeOrderBook ParseOrderBook(JToken token)\n{\n- ExchangeOrderBookWithDeltas book = new ExchangeOrderBookWithDeltas();\n- book.Id = token[\"lastUpdateId\"].ConvertInvariant<long>();\n+ ExchangeOrderBook book = new ExchangeOrderBook\n+ {\n+ SequenceId = token[\"lastUpdateId\"].ConvertInvariant<long>()\n+ };\nforeach (JArray array in token[\"bids\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -313,15 +313,13 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- Dictionary<string, ExchangeOrderBookWithDeltas> books = new Dictionary<string, ExchangeOrderBookWithDeltas>();\n-\nreturn ConnectWebSocket(string.Empty, (msg, _socket) =>\n{\n/*\n@@ -382,22 +380,9 @@ namespace ExchangeSharp\nvar sArray = ch.Split('.');\nvar symbol = sArray[1].ToStringInvariant();\nlong ts = token[\"ts\"].ConvertInvariant<long>();\n-\n- if (!books.TryGetValue(symbol, out ExchangeOrderBookWithDeltas book))\n- {\n- // populate initial order book, we rely on the fact that GetOrderBook actually returns a ExchangeOrderBookWebSocket\n- // instead of ExchangeOrderBook\n- books[symbol] = book = GetOrderBook(symbol, 1000) as ExchangeOrderBookWithDeltas;\n+ ExchangeOrderBook book = ParseOrderBookWebSocket(token[\"tick\"]);\n+ book.SequenceId = ts;\nbook.Symbol = symbol;\n- book.Id = ts;\n- }\n-\n- // if order book initial snapshot is newer, ignore this callback\n- if (book.Id > ts)\n- {\n- return;\n- }\n- ParseOrderBookWebSocket(token[\"tick\"], book);\ncallback(book);\n}\ncatch\n@@ -465,10 +450,10 @@ namespace ExchangeSharp\n[7995, 0.88],\n*/\nsymbol = NormalizeSymbol(symbol);\n- ExchangeOrderBookWithDeltas orders = new ExchangeOrderBookWithDeltas();\n+ ExchangeOrderBook orders = new ExchangeOrderBook();\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/market/depth?symbol=\" + symbol + \"&type=step0\", BaseUrl, null);\nvar tick = obj[\"tick\"];\n- orders.Id = obj[\"ts\"].ConvertInvariant<long>();\n+ orders.SequenceId = obj[\"ts\"].ConvertInvariant<long>();\nforeach (var prop in tick[\"asks\"])\n{\ndecimal price = prop[1].ConvertInvariant<decimal>();\n@@ -907,36 +892,20 @@ namespace ExchangeSharp\nreturn result;\n}\n- private void ParseOrderBookWebSocket(JToken token, ExchangeOrderBookWithDeltas book)\n+ private ExchangeOrderBook ParseOrderBookWebSocket(JToken token)\n{\n- book.DeltaAsks.Clear();\n- book.DeltaBids.Clear();\n+ ExchangeOrderBook book = new ExchangeOrderBook();\nforeach (JArray array in token[\"asks\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n- if (depth.Amount <= 0m || depth.Price <= 0m)\n- {\n- book.Asks.Remove(depth.Price);\n- }\n- else\n- {\nbook.Asks[depth.Price] = depth;\n}\n- book.DeltaAsks.Add(depth.Price, depth);\n- }\nforeach (JArray array in token[\"bids\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n- if (depth.Amount <= 0m || depth.Price <= 0m)\n- {\n- book.Bids.Remove(depth.Price);\n- }\n- else\n- {\nbook.Bids[depth.Price] = depth;\n}\n- book.DeltaBids.Add(depth.Price, depth);\n- }\n+ return book;\n}\nprivate IEnumerable<ExchangeTrade> ParseTradesWebSocket(JToken token)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -253,14 +253,13 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- Dictionary<string, ExchangeOrderBookWithDeltas> books = new Dictionary<string, ExchangeOrderBookWithDeltas>();\nreturn ConnectWebSocket(string.Empty, (msg, _socket) =>\n{\n/*\n@@ -319,29 +318,9 @@ namespace ExchangeSharp\nvar symbol = sArray[3] + \"_\" + sArray[4];\nvar data = token[\"data\"];\nvar seq = data[\"timestamp\"].ConvertInvariant<long>();\n-\n- if (!books.TryGetValue(symbol, out ExchangeOrderBookWithDeltas book))\n- {\n- // populate initial order book, we rely on the fact that GetOrderBook actually returns a ExchangeOrderBookWebSocket\n- // instead of ExchangeOrderBook\n- books[symbol] = book = GetOrderBook(symbol, 100) as ExchangeOrderBookWithDeltas;\n+ ExchangeOrderBook book = ParseOrderBookWebSocket(data);\n+ book.SequenceId = seq;\nbook.Symbol = symbol;\n- book.Id = seq;\n- }\n-\n- if (book.Id > seq)\n- {\n- return;\n- }\n-\n- ParseOrderBookWebSocket(book, data);\n-\n- if (book.Id > seq)\n- {\n- return;\n- }\n- book.Id = seq;\n-\ncallback(book);\n}\ncatch\n@@ -368,7 +347,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\nvar token = await MakeRequestOkexAsync(symbol, \"/depth.do?symbol=$SYMBOL$\");\n- ExchangeOrderBookWithDeltas book = new ExchangeOrderBookWithDeltas();\n+ ExchangeOrderBook book = new ExchangeOrderBook();\nforeach (JArray ask in token.Item1[\"asks\"])\n{\nvar depth = new ExchangeOrderPrice { Amount = ask[1].ConvertInvariant<decimal>(), Price = ask[0].ConvertInvariant<decimal>() };\n@@ -744,36 +723,20 @@ namespace ExchangeSharp\nreturn result;\n}\n- private void ParseOrderBookWebSocket(ExchangeOrderBookWithDeltas book, JToken token)\n+ private ExchangeOrderBook ParseOrderBookWebSocket(JToken token)\n{\n- book.DeltaAsks.Clear();\n- book.DeltaBids.Clear();\n+ ExchangeOrderBook book = new ExchangeOrderBook();\nforeach (JArray array in token[\"asks\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n- if (depth.Amount <= 0m || depth.Price <= 0m)\n- {\n- book.Asks.Remove(depth.Price);\n- }\n- else\n- {\nbook.Asks[depth.Price] = depth;\n}\n- book.DeltaAsks.Add(depth.Price, depth);\n- }\nforeach (JArray array in token[\"bids\"])\n{\nvar depth = new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() };\n- if (depth.Amount <= 0m || depth.Price <= 0m)\n- {\n- book.Bids.Remove(depth.Price);\n- }\n- else\n- {\nbook.Bids[depth.Price] = depth;\n}\n- book.DeltaBids.Add(depth.Price, depth);\n- }\n+ return book;\n}\nprivate IEnumerable<ExchangeTrade> ParseTradesWebSocket(JToken token)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -446,16 +446,14 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols)\n+ protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\nreturn null;\n}\n- Dictionary<string, ExchangeOrderBookWithDeltas> books = new Dictionary<string, ExchangeOrderBookWithDeltas>();\n- Dictionary<int, string> messageIdToSymbol = new Dictionary<int, string>();\n-\n+ Dictionary<int, Tuple<string, long>> messageIdToSymbol = new Dictionary<int, Tuple<string, long>>();\nreturn ConnectWebSocket(string.Empty, (msg, _socket) =>\n{\ntry\n@@ -471,7 +469,7 @@ namespace ExchangeSharp\nvar seq = token[1].ConvertInvariant<long>();\nvar dataArray = token[2];\n- ExchangeOrderBookWithDeltas book = null;\n+ ExchangeOrderBook book = new ExchangeOrderBook();\nforeach (var data in dataArray)\n{\nvar dataType = data[0].ToStringInvariant();\n@@ -479,12 +477,11 @@ namespace ExchangeSharp\n{\nvar marketInfo = data[1];\nvar market = marketInfo[\"currencyPair\"].ToStringInvariant();\n- books[market] = book = new ExchangeOrderBookWithDeltas\n- {\n- Id = 1,\n- Symbol = market\n- };\n- messageIdToSymbol[msgId] = market;\n+ messageIdToSymbol[msgId] = new Tuple<string, long>(market, 0);\n+\n+ // we are only returning the deltas, this would create a full order book which we don't want, but keeping it\n+ // here for historical reference\n+ /*\nforeach (JProperty jprop in marketInfo[\"orderBook\"][0].Cast<JProperty>())\n{\nvar depth = new ExchangeOrderPrice\n@@ -503,25 +500,20 @@ namespace ExchangeSharp\n};\nbook.Bids[depth.Price] = depth;\n}\n+ */\n}\nelse if (dataType == \"o\")\n{\n//removes or modifies an existing item on the order books\n- if (messageIdToSymbol.TryGetValue(msgId, out string symbol) && books.TryGetValue(symbol, out book))\n+ if (messageIdToSymbol.TryGetValue(msgId, out Tuple<string, long> symbol))\n{\nint type = data[1].ConvertInvariant<int>();\nvar depth = new ExchangeOrderPrice { Price = data[2].ConvertInvariant<decimal>(), Amount = data[3].ConvertInvariant<decimal>() };\nvar list = (type == 1 ? book.Bids : book.Asks);\n- var deltaList = (type == 1 ? book.Bids : book.Asks);\n- if (depth.Price <= 0m || depth.Amount <= 0m)\n- {\n- list.Remove(depth.Price);\n- }\n- else\n- {\nlist[depth.Price] = depth;\n- }\n- deltaList[depth.Price] = depth;\n+ book.Symbol = symbol.Item1;\n+ book.SequenceId = symbol.Item2 + 1;\n+ messageIdToSymbol[msgId] = new Tuple<string, long>(book.Symbol, book.SequenceId);\n}\n}\nelse\n@@ -529,13 +521,9 @@ namespace ExchangeSharp\ncontinue;\n}\n}\n- if (book != null)\n+ if (book != null && (book.Asks.Count != 0 || book.Bids.Count != 0))\n{\n- book.Id++;\ncallback(book);\n- book.DeltaAsks.Clear();\n- book.DeltaBids.Clear();\n- book = null;\n}\n}\ncatch\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -473,13 +473,13 @@ namespace ExchangeSharp\nIDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols);\n/// <summary>\n- /// Get top bids and asks via web socket\n+ /// Get delta order book bids and asks via web socket. Only the deltas are returned for each callback. To manage a full order book, use ExchangeAPIExtensions.GetOrderBookWebSocket.\n/// </summary>\n/// <param name=\"callback\">Callback of symbol, order book</param>\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetOrderBookWebSocket(Action<ExchangeOrderBookWithDeltas> callback, int maxCount = 20, params string[] symbols);\n+ IDisposable GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols);\n/// <summary>\n/// Get the details of all completed orders via web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderBook.cs",
"diff": "@@ -69,8 +69,20 @@ namespace ExchangeSharp\n/// <summary>\n/// Represents all the asks (sells) and bids (buys) for an exchange asset\n/// </summary>\n- public class ExchangeOrderBook\n+ public sealed class ExchangeOrderBook\n{\n+ /// <summary>\n+ /// The sequence id. This increments as updates come through. Not all exchanges will populate this.\n+ /// This property is not serialized using the ToBinary and FromBinary methods.\n+ /// </summary>\n+ public long SequenceId { get; set; }\n+\n+ /// <summary>\n+ /// The symbol.\n+ /// This property is not serialized using the ToBinary and FromBinary methods.\n+ /// </summary>\n+ public string Symbol { get; set; }\n+\n/// <summary>\n/// List of asks (sells)\n/// </summary>\n@@ -174,30 +186,4 @@ namespace ExchangeSharp\nreturn sellPrice;\n}\n}\n-\n- /// <summary>\n- /// An exchange order book from a web socket\n- /// </summary>\n- public class ExchangeOrderBookWithDeltas : ExchangeOrderBook\n- {\n- /// <summary>\n- /// The symbol.\n- /// </summary>\n- public string Symbol { get; set; }\n-\n- /// <summary>\n- /// The id. This increments as updates come through. This is also referred to as the sequence number.\n- /// </summary>\n- public long Id { get; set; }\n-\n- /// <summary>\n- /// Delta list of asks (sells)\n- /// </summary>\n- public SortedDictionary<decimal, ExchangeOrderPrice> DeltaAsks { get; } = new SortedDictionary<decimal, ExchangeOrderPrice>();\n-\n- /// <summary>\n- /// Delta list of bids (buys)\n- /// </summary>\n- public SortedDictionary<decimal, ExchangeOrderPrice> DeltaBids { get; } = new SortedDictionary<decimal, ExchangeOrderPrice>(new DescendingComparer<decimal>());\n- }\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -121,7 +121,7 @@ namespace ExchangeSharpConsoleApp\n//print the top bid and ask with amount\nvar topBid = message.Bids.FirstOrDefault();\nvar topAsk = message.Asks.FirstOrDefault();\n- Console.WriteLine($\"[{message.Symbol}:{message.Id}] {topBid.Value.Price} ({topBid.Value.Amount}) | {topAsk.Value.Price} ({topAsk.Value.Amount})\");\n+ Console.WriteLine($\"[{message.Symbol}:{message.SequenceId}] {topBid.Value.Price} ({topBid.Value.Amount}) | {topAsk.Value.Price} ({topAsk.Value.Amount})\");\n}, symbols: symbols);\nConsole.WriteLine(\"Press any key to quit.\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Refactor order book for web sockets
Due to some great feedback, the public interface for exchange api is now only doing a delta order book scocket. An extension method is provided to manager a full order book.
|
329,148 |
15.06.2018 18:41:36
| 21,600 |
5131bf01741958ba7bb72587b08a2e0d57d7b91d
|
Fix Binance order book web socket bug
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPIExtensions.cs",
"diff": "@@ -47,7 +47,7 @@ namespace ExchangeSharp\n// see if we have a full order book for the symbol\nif (!fullBooks.TryGetValue(book.Symbol, out ExchangeOrderBook fullBook))\n{\n- fullBooks[book.Symbol] = book = api.GetOrderBook(book.Symbol, 1000);\n+ fullBooks[book.Symbol] = fullBook = api.GetOrderBook(book.Symbol, 1000);\nfullBook.Symbol = book.Symbol;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -112,7 +112,7 @@ namespace ExchangeSharpConsoleApp\n{\nif (!apiSymbols.Contains(symbol))\n{\n- throw new ArgumentException(string.Format(\"Symbol {0} does not exist in API {1}\", symbol, api.Name));\n+ throw new ArgumentException(string.Format(\"Symbol {0} does not exist in API {1}, valid symbols: {2}\", symbol, api.Name, string.Join(',', apiSymbols.OrderBy(s => s))));\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Binance order book web socket bug
|
329,148 |
20.06.2018 10:08:37
| 21,600 |
b271275f05896a111ca13e9f04cefeac4639a598
|
Fix bug in Bitfinex place order
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -386,15 +386,18 @@ namespace ExchangeSharp\nstring symbol = NormalizeSymbolV1(order.Symbol);\nDictionary<string, object> payload = await OnGetNoncePayloadAsync();\npayload[\"symbol\"] = symbol;\n- payload[\"amount\"] = ClampOrderQuantity(symbol, order.Amount).ToStringInvariant();\n+ payload[\"amount\"] = (await ClampOrderQuantity(symbol, order.Amount)).ToStringInvariant();\npayload[\"side\"] = (order.IsBuy ? \"buy\" : \"sell\");\npayload[\"type\"] = (order.OrderType == OrderType.Market ? \"exchange market\" : \"exchange limit\");\nif (order.OrderType != OrderType.Market)\n{\npayload[\"price\"] = ClampOrderPrice(symbol, order.Price).ToStringInvariant();\n}\n+ else\n+ {\n+ payload[\"price\"] = \"1\";\n+ }\norder.ExtraParameters.CopyTo(payload);\n-\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/order/new\", BaseUrlV1, payload);\nreturn ParseOrder(obj);\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix bug in Bitfinex place order
|
329,148 |
20.06.2018 16:24:16
| 21,600 |
aad249a6bbb19630c34d904fc1313c170ca16256
|
Add note about Windows support
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -9,7 +9,7 @@ I do cryptocurrency consulting, please don't hesitate to contact me if you have\n- Many exchanges supported with public, private and web socket API\n- Easy to use and well documented code and API\n- Optional global symbol normalization, since each exchange has their own way of doing symbols\n-- Runs anywhere .NET core will run (Windows, MAC, Linux, iOS, Android, Unity 2018+, etc.)\n+- Runs anywhere .NET core will run (Windows 8.1 or newer, MAC, Linux, iOS, Android, Unity 2018+, etc.)\n## Exchanges\nThe following cryptocurrency exchanges are supported:\n@@ -46,7 +46,7 @@ ExchangeSharp uses 'symbol' to refer to markets, or pairs of currencies.\nPlease send pull requests if you have made a change that you feel is worthwhile, want a bug fixed or want a new feature. You can also donate to get new features.\n## Building\n-Visual Studio 2017 is recommended. .NET 4.7.1+ or .NET core 2.0+ is required.\n+Visual Studio 2017 is recommended. .NET 4.7.1+ or .NET core 2.0+ is required. If running on Windows, Windows 8.1 or newer is required.\n<a href='https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/'>Available on Nuget: \n``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.5.1 ```\n</a>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add note about Windows support
|
329,090 |
24.06.2018 18:42:37
| 10,800 |
679b6968dd72f44d87879866fbceb2eb9b46e704
|
Correction in get balance of HitBTC
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -227,7 +227,7 @@ namespace ExchangeSharp\nDictionary<string, decimal> amounts = new Dictionary<string, decimal>();\n// [ {\"currency\": \"BTC\",\"available\": \"0.0504600\",\"reserved\": \"0.0000000\"}, ... ]\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/trading/balance\", null, await OnGetNoncePayloadAsync());\n- foreach (JToken token in obj[\"balance\"])\n+ foreach (JToken token in obj)\n{\ndecimal amount = token[\"available\"].ConvertInvariant<decimal>() + token[\"reserved\"].ConvertInvariant<decimal>();\nif (amount > 0m) amounts[token[\"currency\"].ToStringInvariant()] = amount;\n@@ -240,7 +240,7 @@ namespace ExchangeSharp\nDictionary<string, decimal> amounts = new Dictionary<string, decimal>();\n// [ {\"currency\": \"BTC\",\"available\": \"0.0504600\",\"reserved\": \"0.0000000\"}, ... ]\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/trading/balance\", null, await OnGetNoncePayloadAsync());\n- foreach (JToken token in obj[\"balance\"])\n+ foreach (JToken token in obj)\n{\ndecimal amount = token[\"available\"].ConvertInvariant<decimal>();\nif (amount > 0m) amounts[token[\"currency\"].ToStringInvariant()] = amount;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Correction in get balance of HitBTC (#186)
|
329,090 |
24.06.2018 20:42:04
| 10,800 |
4d63304fc9007234355b1465505f9e114f4c6757
|
PlaceMarginOrder to Bitfinex exchange
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -382,13 +382,28 @@ namespace ExchangeSharp\n}\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n+ {\n+ return await PlaceOrderAsync(order, false);\n+ }\n+\n+ protected override async Task<ExchangeOrderResult> OnPlaceMarginOrderAsync(ExchangeOrderRequest order)\n+ {\n+ return await PlaceOrderAsync(order, true);\n+ }\n+\n+ private async Task<ExchangeOrderResult> PlaceOrderAsync(ExchangeOrderRequest order, bool isMargin)\n{\nstring symbol = NormalizeSymbolV1(order.Symbol);\nDictionary<string, object> payload = await OnGetNoncePayloadAsync();\npayload[\"symbol\"] = symbol;\npayload[\"amount\"] = (await ClampOrderQuantity(symbol, order.Amount)).ToStringInvariant();\npayload[\"side\"] = (order.IsBuy ? \"buy\" : \"sell\");\n- payload[\"type\"] = (order.OrderType == OrderType.Market ? \"exchange market\" : \"exchange limit\");\n+\n+ if (isMargin)\n+ payload[\"type\"] = order.OrderType == OrderType.Market ? \"market\" : \"limit\";\n+ else\n+ payload[\"type\"] = order.OrderType == OrderType.Market ? \"exchange market\" : \"exchange limit\";\n+\nif (order.OrderType != OrderType.Market)\n{\npayload[\"price\"] = ClampOrderPrice(symbol, order.Price).ToStringInvariant();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
PlaceMarginOrder to Bitfinex exchange (#188)
|
329,148 |
24.06.2018 20:38:41
| 21,600 |
43b7e2f7a51deed43df7989e3fbfbf8cce44b609
|
Add IsMargin order property, remove margin order methods
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -126,7 +126,6 @@ namespace ExchangeSharp\nprotected virtual Task OnCancelOrderAsync(string orderId, string symbol = null) => throw new NotImplementedException();\nprotected virtual Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest) => throw new NotImplementedException();\nprotected virtual Task<Dictionary<string, decimal>> OnGetMarginAmountsAvailableToTradeAsync() => throw new NotImplementedException();\n- protected virtual Task<ExchangeOrderResult> OnPlaceMarginOrderAsync(ExchangeOrderRequest order) => throw new NotImplementedException();\nprotected virtual Task<ExchangeMarginPositionResult> OnGetOpenPositionAsync(string symbol) => throw new NotImplementedException();\nprotected virtual Task<ExchangeCloseMarginPositionResult> OnCloseMarginPositionAsync(string symbol) => throw new NotImplementedException();\n@@ -1114,24 +1113,6 @@ namespace ExchangeSharp\nreturn await OnGetMarginAmountsAvailableToTradeAsync();\n}\n- /// <summary>\n- /// Place a margin order\n- /// </summary>\n- /// <param name=\"order\">The order request</param>\n- /// <returns>Result</returns>\n- public ExchangeOrderResult PlaceMarginOrder(ExchangeOrderRequest order) => PlaceMarginOrderAsync(order).GetAwaiter().GetResult();\n-\n- /// <summary>\n- /// ASYNC - Place a margin order\n- /// </summary>\n- /// <param name=\"order\">The order request</param>\n- /// <returns>Result</returns>\n- public async Task<ExchangeOrderResult> PlaceMarginOrderAsync(ExchangeOrderRequest order)\n- {\n- await new SynchronizationContextRemover();\n- return await OnPlaceMarginOrderAsync(order);\n- }\n-\n/// <summary>\n/// Get open margin position\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -740,16 +740,6 @@ namespace ExchangeSharp\n}\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n- {\n- return await PlaceOrderAsync(order, false);\n- }\n-\n- protected override async Task<ExchangeOrderResult> OnPlaceMarginOrderAsync(ExchangeOrderRequest order)\n- {\n- return await PlaceOrderAsync(order, true);\n- }\n-\n- private async Task<ExchangeOrderResult> PlaceOrderAsync(ExchangeOrderRequest order, bool isMargin)\n{\nif (order.OrderType == OrderType.Market)\n{\n@@ -773,7 +763,7 @@ namespace ExchangeSharp\norderParams.Add(kv.Value);\n}\n- JToken result = await MakePrivateAPIRequestAsync(order.IsBuy ? (isMargin ? \"marginBuy\" : \"buy\") : (isMargin ? \"marginSell\" : \"sell\"), orderParams);\n+ JToken result = await MakePrivateAPIRequestAsync(order.IsBuy ? (order.IsMargin ? \"marginBuy\" : \"buy\") : (order.IsMargin ? \"marginSell\" : \"sell\"), orderParams);\nExchangeOrderResult exchangeOrderResult = ParsePlacedOrder(result);\nexchangeOrderResult.Symbol = symbol;\nexchangeOrderResult.FeesCurrency = ParseFeesCurrency(order.IsBuy, symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -411,20 +411,6 @@ namespace ExchangeSharp\n/// <returns>Dictionary of symbols and amounts available to trade in margin account</returns>\nTask<Dictionary<string, decimal>> GetMarginAmountsAvailableToTradeAsync();\n- /// <summary>\n- /// Place a margin order\n- /// </summary>\n- /// <param name=\"order\">Order request</param>\n- /// <returns>Order result and message string if any</returns>\n- ExchangeOrderResult PlaceMarginOrder(ExchangeOrderRequest order);\n-\n- /// <summary>\n- /// ASYNC - Place a margin order\n- /// </summary>\n- /// <param name=\"order\">Order request</param>\n- /// <returns>Order result and message string if any</returns>\n- Task<ExchangeOrderResult> PlaceMarginOrderAsync(ExchangeOrderRequest order);\n-\n/// <summary>\n/// Get open margin position\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -41,6 +41,13 @@ namespace ExchangeSharp\n/// </summary>\npublic bool IsBuy { get; set; }\n+ /// <summary>\n+ /// Whether the order is a margin order. Not all exchanges support margin orders, so this parameter may be ignored.\n+ /// You should verify that your exchange supports margin orders before passing this field as true and expecting\n+ /// it to be a margin order.\n+ /// </summary>\n+ public bool IsMargin { get; set; }\n+\n/// <summary>\n/// Whether the amount should be rounded - set to false if you know the exact amount, otherwise leave\n/// as true so that the exchange does not reject the order due to too many decimal places.\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add IsMargin order property, remove margin order methods
|
329,148 |
24.06.2018 20:39:18
| 21,600 |
b422fbb3628e19e8e5d5037178025bfa128ee559
|
Add comment about margin order
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -44,7 +44,8 @@ namespace ExchangeSharp\n/// <summary>\n/// Whether the order is a margin order. Not all exchanges support margin orders, so this parameter may be ignored.\n/// You should verify that your exchange supports margin orders before passing this field as true and expecting\n- /// it to be a margin order.\n+ /// it to be a margin order. The best way to determine this in code is to call one of the margin account balance\n+ /// methods and see if it fails.\n/// </summary>\npublic bool IsMargin { get; set; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add comment about margin order
|
329,090 |
25.06.2018 12:24:14
| 10,800 |
9d822bddd4bac08c834a76a9a2bd02901bbac755
|
Implement margin to Huobi exchange
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -697,43 +697,27 @@ namespace ExchangeSharp\nstring symbol = NormalizeSymbol(order.Symbol);\nvar accounts = await OnGetAccountsAsync();\n- var account_id = accounts[AccountType];\nvar payload = await OnGetNoncePayloadAsync();\n- payload.Add(\"account-id\", account_id);\n+ payload.Add(\"account-id\", order.IsMargin ? accounts[\"margin\"] : accounts[\"spot\"]);\npayload.Add(\"symbol\", symbol);\npayload.Add(\"type\", order.IsBuy ? \"buy\" : \"sell\");\n- payload.Add(\"source\", \"api\"); // margin-api\n+ payload.Add(\"source\", order.IsMargin ? \"margin-api\" : \"api\");\npayload[\"method\"] = \"POST\";\ndecimal outputQuantity = await ClampOrderQuantity(symbol, order.Amount);\ndecimal outputPrice = await ClampOrderPrice(symbol, order.Price);\n+ payload[\"amount\"] = outputQuantity.ToStringInvariant();\n+\nif (order.OrderType == OrderType.Market)\n{\npayload[\"type\"] += \"-market\";\n-\n- // TODO: Fix later once Okex fixes this on their end\n- throw new NotSupportedException(\"Huobi confuses price with amount while sending a market order, so market orders are disabled for now\");\n-\n- /*\n- if (order.IsBuy)\n- {\n- // for market buy orders, the price is to total amount you want to buy,\n- // and it must be higher than the current price of 0.01 BTC (minimum buying unit), 0.1 LTC or 0.01 ETH\n- payload[\"amount\"] = outputQuantity;\n- }\n- else\n- {\n- // For market buy roders, the amount is not required\n- payload[\"amount\"] = outputQuantity;\n- }*/\n}\nelse\n{\npayload[\"type\"] += \"-limit\";\npayload[\"price\"] = outputPrice.ToStringInvariant();\n- payload[\"amount\"] = outputQuantity.ToStringInvariant();\n}\norder.ExtraParameters.CopyTo(payload);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Implement margin to Huobi exchange (#189)
|
329,115 |
27.06.2018 01:22:23
| -3,600 |
4481bd883eefb71a9d45f7ee8c74529c13c692bd
|
Fixed WebSocketWrapper not disposing properly
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -77,6 +77,7 @@ namespace ExchangeSharp\n/// </summary>\npublic void Dispose()\n{\n+ disposed = true;\ntry\n{\nwebSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).GetAwaiter().GetResult();\n@@ -84,7 +85,6 @@ namespace ExchangeSharp\ncatch\n{\n}\n- disposed = true;\n}\n/// <summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fixed WebSocketWrapper not disposing properly (#194)
|
329,148 |
03.07.2018 10:03:14
| 21,600 |
c0986552944e8fa15e9d9cb27eb69259a2cc6328
|
Bug fix for Bitfinex max count
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -296,7 +296,7 @@ namespace ExchangeSharp\nbreak;\n}\ntrades.Clear();\n- if (tradeChunk.Length < 500 || startDate == null)\n+ if (tradeChunk.Length < maxCount || startDate == null)\n{\nbreak;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Bug fix for Bitfinex max count
|
329,161 |
06.07.2018 16:19:48
| -10,800 |
b25faaf0f9d060c15fc5b842600025e2f5bf3360
|
Cryptopia bug fix
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Cryptopia/ExchangeCryptopiaAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Cryptopia/ExchangeCryptopiaAPI.cs",
"diff": "@@ -208,7 +208,7 @@ namespace ExchangeSharp\nforeach (JToken currency in token)\n{\ndecimal amount = currency[\"Total\"].ConvertInvariant<decimal>();\n- if (amount > 0) amounts.Add(token[\"Symbol\"].ToStringInvariant(), amount);\n+ if (amount > 0) amounts.Add(currency[\"Symbol\"].ToStringInvariant(), amount);\n}\n}\nreturn amounts;\n@@ -228,7 +228,7 @@ namespace ExchangeSharp\nforeach (JToken currency in token)\n{\ndecimal amount = currency[\"Available\"].ConvertInvariant<decimal>();\n- if (amount > 0) amounts.Add(token[\"Symbol\"].ToStringInvariant(), amount);\n+ if (amount > 0) amounts.Add(currency[\"Symbol\"].ToStringInvariant(), amount);\n}\n}\nreturn amounts;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Cryptopia bug fix (#201)
|
329,158 |
06.07.2018 23:00:25
| -28,800 |
191ff5720670c0f2b9fc674778b7c1fc9b3bc504
|
add BitMEX api
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -1230,6 +1230,11 @@ namespace ExchangeSharp\n/// </summary>\npublic const string Bithumb = \"Bithumb\";\n+ /// <summary>\n+ /// BitMEX\n+ /// </summary>\n+ public const string BitMEX = \"BitMEX\";\n+\n/// <summary>\n/// Bitstamp\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -46,6 +46,8 @@ namespace ExchangeSharp\nDictionary<string, ExchangeOrderBook> fullBooks = new Dictionary<string, ExchangeOrderBook>();\nvoid innerCallback(ExchangeOrderBook book)\n{\n+ if(api.Name == ExchangeName.Binance)\n+ {\n// see if we have a full order book for the symbol\nif (!fullBooks.TryGetValue(book.Symbol, out ExchangeOrderBook fullBook))\n{\n@@ -81,6 +83,44 @@ namespace ExchangeSharp\nfullBook.SequenceId = book.SequenceId;\n}\ncallback(fullBook);\n+ }\n+ else if(api.Name == ExchangeName.Okex || api.Name == ExchangeName.BitMEX)\n+ {\n+ if (!fullBooks.TryGetValue(book.Symbol, out ExchangeOrderBook fullBook))\n+ {\n+ fullBooks[book.Symbol] = book;\n+ fullBook.Symbol = book.Symbol;\n+ }\n+\n+ foreach (var ask in book.Asks)\n+ {\n+ if (ask.Value.Amount <= 0m || ask.Value.Price <= 0m)\n+ {\n+ fullBook.Asks.Remove(ask.Value.Price);\n+ }\n+ else\n+ {\n+ fullBook.Asks[ask.Value.Price] = ask.Value;\n+ }\n+ }\n+ foreach (var bid in book.Bids)\n+ {\n+ if (bid.Value.Amount <= 0m || bid.Value.Price <= 0m)\n+ {\n+ fullBook.Bids.Remove(bid.Value.Price);\n+ }\n+ else\n+ {\n+ fullBook.Bids[bid.Value.Price] = bid.Value;\n+ }\n+ }\n+\n+ callback(fullBook);\n+ }\n+ else if(api.Name == ExchangeName.Huobi)\n+ {\n+ fullBooks[book.Symbol] = book;\n+ }\n};\nreturn api.GetOrderBookDeltasWebSocket(innerCallback, maxCount, symbols);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
add BitMEX api (#202)
|
329,158 |
06.07.2018 23:24:58
| -28,800 |
cd97b559796d26adace47912d8a21f457101498a
|
decimal format in GetJsonForPayload must same as GetFormForPayload
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -417,7 +417,8 @@ namespace ExchangeSharp\n{\nif (payload != null && payload.Count != 0)\n{\n- return JsonConvert.SerializeObject(payload);\n+ // the decimal must same as GetFormForPayload\n+ return JsonConvert.SerializeObject(payload, new DecimalConverter());\n}\nreturn string.Empty;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
decimal format in GetJsonForPayload must same as GetFormForPayload (#203)
|
329,158 |
09.07.2018 00:23:38
| -28,800 |
9e8eee1d5efaa0d2710b68276edd216760323f61
|
add BitMEX private rest api
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"diff": "@@ -26,6 +26,7 @@ namespace ExchangeSharp\npublic sealed partial class ExchangeBitMEXAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://www.bitmex.com/api/v1\";\n+ //public override string BaseUrl { get; set; } = \"https://testnet.bitmex.com/api/v1\";\npublic override string BaseUrlWebSocket { get; set; } = \"wss://www.bitmex.com/realtime\";\npublic override string Name => ExchangeName.BitMEX;\n@@ -36,8 +37,8 @@ namespace ExchangeSharp\npublic ExchangeBitMEXAPI()\n{\n- RequestWindow = TimeSpan.FromMinutes(15.0);\n- NonceStyle = NonceStyle.UnixMilliseconds;\n+ RequestWindow = TimeSpan.Zero;\n+ NonceStyle = NonceStyle.UnixSeconds;\nNonceOffset = TimeSpan.FromSeconds(10.0);\nSymbolSeparator = \"_\";\nSymbolIsReversed = false;\n@@ -49,6 +50,24 @@ namespace ExchangeSharp\nreturn (symbol ?? string.Empty).Replace(\"-\", \"_\").Replace(\"/\", \"_\").ToUpperInvariant();\n}\n+ protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary<string, object> payload)\n+ {\n+ if (CanMakeAuthenticatedRequest(payload))\n+ {\n+ var nonce = payload[\"nonce\"].ConvertInvariant<long>();\n+ payload.Remove(\"nonce\");\n+ var msg = CryptoUtility.GetJsonForPayload(payload);\n+ var sign = $\"{request.Method}{request.RequestUri.AbsolutePath}{request.RequestUri.Query}{nonce}{msg}\";\n+ string signature = CryptoUtility.SHA256Sign(sign, CryptoUtility.ToBytes(PrivateApiKey));\n+\n+ request.Headers[\"api-nonce\"] = nonce.ToStringInvariant();\n+ request.Headers[\"api-key\"] = PublicApiKey.ToUnsecureString();\n+ request.Headers[\"api-signature\"] = signature;\n+\n+ await CryptoUtility.WritePayloadJsonToRequestAsync(request, payload);\n+ }\n+ }\n+\nprotected override async Task<IEnumerable<string>> OnGetSymbolsAsync()\n{\nvar m = await GetSymbolsMetadataAsync();\n@@ -403,21 +422,246 @@ namespace ExchangeSharp\nreturn candles;\n}\n- private decimal GetInstrumentTickSize(ExchangeMarket market)\n+ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n+ {\n+ /*\n+{[\n+ {\n+ \"account\": 93592,\n+ \"currency\": \"XBt\",\n+ \"riskLimit\": 1000000000000,\n+ \"prevState\": \"\",\n+ \"state\": \"\",\n+ \"action\": \"\",\n+ \"amount\": 141755795,\n+ \"pendingCredit\": 0,\n+ \"pendingDebit\": 0,\n+ \"confirmedDebit\": 0,\n+ \"prevRealisedPnl\": 0,\n+ \"prevUnrealisedPnl\": 0,\n+ \"grossComm\": 0,\n+ \"grossOpenCost\": 0,\n+ \"grossOpenPremium\": 0,\n+ \"grossExecCost\": 0,\n+ \"grossMarkValue\": 0,\n+ \"riskValue\": 0,\n+ \"taxableMargin\": 0,\n+ \"initMargin\": 0,\n+ \"maintMargin\": 0,\n+ \"sessionMargin\": 0,\n+ \"targetExcessMargin\": 0,\n+ \"varMargin\": 0,\n+ \"realisedPnl\": 0,\n+ \"unrealisedPnl\": 0,\n+ \"indicativeTax\": 0,\n+ \"unrealisedProfit\": 0,\n+ \"syntheticMargin\": 0,\n+ \"walletBalance\": 141755795,\n+ \"marginBalance\": 141755795,\n+ \"marginBalancePcnt\": 1,\n+ \"marginLeverage\": 0,\n+ \"marginUsedPcnt\": 0,\n+ \"excessMargin\": 141755795,\n+ \"excessMarginPcnt\": 1,\n+ \"availableMargin\": 141755795,\n+ \"withdrawableMargin\": 141755795,\n+ \"timestamp\": \"2018-07-08T07:40:24.395Z\",\n+ \"grossLastValue\": 0,\n+ \"commission\": null\n+ }\n+]}\n+ */\n+\n+\n+ Dictionary<string, decimal> amounts = new Dictionary<string, decimal>();\n+ var payload = await OnGetNoncePayloadAsync();\n+ JToken token = await MakeJsonRequestAsync<JToken>($\"/user/margin?currency=all\", BaseUrl, payload);\n+ foreach (var item in token)\n+ {\n+ var balance = item[\"marginBalance\"].ConvertInvariant<decimal>();\n+ var currency = item[\"currency\"].ToStringInvariant();\n+\n+ if (amounts.ContainsKey(currency))\n+ {\n+ amounts[currency] += balance;\n+ }\n+ else\n+ {\n+ amounts[currency] = balance;\n+ }\n+ }\n+ return amounts;\n+ }\n+\n+ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailableToTradeAsync()\n{\n- if (market.MarketName == \"XBTUSD\")\n+ Dictionary<string, decimal> amounts = new Dictionary<string, decimal>();\n+ var payload = await OnGetNoncePayloadAsync();\n+ JToken token = await MakeJsonRequestAsync<JToken>($\"/user/margin?currency=all\", BaseUrl, payload);\n+ foreach (var item in token)\n{\n- return 0.01m;\n+ var balance = item[\"availableMargin\"].ConvertInvariant<decimal>();\n+ var currency = item[\"currency\"].ToStringInvariant();\n+\n+ if (amounts.ContainsKey(currency))\n+ {\n+ amounts[currency] += balance;\n}\n- return market.PriceStepSize.Value;\n+ else\n+ {\n+ amounts[currency] = balance;\n+ }\n+ }\n+ return amounts;\n}\n- private ExchangeMarket GetMarket(string symbol)\n+ protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string symbol = null)\n+ {\n+ List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n+ Dictionary<string, object> payload = await OnGetNoncePayloadAsync();\n+ //string query = \"/order\";\n+ string query = \"/order?filter={\\\"open\\\": true}\";\n+ if (!string.IsNullOrWhiteSpace(symbol))\n+ {\n+ query += \"&symbol=\" + NormalizeSymbol(symbol);\n+ }\n+ JToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, \"GET\");\n+ foreach (JToken order in token)\n{\n- var m = GetSymbolsMetadata();\n- return m.Where(x => x.MarketName == symbol).First();\n+ orders.Add(ParseOrder(order));\n+ }\n+\n+ return orders;\n}\n+ protected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId, string symbol = null)\n+ {\n+ List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n+ Dictionary<string, object> payload = await OnGetNoncePayloadAsync();\n+ string query = $\"/order?filter={{\\\"orderID\\\": \\\"{orderId}\\\"}}\";\n+ JToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, \"GET\");\n+ foreach (JToken order in token)\n+ {\n+ orders.Add(ParseOrder(order));\n+ }\n+\n+ return orders[0];\n+ }\n+\n+ protected override async Task OnCancelOrderAsync(string orderId, string symbol = null)\n+ {\n+ Dictionary<string, object> payload = await OnGetNoncePayloadAsync();\n+ payload[\"orderID\"] = orderId;\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/order\", BaseUrl, payload, \"DELETE\");\n+ }\n+\n+ protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n+ {\n+ string symbol = NormalizeSymbol(order.Symbol);\n+ Dictionary<string, object> payload = await OnGetNoncePayloadAsync();\n+ payload[\"symbol\"] = symbol;\n+ payload[\"ordType\"] = order.OrderType.ToStringInvariant();\n+ payload[\"side\"] = order.IsBuy ? \"Buy\" : \"Sell\";\n+\n+ payload[\"orderQty\"] = order.Amount;\n+ payload[\"price\"] = order.Price;\n+\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/order\", BaseUrl, payload, \"POST\");\n+ return ParseOrder(token);\n+ }\n+\n+ private ExchangeOrderResult ParseOrder(JToken token)\n+ {\n+ /*\n+{[\n+ {\n+ \"orderID\": \"b7b8518a-c0d8-028d-bb6e-d843f8f723a3\",\n+ \"clOrdID\": \"\",\n+ \"clOrdLinkID\": \"\",\n+ \"account\": 93592,\n+ \"symbol\": \"XBTUSD\",\n+ \"side\": \"Buy\",\n+ \"simpleOrderQty\": null,\n+ \"orderQty\": 1,\n+ \"price\": 5500,\n+ \"displayQty\": null,\n+ \"stopPx\": null,\n+ \"pegOffsetValue\": null,\n+ \"pegPriceType\": \"\",\n+ \"currency\": \"USD\",\n+ \"settlCurrency\": \"XBt\",\n+ \"ordType\": \"Limit\",\n+ \"timeInForce\": \"GoodTillCancel\",\n+ \"execInst\": \"ParticipateDoNotInitiate\",\n+ \"contingencyType\": \"\",\n+ \"exDestination\": \"XBME\",\n+ \"ordStatus\": \"Canceled\",\n+ \"triggered\": \"\",\n+ \"workingIndicator\": false,\n+ \"ordRejReason\": \"\",\n+ \"simpleLeavesQty\": 0,\n+ \"leavesQty\": 0,\n+ \"simpleCumQty\": 0,\n+ \"cumQty\": 0,\n+ \"avgPx\": null,\n+ \"multiLegReportingType\": \"SingleSecurity\",\n+ \"text\": \"Canceled: Canceled via API.\\nSubmission from testnet.bitmex.com\",\n+ \"transactTime\": \"2018-07-08T09:20:39.428Z\",\n+ \"timestamp\": \"2018-07-08T11:35:05.334Z\"\n+ }\n+]}\n+ */\n+ ExchangeOrderResult result = new ExchangeOrderResult\n+ {\n+ Amount = token[\"orderQty\"].ConvertInvariant<decimal>(),\n+ AmountFilled = token[\"cumQty\"].ConvertInvariant<decimal>(),\n+ Price = token[\"price\"].ConvertInvariant<decimal>(),\n+ IsBuy = token[\"side\"].ToStringInvariant().EqualsWithOption(\"Buy\"),\n+ OrderDate = token[\"transactTime\"].ConvertInvariant<DateTime>(),\n+ OrderId = token[\"orderID\"].ToStringInvariant(),\n+ Symbol = token[\"symbol\"].ToStringInvariant()\n+ };\n+\n+ // http://www.onixs.biz/fix-dictionary/5.0.SP2/tagNum_39.html\n+ switch (token[\"ordStatus\"].ToStringInvariant())\n+ {\n+ case \"New\":\n+ result.Result = ExchangeAPIOrderResult.Pending;\n+ break;\n+ case \"Partially filled\":\n+ result.Result = ExchangeAPIOrderResult.FilledPartially;\n+ break;\n+ case \"Filled\":\n+ result.Result = ExchangeAPIOrderResult.Filled;\n+ break;\n+ case \"Canceled\":\n+ result.Result = ExchangeAPIOrderResult.Canceled;\n+ break;\n+\n+ default:\n+ result.Result = ExchangeAPIOrderResult.Error;\n+ break;\n+ }\n+\n+ return result;\n+ }\n+\n+\n+ //private decimal GetInstrumentTickSize(ExchangeMarket market)\n+ //{\n+ // if (market.MarketName == \"XBTUSD\")\n+ // {\n+ // return 0.01m;\n+ // }\n+ // return market.PriceStepSize.Value;\n+ //}\n+\n+ //private ExchangeMarket GetMarket(string symbol)\n+ //{\n+ // var m = GetSymbolsMetadata();\n+ // return m.Where(x => x.MarketName == symbol).First();\n+ //}\n+\n//private decimal GetPriceFromID(long id, ExchangeMarket market)\n//{\n// return ((100000000L * market.Idx) - id) * GetInstrumentTickSize(market);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
add BitMEX private rest api (#204)
|
329,103 |
11.07.2018 16:11:16
| -3,600 |
cb3fb024007a1492930b52eeaa5ca7a4be241ada
|
Fixed GetTickers request url
From "/v2/spot/spot/markets/index-tickers"
to "/v2/spot/markets/index-tickers"
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -156,7 +156,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n{\n- var data = await MakeRequestOkexAsync(null, \"/spot/markets/index-tickers?limit=100000000\", BaseUrlV2);\n+ var data = await MakeRequestOkexAsync(null, \"/markets/index-tickers?limit=100000000\", BaseUrlV2);\nList<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\nstring symbol;\nforeach (JToken token in data.Item1)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fixed GetTickers request url (#207)
From "/v2/spot/spot/markets/index-tickers"
to "/v2/spot/markets/index-tickers"
|
329,161 |
17.07.2018 17:56:08
| -10,800 |
ccc6b5581940aaf39db69f0700b4d232e58a49f4
|
Added ZB.com
Added basic public API functions for ZB.com
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -25,7 +25,7 @@ namespace ExchangeSharp\n/// </summary>\npublic abstract class ExchangeAPI : BaseAPI, IExchangeAPI\n{\n- #region Cosntants\n+ #region Constants\n/// <summary>\n/// Separator for global symbols\n@@ -1309,5 +1309,10 @@ namespace ExchangeSharp\n/// Yobit\n/// </summary>\npublic const string Yobit = \"Yobit\";\n+\n+ /// <summary>\n+ /// ZB.com\n+ /// </summary>\n+ public const string ZBcom = \"ZB.com\";\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added ZB.com (#211)
Added basic public API functions for ZB.com
|
329,148 |
17.07.2018 13:14:18
| 21,600 |
061058ba21247ac12f4018aff9aae9c8fe72c243
|
Don't close connection, prevents reconnect
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -159,7 +159,8 @@ namespace ExchangeSharp\npublic override void LostConnection(IConnection con)\n{\n- connection.Stop();\n+ // TODO: If we are going to stop the connection we need to restart it somewhere else\n+ //connection.Stop();\n}\nprotected override void Dispose(bool disposing)\n@@ -281,16 +282,11 @@ namespace ExchangeSharp\nreconnecting = false;\n}\n- private void StateChanged(StateChange state)\n- {\n- }\n-\npublic BittrexWebSocket()\n{\nconst string connectionUrl = \"https://socket.bittrex.com\";\nhubConnection = new HubConnection(connectionUrl);\nhubConnection.Closed += SocketClosed;\n- hubConnection.StateChanged += StateChanged;\nhubProxy = hubConnection.CreateHubProxy(\"c2\");\nhubProxy.On(\"uS\", (string data) => HandleResponse(\"uS\", data));\nhubProxy.On(\"uE\", (string data) => HandleResponse(\"uE\", data));\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Don't close connection, prevents reconnect
|
329,148 |
17.07.2018 17:11:57
| 21,600 |
305d33c84a3a3a74d741c8d366699a2bc54b77f6
|
Fix for Bittrex not reconnecting properly in web sockets
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -52,13 +52,13 @@ namespace ExchangeSharp\n{\nprivate BittrexWebSocket client;\nprivate Action<string> callback;\n- private string functionName;\n+ private string functionFullName;\n/// <summary>\n/// Constructor\n/// </summary>\n/// <param name=\"client\">Socket client</param>\n- /// <param name=\"functionName\">Function code, uS is supported</param>\n+ /// <param name=\"functionName\">Function name</param>\n/// <param name=\"callback\"></param>\n/// <param name=\"param\"></param>\n/// <returns>Connection</returns>\n@@ -66,24 +66,18 @@ namespace ExchangeSharp\n{\nif (callback != null)\n{\n- string functionFullName;\n- switch (functionName)\n- {\n- case \"uS\": functionFullName = \"SubscribeToSummaryDeltas\"; break;\n- case \"uE\": functionFullName = \"SubscribeToExchangeDeltas\"; break;\n- default: throw new InvalidOperationException(\"Only 'uS', 'uE' function is supported\");\n- }\n-\n- client.AddListener(functionName, callback);\n+ client.AddListener(functionName, callback, param);\n+ string functionFullName = BittrexWebSocket.GetFunctionFullName(functionName);\nbool result = await client.hubProxy.Invoke<bool>(functionFullName, param);\nif (result)\n{\nthis.client = client;\nthis.callback = callback;\n- this.functionName = functionName;\n+ this.functionFullName = functionFullName;\nreturn;\n}\n+ // fail, remove listener\nclient.RemoveListener(functionName, callback);\n}\n@@ -94,7 +88,7 @@ namespace ExchangeSharp\n{\ntry\n{\n- client.RemoveListener(functionName, callback);\n+ client.RemoveListener(functionFullName, callback);\n}\ncatch\n{\n@@ -160,7 +154,7 @@ namespace ExchangeSharp\npublic override void LostConnection(IConnection con)\n{\n// TODO: If we are going to stop the connection we need to restart it somewhere else\n- //connection.Stop();\n+ connection.Stop();\n}\nprotected override void Dispose(bool disposing)\n@@ -199,23 +193,48 @@ namespace ExchangeSharp\n}\n}\n+ private class HubListener\n+ {\n+ public List<Action<string>> Callbacks { get; } = new List<Action<string>>();\n+ public string FunctionName { get; set; }\n+ public string FunctionFullName { get; set; }\n+ public object[] Param { get; set; }\n+ }\n+\nprivate HubConnection hubConnection;\nprivate IHubProxy hubProxy;\n- private readonly Dictionary<string, List<Action<string>>> listeners = new Dictionary<string, List<Action<string>>>();\n+ private readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\nprivate bool reconnecting;\n- private void AddListener(string functionName, Action<string> callback)\n+ internal static string GetFunctionFullName(string functionName)\n+ {\n+ switch (functionName)\n+ {\n+ case \"uS\":\n+ case \"SubscribeToSummaryDeltas\":\n+ return \"SubscribeToSummaryDeltas\";\n+\n+ case \"uE\":\n+ case \"SubscribeToExchangeDeltas\":\n+ return \"SubscribeToExchangeDeltas\";\n+\n+ default: throw new InvalidOperationException(\"Only 'uS', 'uE' function is supported\");\n+ }\n+ }\n+\n+ private void AddListener(string functionName, Action<string> callback, object[] param)\n{\n- StartAsync().ConfigureAwait(false).GetAwaiter().GetResult();\n+ string functionFullName = GetFunctionFullName(functionName);\n+ ReconnectLoop().ConfigureAwait(false).GetAwaiter().GetResult();\nlock (listeners)\n{\n- if (!listeners.TryGetValue(functionName, out List<Action<string>> callbacks))\n+ if (!listeners.TryGetValue(functionName, out HubListener listener))\n{\n- listeners[functionName] = callbacks = new List<Action<string>>();\n+ listeners[functionFullName] = listener = new HubListener { FunctionName = functionName, FunctionFullName = functionFullName, Param = param };\n}\n- if (!callbacks.Contains(callback))\n+ if (!listener.Callbacks.Contains(callback))\n{\n- callbacks.Add(callback);\n+ listener.Callbacks.Add(callback);\n}\n}\n}\n@@ -224,10 +243,11 @@ namespace ExchangeSharp\n{\nlock (listeners)\n{\n- if (listeners.TryGetValue(functionName, out List<Action<string>> callbacks))\n+ string functionFullName = GetFunctionFullName(functionName);\n+ if (listeners.TryGetValue(functionFullName, out HubListener listener))\n{\n- callbacks.Remove(callback);\n- if (callbacks.Count == 0)\n+ listener.Callbacks.Remove(callback);\n+ if (listener.Callbacks.Count == 0)\n{\nlisteners.Remove(functionName);\n}\n@@ -241,12 +261,22 @@ namespace ExchangeSharp\nprivate void HandleResponse(string functionName, string data)\n{\n+ string functionFullName = GetFunctionFullName(functionName);\ndata = Decode(data);\n+ Action<string>[] actions = null;\n+\nlock (listeners)\n{\n- if (listeners.TryGetValue(functionName, out List<Action<string>> callbacks))\n+ if (listeners.TryGetValue(functionFullName, out HubListener listener))\n{\n- Parallel.ForEach(callbacks, (callback) =>\n+ actions = listener.Callbacks.ToArray();\n+\n+ }\n+ }\n+\n+ if (actions != null)\n+ {\n+ Parallel.ForEach(actions, (callback) =>\n{\ntry\n{\n@@ -258,11 +288,19 @@ namespace ExchangeSharp\n});\n}\n}\n- }\nprivate void SocketClosed()\n{\n- if (reconnecting || listeners.Count == 0)\n+ if (listeners.Count == 0 || reconnecting)\n+ {\n+ return;\n+ }\n+ Task.Run(ReconnectLoop);\n+ }\n+\n+ private async Task ReconnectLoop()\n+ {\n+ if (reconnecting)\n{\nreturn;\n}\n@@ -270,11 +308,17 @@ namespace ExchangeSharp\ntry\n{\n// if hubConnection is null, exception will throw out\n- while (hubConnection.State != ConnectionState.Connected)\n+ while (hubConnection == null || (hubConnection.State != ConnectionState.Connected && hubConnection.State != ConnectionState.Connecting))\n{\n- StartAsync().ConfigureAwait(false).GetAwaiter().GetResult();\n+ try\n+ {\n+ await StartAsync();\n+ }\n+ catch\n+ {\n+ await Task.Delay(5000);\n+ }\n}\n- Task.Delay(1000).ConfigureAwait(false).GetAwaiter().GetResult();\n}\ncatch\n{\n@@ -282,22 +326,36 @@ namespace ExchangeSharp\nreconnecting = false;\n}\n- public BittrexWebSocket()\n+ public async Task StartAsync()\n{\nconst string connectionUrl = \"https://socket.bittrex.com\";\n+ hubConnection?.Stop();\n+ hubConnection?.Dispose();\nhubConnection = new HubConnection(connectionUrl);\nhubConnection.Closed += SocketClosed;\nhubProxy = hubConnection.CreateHubProxy(\"c2\");\nhubProxy.On(\"uS\", (string data) => HandleResponse(\"uS\", data));\nhubProxy.On(\"uE\", (string data) => HandleResponse(\"uE\", data));\n- }\n-\n- public async Task StartAsync()\n- {\nDefaultHttpClient client = new DefaultHttpClient();\nvar autoTransport = new AutoTransport(client, new IClientTransport[] { new WebsocketCustomTransport(client) });\nhubConnection.TransportConnectTimeout = hubConnection.DeadlockErrorTimeout = TimeSpan.FromSeconds(10.0);\nawait hubConnection.Start(autoTransport);\n+ HubListener[] listeners;\n+ lock (this.listeners)\n+ {\n+ listeners = this.listeners.Values.ToArray();\n+ }\n+ try\n+ {\n+ foreach (var listener in listeners)\n+ {\n+ await hubProxy.Invoke<bool>(listener.FunctionFullName, listener.Param);\n+ }\n+ }\n+ catch (Exception ex)\n+ {\n+ Console.WriteLine(\"Failed to re-add listeners: {0}\", ex);\n+ }\n}\npublic void Stop()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -32,11 +32,12 @@ namespace ExchangeSharp\nprivate readonly CancellationTokenSource cancellationTokenSource = new CancellationTokenSource();\nprivate readonly CancellationToken cancellationToken;\nprivate readonly BlockingCollection<object> messageQueue = new BlockingCollection<object>(new ConcurrentQueue<object>());\n+ private readonly TimeSpan keepAlive;\n+ private readonly Action<byte[], WebSocketWrapper> onMessage;\n+ private readonly Action<WebSocketWrapper> onConnected;\n+ private readonly Action<WebSocketWrapper> onDisconnected;\n+ private readonly TimeSpan connectInterval;\n- private Action<byte[], WebSocketWrapper> onMessage;\n- private Action<WebSocketWrapper> onConnected;\n- private Action<WebSocketWrapper> onDisconnected;\n- private TimeSpan connectInterval;\nprivate bool disposed;\n/// <summary>\n@@ -64,17 +65,19 @@ namespace ExchangeSharp\nTimeSpan? connectInterval = null\n)\n{\n- webSocket = new ClientWebSocket();\n- webSocket.Options.KeepAliveInterval = (keepAlive ?? TimeSpan.FromSeconds(30.0));\nthis.uri = new Uri(uri);\n- cancellationToken = cancellationTokenSource.Token;\nthis.onMessage = onMessage;\n- onConnected = onConnect;\n- onDisconnected = onDisconnect;\n+ this.onConnected = onConnect;\n+ this.onDisconnected = onDisconnect;\n+ this.keepAlive = (keepAlive ?? TimeSpan.FromSeconds(30.0));\nthis.connectInterval = (connectInterval ?? TimeSpan.FromHours(1.0));\n+ cancellationToken = cancellationTokenSource.Token;\n+\n+ // avoid null reference exceptions while the tasks spin up\n+ webSocket = new ClientWebSocket();\n- Task.Factory.StartNew(MessageWorkerThread);\n- Task.Factory.StartNew(ListenWorkerThread);\n+ Task.Run((Action)MessageWorkerThread);\n+ Task.Run(ListenWorkerThread);\n}\n/// <summary>\n@@ -162,7 +165,7 @@ namespace ExchangeSharp\n}\n}\n- private void ListenWorkerThread()\n+ private async Task ListenWorkerThread()\n{\nArraySegment<byte> receiveBuffer = new ArraySegment<byte>(new byte[receiveChunkSize]);\nbool wasClosed = true;\n@@ -178,8 +181,8 @@ namespace ExchangeSharp\n{\n// re-open the socket\nwasClosed = false;\n- webSocket = new ClientWebSocket();\n- webSocket.ConnectAsync(uri, CancellationToken.None).GetAwaiter().GetResult();\n+ webSocket.Options.KeepAliveInterval = this.keepAlive;\n+ await webSocket.ConnectAsync(uri, cancellationToken);\nQueueActionWithNoExceptions(onConnected);\n}\n@@ -187,10 +190,10 @@ namespace ExchangeSharp\n{\ndo\n{\n- result = webSocket.ReceiveAsync(receiveBuffer, cancellationToken).GetAwaiter().GetResult();\n+ result = await webSocket.ReceiveAsync(receiveBuffer, cancellationToken);\nif (result.MessageType == WebSocketMessageType.Close)\n{\n- webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None).GetAwaiter().GetResult();\n+ await webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None);\nQueueAction(onDisconnected);\n}\nelse\n@@ -210,25 +213,26 @@ namespace ExchangeSharp\n}\n}\n}\n- catch\n+ catch (Exception ex)\n{\nQueueAction(onDisconnected);\n+ try\n+ {\n+ webSocket?.Dispose();\n+ }\n+ catch\n+ {\n+ }\n+ webSocket = new ClientWebSocket();\nif (!disposed)\n{\n- // wait one half second before attempting reconnect\n- Task.Delay(500).ConfigureAwait(false).GetAwaiter().GetResult();\n+ // wait one second before attempting reconnect\n+ await Task.Delay(1000);\n}\n}\nfinally\n{\nwasClosed = true;\n- try\n- {\n- webSocket.Dispose();\n- }\n- catch\n- {\n- }\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix for Bittrex not reconnecting properly in web sockets
|
329,148 |
17.07.2018 19:06:22
| 21,600 |
e878f6ec23628138a93b581f31d4d45d964735dd
|
Refactor Bittrex signalr code into common code
In case we need signalr in the future we now have common classes to use for future exchanges
|
[
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/API/APIException.cs",
"new_path": "ExchangeSharp/API/Common/APIException.cs",
"diff": ""
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/API/APIRequestMaker.cs",
"new_path": "ExchangeSharp/API/Common/APIRequestMaker.cs",
"diff": ""
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": ""
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/API/IAPIRequestMaker.cs",
"new_path": "ExchangeSharp/API/Common/IAPIRequestMaker.cs",
"diff": ""
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -213,7 +213,7 @@ namespace ExchangeSharp\n}\n}\n}\n- catch (Exception ex)\n+ catch\n{\nQueueAction(onDisconnected);\ntry\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -25,15 +25,6 @@ using System.Threading.Tasks;\nusing System.Threading;\nusing System.Security.Cryptography;\n-#if HAS_SIGNALR\n-\n-using Microsoft.AspNet.SignalR.Client;\n-using Microsoft.AspNet.SignalR.Client.Http;\n-using Microsoft.AspNet.SignalR.Client.Transports;\n-using Microsoft.AspNet.SignalR.Client.Infrastructure;\n-\n-#endif\n-\nusing Newtonsoft.Json;\nusing Newtonsoft.Json.Linq;\n@@ -44,350 +35,12 @@ namespace ExchangeSharp\n#if HAS_SIGNALR\n- public sealed class BittrexWebSocket\n- {\n- // https://bittrex.github.io/\n-\n- private sealed class BittrexSocketClientConnection : IDisposable\n- {\n- private BittrexWebSocket client;\n- private Action<string> callback;\n- private string functionFullName;\n-\n- /// <summary>\n- /// Constructor\n- /// </summary>\n- /// <param name=\"client\">Socket client</param>\n- /// <param name=\"functionName\">Function name</param>\n- /// <param name=\"callback\"></param>\n- /// <param name=\"param\"></param>\n- /// <returns>Connection</returns>\n- public async Task OpenAsync(BittrexWebSocket client, string functionName, Action<string> callback, params object[] param)\n- {\n- if (callback != null)\n- {\n- client.AddListener(functionName, callback, param);\n- string functionFullName = BittrexWebSocket.GetFunctionFullName(functionName);\n- bool result = await client.hubProxy.Invoke<bool>(functionFullName, param);\n- if (result)\n- {\n- this.client = client;\n- this.callback = callback;\n- this.functionFullName = functionFullName;\n- return;\n- }\n-\n- // fail, remove listener\n- client.RemoveListener(functionName, callback);\n- }\n-\n- throw new APIException(\"Unable to open web socket to Bittrex\");\n- }\n-\n- public void Dispose()\n- {\n- try\n- {\n- client.RemoveListener(functionFullName, callback);\n- }\n- catch\n- {\n- }\n- }\n- }\n-\n- private sealed class WebsocketCustomTransport : ClientTransportBase\n- {\n- private IConnection connection;\n- private string connectionData;\n- private WebSocketWrapper webSocket;\n-\n- public override bool SupportsKeepAlive => true;\n-\n- public WebsocketCustomTransport(IHttpClient client) : base(client, \"webSockets\")\n- {\n- }\n-\n- ~WebsocketCustomTransport()\n- {\n- Dispose(false);\n- }\n-\n- protected override void OnStart(IConnection con, string conData, CancellationToken disconToken)\n- {\n- connection = con;\n- connectionData = conData;\n-\n- var connectUrl = UrlBuilder.BuildConnect(connection, Name, connectionData);\n-\n- if (webSocket != null)\n- {\n- DisposeWebSocket();\n- }\n-\n- // SignalR uses https, websocket4net uses wss\n- connectUrl = connectUrl.Replace(\"http://\", \"ws://\").Replace(\"https://\", \"wss://\");\n-\n- IDictionary<string, string> cookies = new Dictionary<string, string>();\n- if (connection.CookieContainer != null)\n- {\n- var container = connection.CookieContainer.GetCookies(new Uri(connection.Url));\n- foreach (Cookie cookie in container)\n- {\n- cookies.Add(cookie.Name, cookie.Value);\n- }\n- }\n-\n- webSocket = new WebSocketWrapper(connectUrl, WebSocketOnMessageReceived);\n- }\n-\n- protected override void OnStartFailed()\n- {\n- Dispose();\n- }\n-\n- public override async Task Send(IConnection con, string data, string conData)\n- {\n- await webSocket.SendMessageAsync(data);\n- }\n-\n- public override void LostConnection(IConnection con)\n- {\n- // TODO: If we are going to stop the connection we need to restart it somewhere else\n- connection.Stop();\n- }\n-\n- protected override void Dispose(bool disposing)\n- {\n- if (disposing)\n- {\n- if (webSocket != null)\n- {\n- DisposeWebSocket();\n- }\n- }\n-\n- base.Dispose(disposing);\n- }\n-\n- private void DisposeWebSocket()\n- {\n- webSocket.Dispose();\n- webSocket = null;\n- }\n-\n- private void WebSocketOnClosed()\n- {\n- connection.Stop();\n- }\n-\n- private void WebSocketOnError(Exception e)\n- {\n- connection.OnError(e);\n- }\n-\n- private void WebSocketOnMessageReceived(byte[] data, WebSocketWrapper _webSocket)\n- {\n- string dataText = CryptoUtility.UTF8EncodingNoPrefix.GetString(data);\n- ProcessResponse(connection, dataText);\n- }\n- }\n-\n- private class HubListener\n- {\n- public List<Action<string>> Callbacks { get; } = new List<Action<string>>();\n- public string FunctionName { get; set; }\n- public string FunctionFullName { get; set; }\n- public object[] Param { get; set; }\n- }\n-\n- private HubConnection hubConnection;\n- private IHubProxy hubProxy;\n- private readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\n- private bool reconnecting;\n-\n- internal static string GetFunctionFullName(string functionName)\n- {\n- switch (functionName)\n- {\n- case \"uS\":\n- case \"SubscribeToSummaryDeltas\":\n- return \"SubscribeToSummaryDeltas\";\n-\n- case \"uE\":\n- case \"SubscribeToExchangeDeltas\":\n- return \"SubscribeToExchangeDeltas\";\n-\n- default: throw new InvalidOperationException(\"Only 'uS', 'uE' function is supported\");\n- }\n- }\n-\n- private void AddListener(string functionName, Action<string> callback, object[] param)\n- {\n- string functionFullName = GetFunctionFullName(functionName);\n- ReconnectLoop().ConfigureAwait(false).GetAwaiter().GetResult();\n- lock (listeners)\n- {\n- if (!listeners.TryGetValue(functionName, out HubListener listener))\n- {\n- listeners[functionFullName] = listener = new HubListener { FunctionName = functionName, FunctionFullName = functionFullName, Param = param };\n- }\n- if (!listener.Callbacks.Contains(callback))\n- {\n- listener.Callbacks.Add(callback);\n- }\n- }\n- }\n-\n- private void RemoveListener(string functionName, Action<string> callback)\n- {\n- lock (listeners)\n- {\n- string functionFullName = GetFunctionFullName(functionName);\n- if (listeners.TryGetValue(functionFullName, out HubListener listener))\n- {\n- listener.Callbacks.Remove(callback);\n- if (listener.Callbacks.Count == 0)\n- {\n- listeners.Remove(functionName);\n- }\n- }\n- if (listeners.Count == 0)\n- {\n- Stop();\n- }\n- }\n- }\n-\n- private void HandleResponse(string functionName, string data)\n- {\n- string functionFullName = GetFunctionFullName(functionName);\n- data = Decode(data);\n- Action<string>[] actions = null;\n-\n- lock (listeners)\n- {\n- if (listeners.TryGetValue(functionFullName, out HubListener listener))\n- {\n- actions = listener.Callbacks.ToArray();\n-\n- }\n- }\n-\n- if (actions != null)\n- {\n- Parallel.ForEach(actions, (callback) =>\n- {\n- try\n- {\n- callback(data);\n- }\n- catch\n- {\n- }\n- });\n- }\n- }\n-\n- private void SocketClosed()\n+ public sealed class BittrexWebSocketManager : SignalrManager\n{\n- if (listeners.Count == 0 || reconnecting)\n+ public BittrexWebSocketManager() : base(\"https://socket.bittrex.com\", \"c2\")\n{\n- return;\n- }\n- Task.Run(ReconnectLoop);\n- }\n-\n- private async Task ReconnectLoop()\n- {\n- if (reconnecting)\n- {\n- return;\n- }\n- reconnecting = true;\n- try\n- {\n- // if hubConnection is null, exception will throw out\n- while (hubConnection == null || (hubConnection.State != ConnectionState.Connected && hubConnection.State != ConnectionState.Connecting))\n- {\n- try\n- {\n- await StartAsync();\n- }\n- catch\n- {\n- await Task.Delay(5000);\n- }\n- }\n- }\n- catch\n- {\n- }\n- reconnecting = false;\n- }\n-\n- public async Task StartAsync()\n- {\n- const string connectionUrl = \"https://socket.bittrex.com\";\n- hubConnection?.Stop();\n- hubConnection?.Dispose();\n- hubConnection = new HubConnection(connectionUrl);\n- hubConnection.Closed += SocketClosed;\n- hubProxy = hubConnection.CreateHubProxy(\"c2\");\n- hubProxy.On(\"uS\", (string data) => HandleResponse(\"uS\", data));\n- hubProxy.On(\"uE\", (string data) => HandleResponse(\"uE\", data));\n- DefaultHttpClient client = new DefaultHttpClient();\n- var autoTransport = new AutoTransport(client, new IClientTransport[] { new WebsocketCustomTransport(client) });\n- hubConnection.TransportConnectTimeout = hubConnection.DeadlockErrorTimeout = TimeSpan.FromSeconds(10.0);\n- await hubConnection.Start(autoTransport);\n- HubListener[] listeners;\n- lock (this.listeners)\n- {\n- listeners = this.listeners.Values.ToArray();\n- }\n- try\n- {\n- foreach (var listener in listeners)\n- {\n- await hubProxy.Invoke<bool>(listener.FunctionFullName, listener.Param);\n- }\n- }\n- catch (Exception ex)\n- {\n- Console.WriteLine(\"Failed to re-add listeners: {0}\", ex);\n- }\n- }\n-\n- public void Stop()\n- {\n- hubConnection.Stop(TimeSpan.FromSeconds(1.0));\n- }\n-\n- ~BittrexWebSocket()\n- {\n- Dispose();\n- }\n-\n- public void Dispose()\n- {\n- if (hubConnection == null)\n- {\n- return;\n- }\n- listeners.Clear();\n-\n- // null out hub so we don't try to reconnect\n- var tmp = hubConnection;\n- hubConnection = null;\n- try\n- {\n- tmp.Transport.Dispose();\n- tmp.Dispose();\n- }\n- catch\n- {\n- // eat exceptions here, we don't care if it fails\n- }\n+ FunctionNamesToFullNames[\"uS\"] = \"SubscribeToSummaryDeltas\";\n+ FunctionNamesToFullNames[\"uE\"] = \"SubscribeToExchangeDeltas\";\n}\n/// <summary>\n@@ -397,7 +50,7 @@ namespace ExchangeSharp\n/// <returns>IDisposable to close the socket</returns>\npublic IDisposable SubscribeToSummaryDeltas(Action<string> callback)\n{\n- BittrexSocketClientConnection conn = new BittrexSocketClientConnection();\n+ SignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\nconn.OpenAsync(this, \"uS\", callback).ConfigureAwait(false).GetAwaiter().GetResult();\nreturn conn;\n}\n@@ -410,49 +63,13 @@ namespace ExchangeSharp\n/// <returns>IDisposable to close the socket</returns>\npublic IDisposable SubscribeToExchangeDeltas(Action<string> callback, string ticker)\n{\n- BittrexSocketClientConnection conn = new BittrexSocketClientConnection();\n+ SignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\nconn.OpenAsync(this, \"uE\", callback, ticker).ConfigureAwait(false).GetAwaiter().GetResult();\nreturn conn;\n}\n-\n- // The return of GetAuthContext is a challenge string. Call CreateSignature(apiSecret, challenge)\n- // for the response to the challenge, and pass it to Authenticate().\n- public async Task<string> GetAuthContext(string apiKey) => await hubProxy.Invoke<string>(\"GetAuthContext\", apiKey);\n-\n- public async Task<bool> Authenticate(string apiKey, string signedChallenge) => await hubProxy.Invoke<bool>(\"Authenticate\", apiKey, signedChallenge);\n-\n- // Decode converts Bittrex CoreHub2 socket wire protocol data into JSON.\n- // Data goes from base64 encoded to gzip (byte[]) to minifed JSON.\n- public static string Decode(string wireData)\n- {\n- // Step 1: Base64 decode the wire data into a gzip blob\n- byte[] gzipData = Convert.FromBase64String(wireData);\n-\n- // Step 2: Decompress gzip blob into minified JSON\n- using (var decompressedStream = new MemoryStream())\n- using (var compressedStream = new MemoryStream(gzipData))\n- using (var deflateStream = new DeflateStream(compressedStream, CompressionMode.Decompress))\n- {\n- deflateStream.CopyTo(decompressedStream);\n- decompressedStream.Position = 0;\n-\n- using (var streamReader = new StreamReader(decompressedStream))\n- {\n- return streamReader.ReadToEnd();\n- }\n- }\n- }\n-\n- public static string CreateSignature(string apiSecret, string challenge)\n- {\n- // Get hash by using apiSecret as key, and challenge as data\n- var hmacSha512 = new HMACSHA512(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(apiSecret));\n- var hash = hmacSha512.ComputeHash(CryptoUtility.UTF8EncodingNoPrefix.GetBytes(challenge));\n- return BitConverter.ToString(hash).Replace(\"-\", string.Empty);\n- }\n}\n- private BittrexWebSocket webSocket;\n+ private BittrexWebSocketManager webSocket;\nprotected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\n@@ -519,7 +136,7 @@ namespace ExchangeSharp\n}\ncallback(freshTickers);\n}\n- var client = SocketClient;\n+ var client = SocketManager;\nreturn client.SubscribeToSummaryDeltas(innerCallback);\n}\n@@ -592,7 +209,7 @@ namespace ExchangeSharp\nIDisposable client = null;\nforeach (var sym in symbols)\n{\n- client = this.SocketClient.SubscribeToExchangeDeltas(innerCallback, sym);\n+ client = this.SocketManager.SubscribeToExchangeDeltas(innerCallback, sym);\n}\nreturn client;\n@@ -601,7 +218,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Gets the BittrexSocketClient for this API\n/// </summary>\n- private BittrexWebSocket SocketClient\n+ private BittrexWebSocketManager SocketManager\n{\nget\n{\n@@ -611,7 +228,7 @@ namespace ExchangeSharp\n{\nif (webSocket == null)\n{\n- webSocket = new BittrexWebSocket();\n+ webSocket = new BittrexWebSocketManager();\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Refactor Bittrex signalr code into common code
In case we need signalr in the future we now have common classes to use for future exchanges
|
329,148 |
17.07.2018 21:01:21
| 21,600 |
3816a4e69b73fcdf67cb4e06eefe0da9ff3eb9b5
|
Break out of connection loop if disposed
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -187,6 +187,7 @@ namespace ExchangeSharp\nprivate IHubProxy hubProxy;\nprivate readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\nprivate bool reconnecting;\n+ private bool disposed;\n/// <summary>\n/// Connection url\n@@ -298,7 +299,7 @@ namespace ExchangeSharp\ntry\n{\n// if hubConnection is null, exception will throw out\n- while (hubConnection == null || (hubConnection.State != ConnectionState.Connected && hubConnection.State != ConnectionState.Connecting))\n+ while (!disposed && (hubConnection == null || (hubConnection.State != ConnectionState.Connected && hubConnection.State != ConnectionState.Connecting)))\n{\ntry\n{\n@@ -378,6 +379,7 @@ namespace ExchangeSharp\n/// </summary>\npublic void Dispose()\n{\n+ disposed = true;\nif (hubConnection == null)\n{\nreturn;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Break out of connection loop if disposed
|
329,148 |
17.07.2018 21:10:48
| 21,600 |
3c7c51137687f324e2d57c233a3998a07cc5e43d
|
Remove un-necessary boolean
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -166,7 +166,6 @@ namespace ExchangeSharp\nprivate async Task ListenWorkerThread()\n{\nArraySegment<byte> receiveBuffer = new ArraySegment<byte>(new byte[receiveChunkSize]);\n- bool wasClosed = true;\nTimeSpan keepAlive = webSocket.Options.KeepAliveInterval;\nMemoryStream stream = new MemoryStream();\nWebSocketReceiveResult result;\n@@ -175,14 +174,10 @@ namespace ExchangeSharp\n{\ntry\n{\n- if (wasClosed)\n- {\n- // re-open the socket\n- wasClosed = false;\n+ // open the socket\nwebSocket.Options.KeepAliveInterval = this.keepAlive;\nawait webSocket.ConnectAsync(uri, cancellationToken);\nQueueActionWithNoExceptions(onConnected);\n- }\nwhile (webSocket.State == WebSocketState.Open)\n{\n@@ -228,10 +223,6 @@ namespace ExchangeSharp\nawait Task.Delay(1000);\n}\n}\n- finally\n- {\n- wasClosed = true;\n- }\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Remove un-necessary boolean
|
329,148 |
17.07.2018 21:16:34
| 21,600 |
f43140f57d242cb370b43c265f9d31f5673c4af9
|
Move re-connect out of catch block
In case socket is not open without exception we still want to re-create the socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -21,7 +21,7 @@ using System.Threading.Tasks;\nnamespace ExchangeSharp\n{\n/// <summary>\n- /// Wraps a web socket for easy dispose later\n+ /// Wraps a web socket for easy dispose later, along with auto-reconnect and message and reader queues\n/// </summary>\npublic sealed class WebSocketWrapper : IDisposable\n{\n@@ -177,6 +177,9 @@ namespace ExchangeSharp\n// open the socket\nwebSocket.Options.KeepAliveInterval = this.keepAlive;\nawait webSocket.ConnectAsync(uri, cancellationToken);\n+\n+ // on connect may make additional calls that must succeed, such as rest calls\n+ // for lists, etc.\nQueueActionWithNoExceptions(onConnected);\nwhile (webSocket.State == WebSocketState.Open)\n@@ -208,23 +211,25 @@ namespace ExchangeSharp\n}\ncatch\n{\n+ // eat exceptions, most likely a result of a disconnect, either way we will re-create the web socket\n+ }\n+\nQueueAction(onDisconnected);\ntry\n{\n- webSocket?.Dispose();\n+ webSocket.Dispose();\n}\ncatch\n{\n}\n- webSocket = new ClientWebSocket();\nif (!disposed)\n{\n// wait one second before attempting reconnect\n+ webSocket = new ClientWebSocket();\nawait Task.Delay(1000);\n}\n}\n}\n- }\nprivate void MessageWorkerThread()\n{\n@@ -252,6 +257,8 @@ namespace ExchangeSharp\nif (connectInterval.Ticks > 0 && (DateTime.UtcNow - lastCheck) >= connectInterval)\n{\nlastCheck = DateTime.UtcNow;\n+\n+ // this must succeed, the callback may be requests lists or other resources that must not fail\nQueueActionWithNoExceptions(onConnected);\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Move re-connect out of catch block
In case socket is not open without exception we still want to re-create the socket
|
329,148 |
17.07.2018 21:18:10
| 21,600 |
4ed420ced1323b6719c13565675bf7a839374817
|
Use cancel token
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -88,11 +88,11 @@ namespace ExchangeSharp\n{\nif (CloseCleanly)\n{\n- webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).GetAwaiter().GetResult();\n+ webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", cancellationToken).GetAwaiter().GetResult();\n}\nelse\n{\n- webSocket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).GetAwaiter().GetResult();\n+ webSocket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", cancellationToken).GetAwaiter().GetResult();\n}\n}\ncatch\n@@ -189,7 +189,7 @@ namespace ExchangeSharp\nresult = await webSocket.ReceiveAsync(receiveBuffer, cancellationToken);\nif (result.MessageType == WebSocketMessageType.Close)\n{\n- await webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None);\n+ await webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);\nQueueAction(onDisconnected);\n}\nelse\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Use cancel token
|
329,148 |
18.07.2018 08:15:11
| 21,600 |
38c49f960cda62f1f6c79e42f8f95103e8576751
|
Additional connect / disconnect web socket handling
Improve web socket wrapper and signalr web sockets to better and more quickly handle disconnects.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -28,12 +28,22 @@ namespace ExchangeSharp\n/// <summary>\n/// A connection to a specific end point in the hub\n/// </summary>\n- public sealed class SignalrSocketConnection : IDisposable\n+ public sealed class SignalrSocketConnection : IWebSocket\n{\nprivate SignalrManager manager;\nprivate Action<string> callback;\nprivate string functionFullName;\n+ /// <summary>\n+ /// Connected event\n+ /// </summary>\n+ public event Action<IWebSocket> Connected;\n+\n+ /// <summary>\n+ /// Disconnected event\n+ /// </summary>\n+ public event Action<IWebSocket> Disconnected;\n+\n/// <summary>\n/// Constructor\n/// </summary>\n@@ -54,6 +64,10 @@ namespace ExchangeSharp\nthis.manager = manager;\nthis.callback = callback;\nthis.functionFullName = functionFullName;\n+ lock (manager.sockets)\n+ {\n+ manager.sockets.Add(this);\n+ }\nreturn;\n}\n@@ -64,14 +78,39 @@ namespace ExchangeSharp\nthrow new APIException(\"Unable to open web socket to Bittrex\");\n}\n+ internal void InvokeConnected()\n+ {\n+ Connected?.Invoke(this);\n+ }\n+\n+ internal void InvokeDisconnected()\n+ {\n+ Disconnected?.Invoke(this);\n+ }\n+\n+ private void WebSocket_Connected(IWebSocket obj)\n+ {\n+ Connected?.Invoke(this);\n+ }\n+\n+ private void WebSocket_Disconnected(IWebSocket obj)\n+ {\n+ Disconnected?.Invoke(this);\n+ }\n+\n/// <summary>\n- /// Dispose of the socket\n+ /// Dispose of the socket and remove from listeners\n/// </summary>\npublic void Dispose()\n{\ntry\n{\n+ lock (manager.sockets)\n+ {\n+ manager.sockets.Remove(this);\n+ }\nmanager.RemoveListener(functionFullName, callback);\n+ Disconnected?.Invoke(this);\n}\ncatch\n{\n@@ -79,16 +118,17 @@ namespace ExchangeSharp\n}\n}\n- private sealed class WebsocketCustomTransport : ClientTransportBase\n+ public sealed class WebsocketCustomTransport : ClientTransportBase\n{\nprivate IConnection connection;\nprivate string connectionData;\n- private WebSocketWrapper webSocket;\n+ public WebSocketWrapper WebSocket { get; private set; }\npublic override bool SupportsKeepAlive => true;\npublic WebsocketCustomTransport(IHttpClient client) : base(client, \"webSockets\")\n{\n+ WebSocket = new WebSocketWrapper();\n}\n~WebsocketCustomTransport()\n@@ -103,11 +143,6 @@ namespace ExchangeSharp\nvar connectUrl = UrlBuilder.BuildConnect(connection, Name, connectionData);\n- if (webSocket != null)\n- {\n- DisposeWebSocket();\n- }\n-\n// SignalR uses https, websocket4net uses wss\nconnectUrl = connectUrl.Replace(\"http://\", \"ws://\").Replace(\"https://\", \"wss://\");\n@@ -121,7 +156,9 @@ namespace ExchangeSharp\n}\n}\n- webSocket = new WebSocketWrapper(connectUrl, WebSocketOnMessageReceived);\n+ WebSocket.Uri = new Uri(connectUrl);\n+ WebSocket.OnMessage = WebSocketOnMessageReceived;\n+ WebSocket.Start();\n}\nprotected override void OnStartFailed()\n@@ -131,7 +168,7 @@ namespace ExchangeSharp\npublic override async Task Send(IConnection con, string data, string conData)\n{\n- await webSocket.SendMessageAsync(data);\n+ await WebSocket.SendMessageAsync(data);\n}\npublic override void LostConnection(IConnection con)\n@@ -143,7 +180,7 @@ namespace ExchangeSharp\n{\nif (disposing)\n{\n- if (webSocket != null)\n+ if (WebSocket != null)\n{\nDisposeWebSocket();\n}\n@@ -154,8 +191,8 @@ namespace ExchangeSharp\nprivate void DisposeWebSocket()\n{\n- webSocket.Dispose();\n- webSocket = null;\n+ WebSocket.Dispose();\n+ WebSocket = null;\n}\nprivate void WebSocketOnClosed()\n@@ -183,9 +220,12 @@ namespace ExchangeSharp\npublic object[] Param { get; set; }\n}\n+ private readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\n+ private readonly List<IWebSocket> sockets = new List<IWebSocket>();\n+\nprivate HubConnection hubConnection;\nprivate IHubProxy hubProxy;\n- private readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\n+ private WebsocketCustomTransport customTransport;\nprivate bool reconnecting;\nprivate bool disposed;\n@@ -307,6 +347,7 @@ namespace ExchangeSharp\n}\ncatch\n{\n+ // wait 5 seconds before attempting reconnect\nawait Task.Delay(5000);\n}\n}\n@@ -344,8 +385,42 @@ namespace ExchangeSharp\nhubProxy.On(key, (string data) => HandleResponse(key, data));\n}\nDefaultHttpClient client = new DefaultHttpClient();\n- var autoTransport = new AutoTransport(client, new IClientTransport[] { new WebsocketCustomTransport(client) });\n+ customTransport = new WebsocketCustomTransport(client);\n+ var autoTransport = new AutoTransport(client, new IClientTransport[] { customTransport });\nhubConnection.TransportConnectTimeout = hubConnection.DeadlockErrorTimeout = TimeSpan.FromSeconds(10.0);\n+ customTransport.WebSocket.Connected += (ws) =>\n+ {\n+ lock (sockets)\n+ {\n+ foreach (IWebSocket socket in sockets)\n+ {\n+ (socket as SignalrSocketConnection).InvokeConnected();\n+ }\n+ }\n+ };\n+ customTransport.WebSocket.Disconnected += (ws) =>\n+ {\n+ lock (sockets)\n+ {\n+ foreach (IWebSocket socket in sockets)\n+ {\n+ (socket as SignalrSocketConnection).InvokeDisconnected();\n+ }\n+ }\n+\n+ // start a task to tear down the hub connection\n+ Task.Run(() =>\n+ {\n+ try\n+ {\n+ // tear down the hub connection, we must re-create it whenever a web socket disconnects\n+ hubConnection?.Dispose();\n+ }\n+ catch\n+ {\n+ }\n+ });\n+ };\nawait hubConnection.Start(autoTransport);\nHubListener[] listeners;\nlock (this.listeners)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -23,28 +23,60 @@ namespace ExchangeSharp\n/// <summary>\n/// Wraps a web socket for easy dispose later, along with auto-reconnect and message and reader queues\n/// </summary>\n- public sealed class WebSocketWrapper : IDisposable\n+ public sealed class WebSocketWrapper : IWebSocket\n{\nprivate const int receiveChunkSize = 8192;\nprivate ClientWebSocket webSocket = new ClientWebSocket();\n- private readonly Uri uri;\nprivate readonly CancellationTokenSource cancellationTokenSource = new CancellationTokenSource();\nprivate readonly CancellationToken cancellationToken;\nprivate readonly BlockingCollection<object> messageQueue = new BlockingCollection<object>(new ConcurrentQueue<object>());\n- private readonly TimeSpan keepAlive;\n- private readonly Action<byte[], WebSocketWrapper> onMessage;\n- private readonly Action<WebSocketWrapper> onConnected;\n- private readonly Action<WebSocketWrapper> onDisconnected;\n- private readonly TimeSpan connectInterval;\nprivate bool disposed;\n+ /// <summary>\n+ /// The uri to connect to\n+ /// </summary>\n+ public Uri Uri { get; set; }\n+\n+ /// <summary>\n+ /// Action to handle incoming messages\n+ /// </summary>\n+ public Action<byte[], WebSocketWrapper> OnMessage { get; set; }\n+\n+ /// <summary>\n+ /// Interval to call connect at regularly (default is 1 hour)\n+ /// </summary>\n+ public TimeSpan ConnectInterval { get; set; } = TimeSpan.FromHours(1.0);\n+\n+ /// <summary>\n+ /// Keep alive interval (default is 30 seconds)\n+ /// </summary>\n+ public TimeSpan KeepAlive { get; set; } = TimeSpan.FromSeconds(30.0);\n+\n+ /// <summary>\n+ /// Allows additional listeners for connect event\n+ /// </summary>\n+ public event Action<IWebSocket> Connected;\n+\n+ /// <summary>\n+ /// Allows additional listeners for disconnect event\n+ /// </summary>\n+ public event Action<IWebSocket> Disconnected;\n+\n/// <summary>\n/// Whether to close the connection gracefully, this can cause the close to take longer.\n/// </summary\npublic bool CloseCleanly { get; set; }\n+ /// <summary>\n+ /// Default constructor, does not begin listening immediately. You must set the properties and then call Start.\n+ /// </summary>\n+ public WebSocketWrapper()\n+ {\n+ cancellationToken = cancellationTokenSource.Token;\n+ }\n+\n/// <summary>\n/// Constructor, also begins listening and processing messages immediately\n/// </summary>\n@@ -63,23 +95,41 @@ namespace ExchangeSharp\nAction<WebSocketWrapper> onDisconnect = null,\nTimeSpan? keepAlive = null,\nTimeSpan? connectInterval = null\n- )\n- {\n- this.uri = new Uri(uri);\n- this.onMessage = onMessage;\n- this.onConnected = onConnect;\n- this.onDisconnected = onDisconnect;\n- this.keepAlive = (keepAlive ?? TimeSpan.FromSeconds(30.0));\n- this.connectInterval = (connectInterval ?? TimeSpan.FromHours(1.0));\n- cancellationToken = cancellationTokenSource.Token;\n+ ) : this()\n+ {\n+ Uri = new Uri(uri);\n+ OnMessage = onMessage;\n+ if (onConnect != null)\n+ {\n+ Connected += (s) => onConnect(this);\n+ }\n+ if (onDisconnect != null)\n+ {\n+ Disconnected += (s) => onDisconnect(this);\n+ }\n+ if (keepAlive != null)\n+ {\n+ KeepAlive = keepAlive.Value;\n+ }\n+ if (connectInterval != null)\n+ {\n+ ConnectInterval = connectInterval.Value;\n+ }\n+ Start();\n+ }\n+ /// <summary>\n+ /// Start the web socket listening and processing\n+ /// </summary>\n+ public void Start()\n+ {\n// kick off message parser and message listener\nTask.Run((Action)MessageWorkerThread);\nTask.Run(ListenWorkerThread);\n}\n/// <summary>\n- /// Close and dispose of all resources\n+ /// Close and dispose of all resources, stops the web socket\n/// </summary>\npublic void Dispose()\n{\n@@ -125,40 +175,46 @@ namespace ExchangeSharp\n}\n}\n- private void QueueAction(Action<WebSocketWrapper> action)\n+ private void QueueActions(params Action<WebSocketWrapper>[] actions)\n{\n- if (action != null)\n+ if (actions != null && actions.Length != 0)\n{\nmessageQueue.Add((Action)(() =>\n+ {\n+ foreach (var action in actions)\n{\ntry\n{\n- action(this);\n+ action?.Invoke(this);\n}\ncatch\n{\n}\n+ }\n}));\n}\n}\n- private void QueueActionWithNoExceptions(Action<WebSocketWrapper> action)\n+ private void QueueActionsWithNoExceptions(params Action<WebSocketWrapper>[] actions)\n{\n- if (action != null)\n+ if (actions != null && actions.Length != 0)\n{\nmessageQueue.Add((Action)(() =>\n+ {\n+ foreach (var action in actions)\n{\nwhile (true)\n{\ntry\n{\n- action.Invoke(this);\n+ action?.Invoke(this);\nbreak;\n}\ncatch\n{\n}\n}\n+ }\n}));\n}\n}\n@@ -169,18 +225,21 @@ namespace ExchangeSharp\nTimeSpan keepAlive = webSocket.Options.KeepAliveInterval;\nMemoryStream stream = new MemoryStream();\nWebSocketReceiveResult result;\n+ bool wasConnected = false;\nwhile (!disposed)\n{\ntry\n{\n// open the socket\n- webSocket.Options.KeepAliveInterval = this.keepAlive;\n- await webSocket.ConnectAsync(uri, cancellationToken);\n+ webSocket.Options.KeepAliveInterval = KeepAlive;\n+ wasConnected = false;\n+ await webSocket.ConnectAsync(Uri, cancellationToken);\n+ wasConnected = true;\n// on connect may make additional calls that must succeed, such as rest calls\n// for lists, etc.\n- QueueActionWithNoExceptions(onConnected);\n+ QueueActionsWithNoExceptions(Connected);\nwhile (webSocket.State == WebSocketState.Open)\n{\n@@ -190,7 +249,7 @@ namespace ExchangeSharp\nif (result.MessageType == WebSocketMessageType.Close)\n{\nawait webSocket.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, cancellationToken);\n- QueueAction(onDisconnected);\n+ QueueActions(Disconnected);\n}\nelse\n{\n@@ -214,7 +273,10 @@ namespace ExchangeSharp\n// eat exceptions, most likely a result of a disconnect, either way we will re-create the web socket\n}\n- QueueAction(onDisconnected);\n+ if (wasConnected)\n+ {\n+ QueueActions(Disconnected);\n+ }\ntry\n{\nwebSocket.Dispose();\n@@ -224,9 +286,9 @@ namespace ExchangeSharp\n}\nif (!disposed)\n{\n- // wait one second before attempting reconnect\n+ // wait 5 seconds before attempting reconnect\nwebSocket = new ClientWebSocket();\n- await Task.Delay(1000);\n+ await Task.Delay(5000);\n}\n}\n}\n@@ -247,19 +309,19 @@ namespace ExchangeSharp\n}\nelse if (message is byte[] messageBytes)\n{\n- onMessage?.Invoke(messageBytes, this);\n+ OnMessage?.Invoke(messageBytes, this);\n}\n}\ncatch\n{\n}\n}\n- if (connectInterval.Ticks > 0 && (DateTime.UtcNow - lastCheck) >= connectInterval)\n+ if (ConnectInterval.Ticks > 0 && (DateTime.UtcNow - lastCheck) >= ConnectInterval)\n{\nlastCheck = DateTime.UtcNow;\n// this must succeed, the callback may be requests lists or other resources that must not fail\n- QueueActionWithNoExceptions(onConnected);\n+ QueueActionsWithNoExceptions(Connected);\n}\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Abucoins/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Abucoins/ExchangeAbucoinsAPI.cs",
"diff": "@@ -464,7 +464,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\"></param>\n/// <returns></returns>\n- protected override IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n+ protected override IWebSocket OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n{\nif (callback == null) return null;\n@@ -498,7 +498,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers)\n+ protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers)\n{\nif (tickers == null) return null;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs",
"diff": "@@ -233,7 +233,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -262,7 +262,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n+ protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n{\nif (callback == null)\n{\n@@ -313,7 +313,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n+ protected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || !symbols.Any())\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"diff": "@@ -223,7 +223,7 @@ namespace ExchangeSharp\nreturn markets;\n}\n- protected override IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n+ protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n{\n/*\n{\"table\":\"trade\",\"action\":\"partial\",\"keys\":[],\n@@ -283,7 +283,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n+ protected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\n/*\n{\"info\":\"Welcome to the BitMEX Realtime API.\",\"version\":\"2018-06-29T18:05:14.000Z\",\"timestamp\":\"2018-07-05T14:22:26.267Z\",\"docs\":\"https://www.bitmex.com/app/wsAPI\",\"limit\":{\"remaining\":39}}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -196,7 +196,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -453,7 +453,7 @@ namespace ExchangeSharp\nreturn orders;\n}\n- protected override IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n+ protected override IWebSocket OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -48,7 +48,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>IDisposable to close the socket</returns>\n- public IDisposable SubscribeToSummaryDeltas(Action<string> callback)\n+ public IWebSocket SubscribeToSummaryDeltas(Action<string> callback)\n{\nSignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\nconn.OpenAsync(this, \"uS\", callback).ConfigureAwait(false).GetAwaiter().GetResult();\n@@ -61,7 +61,7 @@ namespace ExchangeSharp\n/// <param name=\"callback\">Callback</param>\n/// <param name=\"ticker\">The ticker to subscribe to</param>\n/// <returns>IDisposable to close the socket</returns>\n- public IDisposable SubscribeToExchangeDeltas(Action<string> callback, string ticker)\n+ public IWebSocket SubscribeToExchangeDeltas(Action<string> callback, string ticker)\n{\nSignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\nconn.OpenAsync(this, \"uE\", callback, ticker).ConfigureAwait(false).GetAwaiter().GetResult();\n@@ -71,7 +71,7 @@ namespace ExchangeSharp\nprivate BittrexWebSocketManager webSocket;\n- protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -140,15 +140,21 @@ namespace ExchangeSharp\nreturn client.SubscribeToSummaryDeltas(innerCallback);\n}\n- protected override IDisposable OnGetOrderBookDeltasWebSocket(\n+ protected override IWebSocket OnGetOrderBookDeltasWebSocket\n+ (\nAction<ExchangeOrderBook> callback,\nint maxCount = 20,\n- params string[] symbols)\n+ params string[] symbols\n+ )\n{\nif (callback == null || symbols == null || !symbols.Any())\n{\nreturn null;\n}\n+ else if (symbols.Length > 1)\n+ {\n+ throw new ArgumentException(\"Bittrex only supports one symbol for order book web socket\");\n+ }\nvoid innerCallback(string json)\n{\n@@ -206,13 +212,7 @@ namespace ExchangeSharp\ncallback(book);\n}\n- IDisposable client = null;\n- foreach (var sym in symbols)\n- {\n- client = this.SocketManager.SubscribeToExchangeDeltas(innerCallback, sym);\n- }\n-\n- return client;\n+ return this.SocketManager.SubscribeToExchangeDeltas(innerCallback, symbols[0]);\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Gdax/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Gdax/ExchangeGdaxAPI.cs",
"diff": "@@ -233,7 +233,7 @@ namespace ExchangeSharp\n}\n}\n- protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"diff": "@@ -241,7 +241,7 @@ namespace ExchangeSharp\nthrow new NotImplementedException(\"Too many pairs and this exchange does not support a single call to get all the tickers\");\n}\n- protected override IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n+ protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n@@ -321,7 +321,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n+ protected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -167,7 +167,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- protected override IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n+ protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n@@ -257,7 +257,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n+ protected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -407,7 +407,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- protected override IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -446,7 +446,7 @@ namespace ExchangeSharp\n});\n}\n- protected override IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n+ protected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\nif (callback == null || symbols == null || symbols.Length == 0)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -129,10 +129,10 @@ namespace ExchangeSharp\nprotected virtual Task<ExchangeMarginPositionResult> OnGetOpenPositionAsync(string symbol) => throw new NotImplementedException();\nprotected virtual Task<ExchangeCloseMarginPositionResult> OnCloseMarginPositionAsync(string symbol) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n- protected virtual IDisposable OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\n+ protected virtual IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n+ protected virtual IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => throw new NotImplementedException();\n+ protected virtual IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n+ protected virtual IWebSocket OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected class HistoricalTradeHelperState\n{\n@@ -1158,7 +1158,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback) => OnGetTickersWebSocket(callback);\n+ public IWebSocket GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback) => OnGetTickersWebSocket(callback);\n/// <summary>\n/// Get information about trades via web socket\n@@ -1166,7 +1166,7 @@ namespace ExchangeSharp\n/// <param name=\"callback\">Callback (symbol and trade)</param>\n/// <param name=\"symbols\">Symbols</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => OnGetTradesWebSocket(callback, symbols);\n+ public IWebSocket GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => OnGetTradesWebSocket(callback, symbols);\n/// <summary>\n/// Get delta order book bids and asks via web socket. Only the deltas are returned for each callback. To manage a full order book, use ExchangeAPIExtensions.GetOrderBookWebSocket.\n@@ -1175,14 +1175,14 @@ namespace ExchangeSharp\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookDeltasWebSocket(callback, maxCount, symbols);\n+ public IWebSocket GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookDeltasWebSocket(callback, maxCount, symbols);\n/// <summary>\n/// Get the details of all completed orders via web socket\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => OnGetCompletedOrderDetailsWebSocket(callback);\n+ public IWebSocket GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => OnGetCompletedOrderDetailsWebSocket(callback);\n#endregion Web Socket API\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -13,6 +13,7 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\nnamespace ExchangeSharp\n{\nusing System;\n+ using System.Collections.Concurrent;\nusing System.Collections.Generic;\nusing Newtonsoft.Json.Linq;\n@@ -27,12 +28,12 @@ namespace ExchangeSharp\n/// parameter</param>\n/// <param name=\"symbols\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public static IDisposable GetOrderBookWebSocket(this IExchangeAPI api, Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n+ public static IWebSocket GetOrderBookWebSocket(this IExchangeAPI api, Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\n// Notes:\n// * Confirm with the Exchange's API docs whether the data in each event is the absolute quantity or differential quantity\n// * Receiving an event that removes a price level that is not in your local order book can happen and is normal.\n- var fullBooks = new Dictionary<string, ExchangeOrderBook>();\n+ var fullBooks = new ConcurrentDictionary<string, ExchangeOrderBook>();\nvoid innerCallback(ExchangeOrderBook freshBook)\n{\n@@ -83,14 +84,23 @@ namespace ExchangeSharp\n// Websocket always returns full order book\ncase ExchangeName.Huobi:\n+ {\nfullBooks[freshBook.Symbol] = fullOrderBook = freshBook;\nbreak;\n}\n+ }\ncallback(fullOrderBook);\n}\n- return api.GetOrderBookDeltasWebSocket(innerCallback, maxCount, symbols);\n+ IWebSocket socket = api.GetOrderBookDeltasWebSocket(innerCallback, maxCount, symbols);\n+ socket.Connected += (s) =>\n+ {\n+ // when we re-connect, we must invalidate the order books, who knows how long we were disconnected\n+ // and how out of date the order books are\n+ fullBooks.Clear();\n+ };\n+ return socket;\n}\n/// <summary>Common order book parsing method, most exchanges use \"asks\" and \"bids\" with\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"diff": "@@ -448,7 +448,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback);\n+ IWebSocket GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback);\n/// <summary>\n/// Get information about trades via web socket\n@@ -456,7 +456,7 @@ namespace ExchangeSharp\n/// <param name=\"callback\">Callback (symbol and trade)</param>\n/// <param name=\"symbols\">Symbols</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols);\n+ IWebSocket GetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols);\n/// <summary>\n/// Get delta order book bids and asks via web socket. Only the deltas are returned for each callback. To manage a full order book, use ExchangeAPIExtensions.GetOrderBookWebSocket.\n@@ -465,18 +465,34 @@ namespace ExchangeSharp\n/// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n/// <param name=\"symbol\">Ticker symbols or null/empty for all of them (if supported)</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols);\n+ IWebSocket GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols);\n/// <summary>\n/// Get the details of all completed orders via web socket\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback);\n+ IWebSocket GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback);\n#endregion Web Socket\n}\n+ /// <summary>\n+ /// Web socket interface\n+ /// </summary>\n+ public interface IWebSocket : IDisposable\n+ {\n+ /// <summary>\n+ /// Connected event\n+ /// </summary>\n+ event Action<IWebSocket> Connected;\n+\n+ /// <summary>\n+ /// Disconnected event\n+ /// </summary>\n+ event Action<IWebSocket> Disconnected;\n+ }\n+\n/// <summary>\n/// The type of order - default is limit. Please use market orders with caution. Not all exchanges support market orders.\n/// Types of orders\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -77,6 +77,18 @@ namespace ExchangeSharpConsoleApp\n}\n}\n+ private static void SetWebSocketEvents(IWebSocket socket)\n+ {\n+ socket.Connected += (s) =>\n+ {\n+ Console.WriteLine(\"Web socket connected\");\n+ };\n+ socket.Disconnected += (s) =>\n+ {\n+ Console.WriteLine(\"Web socket disconnected\");\n+ };\n+ }\n+\nprivate static void RunTradesWebSocket(Dictionary<string, string> dict)\n{\nRequireArgs(dict, \"exchangeName\");\n@@ -88,12 +100,13 @@ namespace ExchangeSharpConsoleApp\nstring[] symbols = dict[\"symbols\"].Split(\",\".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);\n- IDisposable socket = api.GetTradesWebSocket(message =>\n+ IWebSocket socket = api.GetTradesWebSocket(message =>\n{\nConsole.WriteLine($\"{message.Key}: {message.Value}\");\n}, symbols: symbols);\nConsole.WriteLine(\"Press any key to quit.\");\n+ SetWebSocketEvents(socket);\nConsole.ReadKey();\nsocket.Dispose();\n}\n@@ -116,7 +129,7 @@ namespace ExchangeSharpConsoleApp\n}\n}\n- IDisposable socket = api.GetOrderBookWebSocket(message =>\n+ IWebSocket socket = api.GetOrderBookWebSocket(message =>\n{\n//print the top bid and ask with amount\nvar topBid = message.Bids.FirstOrDefault();\n@@ -125,6 +138,7 @@ namespace ExchangeSharpConsoleApp\n}, symbols: symbols);\nConsole.WriteLine(\"Press any key to quit.\");\n+ SetWebSocketEvents(socket);\nConsole.ReadKey();\nsocket.Dispose();\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Additional connect / disconnect web socket handling
Improve web socket wrapper and signalr web sockets to better and more quickly handle disconnects.
|
329,148 |
18.07.2018 08:22:05
| 21,600 |
526f9fcf1d8d8016e96f81ab8a9a72d24db2cd58
|
Tweak web socket wrapper constructor
Constructor is now parameter-less and does not start the web socket. This allows properties to be set, events wired up, etc. before the listener and message tasks start, eliminating race-conditions.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -405,7 +405,13 @@ namespace ExchangeSharp\npublic WebSocketWrapper ConnectWebSocket(string url, Action<byte[], WebSocketWrapper> messageCallback, Action<WebSocketWrapper> connectCallback = null)\n{\nstring fullUrl = BaseUrlWebSocket + (url ?? string.Empty);\n- return new WebSocketWrapper(fullUrl, messageCallback, connectCallback);\n+ WebSocketWrapper wrapper = new WebSocketWrapper { Uri = new Uri(fullUrl), OnMessage = messageCallback };\n+ if (connectCallback != null)\n+ {\n+ wrapper.Connected += (s) => connectCallback(wrapper);\n+ }\n+ wrapper.Start();\n+ return wrapper;\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -77,47 +77,6 @@ namespace ExchangeSharp\ncancellationToken = cancellationTokenSource.Token;\n}\n- /// <summary>\n- /// Constructor, also begins listening and processing messages immediately\n- /// </summary>\n- /// <param name=\"uri\">Uri to connect to</param>\n- /// <param name=\"onMessage\">Message callback</param>\n- /// <param name=\"onConnect\">Connect callback, will get called on connection and every connectInterval (default 1 hour). This is a great place\n- /// to do setup, such as creating lookup dictionaries, etc. This method will re-execute until it executes without exceptions thrown.</param>\n- /// <param name=\"onDisconnect\">Disconnect callback</param>\n- /// <param name=\"keepAlive\">Keep alive time, default is 30 seconds</param>\n- /// <param name=\"connectInterval\">How often to call the onConnect action (default is 1 hour)</param>\n- public WebSocketWrapper\n- (\n- string uri,\n- Action<byte[], WebSocketWrapper> onMessage,\n- Action<WebSocketWrapper> onConnect = null,\n- Action<WebSocketWrapper> onDisconnect = null,\n- TimeSpan? keepAlive = null,\n- TimeSpan? connectInterval = null\n- ) : this()\n- {\n- Uri = new Uri(uri);\n- OnMessage = onMessage;\n- if (onConnect != null)\n- {\n- Connected += (s) => onConnect(this);\n- }\n- if (onDisconnect != null)\n- {\n- Disconnected += (s) => onDisconnect(this);\n- }\n- if (keepAlive != null)\n- {\n- KeepAlive = keepAlive.Value;\n- }\n- if (connectInterval != null)\n- {\n- ConnectInterval = connectInterval.Value;\n- }\n- Start();\n- }\n-\n/// <summary>\n/// Start the web socket listening and processing\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Tweak web socket wrapper constructor
Constructor is now parameter-less and does not start the web socket. This allows properties to be set, events wired up, etc. before the listener and message tasks start, eliminating race-conditions.
|
329,148 |
18.07.2018 12:18:48
| 21,600 |
2f1c201487018d542901026eb8c531930bb23209
|
Allow multiple order book symbols again for Bittrex web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -50,15 +50,20 @@ namespace ExchangeSharp\n/// <param name=\"manager\">Manager</param>\n/// <param name=\"functionName\">Function name</param>\n/// <param name=\"callback\">Callback for data</param>\n- /// <param name=\"param\">End point parameters</param>\n+ /// <param name=\"param\">End point parameters, each array of strings is a separate call to the end point function</param>\n/// <returns>Connection</returns>\n- public async Task OpenAsync(SignalrManager manager, string functionName, Action<string> callback, params object[] param)\n+ public async Task OpenAsync(SignalrManager manager, string functionName, Action<string> callback, string[][] param = null)\n{\nif (callback != null)\n{\n+ param = (param ?? new string[][] { new string[0] });\nmanager.AddListener(functionName, callback, param);\nstring functionFullName = manager.GetFunctionFullName(functionName);\n- bool result = await manager.hubProxy.Invoke<bool>(functionFullName, param);\n+ bool result = true;\n+ foreach (string[] p in param)\n+ {\n+ result &= await manager.hubProxy.Invoke<bool>(functionFullName, p);\n+ }\nif (result)\n{\nthis.manager = manager;\n@@ -217,7 +222,7 @@ namespace ExchangeSharp\npublic List<Action<string>> Callbacks { get; } = new List<Action<string>>();\npublic string FunctionName { get; set; }\npublic string FunctionFullName { get; set; }\n- public object[] Param { get; set; }\n+ public string[][] Param { get; set; }\n}\nprivate readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\n@@ -253,7 +258,7 @@ namespace ExchangeSharp\nreturn fullFunctionName;\n}\n- private void AddListener(string functionName, Action<string> callback, object[] param)\n+ private void AddListener(string functionName, Action<string> callback, string[][] param)\n{\nstring functionFullName = GetFunctionFullName(functionName);\nReconnectLoop().ConfigureAwait(false).GetAwaiter().GetResult();\n@@ -375,19 +380,28 @@ namespace ExchangeSharp\n/// <returns></returns>\npublic async Task StartAsync()\n{\n+ // stop any previous hub connection\nhubConnection?.Stop();\nhubConnection?.Dispose();\n+\n+ // make a new hub connection\nhubConnection = new HubConnection(ConnectionUrl);\nhubConnection.Closed += SocketClosed;\nhubProxy = hubConnection.CreateHubProxy(HubName);\n+\n+ // assign callbacks for events\nforeach (string key in FunctionNamesToFullNames.Keys)\n{\nhubProxy.On(key, (string data) => HandleResponse(key, data));\n}\n+\n+ // create a custom transport, the default transport is really buggy\nDefaultHttpClient client = new DefaultHttpClient();\ncustomTransport = new WebsocketCustomTransport(client);\nvar autoTransport = new AutoTransport(client, new IClientTransport[] { customTransport });\nhubConnection.TransportConnectTimeout = hubConnection.DeadlockErrorTimeout = TimeSpan.FromSeconds(10.0);\n+\n+ // setup connect event\ncustomTransport.WebSocket.Connected += (ws) =>\n{\nlock (sockets)\n@@ -398,6 +412,8 @@ namespace ExchangeSharp\n}\n}\n};\n+\n+ // setup disconnect event\ncustomTransport.WebSocket.Disconnected += (ws) =>\n{\nlock (sockets)\n@@ -422,14 +438,21 @@ namespace ExchangeSharp\n});\n};\nawait hubConnection.Start(autoTransport);\n+\n+ // get list of listeners quickly to limit lock\nHubListener[] listeners;\nlock (this.listeners)\n{\nlisteners = this.listeners.Values.ToArray();\n}\n+\n+ // re-call the end point to enable messages\nforeach (var listener in listeners)\n{\n- await hubProxy.Invoke<bool>(listener.FunctionFullName, listener.Param);\n+ foreach (string[] p in listener.Param)\n+ {\n+ await hubProxy.Invoke<bool>(listener.FunctionFullName, p);\n+ }\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -59,12 +59,17 @@ namespace ExchangeSharp\n/// Subscribe to order book updates\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n- /// <param name=\"ticker\">The ticker to subscribe to</param>\n+ /// <param name=\"symbols\">The ticker to subscribe to</param>\n/// <returns>IDisposable to close the socket</returns>\n- public IWebSocket SubscribeToExchangeDeltas(Action<string> callback, string ticker)\n+ public IWebSocket SubscribeToExchangeDeltas(Action<string> callback, params string[] symbols)\n{\nSignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\n- conn.OpenAsync(this, \"uE\", callback, ticker).ConfigureAwait(false).GetAwaiter().GetResult();\n+ List<string[]> paramList = new List<string[]>();\n+ foreach (string symbol in symbols)\n+ {\n+ paramList.Add(new string[] { symbol });\n+ }\n+ conn.OpenAsync(this, \"uE\", callback, paramList.ToArray()).ConfigureAwait(false).GetAwaiter().GetResult();\nreturn conn;\n}\n}\n@@ -151,10 +156,6 @@ namespace ExchangeSharp\n{\nreturn null;\n}\n- else if (symbols.Length > 1)\n- {\n- throw new ArgumentException(\"Bittrex only supports one symbol for order book web socket\");\n- }\nvoid innerCallback(string json)\n{\n@@ -212,7 +213,7 @@ namespace ExchangeSharp\ncallback(book);\n}\n- return this.SocketManager.SubscribeToExchangeDeltas(innerCallback, symbols[0]);\n+ return this.SocketManager.SubscribeToExchangeDeltas(innerCallback, symbols);\n}\n/// <summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Allow multiple order book symbols again for Bittrex web socket
|
329,148 |
19.07.2018 07:47:41
| 21,600 |
405d1b5ec13d35af37f8a64367e6ae144f6e5324
|
Change keep alive of web socket to 5 seconds
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -405,7 +405,7 @@ namespace ExchangeSharp\npublic WebSocketWrapper ConnectWebSocket(string url, Action<byte[], WebSocketWrapper> messageCallback, Action<WebSocketWrapper> connectCallback = null)\n{\nstring fullUrl = BaseUrlWebSocket + (url ?? string.Empty);\n- WebSocketWrapper wrapper = new WebSocketWrapper { Uri = new Uri(fullUrl), OnMessage = messageCallback };\n+ WebSocketWrapper wrapper = new WebSocketWrapper { Uri = new Uri(fullUrl), OnMessage = messageCallback, KeepAlive = TimeSpan.FromSeconds(5.0) };\nif (connectCallback != null)\n{\nwrapper.Connected += (s) => connectCallback(wrapper);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -163,6 +163,7 @@ namespace ExchangeSharp\nWebSocket.Uri = new Uri(connectUrl);\nWebSocket.OnMessage = WebSocketOnMessageReceived;\n+ WebSocket.KeepAlive = TimeSpan.FromSeconds(5.0);\nWebSocket.Start();\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Change keep alive of web socket to 5 seconds
|
329,148 |
20.07.2018 11:00:53
| 21,600 |
f3167143d82c0014462e999a8f8789ba87f4e830
|
Fix Bitfinex to not throw on bad pair, it's better to try and guess
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -388,8 +388,14 @@ namespace ExchangeSharp\n// make a new hub connection\nhubConnection = new HubConnection(ConnectionUrl);\nhubConnection.Closed += SocketClosed;\n+\n+#if DEBUG\n+\nhubConnection.TraceLevel = TraceLevels.All;\nhubConnection.TraceWriter = Console.Out;\n+\n+#endif\n+\nhubProxy = hubConnection.CreateHubProxy(HubName);\n// assign callbacks for events\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -124,7 +124,7 @@ namespace ExchangeSharp\nMarketName = NormalizeSymbol(pair[\"pair\"].ToStringInvariant()),\nMinTradeSize = pair[\"minimum_order_size\"].ConvertInvariant<decimal>()\n};\n- m = Regex.Match(market.MarketName, \"^(BTC|USD|ETH|GBP|JPY|EUR)\");\n+ m = Regex.Match(market.MarketName, \"^(BTC|USD|ETH|GBP|JPY|EUR|EOS)\");\nif (m.Success)\n{\nmarket.MarketCurrency = m.Value;\n@@ -132,7 +132,7 @@ namespace ExchangeSharp\n}\nelse\n{\n- m = Regex.Match(market.MarketName, \"(BTC|USD|ETH|GBP|JPY|EUR)$\");\n+ m = Regex.Match(market.MarketName, \"(BTC|USD|ETH|GBP|JPY|EUR|EOS)$\");\nif (m.Success)\n{\nmarket.MarketCurrency = market.MarketName.Substring(0, m.Index);\n@@ -140,7 +140,9 @@ namespace ExchangeSharp\n}\nelse\n{\n- throw new System.IO.InvalidDataException(\"Unexpected market name: \" + market.MarketName);\n+ // TODO: Figure out a nicer way to handle newly added pairs\n+ market.MarketCurrency = market.MarketName.Substring(0, 3);\n+ market.BaseCurrency = market.MarketName.Substring(3);\n}\n}\nint pricePrecision = pair[\"price_precision\"].ConvertInvariant<int>();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Bitfinex to not throw on bad pair, it's better to try and guess
|
329,148 |
22.07.2018 19:35:29
| 21,600 |
1a694a391dcb47588e51b36d2231eb24fa0a20da
|
Websocket order book lock and refactor
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -35,6 +35,35 @@ namespace ExchangeSharp\n// * Receiving an event that removes a price level that is not in your local order book can happen and is normal.\nvar fullBooks = new ConcurrentDictionary<string, ExchangeOrderBook>();\n+ void applyDelta(SortedDictionary<decimal, ExchangeOrderPrice> deltaValues, SortedDictionary<decimal, ExchangeOrderPrice> bookToEdit)\n+ {\n+ foreach (ExchangeOrderPrice record in deltaValues.Values)\n+ {\n+ if (record.Amount <= 0 || record.Price <= 0)\n+ {\n+ bookToEdit.Remove(record.Price);\n+ }\n+ else\n+ {\n+ bookToEdit[record.Price] = record;\n+ }\n+ }\n+ }\n+\n+ void updateOrderBook(ExchangeOrderBook fullOrderBook, ExchangeOrderBook freshBook)\n+ {\n+ lock (fullOrderBook)\n+ {\n+ // update deltas as long as the full book is at or before the delta timestamp\n+ if (fullOrderBook.SequenceId <= freshBook.SequenceId)\n+ {\n+ applyDelta(freshBook.Asks, fullOrderBook.Asks);\n+ applyDelta(freshBook.Bids, fullOrderBook.Bids);\n+ fullOrderBook.SequenceId = freshBook.SequenceId;\n+ }\n+ }\n+ }\n+\nvoid innerCallback(ExchangeOrderBook freshBook)\n{\nbool foundFullBook = fullBooks.TryGetValue(freshBook.Symbol, out ExchangeOrderBook fullOrderBook);\n@@ -53,7 +82,7 @@ namespace ExchangeSharp\n}\nelse\n{\n- UpdateOrderBook(fullOrderBook, freshBook);\n+ updateOrderBook(fullOrderBook, freshBook);\n}\nbreak;\n@@ -71,7 +100,7 @@ namespace ExchangeSharp\n}\nelse\n{\n- UpdateOrderBook(fullOrderBook, freshBook);\n+ updateOrderBook(fullOrderBook, freshBook);\n}\nbreak;\n@@ -99,17 +128,6 @@ namespace ExchangeSharp\nreturn socket;\n}\n- private static void UpdateOrderBook(ExchangeOrderBook fullOrderBook, ExchangeOrderBook freshBook)\n- {\n- // update deltas as long as the full book is at or before the delta timestamp\n- if (fullOrderBook.SequenceId <= freshBook.SequenceId)\n- {\n- ApplyDelta(freshBook.Asks, fullOrderBook.Asks);\n- ApplyDelta(freshBook.Bids, fullOrderBook.Bids);\n- fullOrderBook.SequenceId = freshBook.SequenceId;\n- }\n- }\n-\n/// <summary>Common order book parsing method, most exchanges use \"asks\" and \"bids\" with\n/// arrays of length 2 for price and amount (or amount and price)</summary>\n/// <param name=\"token\">Token</param>\n@@ -185,23 +203,5 @@ namespace ExchangeSharp\nreturn book;\n}\n-\n- /// <summary>Applies the delta order book on top of the existing book.</summary>\n- /// <param name=\"deltaValues\">The delta values.</param>\n- /// <param name=\"bookToEdit\">The book to edit.</param>\n- private static void ApplyDelta(SortedDictionary<decimal, ExchangeOrderPrice> deltaValues, SortedDictionary<decimal, ExchangeOrderPrice> bookToEdit)\n- {\n- foreach (ExchangeOrderPrice record in deltaValues.Values)\n- {\n- if (record.Amount <= 0 || record.Price <= 0)\n- {\n- bookToEdit.Remove(record.Price);\n- }\n- else\n- {\n- bookToEdit[record.Price] = record;\n- }\n- }\n- }\n}\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Websocket order book lock and refactor
|
329,148 |
22.07.2018 19:48:05
| 21,600 |
0a12bd1eb761efe34473e675f99308860155535d
|
Upgrade C# language to 7.3, use task for open Bittrex web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -387,8 +387,7 @@ namespace ExchangeSharp\nstring stringResult = await MakeRequestAsync(url, baseUrl: baseUrl, payload: payload, method: requestMethod);\nT jsonResult = JsonConvert.DeserializeObject<T>(stringResult);\n- JToken token = jsonResult as JToken;\n- if (token != null)\n+ if (jsonResult is JToken token)\n{\nreturn (T)(object)CheckJsonResponse(token);\n}\n@@ -516,7 +515,7 @@ namespace ExchangeSharp\ncache.Remove(key);\n}\n}\n- value = default(T);\n+ value = default;\nreturn false;\n}\n@@ -563,7 +562,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"obj\">Object to convert</param>\n/// <returns>DateTime with DateTimeKind kind or defaultValue if no conversion possible</returns>\n- protected DateTime ConvertDateTimeInvariant(object obj, DateTime defaultValue = default(DateTime))\n+ protected DateTime ConvertDateTimeInvariant(object obj, DateTime defaultValue = default)\n{\nreturn obj.ToDateTimeInvariant(DateTimeAreLocal, defaultValue);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -262,7 +262,10 @@ namespace ExchangeSharp\nprivate void AddListener(string functionName, Action<string> callback, string[][] param)\n{\nstring functionFullName = GetFunctionFullName(functionName);\n- ReconnectLoop().ConfigureAwait(false).GetAwaiter().GetResult();\n+\n+ // ensure connected before adding the listener\n+ ReconnectLoop().ContinueWith((t) =>\n+ {\nlock (listeners)\n{\nif (!listeners.TryGetValue(functionName, out HubListener listener))\n@@ -274,6 +277,7 @@ namespace ExchangeSharp\nlistener.Callbacks.Add(callback);\n}\n}\n+ }).ConfigureAwait(false).GetAwaiter().GetResult();\n}\nprivate void RemoveListener(string functionName, Action<string> callback)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -51,7 +51,7 @@ namespace ExchangeSharp\npublic IWebSocket SubscribeToSummaryDeltas(Action<string> callback)\n{\nSignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\n- conn.OpenAsync(this, \"uS\", callback).ConfigureAwait(false).GetAwaiter().GetResult();\n+ Task.Run(() => conn.OpenAsync(this, \"uS\", callback));\nreturn conn;\n}\n@@ -69,7 +69,7 @@ namespace ExchangeSharp\n{\nparamList.Add(new string[] { symbol });\n}\n- conn.OpenAsync(this, \"uE\", callback, paramList.ToArray()).ConfigureAwait(false).GetAwaiter().GetResult();\n+ Task.Run(() => conn.OpenAsync(this, \"uE\", callback, paramList.ToArray()));\nreturn conn;\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -302,8 +302,7 @@ namespace ExchangeSharp\n{\nbreak;\n}\n- JArray outerArray = result[symbol] as JArray;\n- if (outerArray == null || outerArray.Count == 0)\n+ if (!(result[symbol] is JArray outerArray) || outerArray.Count == 0)\n{\nbreak;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<PackageReleaseNotes>Fix web socket memory leak.</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n+ <LangVersion>latest</LangVersion>\n</PropertyGroup>\n<PropertyGroup Condition=\"'$(Configuration)|$(Platform)'=='Release|AnyCPU'\">\n<AllowUnsafeBlocks>true</AllowUnsafeBlocks>\n+ <LangVersion>latest</LangVersion>\n</PropertyGroup>\n<PropertyGroup Condition=\"'$(Configuration)|$(Platform)'=='Debug|AnyCPU'\">\n<AllowUnsafeBlocks>true</AllowUnsafeBlocks>\n+ <LangVersion>latest</LangVersion>\n</PropertyGroup>\n<PropertyGroup>\n<DefineConstants>HAS_WINDOWS_FORMS</DefineConstants>\n</PropertyGroup>\n- <PropertyGroup Condition=\"'$(Configuration)|$(TargetFramework)|$(Platform)'=='Debug|netstandard2.1|AnyCPU'\">\n- <LangVersion>latest</LangVersion>\n- </PropertyGroup>\n-\n</Project>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/MockAPIRequestMaker.cs",
"new_path": "ExchangeSharpTests/MockAPIRequestMaker.cs",
"diff": "@@ -55,8 +55,7 @@ namespace ExchangeSharpTests\n}\nelse if (UrlAndResponse.TryGetValue(url, out object response))\n{\n- Exception ex = response as Exception;\n- if (ex == null)\n+ if (!(response is Exception ex))\n{\nRequestStateChanged?.Invoke(this, RequestMakerState.Finished, response as string);\nreturn response as string;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Upgrade C# language to 7.3, use task for open Bittrex web socket
|
329,148 |
22.07.2018 20:13:22
| 21,600 |
985b266763b68e15eee0f18df6f56a582dafc4a9
|
Simplify and refactor example code
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -13,6 +13,7 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\nusing System;\nusing System.Collections.Generic;\nusing System.Linq;\n+using System.Threading.Tasks;\nusing ExchangeSharp;\n@@ -48,31 +49,20 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"Placed an order on Kraken for 0.01 bitcoin at {0} USD. Status is {1}. Order id is {2}.\", ticker.Ask, result.Result, result.OrderId);\n}\n- private static void RunWebSocketTickers(Dictionary<string, string> dict)\n- {\n- using (var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]))\n- {\n- if (api == null)\n+ private static string[] GetSymbols(Dictionary<string, string> dict)\n{\n- throw new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n+ RequireArgs(dict, \"symbols\");\n+ return dict[\"symbols\"].Split(\",\".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);\n}\n- try\n- {\n- using (var socket = api.GetTickersWebSocket(freshTickers =>\n- {\n- foreach (KeyValuePair<string, ExchangeTicker> kvp in freshTickers)\n+\n+ private static void ValidateSymbols(IExchangeAPI api, string[] symbols)\n{\n- Console.WriteLine($\"market {kvp.Key}, ticker {kvp.Value}\");\n- }\n- }))\n+ string[] apiSymbols = api.GetSymbols().ToArray();\n+ foreach (string symbol in symbols)\n{\n- Console.WriteLine(\"Press any key to quit.\");\n- Console.ReadKey();\n- }\n- }\n- catch (Exception ex)\n+ if (!apiSymbols.Contains(symbol))\n{\n- Console.WriteLine(\"Web socket error: \" + ex);\n+ throw new ArgumentException(string.Format(\"Symbol {0} does not exist in API {1}, valid symbols: {2}\", symbol, api.Name, string.Join(\",\", apiSymbols.OrderBy(s => s))));\n}\n}\n}\n@@ -89,58 +79,69 @@ namespace ExchangeSharpConsoleApp\n};\n}\n- private static void RunTradesWebSocket(Dictionary<string, string> dict)\n+ private static void RunWebSocket(Dictionary<string, string> dict, Func<IExchangeAPI, IWebSocket> func)\n{\nRequireArgs(dict, \"exchangeName\");\n- var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\n+ using (var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]))\n+ {\nif (api == null)\n{\nthrow new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n}\n-\n- string[] symbols = dict[\"symbols\"].Split(\",\".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);\n-\n- IWebSocket socket = api.GetTradesWebSocket(message =>\n+ try\n+ {\n+ using (var socket = func(api))\n{\n- Console.WriteLine($\"{message.Key}: {message.Value}\");\n- }, symbols: symbols);\n-\n- Console.WriteLine(\"Press any key to quit.\");\nSetWebSocketEvents(socket);\n+ Console.WriteLine(\"Press any key to quit.\");\nConsole.ReadKey();\n- socket.Dispose();\n+ }\n+ }\n+ catch (Exception ex)\n+ {\n+ Console.WriteLine(\"Web socket error: \" + ex);\n+ }\n+ }\n}\n- private static void RunOrderBookWebSocket(Dictionary<string, string> dict)\n+ private static void RunWebSocketTickers(Dictionary<string, string> dict)\n{\n- RequireArgs(dict, \"exchangeName\");\n- var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\n- if (api == null)\n+ RunWebSocket(dict, (api) => api.GetTickersWebSocket(freshTickers =>\n{\n- throw new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n+ foreach (KeyValuePair<string, ExchangeTicker> kvp in freshTickers)\n+ {\n+ Console.WriteLine($\"market {kvp.Key}, ticker {kvp.Value}\");\n}\n- var apiSymbols = api.GetSymbols();\n- string[] symbols = dict[\"symbols\"].Split(\",\".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);\n- foreach (string symbol in symbols)\n+ }));\n+ }\n+\n+ private static void RunTradesWebSocket(Dictionary<string, string> dict)\n{\n- if (!apiSymbols.Contains(symbol))\n+ string[] symbols = GetSymbols(dict);\n+ RunWebSocket(dict, (api) =>\n{\n- throw new ArgumentException(string.Format(\"Symbol {0} does not exist in API {1}, valid symbols: {2}\", symbol, api.Name, string.Join(\",\", apiSymbols.OrderBy(s => s))));\n- }\n+ ValidateSymbols(api, symbols);\n+ return api.GetTradesWebSocket(message =>\n+ {\n+ Console.WriteLine($\"{message.Key}: {message.Value}\");\n+ }, symbols);\n+ });\n}\n- IWebSocket socket = api.GetOrderBookWebSocket(message =>\n+ private static void RunOrderBookWebSocket(Dictionary<string, string> dict)\n+ {\n+ string[] symbols = GetSymbols(dict);\n+ RunWebSocket(dict, (api) =>\n+ {\n+ ValidateSymbols(api, symbols);\n+ return api.GetOrderBookWebSocket(message =>\n{\n//print the top bid and ask with amount\nvar topBid = message.Bids.FirstOrDefault();\nvar topAsk = message.Asks.FirstOrDefault();\nConsole.WriteLine($\"[{message.Symbol}:{message.SequenceId}] {topBid.Value.Price} ({topBid.Value.Amount}) | {topAsk.Value.Price} ({topAsk.Value.Amount})\");\n}, symbols: symbols);\n-\n- Console.WriteLine(\"Press any key to quit.\");\n- SetWebSocketEvents(socket);\n- Console.ReadKey();\n- socket.Dispose();\n+ });\n}\npublic static void RunProcessEncryptedAPIKeys(Dictionary<string, string> dict)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Simplify and refactor example code
|
329,148 |
23.07.2018 12:56:32
| 21,600 |
e265124d475487cbdff12d8295ce5a551d174921
|
Fix Bittrex web socket stalling by adding async callback
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -50,21 +50,37 @@ namespace ExchangeSharp\n/// <param name=\"manager\">Manager</param>\n/// <param name=\"functionName\">Function name</param>\n/// <param name=\"callback\">Callback for data</param>\n- /// <param name=\"param\">End point parameters, each array of strings is a separate call to the end point function</param>\n+ /// <param name=\"delayMilliseconds\">Delay after invoking each object[] in param, used if the server will disconnect you for too many invoke too fast</param>\n+ /// <param name=\"param\">End point parameters, each array of strings is a separate call to the end point function. For no parameters, pass null.</param>\n/// <returns>Connection</returns>\n- public async Task OpenAsync(SignalrManager manager, string functionName, Action<string> callback, string[][] param = null)\n+ public async Task OpenAsync(SignalrManager manager, string functionName, Action<string> callback, int delayMilliseconds = 0, object[][] param = null)\n{\nif (callback != null)\n{\n- param = (param ?? new string[][] { new string[0] });\n+ param = (param ?? new object[][] { new object[0] });\nmanager.AddListener(functionName, callback, param);\nstring functionFullName = manager.GetFunctionFullName(functionName);\n- bool result = true;\n- foreach (string[] p in param)\n+ Exception ex = null;\n+ try\n+ {\n+ for (int i = 0; i < param.Length; i++)\n+ {\n+ if (i != 0)\n{\n- result &= await manager.hubProxy.Invoke<bool>(functionFullName, p);\n+ await Task.Delay(delayMilliseconds);\n}\n- if (result)\n+ if (!(await manager.hubProxy.Invoke<bool>(functionFullName, param[i])))\n+ {\n+ throw new APIException(\"Invoke returned success code of false\");\n+ }\n+ }\n+ }\n+ catch (Exception _ex)\n+ {\n+ ex = _ex;\n+ Console.WriteLine(\"Error invoking hub proxy {0}: {1}\", functionFullName, ex);\n+ }\n+ if (ex == null)\n{\nthis.manager = manager;\nthis.callback = callback;\n@@ -78,9 +94,9 @@ namespace ExchangeSharp\n// fail, remove listener\nmanager.RemoveListener(functionName, callback);\n+ throw ex;\n}\n-\n- throw new APIException(\"Unable to open web socket to Bittrex\");\n+ throw new ArgumentNullException(nameof(callback));\n}\ninternal void InvokeConnected()\n@@ -223,7 +239,7 @@ namespace ExchangeSharp\npublic List<Action<string>> Callbacks { get; } = new List<Action<string>>();\npublic string FunctionName { get; set; }\npublic string FunctionFullName { get; set; }\n- public string[][] Param { get; set; }\n+ public object[][] Param { get; set; }\n}\nprivate readonly Dictionary<string, HubListener> listeners = new Dictionary<string, HubListener>();\n@@ -259,7 +275,7 @@ namespace ExchangeSharp\nreturn fullFunctionName;\n}\n- private void AddListener(string functionName, Action<string> callback, string[][] param)\n+ private void AddListener(string functionName, Action<string> callback, object[][] param)\n{\nstring functionFullName = GetFunctionFullName(functionName);\n@@ -311,7 +327,6 @@ namespace ExchangeSharp\nif (listeners.TryGetValue(functionFullName, out HubListener listener))\n{\nactions = listener.Callbacks.ToArray();\n-\n}\n}\n@@ -390,7 +405,7 @@ namespace ExchangeSharp\nhubConnection?.Dispose();\n// make a new hub connection\n- hubConnection = new HubConnection(ConnectionUrl);\n+ hubConnection = new HubConnection(ConnectionUrl, false);\nhubConnection.Closed += SocketClosed;\n#if DEBUG\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -37,7 +37,7 @@ namespace ExchangeSharp\npublic sealed class BittrexWebSocketManager : SignalrManager\n{\n- public BittrexWebSocketManager() : base(\"https://socket.bittrex.com\", \"c2\")\n+ public BittrexWebSocketManager() : base(\"https://socket.bittrex.com/signalr\", \"c2\")\n{\nFunctionNamesToFullNames[\"uS\"] = \"SubscribeToSummaryDeltas\";\nFunctionNamesToFullNames[\"uE\"] = \"SubscribeToExchangeDeltas\";\n@@ -64,12 +64,12 @@ namespace ExchangeSharp\npublic IWebSocket SubscribeToExchangeDeltas(Action<string> callback, params string[] symbols)\n{\nSignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\n- List<string[]> paramList = new List<string[]>();\n+ List<object[]> paramList = new List<object[]>();\nforeach (string symbol in symbols)\n{\n- paramList.Add(new string[] { symbol });\n+ paramList.Add(new object[] { symbol });\n}\n- Task.Run(() => conn.OpenAsync(this, \"uE\", callback, paramList.ToArray()));\n+ Task.Run(() => conn.OpenAsync(this, \"uE\", callback, 0, paramList.ToArray()));\nreturn conn;\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -15,7 +15,7 @@ namespace ExchangeSharp\nusing System;\nusing System.Collections.Concurrent;\nusing System.Collections.Generic;\n-\n+ using System.Threading.Tasks;\nusing Newtonsoft.Json.Linq;\n/// <summary>Contains useful extension methods and parsing for the ExchangeAPI classes</summary>\n@@ -64,7 +64,7 @@ namespace ExchangeSharp\n}\n}\n- void innerCallback(ExchangeOrderBook freshBook)\n+ async Task innerCallback(ExchangeOrderBook freshBook)\n{\nbool foundFullBook = fullBooks.TryGetValue(freshBook.Symbol, out ExchangeOrderBook fullOrderBook);\nswitch (api.Name)\n@@ -77,14 +77,13 @@ namespace ExchangeSharp\n// If we don't have an initial order book for this symbol, fetch it\nif (!foundFullBook)\n{\n- fullBooks[freshBook.Symbol] = fullOrderBook = api.GetOrderBook(freshBook.Symbol, 1000);\n+ fullBooks[freshBook.Symbol] = fullOrderBook = await api.GetOrderBookAsync(freshBook.Symbol, 1000);\nfullOrderBook.Symbol = freshBook.Symbol;\n}\nelse\n{\nupdateOrderBook(fullOrderBook, freshBook);\n}\n-\nbreak;\n}\n@@ -118,7 +117,7 @@ namespace ExchangeSharp\ncallback(fullOrderBook);\n}\n- IWebSocket socket = api.GetOrderBookDeltasWebSocket(innerCallback, maxCount, symbols);\n+ IWebSocket socket = api.GetOrderBookDeltasWebSocket(async (b) => await innerCallback(b), maxCount, symbols);\nsocket.Connected += (s) =>\n{\n// when we re-connect, we must invalidate the order books, who knows how long we were disconnected\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Bittrex web socket stalling by adding async callback
|
329,148 |
24.07.2018 14:48:13
| 21,600 |
d2af0efba0a2074f24c5a46ed2ef4335c4bdf7c6
|
Pass manager in constructor
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -30,7 +30,7 @@ namespace ExchangeSharp\n/// </summary>\npublic sealed class SignalrSocketConnection : IWebSocket\n{\n- private SignalrManager manager;\n+ private readonly SignalrManager manager;\nprivate Action<string> callback;\nprivate string functionFullName;\n@@ -48,12 +48,20 @@ namespace ExchangeSharp\n/// Constructor\n/// </summary>\n/// <param name=\"manager\">Manager</param>\n+ public SignalrSocketConnection(SignalrManager manager)\n+ {\n+ this.manager = manager;\n+ }\n+\n+ /// <summary>\n+ /// Constructor\n+ /// </summary>\n/// <param name=\"functionName\">Function name</param>\n/// <param name=\"callback\">Callback for data</param>\n/// <param name=\"delayMilliseconds\">Delay after invoking each object[] in param, used if the server will disconnect you for too many invoke too fast</param>\n/// <param name=\"param\">End point parameters, each array of strings is a separate call to the end point function. For no parameters, pass null.</param>\n/// <returns>Connection</returns>\n- public async Task OpenAsync(SignalrManager manager, string functionName, Action<string> callback, int delayMilliseconds = 0, object[][] param = null)\n+ public async Task OpenAsync(string functionName, Action<string> callback, int delayMilliseconds = 0, object[][] param = null)\n{\nif (callback != null)\n{\n@@ -82,7 +90,6 @@ namespace ExchangeSharp\n}\nif (ex == null)\n{\n- this.manager = manager;\nthis.callback = callback;\nthis.functionFullName = functionFullName;\nlock (manager.sockets)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bittrex/BittrexWebSocket.cs",
"diff": "@@ -50,8 +50,8 @@ namespace ExchangeSharp\n/// <returns>IDisposable to close the socket</returns>\npublic IWebSocket SubscribeToSummaryDeltas(Action<string> callback)\n{\n- SignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\n- Task.Run(() => conn.OpenAsync(this, \"uS\", callback));\n+ SignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection(this);\n+ Task.Run(() => conn.OpenAsync(\"uS\", callback));\nreturn conn;\n}\n@@ -63,13 +63,13 @@ namespace ExchangeSharp\n/// <returns>IDisposable to close the socket</returns>\npublic IWebSocket SubscribeToExchangeDeltas(Action<string> callback, params string[] symbols)\n{\n- SignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection();\n+ SignalrManager.SignalrSocketConnection conn = new SignalrManager.SignalrSocketConnection(this);\nList<object[]> paramList = new List<object[]>();\nforeach (string symbol in symbols)\n{\nparamList.Add(new object[] { symbol });\n}\n- Task.Run(() => conn.OpenAsync(this, \"uE\", callback, 0, paramList.ToArray()));\n+ Task.Run(() => conn.OpenAsync(\"uE\", callback, 0, paramList.ToArray()));\nreturn conn;\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pass manager in constructor
|
329,148 |
26.07.2018 11:49:30
| 21,600 |
e5c3d5bf5a84f4970e8ae2cac9a6e2d4e24036d0
|
Assume utc for unspecified datetime kind
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -368,14 +368,10 @@ namespace ExchangeSharp\n/// <returns>Unix epoch in seconds</returns>\npublic static double UnixTimestampFromDateTimeSeconds(this DateTime dt)\n{\n- if (dt.Kind == DateTimeKind.Local)\n+ if (dt.Kind != DateTimeKind.Utc)\n{\ndt = dt.ToUniversalTime();\n}\n- else if (dt.Kind == DateTimeKind.Unspecified)\n- {\n- throw new InvalidOperationException(\"Unable to create unix epoch from DateTime with unspecified date time kind\");\n- }\nreturn (dt - unixEpoch).TotalSeconds;\n}\n@@ -386,14 +382,10 @@ namespace ExchangeSharp\n/// <returns>Unix timestamp in milliseconds</returns>\npublic static double UnixTimestampFromDateTimeMilliseconds(this DateTime dt)\n{\n- if (dt.Kind == DateTimeKind.Local)\n+ if (dt.Kind != DateTimeKind.Utc)\n{\ndt = dt.ToUniversalTime();\n}\n- else if (dt.Kind == DateTimeKind.Unspecified)\n- {\n- throw new InvalidOperationException(\"Unable to create unix epoch from DateTime with unspecified date time kind\");\n- }\nreturn (dt - unixEpoch).TotalMilliseconds;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Assume utc for unspecified datetime kind
|
329,107 |
26.07.2018 22:02:41
| -7,200 |
48a2cf38743d1b9f43d5a4166753ed67062e40e0
|
Changed volume and pair to actual BTC volume and coin name
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Kucoin/ExchangeKucoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Kucoin/ExchangeKucoinAPI.cs",
"diff": "@@ -145,8 +145,8 @@ namespace ExchangeSharp\nVolume = new ExchangeVolume()\n{\nTimestamp = DateTimeOffset.FromUnixTimeMilliseconds(token[\"datetime\"].ConvertInvariant<long>()).DateTime,\n- ConvertedVolume = token[\"vol\"].ConvertInvariant<decimal>(),\n- ConvertedSymbol = token[\"coinType\"].ToStringInvariant(),\n+ ConvertedVolume = token[\"volValue\"].ConvertInvariant<decimal>(),\n+ ConvertedSymbol = token[\"coinTypePair\"].ToStringInvariant(),\nBaseVolume = token[\"vol\"].ConvertInvariant<decimal>(),\nBaseSymbol = token[\"coinType\"].ToStringInvariant()\n}\n@@ -170,8 +170,8 @@ namespace ExchangeSharp\nVolume = new ExchangeVolume()\n{\nTimestamp = DateTimeOffset.FromUnixTimeMilliseconds(tick[\"datetime\"].ConvertInvariant<long>()).DateTime,\n- ConvertedVolume = tick[\"vol\"].ConvertInvariant<decimal>(),\n- ConvertedSymbol = tick[\"coinType\"].ToStringInvariant(),\n+ ConvertedVolume = tick[\"volValue\"].ConvertInvariant<decimal>(),\n+ ConvertedSymbol = tick[\"coinTypePair\"].ToStringInvariant(),\nBaseVolume = tick[\"vol\"].ConvertInvariant<decimal>(),\nBaseSymbol = tick[\"coinType\"].ToStringInvariant()\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Changed volume and pair to actual BTC volume and coin name (#217)
|
329,125 |
29.07.2018 11:20:21
| -28,800 |
84991e35081d2f6c3e5fdb108d3e898ebb9a53bd
|
CONTRIBUTE.md navigation added in readme
'How to contribute' section is added.
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -102,6 +102,8 @@ public static void Main(string[] args)\n}\n}\n```\n+## How to contribute\n+Please read the [contributing guideline](CONTRIBUTING.md) before submitting a pull request.\n## I Can Help\nI do cryptocurrency consulting, please don't hesitate to contact me if you have a custom solution you would like me to implement (exchangesharp@digitalruby.com).\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
CONTRIBUTE.md navigation added in readme (#220)
'How to contribute' section is added.
|
329,148 |
31.07.2018 15:31:02
| 21,600 |
44251d10164ff9588344eccd19d5f8c8a7500f9b
|
Big cache refactor
Caching is now enabled for symbols, symbols metadata and completed order details by default for all exchanges. Caching is now much faster.
All caching is handled in ExchangeAPI, meaning that sub-class exchanges don't have to worry about caching. In the future, caching may be more configurable.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -164,7 +164,10 @@ namespace ExchangeSharp\n/// </summary>\npublic bool DateTimeAreLocal { get; set; }\n- private readonly Dictionary<string, KeyValuePair<DateTime, object>> cache = new Dictionary<string, KeyValuePair<DateTime, object>>(StringComparer.OrdinalIgnoreCase);\n+ /// <summary>\n+ /// Fast in memory cache\n+ /// </summary>\n+ protected MemoryCache Cache { get; } = new MemoryCache();\nprivate decimal lastNonce;\n@@ -482,7 +485,8 @@ namespace ExchangeSharp\n(result[\"status\"].ToStringInvariant() == \"error\") ||\n(result[\"Status\"].ToStringInvariant() == \"error\") ||\n(result[\"success\"] != null && result[\"success\"].ConvertInvariant<bool>() != true) ||\n- (result[\"Success\"] != null && result[\"Success\"].ConvertInvariant<bool>() != true)\n+ (result[\"Success\"] != null && result[\"Success\"].ConvertInvariant<bool>() != true) ||\n+ (result[\"ok\"] != null && result[\"ok\"].ToStringInvariant().ToLowerInvariant() != \"ok\")\n)\n{\nthrow new APIException(result.ToStringInvariant());\n@@ -493,47 +497,6 @@ namespace ExchangeSharp\nreturn result;\n}\n- /// <summary>\n- /// Read a value from the cache\n- /// </summary>\n- /// <typeparam name=\"T\">Type to read</typeparam>\n- /// <param name=\"key\">Key</param>\n- /// <param name=\"value\">Value</param>\n- /// <returns>True if read, false if not. If false, value is default(T).</returns>\n- protected bool ReadCache<T>(string key, out T value)\n- {\n- lock (cache)\n- {\n- if (cache.TryGetValue(key, out KeyValuePair<DateTime, object> cacheValue))\n- {\n- // if not expired, return\n- if (cacheValue.Key > DateTime.UtcNow)\n- {\n- value = (T)cacheValue.Value;\n- return true;\n- }\n- cache.Remove(key);\n- }\n- }\n- value = default;\n- return false;\n- }\n-\n- /// <summary>\n- /// Write a value to the cache\n- /// </summary>\n- /// <typeparam name=\"T\">Type of value</typeparam>\n- /// <param name=\"key\">Key</param>\n- /// <param name=\"expiration\">Expiration from now</param>\n- /// <param name=\"value\">Value</param>\n- protected void WriteCache<T>(string key, TimeSpan expiration, T value)\n- {\n- lock (cache)\n- {\n- cache[key] = new KeyValuePair<DateTime, object>(DateTime.UtcNow + expiration, value);\n- }\n- }\n-\n/// <summary>\n/// Get a dictionary with a nonce key and value of the required nonce type. Derived classes should call this base class method first.\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs",
"diff": "@@ -112,12 +112,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<string>> OnGetSymbolsAsync()\n{\n- if (ReadCache(\"GetSymbols\", out List<string> symbols))\n- {\n- return symbols;\n- }\n-\n- symbols = new List<string>();\n+ List<string> symbols = new List<string>();\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/ticker/allPrices\");\nforeach (JToken token in obj)\n{\n@@ -128,7 +123,6 @@ namespace ExchangeSharp\nsymbols.Add(symbol);\n}\n}\n- WriteCache(\"GetSymbols\", TimeSpan.FromMinutes(60.0), symbols);\nreturn symbols;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"diff": "@@ -183,12 +183,7 @@ namespace ExchangeSharp\n}}\n*/\n- if (ReadCache(\"GetSymbolsMetadata\", out List<ExchangeMarket> markets))\n- {\n- return markets;\n- }\n-\n- markets = new List<ExchangeMarket>();\n+ List<ExchangeMarket> markets = new List<ExchangeMarket>();\nJToken allSymbols = await MakeJsonRequestAsync<JToken>(\"/instrument\");\nforeach (JToken symbol in allSymbols)\n{\n@@ -214,12 +209,8 @@ namespace ExchangeSharp\n{\n}\n-\nmarkets.Add(market);\n}\n-\n- WriteCache(\"GetSymbolsMetadata\", TimeSpan.FromMinutes(60.0), markets);\n-\nreturn markets;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -106,16 +106,9 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeMarket>> OnGetSymbolsMetadataAsync()\n{\n- if (ReadCache(\"GetSymbols\", out List<ExchangeMarket> cachedMarkets))\n- {\n- return cachedMarkets;\n- }\n-\nvar markets = new List<ExchangeMarket>();\n-\nJToken allPairs = await MakeJsonRequestAsync<JToken>(\"/symbols_details\", BaseUrlV1);\nMatch m;\n-\nforeach (JToken pair in allPairs)\n{\nvar market = new ExchangeMarket\n@@ -149,8 +142,6 @@ namespace ExchangeSharp\nmarket.PriceStepSize = (decimal)Math.Pow(0.1, pricePrecision);\nmarkets.Add(market);\n}\n-\n- WriteCache(\"GetSymbols\", TimeSpan.FromMinutes(60.0), markets);\nreturn markets;\n}\n@@ -432,27 +423,18 @@ namespace ExchangeSharp\n}\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOrderDetailsAsync(string symbol = null, DateTime? afterDate = null)\n- {\n- string cacheKey = \"GetCompletedOrderDetails_\" + (symbol ?? string.Empty) + \"_\" + (afterDate == null ? string.Empty : afterDate.Value.Ticks.ToStringInvariant());\n- if (!ReadCache<ExchangeOrderResult[]>(cacheKey, out ExchangeOrderResult[] orders))\n{\nif (string.IsNullOrWhiteSpace(symbol))\n{\n// HACK: Bitfinex does not provide a way to get all historical order details beyond a few days in one call, so we have to\n// get the historical details one by one for each symbol.\nvar symbols = (await GetSymbolsAsync()).Where(s => s.IndexOf(\"usd\", StringComparison.OrdinalIgnoreCase) < 0 && s.IndexOf(\"btc\", StringComparison.OrdinalIgnoreCase) >= 0);\n- orders = (await GetOrderDetailsInternalV1(symbols, afterDate)).ToArray();\n- }\n- else\n- {\n- symbol = NormalizeSymbol(symbol);\n- orders = (await GetOrderDetailsInternalV1(new string[] { symbol }, afterDate)).ToArray();\n+ return await GetOrderDetailsInternalV1(symbols, afterDate);\n}\n- // Bitfinex gets angry if this is called more than once a minute\n- WriteCache(cacheKey, TimeSpan.FromMinutes(2.0), orders);\n- }\n- return orders;\n+ // retrieve orders for the one symbol\n+ symbol = NormalizeSymbol(symbol);\n+ return await GetOrderDetailsInternalV1(new string[] { symbol }, afterDate);\n}\nprotected override IWebSocket OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"diff": "@@ -162,12 +162,7 @@ namespace ExchangeSharp\n},\n*/\n- if (ReadCache(\"GetSymbolsMetadata\", out List<ExchangeMarket> markets))\n- {\n- return markets;\n- }\n-\n- markets = new List<ExchangeMarket>();\n+ List<ExchangeMarket> markets = new List<ExchangeMarket>();\nJToken allSymbols = await MakeJsonRequestAsync<JToken>(\"/common/symbols\", BaseUrlV1, null);\nforeach (var symbol in allSymbols)\n{\n@@ -193,9 +188,6 @@ namespace ExchangeSharp\nmarkets.Add(market);\n}\n-\n- WriteCache(\"GetSymbolsMetadata\", TimeSpan.FromMinutes(60.0), markets);\n-\nreturn markets;\n}\n@@ -550,11 +542,7 @@ namespace ExchangeSharp\n}\n]}\n*/\n- if (ReadCache(\"GetAccounts\", out Dictionary<string, string> accounts))\n- {\n- return accounts;\n- }\n- accounts = new Dictionary<string, string>();\n+ Dictionary<string, string> accounts = new Dictionary<string, string>();\nvar payload = await OnGetNoncePayloadAsync();\nJToken data = await MakeJsonRequestAsync<JToken>(\"/account/accounts\", PrivateUrlV1, payload);\nforeach (var acc in data)\n@@ -562,9 +550,6 @@ namespace ExchangeSharp\nstring key = acc[\"type\"].ToStringInvariant() + \"_\" + acc[\"subtype\"].ToStringInvariant();\naccounts.Add(key, acc[\"id\"].ToStringInvariant());\n}\n-\n- WriteCache(\"GetAccounts\", TimeSpan.FromMinutes(60.0), accounts);\n-\nreturn accounts;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -107,12 +107,7 @@ namespace ExchangeSharp\n\"symbol\": \"ltc_btc\"\n},\n*/\n- if (ReadCache(\"GetSymbolsMetadata\", out List<ExchangeMarket> markets))\n- {\n- return markets;\n- }\n-\n- markets = new List<ExchangeMarket>();\n+ List<ExchangeMarket> markets = new List<ExchangeMarket>();\nJToken allSymbols = await MakeJsonRequestAsync<JToken>(\"/markets/products\", BaseUrlV2);\nforeach (JToken symbol in allSymbols)\n{\n@@ -142,9 +137,6 @@ namespace ExchangeSharp\nmarkets.Add(market);\n}\n-\n- WriteCache(\"GetSymbolsMetadata\", TimeSpan.FromMinutes(60.0), markets);\n-\nreturn markets;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -37,38 +37,8 @@ namespace ExchangeSharp\n#region Private methods\nprivate static readonly Dictionary<string, IExchangeAPI> apis = new Dictionary<string, IExchangeAPI>(StringComparer.OrdinalIgnoreCase);\n-\n- private readonly Dictionary<string, ExchangeMarket> exchangeMarkets = new Dictionary<string, ExchangeMarket>();\n- private readonly SemaphoreSlim exchangeMarketsSemaphore = new SemaphoreSlim(1, 1);\nprivate bool disposed;\n- /// <summary>\n- /// Call GetSymbolsMetadataAsync if exchangeMarkets is empty and store the results.\n- /// </summary>\n- /// <param name=\"forceRefresh\">True to force a network request, false to use existing cache data if it exists</param>\n- private async Task PopulateExchangeMarketsAsync(bool forceRefresh)\n- {\n- // Get the exchange markets if we haven't gotten them yet.\n- if (forceRefresh || exchangeMarkets.Count == 0)\n- {\n- await exchangeMarketsSemaphore.WaitAsync();\n- try\n- {\n- if (forceRefresh || exchangeMarkets.Count == 0)\n- {\n- foreach (ExchangeMarket market in await GetSymbolsMetadataAsync())\n- {\n- exchangeMarkets[market.MarketName] = market;\n- }\n- }\n- }\n- finally\n- {\n- exchangeMarketsSemaphore.Release();\n- }\n- }\n- }\n-\n#endregion Private methods\n#region API Implementation\n@@ -428,8 +398,14 @@ namespace ExchangeSharp\n{\nforeach (Type type in typeof(ExchangeAPI).Assembly.GetTypes().Where(type => type.IsSubclassOf(typeof(ExchangeAPI)) && !type.IsAbstract))\n{\n- ExchangeAPI api = Activator.CreateInstance(type) as ExchangeAPI;\n- apis[api.Name] = api;\n+ // lazy create, we just create an instance to get the name, nothing more\n+ // we don't want to pro-actively create all of these becanse an API\n+ // may be running a timer or other house-keeping which we don't want\n+ // the overhead of if a user is only using one or a handful of the apis\n+ using (ExchangeAPI api = Activator.CreateInstance(type) as ExchangeAPI)\n+ {\n+ apis[api.Name] = null;\n+ }\nExchangeGlobalCurrencyReplacements[type] = new KeyValuePair<string, string>[0];\n}\n}\n@@ -451,6 +427,7 @@ namespace ExchangeSharp\n{\ndisposed = true;\nOnDispose();\n+ Cache.Dispose();\n}\n}\n@@ -461,21 +438,55 @@ namespace ExchangeSharp\n/// <returns>Exchange API or null if not found</returns>\npublic static IExchangeAPI GetExchangeAPI(string exchangeName)\n{\n- GetExchangeAPIDictionary().TryGetValue(exchangeName, out IExchangeAPI api);\n- if (api == null)\n+ lock (apis)\n+ {\n+ if (!apis.TryGetValue(exchangeName, out IExchangeAPI api))\n{\nthrow new ArgumentException(\"No API available with name \" + exchangeName);\n}\n+ if (api == null)\n+ {\n+ foreach (Type type in typeof(ExchangeAPI).Assembly.GetTypes().Where(type => type.IsSubclassOf(typeof(ExchangeAPI)) && !type.IsAbstract))\n+ {\n+ api = Activator.CreateInstance(type) as ExchangeAPI;\n+ if (api.Name == exchangeName)\n+ {\n+ apis[exchangeName] = api;\n+ break;\n+ }\n+ else\n+ {\n+ api.Dispose();\n+ api = null;\n+ }\n+ }\n+ }\nreturn api;\n}\n+ }\n/// <summary>\n- /// Get a dictionary of exchange APIs for all exchanges\n+ /// Get all exchange APIs\n/// </summary>\n- /// <returns>Dictionary of string exchange name and value exchange api</returns>\n- public static IReadOnlyDictionary<string, IExchangeAPI> GetExchangeAPIDictionary()\n+ /// <returns>All APIs</returns>\n+ public static IExchangeAPI[] GetExchangeAPIs()\n+ {\n+ lock (apis)\n+ {\n+ List<IExchangeAPI> apiList = new List<IExchangeAPI>();\n+ foreach (var kv in apis.ToArray())\n{\n- return apis;\n+ if (kv.Value == null)\n+ {\n+ apiList.Add(GetExchangeAPI(kv.Key));\n+ }\n+ else\n+ {\n+ apiList.Add(kv.Value);\n+ }\n+ }\n+ return apiList.ToArray();\n+ }\n}\n/// <summary>\n@@ -597,7 +608,10 @@ namespace ExchangeSharp\npublic async Task<IEnumerable<string>> GetSymbolsAsync()\n{\nawait new SynchronizationContextRemover();\n- return await OnGetSymbolsAsync();\n+ return (await Cache.Get<string[]>(nameof(GetSymbolsAsync), async () =>\n+ {\n+ return new CachedItem<string[]>((await OnGetSymbolsAsync()).ToArray(), DateTime.UtcNow.AddHours(1.0));\n+ })).Value;\n}\n/// <summary>\n@@ -613,7 +627,10 @@ namespace ExchangeSharp\npublic async Task<IEnumerable<ExchangeMarket>> GetSymbolsMetadataAsync()\n{\nawait new SynchronizationContextRemover();\n- return await OnGetSymbolsMetadataAsync();\n+ return (await Cache.Get<ExchangeMarket[]>(nameof(GetSymbolsMetadataAsync), async () =>\n+ {\n+ return new CachedItem<ExchangeMarket[]>((await OnGetSymbolsMetadataAsync()).ToArray(), DateTime.UtcNow.AddHours(1.0));\n+ })).Value;\n}\n/// <summary>\n@@ -636,21 +653,23 @@ namespace ExchangeSharp\n{\n// not sure if this is needed, but adding it just in case\nawait new SynchronizationContextRemover();\n- await PopulateExchangeMarketsAsync(false);\n- exchangeMarkets.TryGetValue(symbol, out ExchangeMarket market);\n+ ExchangeMarket[] markets = (await GetSymbolsMetadataAsync()).ToArray();\n+ ExchangeMarket market = markets.FirstOrDefault(m => m.MarketName == symbol);\nif (market == null)\n{\n// try again with a fresh request, every symbol *should* be in the response from PopulateExchangeMarketsAsync\n- await PopulateExchangeMarketsAsync(true);\n+ Cache.Remove(nameof(GetSymbolsMetadataAsync));\n- // try again to retrieve from dictionary\n- exchangeMarkets.TryGetValue(symbol, out market);\n+ markets = (await GetSymbolsMetadataAsync()).ToArray();\n+\n+ // try and find the market again, this time if not found we give up and just return null\n+ market = markets.FirstOrDefault(m => m.MarketName == symbol);\n}\nreturn market;\n}\ncatch\n{\n- // TODO: Report the error somehow, for now a failed network request will just return null symbol which fill force the caller to use default handling\n+ // TODO: Report the error somehow, for now a failed network request will just return null symbol which will force the caller to use default handling\n}\nreturn null;\n}\n@@ -954,7 +973,11 @@ namespace ExchangeSharp\npublic async Task<IEnumerable<ExchangeOrderResult>> GetCompletedOrderDetailsAsync(string symbol = null, DateTime? afterDate = null)\n{\nawait new SynchronizationContextRemover();\n- return await OnGetCompletedOrderDetailsAsync(symbol, afterDate);\n+ string cacheKey = \"GetCompletedOrderDetails_\" + (symbol ?? string.Empty) + \"_\" + (afterDate == null ? string.Empty : afterDate.Value.Ticks.ToStringInvariant());\n+ return (await Cache.Get<ExchangeOrderResult[]>(cacheKey, async () =>\n+ {\n+ return new CachedItem<ExchangeOrderResult[]>((await OnGetCompletedOrderDetailsAsync(symbol, afterDate)).ToArray(), DateTime.UtcNow.AddMinutes(2.0));\n+ })).Value;\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_ExchangeTests.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_ExchangeTests.cs",
"diff": "@@ -57,10 +57,14 @@ namespace ExchangeSharpConsoleApp\n{\nreturn api.NormalizeSymbol(\"LTC_BTC\");\n}\n- else if (api is ExchangeTuxExchangeAPI)\n+ else if (api is ExchangeTuxExchangeAPI || api is ExchangeAbucoinsAPI)\n{\nreturn api.NormalizeSymbol(\"BTC_ETH\");\n}\n+ else if (api is ExchangeBitMEXAPI)\n+ {\n+ return api.NormalizeSymbol(\"XBTUSD\");\n+ }\nreturn api.NormalizeSymbol(\"BTC-USD\");\n}\n@@ -71,7 +75,7 @@ namespace ExchangeSharpConsoleApp\nreturn true;\n}\n- IExchangeAPI[] apis = ExchangeAPI.GetExchangeAPIDictionary().Values.ToArray();\n+ IExchangeAPI[] apis = ExchangeAPI.GetExchangeAPIs();\nforeach (IExchangeAPI api in apis)\n{\nif (nameRegex != null && !System.Text.RegularExpressions.Regex.IsMatch(api.Name, nameRegex, System.Text.RegularExpressions.RegexOptions.IgnoreCase))\n@@ -88,51 +92,50 @@ namespace ExchangeSharpConsoleApp\nAssert(symbols != null && symbols.Count != 0 && symbols.Contains(symbol, StringComparer.OrdinalIgnoreCase));\nConsole.WriteLine($\"API {api.Name} GetSymbols OK (default: {symbol}; {symbols.Count} symbols)\");\n+ try\n+ {\nvar book = api.GetOrderBook(symbol);\nAssert(book.Asks.Count != 0 && book.Bids.Count != 0 && book.Asks.First().Value.Amount > 0m &&\nbook.Asks.First().Value.Price > 0m && book.Bids.First().Value.Amount > 0m && book.Bids.First().Value.Price > 0m);\nConsole.WriteLine($\"API {api.Name} GetOrderBook OK ({book.Asks.Count} asks, {book.Bids.Count} bids)\");\n+ }\n+ catch (NotImplementedException)\n+ {\n+ Console.WriteLine($\"API {api.Name} GetOrderBook not implemented\");\n+ }\n- var ticker = api.GetTicker(symbol);\ntry\n{\n+ var ticker = api.GetTicker(symbol);\nAssert(ticker != null && ticker.Ask > 0m && ticker.Bid > 0m && ticker.Last > 0m &&\nticker.Volume != null && ticker.Volume.BaseVolume > 0m && ticker.Volume.ConvertedVolume > 0m);\nConsole.WriteLine($\"API {api.Name} GetTicker OK (ask: {ticker.Ask}, bid: {ticker.Bid}, last: {ticker.Last})\");\n}\ncatch\n{\n- Console.WriteLine($\"API {api.Name} GetTicker data invalid or empty: {ticker}\");\n+ Console.WriteLine($\"API {api.Name} GetTicker data invalid or empty\");\n}\ntry\n{\napi.GetHistoricalTrades(histTradeCallback, symbol);\ntrades = api.GetRecentTrades(symbol).ToArray();\n+ Assert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);\n+ Console.WriteLine($\"API {api.Name} GetHistoricalTrades OK ({trades.Length})\");\n+ Assert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);\n+ Console.WriteLine($\"API {api.Name} GetRecentTrades OK ({trades.Length} trades)\");\n}\ncatch (NotImplementedException)\n{\n- if (api is ExchangeHuobiAPI || api is ExchangeBithumbAPI)\n+ if (api is ExchangeHuobiAPI || api is ExchangeBithumbAPI || api is ExchangeBitMEXAPI)\n{\nConsole.WriteLine($\"API {api.Name} GetHistoricalTrades/GetRecentTrades not implemented\");\n}\nelse\n- {\n- throw;\n- }\n- }\n-\n- try\n- {\n- Assert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);\n- Console.WriteLine($\"API {api.Name} GetHistoricalTrades OK ({trades.Length})\");\n- Assert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);\n- Console.WriteLine($\"API {api.Name} GetRecentTrades OK ({trades.Length} trades)\");\n- }\n- catch\n{\nConsole.WriteLine($\"API {api.Name} GetHistoricalTrades/GetRecentTrades data invalid or empty\");\n}\n+ }\ntry\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangeTests.cs",
"new_path": "ExchangeSharpTests/ExchangeTests.cs",
"diff": "@@ -29,7 +29,7 @@ namespace ExchangeSharpTests\nstring altSymbol = \"BTC-KRW\"; // WTF Bitthumb...\n// sanity test that all exchanges return the same global symbol when converted back and forth\n- foreach (IExchangeAPI api in ExchangeAPI.GetExchangeAPIDictionary().Values)\n+ foreach (IExchangeAPI api in ExchangeAPI.GetExchangeAPIs())\n{\ntry\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Big cache refactor
Caching is now enabled for symbols, symbols metadata and completed order details by default for all exchanges. Caching is now much faster.
All caching is handled in ExchangeAPI, meaning that sub-class exchanges don't have to worry about caching. In the future, caching may be more configurable.
|
329,148 |
31.07.2018 15:49:27
| 21,600 |
a8397bed85254fe8b7b0e996fdfffc6c5437a7d8
|
Add this for JToken extensions for order book
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -134,7 +134,14 @@ namespace ExchangeSharp\n/// <param name=\"bids\">Bids key</param>\n/// <param name=\"maxCount\">Max count</param>\n/// <returns>Order book</returns>\n- public static ExchangeOrderBook ParseOrderBookFromJTokenArrays(JToken token, string asks = \"asks\", string bids = \"bids\", string sequence = \"ts\", int maxCount = 100)\n+ public static ExchangeOrderBook ParseOrderBookFromJTokenArrays\n+ (\n+ this JToken token,\n+ string asks = \"asks\",\n+ string bids = \"bids\",\n+ string sequence = \"ts\",\n+ int maxCount = 100\n+ )\n{\nvar book = new ExchangeOrderBook { SequenceId = token[sequence].ConvertInvariant<long>() };\nforeach (JArray array in token[asks])\n@@ -170,14 +177,16 @@ namespace ExchangeSharp\n/// <param name=\"sequence\">Sequence key</param>\n/// <param name=\"maxCount\">Max count</param>\n/// <returns>Order book</returns>\n- public static ExchangeOrderBook ParseOrderBookFromJTokenDictionaries(\n- JToken token,\n+ public static ExchangeOrderBook ParseOrderBookFromJTokenDictionaries\n+ (\n+ this JToken token,\nstring asks = \"asks\",\nstring bids = \"bids\",\nstring price = \"price\",\nstring amount = \"amount\",\nstring sequence = \"ts\",\n- int maxCount = 100)\n+ int maxCount = 100\n+ )\n{\nvar book = new ExchangeOrderBook { SequenceId = token[sequence].ConvertInvariant<long>() };\nforeach (JToken ask in token[asks])\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add this for JToken extensions for order book
|
329,148 |
31.07.2018 22:55:24
| 21,600 |
616130242c65228ed9bcab29e7701a4e1a8a9aa0
|
Ensure clamp decimal keeps value within min/max
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -295,21 +295,36 @@ namespace ExchangeSharp\n/// <returns>Clamped value</returns>\npublic static decimal ClampDecimal(decimal minValue, decimal maxValue, decimal? stepSize, decimal value)\n{\n- if (minValue < 0) throw new ArgumentOutOfRangeException(nameof(minValue));\n- if (maxValue < 0) throw new ArgumentOutOfRangeException(nameof(maxValue));\n- if (value < 0) throw new ArgumentOutOfRangeException(nameof(value));\n- if (minValue > maxValue) throw new ArgumentOutOfRangeException(nameof(minValue));\n+ if (minValue < 0)\n+ {\n+ throw new ArgumentOutOfRangeException(nameof(minValue));\n+ }\n+ else if (maxValue < 0)\n+ {\n+ throw new ArgumentOutOfRangeException(nameof(maxValue));\n+ }\n+ else if (value < 0)\n+ {\n+ throw new ArgumentOutOfRangeException(nameof(value));\n+ }\n+ else if (minValue > maxValue)\n+ {\n+ throw new ArgumentOutOfRangeException(nameof(minValue));\n+ }\nif (stepSize.HasValue)\n{\n- if (stepSize < 0) throw new ArgumentOutOfRangeException(nameof(stepSize));\n-\n- value = Math.Min(maxValue, value);\n- value = Math.Max(minValue, value);\n+ if (stepSize < 0)\n+ {\n+ throw new ArgumentOutOfRangeException(nameof(stepSize));\n+ }\ndecimal mod = value % stepSize.Value;\nvalue -= mod;\n}\n+ value = Math.Min(maxValue, value);\n+ value = Math.Max(minValue, value);\n+\nreturn value.Normalize();\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Ensure clamp decimal keeps value within min/max
|
329,148 |
31.07.2018 23:02:09
| 21,600 |
8fbc1623b37565af4a8ae97b43f3ec7eb53e1631
|
Use new default keyword
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -75,7 +75,7 @@ namespace ExchangeSharp\nFeesCurrency = other.FeesCurrency;\nAveragePrice = (AveragePrice * (baseAmount / tradeSum)) + (other.AveragePrice * (other.Amount / tradeSum));\nOrderId = other.OrderId;\n- OrderDate = OrderDate == default(DateTime) ? other.OrderDate : OrderDate;\n+ OrderDate = OrderDate == default ? other.OrderDate : OrderDate;\nSymbol = other.Symbol;\nIsBuy = other.IsBuy;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -140,7 +140,7 @@ namespace ExchangeSharp\n/// <param name=\"isLocalDateTime\">True if the obj has a date time that is a local date time, false if it is UTC</param>\n/// <param name=\"defaultValue\">Default value if no conversion is possible</param>\n/// <returns>DateTime with DateTimeKind kind or defaultValue if no conversion possible</returns>\n- public static DateTime ToDateTimeInvariant(this object obj, bool isLocalDateTime = false, DateTime defaultValue = default(DateTime))\n+ public static DateTime ToDateTimeInvariant(this object obj, bool isLocalDateTime = false, DateTime defaultValue = default)\n{\nif (obj == null)\n{\n@@ -171,7 +171,7 @@ namespace ExchangeSharp\n/// <param name=\"obj\">Object</param>\n/// <param name=\"defaultValue\">Default value if no conversion is possible</param>\n/// <returns>Converted value or defaultValue if not conversion was possible</returns>\n- public static T ConvertInvariant<T>(this object obj, T defaultValue = default(T))\n+ public static T ConvertInvariant<T>(this object obj, T defaultValue = default)\n{\nif (obj == null)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Use new default keyword
|
329,148 |
31.07.2018 23:24:02
| 21,600 |
9075740ede2fc619e3c08026204f0b2cf2d056a3
|
Provide interface for order changes over web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -103,6 +103,7 @@ namespace ExchangeSharp\nprotected virtual IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\nprotected virtual IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols) => throw new NotImplementedException();\nprotected virtual IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => throw new NotImplementedException();\n+ protected virtual IWebSocket OnGetOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected virtual IWebSocket OnGetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\nprotected class HistoricalTradeHelperState\n@@ -1219,6 +1220,13 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\npublic IWebSocket GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols) => OnGetOrderBookDeltasWebSocket(callback, maxCount, symbols);\n+ /// <summary>\n+ /// Get the details of all changed orders via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public IWebSocket GetOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => OnGetOrderDetailsWebSocket(callback);\n+\n/// <summary>\n/// Get the details of all completed orders via web socket\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"diff": "@@ -479,6 +479,13 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\nIWebSocket GetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols);\n+ /// <summary>\n+ /// Get the details of all changed orders via web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ IWebSocket GetOrderDetailsWebSocket(Action<ExchangeOrderResult> callback);\n+\n/// <summary>\n/// Get the details of all completed orders via web socket\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Provide interface for order changes over web socket
|
329,148 |
31.07.2018 23:38:20
| 21,600 |
947018549a47fa036fd4bd3f8071050b672faa78
|
Expose ability to send message through IWebSocket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -144,6 +144,26 @@ namespace ExchangeSharp\n{\n}\n}\n+\n+ /// <summary>\n+ /// Not supported\n+ /// </summary>\n+ /// <param name=\"message\">Not supported</param>\n+ /// <returns>Not supported</returns>\n+ public bool SendMessage(string message)\n+ {\n+ throw new NotSupportedException();\n+ }\n+\n+ /// <summary>\n+ /// Not supported\n+ /// </summary>\n+ /// <param name=\"message\">Not supported</param>\n+ /// <returns>Not supported</returns>\n+ public Task<bool> SendMessageAsync(string message)\n+ {\n+ throw new NotSupportedException();\n+ }\n}\npublic sealed class WebsocketCustomTransport : ClientTransportBase\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -113,12 +113,18 @@ namespace ExchangeSharp\n/// Send a message to the WebSocket server.\n/// </summary>\n/// <param name=\"message\">The message to send</param>\n- public void SendMessage(string message)\n+ /// <returns>True if success, false if error</returns>\n+ public bool SendMessage(string message)\n{\n- SendMessageAsync(message).ConfigureAwait(false).GetAwaiter().GetResult();\n+ return SendMessageAsync(message).ConfigureAwait(false).GetAwaiter().GetResult();\n}\n- public async Task SendMessageAsync(string message)\n+ /// <summary>\n+ /// ASYNC - send a message to the WebSocket server.\n+ /// </summary>\n+ /// <param name=\"message\">Message to send</param>\n+ /// <returns>True if success, false if error</returns>\n+ public async Task<bool> SendMessageAsync(string message)\n{\ntry\n{\n@@ -126,12 +132,14 @@ namespace ExchangeSharp\n{\nArraySegment<byte> messageArraySegment = new ArraySegment<byte>(Encoding.UTF8.GetBytes(message));\nawait webSocket.SendAsync(messageArraySegment, WebSocketMessageType.Text, true, cancellationToken);\n+ return true;\n}\n}\ncatch\n{\n// don't care if this fails, maybe the socket is in process of dispose, who knows...\n}\n+ return false;\n}\nprivate void QueueActions(params Action<WebSocketWrapper>[] actions)\n@@ -285,4 +293,34 @@ namespace ExchangeSharp\n}\n}\n}\n+\n+ /// <summary>\n+ /// Web socket interface\n+ /// </summary>\n+ public interface IWebSocket : IDisposable\n+ {\n+ /// <summary>\n+ /// Connected event\n+ /// </summary>\n+ event Action<IWebSocket> Connected;\n+\n+ /// <summary>\n+ /// Disconnected event\n+ /// </summary>\n+ event Action<IWebSocket> Disconnected;\n+\n+ /// <summary>\n+ /// Send a message over the web socket\n+ /// </summary>\n+ /// <param name=\"message\">Message to send</param>\n+ /// <returns>True if success, false if error</returns>\n+ bool SendMessage(string message);\n+\n+ /// <summary>\n+ /// ASYNC - Send a message over the web socket\n+ /// </summary>\n+ /// <param name=\"message\">Message to send</param>\n+ /// <returns>True if success, false if error</returns>\n+ Task<bool> SendMessageAsync(string message);\n+ }\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"diff": "@@ -495,37 +495,4 @@ namespace ExchangeSharp\n#endregion Web Socket\n}\n-\n- /// <summary>\n- /// Web socket interface\n- /// </summary>\n- public interface IWebSocket : IDisposable\n- {\n- /// <summary>\n- /// Connected event\n- /// </summary>\n- event Action<IWebSocket> Connected;\n-\n- /// <summary>\n- /// Disconnected event\n- /// </summary>\n- event Action<IWebSocket> Disconnected;\n- }\n-\n- /// <summary>\n- /// The type of order - default is limit. Please use market orders with caution. Not all exchanges support market orders.\n- /// Types of orders\n- /// </summary>\n- public enum OrderType\n- {\n- /// <summary>\n- /// A limit order, the order will not buy or sell beyond the price you specify\n- /// </summary>\n- Limit,\n-\n- /// <summary>\n- /// A market order, you will buy or sell the full amount - use with caution as this will give you a terrible deal if the order book is thin\n- /// </summary>\n- Market\n- }\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -76,4 +76,21 @@ namespace ExchangeSharp\nreturn ShouldRoundAmount ? CryptoUtility.RoundAmount(Amount) : Amount;\n}\n}\n+\n+ /// <summary>\n+ /// The type of order - default is limit. Please use market orders with caution. Not all exchanges support market orders.\n+ /// Types of orders\n+ /// </summary>\n+ public enum OrderType\n+ {\n+ /// <summary>\n+ /// A limit order, the order will not buy or sell beyond the price you specify\n+ /// </summary>\n+ Limit,\n+\n+ /// <summary>\n+ /// A market order, you will buy or sell the full amount - use with caution as this will give you a terrible deal if the order book is thin\n+ /// </summary>\n+ Market\n+ }\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Expose ability to send message through IWebSocket
|
329,148 |
01.08.2018 09:52:43
| 21,600 |
463d1015669072230de1752ec8219d6aea1e810b
|
Add note for exchange not supported for full order book web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -111,6 +111,9 @@ namespace ExchangeSharp\nfullBooks[freshBook.Symbol] = fullOrderBook = freshBook;\nbreak;\n}\n+\n+ default:\n+ throw new NotSupportedException(\"Full order book web socket not supported for exchange \" + api.Name);\n}\nfullOrderBook.LastUpdatedUtc = DateTime.UtcNow;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add note for exchange not supported for full order book web socket
|
329,148 |
01.08.2018 11:21:51
| 21,600 |
e78aec2ca607e7848f452752a3ee3792e2076f5e
|
Honor maxCount param for order book web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -77,7 +77,7 @@ namespace ExchangeSharp\n// If we don't have an initial order book for this symbol, fetch it\nif (!foundFullBook)\n{\n- fullBooks[freshBook.Symbol] = fullOrderBook = await api.GetOrderBookAsync(freshBook.Symbol, 1000);\n+ fullBooks[freshBook.Symbol] = fullOrderBook = await api.GetOrderBookAsync(freshBook.Symbol, maxCount);\nfullOrderBook.Symbol = freshBook.Symbol;\n}\nelse\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Honor maxCount param for order book web socket
|
329,148 |
01.08.2018 12:25:17
| 21,600 |
140ae6a52dd9a865952a09de4c863f3660c4679a
|
Add additional nonce styles
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -42,6 +42,11 @@ namespace ExchangeSharp\n/// </summary>\nTicksString,\n+ /// <summary>\n+ /// Start with ticks, then increment by one\n+ /// </summary>\n+ TicksThenIncrement,\n+\n/// <summary>\n/// Milliseconds (int64)\n/// </summary>\n@@ -52,6 +57,11 @@ namespace ExchangeSharp\n/// </summary>\nUnixMillisecondsString,\n+ /// <summary>\n+ /// Start with Unix milliseconds then increment by one\n+ /// </summary>\n+ UnixMillisecondsThenIncrement,\n+\n/// <summary>\n/// Seconds (double)\n/// </summary>\n@@ -63,7 +73,7 @@ namespace ExchangeSharp\nUnixSecondsString,\n/// <summary>\n- /// Persist nonce to counter and file for the API key, once it hits int.MaxValue, it is useless\n+ /// Persist nonce to counter and file for the API key, once it hits long.MaxValue, it is useless\n/// </summary>\nIntegerFile\n}\n@@ -229,14 +239,13 @@ namespace ExchangeSharp\nawait OnGetNonceOffset();\n}\n- // exclusive lock, no two nonces must match\nlock (this)\n{\nobject nonce;\nwhile (true)\n{\n- // some API (Binance) have a problem with requests being after server time, subtract of one second fixes it\n+ // some API (Binance) have a problem with requests being after server time, subtract of offset can help\nDateTime now = DateTime.UtcNow - NonceOffset;\nTask.Delay(1).Wait();\n@@ -250,6 +259,17 @@ namespace ExchangeSharp\nnonce = now.Ticks.ToStringInvariant();\nbreak;\n+ case NonceStyle.TicksThenIncrement:\n+ if (lastNonce == 0m)\n+ {\n+ nonce = now.Ticks;\n+ }\n+ else\n+ {\n+ nonce = (long)(lastNonce + 1m);\n+ }\n+ break;\n+\ncase NonceStyle.UnixMilliseconds:\nnonce = (long)now.UnixTimestampFromDateTimeMilliseconds();\nbreak;\n@@ -258,6 +278,17 @@ namespace ExchangeSharp\nnonce = ((long)now.UnixTimestampFromDateTimeMilliseconds()).ToStringInvariant();\nbreak;\n+ case NonceStyle.UnixMillisecondsThenIncrement:\n+ if (lastNonce == 0m)\n+ {\n+ nonce = (long)now.UnixTimestampFromDateTimeMilliseconds();\n+ }\n+ else\n+ {\n+ nonce = (long)(lastNonce + 1m);\n+ }\n+ break;\n+\ncase NonceStyle.UnixSeconds:\nnonce = now.UnixTimestampFromDateTimeSeconds();\nbreak;\n@@ -276,16 +307,17 @@ namespace ExchangeSharp\n}\nunchecked\n{\n- int intNonce = int.Parse(File.ReadAllText(tempFile), CultureInfo.InvariantCulture) + 1;\n- if (intNonce < 1)\n+ long longNonce = long.Parse(File.ReadAllText(tempFile), CultureInfo.InvariantCulture) + 1;\n+ if (longNonce < 1)\n{\n- throw new APIException(\"Nonce is out of bounds of a signed 32 bit integer (1 - \" + int.MaxValue.ToStringInvariant() +\n+ throw new APIException(\"Nonce is out of bounds of a signed 64 bit integer (1 - \" + long.MaxValue.ToStringInvariant() +\n\"), please regenerate new API keys. Please contact the API support and ask them to change this horrible nonce behavior.\");\n}\n- nonce = (long)intNonce;\n- File.WriteAllText(tempFile, intNonce.ToStringInvariant());\n+ File.WriteAllText(tempFile, longNonce.ToStringInvariant());\n+ nonce = longNonce;\n+ }\n+ break;\n}\n- } break;\ndefault:\nthrow new InvalidOperationException(\"Invalid nonce style: \" + NonceStyle);\n@@ -475,7 +507,7 @@ namespace ExchangeSharp\n{\nthrow new APIException(\"No result from server\");\n}\n- else if (!(result is JArray))\n+ else if (!(result is JArray) && result.Type == JTokenType.Object)\n{\nif\n(\n@@ -486,7 +518,7 @@ namespace ExchangeSharp\n(result[\"Status\"].ToStringInvariant() == \"error\") ||\n(result[\"success\"] != null && result[\"success\"].ConvertInvariant<bool>() != true) ||\n(result[\"Success\"] != null && result[\"Success\"].ConvertInvariant<bool>() != true) ||\n- (result[\"ok\"] != null && result[\"ok\"].ToStringInvariant().ToLowerInvariant() != \"ok\")\n+ (!string.IsNullOrWhiteSpace(result[\"ok\"].ToStringInvariant()) && result[\"ok\"].ToStringInvariant().ToLowerInvariant() != \"ok\")\n)\n{\nthrow new APIException(result.ToStringInvariant());\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Yobit/ExchangeYobitAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Yobit/ExchangeYobitAPI.cs",
"diff": "@@ -38,7 +38,11 @@ namespace ExchangeSharp\npublic ExchangeYobitAPI()\n{\nRequestContentType = \"application/x-www-form-urlencoded\";\n- NonceStyle = NonceStyle.IntegerFile; // yobit is not easy to use - you must maintain the nonce in a file and keep incrementing and make new keys when it hits int.MaxValue\n+\n+ // yobit is not easy to use - you must maintain the nonce in a file and keep incrementing and make new keys when it hits long.MaxValue\n+ // to add insult to injury you must always increment by exactly one from the last use of your API key, even when rebooting the computer and restarting your process\n+ NonceStyle = NonceStyle.IntegerFile;\n+\nSymbolSeparator = \"_\";\nSymbolIsUppercase = false;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add additional nonce styles
|
329,148 |
01.08.2018 17:10:22
| 21,600 |
be45d75549e8fc0468c5650d8c4a1726443308a1
|
Fix yobit back to Int32.MaxValue for nonce
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -72,10 +72,15 @@ namespace ExchangeSharp\n/// </summary>\nUnixSecondsString,\n+ /// <summary>\n+ /// Persist nonce to counter and file for the API key, once it hits int.MaxValue, it is useless\n+ /// </summary>\n+ Int32File,\n+\n/// <summary>\n/// Persist nonce to counter and file for the API key, once it hits long.MaxValue, it is useless\n/// </summary>\n- IntegerFile\n+ Int64File\n}\n/// <summary>\n@@ -297,9 +302,11 @@ namespace ExchangeSharp\nnonce = now.UnixTimestampFromDateTimeSeconds().ToStringInvariant();\nbreak;\n- case NonceStyle.IntegerFile:\n+ case NonceStyle.Int32File:\n+ case NonceStyle.Int64File:\n{\n// why an API would use a persistent incrementing counter for nonce is beyond me, ticks is so much better with a sliding window...\n+ // making it required to increment by 1 is also a pain - especially when restarting a process or rebooting.\nstring tempFile = Path.Combine(Path.GetTempPath(), PublicApiKey.ToUnsecureString() + \".nonce\");\nif (!File.Exists(tempFile))\n{\n@@ -308,10 +315,11 @@ namespace ExchangeSharp\nunchecked\n{\nlong longNonce = long.Parse(File.ReadAllText(tempFile), CultureInfo.InvariantCulture) + 1;\n- if (longNonce < 1)\n+ long maxValue = (NonceStyle == NonceStyle.Int32File ? int.MaxValue : long.MaxValue);\n+ if (longNonce < 1 || longNonce > maxValue)\n{\n- throw new APIException(\"Nonce is out of bounds of a signed 64 bit integer (1 - \" + long.MaxValue.ToStringInvariant() +\n- \"), please regenerate new API keys. Please contact the API support and ask them to change this horrible nonce behavior.\");\n+ throw new APIException($\"Nonce {longNonce.ToStringInvariant()} is out of bounds, valid ranges are 1 to {maxValue.ToStringInvariant()}, \" +\n+ $\"please regenerate new API keys. Please contact {Name} API support and ask them to change to a sensible nonce algorithm.\");\n}\nFile.WriteAllText(tempFile, longNonce.ToStringInvariant());\nnonce = longNonce;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Yobit/ExchangeYobitAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Yobit/ExchangeYobitAPI.cs",
"diff": "@@ -41,7 +41,7 @@ namespace ExchangeSharp\n// yobit is not easy to use - you must maintain the nonce in a file and keep incrementing and make new keys when it hits long.MaxValue\n// to add insult to injury you must always increment by exactly one from the last use of your API key, even when rebooting the computer and restarting your process\n- NonceStyle = NonceStyle.IntegerFile;\n+ NonceStyle = NonceStyle.Int32File;\nSymbolSeparator = \"_\";\nSymbolIsUppercase = false;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -333,6 +333,7 @@ namespace ExchangeSharp\n/// <summary>\n/// List of exchange to global currency conversions. Exchange currency is key, global currency is value.\n+ /// Exchange classes can add entries for their type in their static constructor.\n/// </summary>\nprotected static readonly Dictionary<Type, KeyValuePair<string, string>[]> ExchangeGlobalCurrencyReplacements = new Dictionary<Type, KeyValuePair<string, string>[]>();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix yobit back to Int32.MaxValue for nonce
|
329,148 |
02.08.2018 10:52:55
| 21,600 |
e9ab67eb066cded18bcd4ace0da425dea7b9f7c7
|
Cleanup Okex web socket, make shared helper function
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -161,13 +161,11 @@ namespace ExchangeSharp\nprotected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)\n{\n- if (callback == null || symbols == null || symbols.Length == 0)\n+ if (callback == null)\n{\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n/*\n{[\n{\n@@ -212,52 +210,39 @@ namespace ExchangeSharp\n}\n]}\n*/\n- try\n- {\n- JToken token = JToken.Parse(msg.ToStringFromUTF8());\n- token = token[0];\n- var channel = token[\"channel\"].ToStringInvariant();\n- if (channel.EqualsWithOption(\"addChannel\"))\n- {\n- return;\n- }\n- var sArray = channel.Split('_');\n- var symbol = sArray[3] + \"_\" + sArray[4];\n- var trades = ParseTradesWebSocket(token[\"data\"]);\n- foreach (var trade in trades)\n- {\n- callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n- }\n- }\n- catch\n- {\n- }\n- }, (_socket) =>\n+ return ConnectWebSocketOkex(async (_socket) =>\n{\n- if (symbols.Length == 0)\n+ if (symbols == null || symbols.Length == 0)\n{\n- symbols = GetSymbols().ToArray();\n+ symbols = (await GetSymbolsAsync()).ToArray();\n}\nforeach (string symbol in symbols)\n{\nstring normalizedSymbol = NormalizeSymbol(symbol);\nstring channel = $\"ok_sub_spot_{normalizedSymbol}_deals\";\nstring msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\n- _socket.SendMessage(msg);\n+ await _socket.SendMessageAsync(msg);\n}\n+ }, (_socket, sArray, token) =>\n+ {\n+ var symbol = sArray[3] + \"_\" + sArray[4];\n+ var trades = ParseTradesWebSocket(token);\n+ foreach (var trade in trades)\n+ {\n+ callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n+ }\n+ return Task.CompletedTask;\n});\n}\nprotected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null || symbols == null || symbols.Length == 0)\n+ if (callback == null)\n{\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n/*\n{[\n{\n@@ -300,32 +285,12 @@ namespace ExchangeSharp\n]}\n*/\n- try\n- {\n- JToken token = JToken.Parse(msg.ToStringFromUTF8());\n- token = token[0];\n- var channel = token[\"channel\"].ToStringInvariant();\n- if (channel.EqualsWithOption(\"addChannel\"))\n- {\n- return;\n- }\n- var sArray = channel.Split('_');\n- var symbol = sArray[3] + \"_\" + sArray[4];\n- var data = token[\"data\"];\n- ExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(data, sequence: \"timestamp\", maxCount: maxCount);\n- book.Symbol = symbol;\n- callback(book);\n- }\n- catch\n- {\n- // TODO: Handle exception\n- }\n- }, (_socket) =>\n+ return ConnectWebSocketOkex(async (_socket) =>\n{\nif (symbols.Length == 0)\n{\n- symbols = GetSymbols().ToArray();\n+ symbols = (await GetSymbolsAsync()).ToArray();\n}\nforeach (string symbol in symbols)\n{\n@@ -333,8 +298,15 @@ namespace ExchangeSharp\nstring normalizedSymbol = NormalizeSymbol(symbol);\nstring channel = $\"ok_sub_spot_{normalizedSymbol}_depth_{maxCount}\";\nstring msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\n- _socket.SendMessage(msg);\n+ await _socket.SendMessageAsync(msg);\n}\n+ }, (_socket, sArray, token) =>\n+ {\n+ ExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token, sequence: \"timestamp\", maxCount: maxCount);\n+ string symbol = sArray[3] + \"_\" + sArray[4];\n+ book.Symbol = symbol;\n+ callback(book);\n+ return Task.CompletedTask;\n});\n}\n@@ -726,6 +698,26 @@ namespace ExchangeSharp\nreturn trades;\n}\n+\n+ private IWebSocket ConnectWebSocketOkex(Func<WebSocketWrapper, Task> connected, Func<WebSocketWrapper, string[], JToken, Task> callback)\n+ {\n+ return ConnectWebSocket(string.Empty, async (msg, _socket) =>\n+ {\n+ JToken token = JToken.Parse(msg.ToStringFromUTF8());\n+ token = token[0];\n+ var channel = token[\"channel\"].ToStringInvariant();\n+ if (channel.EqualsWithOption(\"addChannel\"))\n+ {\n+ return;\n+ }\n+ var sArray = channel.Split('_');\n+ await callback(_socket, sArray, token[\"data\"]);\n+ }, async (_socket) =>\n+ {\n+ await connected(_socket);\n+ });\n+ }\n+\n#endregion\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Cleanup Okex web socket, make shared helper function
|
329,148 |
02.08.2018 11:01:27
| 21,600 |
4fb9bd6d6ac393d6a1d3882e6bdeaac67a094e69
|
Helper method to add Okex symbols to channel web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -213,17 +213,7 @@ namespace ExchangeSharp\nreturn ConnectWebSocketOkex(async (_socket) =>\n{\n- if (symbols == null || symbols.Length == 0)\n- {\n- symbols = (await GetSymbolsAsync()).ToArray();\n- }\n- foreach (string symbol in symbols)\n- {\n- string normalizedSymbol = NormalizeSymbol(symbol);\n- string channel = $\"ok_sub_spot_{normalizedSymbol}_deals\";\n- string msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\n- await _socket.SendMessageAsync(msg);\n- }\n+ symbols = await AddSymbolsToChannel(_socket, \"ok_sub_spot_{0}_deals\", symbols);\n}, (_socket, sArray, token) =>\n{\nvar symbol = sArray[3] + \"_\" + sArray[4];\n@@ -288,18 +278,7 @@ namespace ExchangeSharp\nreturn ConnectWebSocketOkex(async (_socket) =>\n{\n- if (symbols.Length == 0)\n- {\n- symbols = (await GetSymbolsAsync()).ToArray();\n- }\n- foreach (string symbol in symbols)\n- {\n- // subscribe to order book and trades channel for given symbol\n- string normalizedSymbol = NormalizeSymbol(symbol);\n- string channel = $\"ok_sub_spot_{normalizedSymbol}_depth_{maxCount}\";\n- string msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\n- await _socket.SendMessageAsync(msg);\n- }\n+ symbols = await AddSymbolsToChannel(_socket, $\"ok_sub_spot_{{0}}_depth_{maxCount}\", symbols);\n}, (_socket, sArray, token) =>\n{\nExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token, sequence: \"timestamp\", maxCount: maxCount);\n@@ -718,6 +697,22 @@ namespace ExchangeSharp\n});\n}\n+ private async Task<string[]> AddSymbolsToChannel(IWebSocket socket, string channelFormat, string[] symbols)\n+ {\n+ if (symbols == null || symbols.Length == 0)\n+ {\n+ symbols = (await GetSymbolsAsync()).ToArray();\n+ }\n+ foreach (string symbol in symbols)\n+ {\n+ string normalizedSymbol = NormalizeSymbol(symbol);\n+ string channel = string.Format(channelFormat, normalizedSymbol);\n+ string msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\n+ await socket.SendMessageAsync(msg);\n+ }\n+ return symbols;\n+ }\n+\n#endregion\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Helper method to add Okex symbols to channel web socket
|
329,148 |
02.08.2018 11:39:08
| 21,600 |
bd5c826fe9bf58a0c9f3bbb576e21d69e7a7af19
|
Make web socket callbacks fully async
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -439,13 +439,23 @@ namespace ExchangeSharp\n/// <param name=\"messageCallback\">Callback for messages</param>\n/// <param name=\"connectCallback\">Connect callback</param>\n/// <returns>Web socket - dispose of the wrapper to shutdown the socket</returns>\n- public WebSocketWrapper ConnectWebSocket(string url, Action<byte[], WebSocketWrapper> messageCallback, Action<WebSocketWrapper> connectCallback = null)\n+ public WebSocketWrapper ConnectWebSocket\n+ (\n+ string url,\n+ Func<IWebSocket, byte[], Task> messageCallback,\n+ Func<IWebSocket, Task> connectCallback = null,\n+ Func<IWebSocket, Task> disconnectCallback = null\n+ )\n{\nstring fullUrl = BaseUrlWebSocket + (url ?? string.Empty);\nWebSocketWrapper wrapper = new WebSocketWrapper { Uri = new Uri(fullUrl), OnMessage = messageCallback, KeepAlive = TimeSpan.FromSeconds(5.0) };\nif (connectCallback != null)\n{\n- wrapper.Connected += (s) => connectCallback(wrapper);\n+ wrapper.Connected += connectCallback;\n+ }\n+ if (disconnectCallback != null)\n+ {\n+ wrapper.Disconnected += disconnectCallback;\n}\nwrapper.Start();\nreturn wrapper;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -37,12 +37,12 @@ namespace ExchangeSharp\n/// <summary>\n/// Connected event\n/// </summary>\n- public event Action<IWebSocket> Connected;\n+ public event Func<IWebSocket, Task> Connected;\n/// <summary>\n/// Disconnected event\n/// </summary>\n- public event Action<IWebSocket> Disconnected;\n+ public event Func<IWebSocket, Task> Disconnected;\n/// <summary>\n/// Constructor\n@@ -106,14 +106,14 @@ namespace ExchangeSharp\nthrow new ArgumentNullException(nameof(callback));\n}\n- internal void InvokeConnected()\n+ internal async Task InvokeConnected()\n{\n- Connected?.Invoke(this);\n+ await Connected?.Invoke(this);\n}\n- internal void InvokeDisconnected()\n+ internal async Task InvokeDisconnected()\n{\n- Disconnected?.Invoke(this);\n+ await Disconnected?.Invoke(this);\n}\nprivate void WebSocket_Connected(IWebSocket obj)\n@@ -254,10 +254,11 @@ namespace ExchangeSharp\nconnection.OnError(e);\n}\n- private void WebSocketOnMessageReceived(byte[] data, WebSocketWrapper _webSocket)\n+ private Task WebSocketOnMessageReceived(IWebSocket socket, byte[] data)\n{\nstring dataText = data.ToStringFromUTF8();\nProcessResponse(connection, dataText);\n+ return Task.CompletedTask;\n}\n}\n@@ -457,30 +458,34 @@ namespace ExchangeSharp\nhubConnection.TransportConnectTimeout = hubConnection.DeadlockErrorTimeout = TimeSpan.FromSeconds(10.0);\n// setup connect event\n- customTransport.WebSocket.Connected += (ws) =>\n+ customTransport.WebSocket.Connected += async (ws) =>\n{\n+ IWebSocket[] socketsCopy;\nlock (sockets)\n{\n- foreach (IWebSocket socket in sockets)\n- {\n- (socket as SignalrSocketConnection).InvokeConnected();\n+ socketsCopy = sockets.ToArray();\n}\n+ foreach (IWebSocket socket in socketsCopy)\n+ {\n+ await (socket as SignalrSocketConnection).InvokeConnected();\n}\n};\n// setup disconnect event\n- customTransport.WebSocket.Disconnected += (ws) =>\n+ customTransport.WebSocket.Disconnected += async (ws) =>\n{\n+ IWebSocket[] socketsCopy;\nlock (sockets)\n{\n- foreach (IWebSocket socket in sockets)\n- {\n- (socket as SignalrSocketConnection).InvokeDisconnected();\n+ socketsCopy = sockets.ToArray();\n}\n+ foreach (IWebSocket socket in socketsCopy)\n+ {\n+ await (socket as SignalrSocketConnection).InvokeDisconnected();\n}\n// start a task to tear down the hub connection\n- Task.Run(() =>\n+ await Task.Run(() =>\n{\ntry\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"diff": "@@ -13,6 +13,7 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\nusing System;\nusing System.Collections.Concurrent;\nusing System.IO;\n+using System.Linq;\nusing System.Net.WebSockets;\nusing System.Text;\nusing System.Threading;\n@@ -42,7 +43,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Action to handle incoming messages\n/// </summary>\n- public Action<byte[], WebSocketWrapper> OnMessage { get; set; }\n+ public Func<IWebSocket, byte[], Task> OnMessage { get; set; }\n/// <summary>\n/// Interval to call connect at regularly (default is 1 hour)\n@@ -57,12 +58,12 @@ namespace ExchangeSharp\n/// <summary>\n/// Allows additional listeners for connect event\n/// </summary>\n- public event Action<IWebSocket> Connected;\n+ public event Func<IWebSocket, Task> Connected;\n/// <summary>\n/// Allows additional listeners for disconnect event\n/// </summary>\n- public event Action<IWebSocket> Disconnected;\n+ public event Func<IWebSocket, Task> Disconnected;\n/// <summary>\n/// Whether to close the connection gracefully, this can cause the close to take longer.\n@@ -83,12 +84,12 @@ namespace ExchangeSharp\npublic void Start()\n{\n// kick off message parser and message listener\n- Task.Run((Action)MessageWorkerThread);\n- Task.Run(ListenWorkerThread);\n+ Task.Run(MessageTask);\n+ Task.Run(ReadTask);\n}\n/// <summary>\n- /// Close and dispose of all resources, stops the web socket\n+ /// Close and dispose of all resources, stops the web socket and shuts it down.\n/// </summary>\npublic void Dispose()\n{\n@@ -142,17 +143,17 @@ namespace ExchangeSharp\nreturn false;\n}\n- private void QueueActions(params Action<WebSocketWrapper>[] actions)\n+ private void QueueActions(params Func<WebSocketWrapper, Task>[] actions)\n{\nif (actions != null && actions.Length != 0)\n{\n- messageQueue.Add((Action)(() =>\n+ messageQueue.Add((Func<Task>)(async () =>\n{\n- foreach (var action in actions)\n+ foreach (var action in actions.Where(a => a != null))\n{\ntry\n{\n- action?.Invoke(this);\n+ await action.Invoke(this);\n}\ncatch\n{\n@@ -162,19 +163,19 @@ namespace ExchangeSharp\n}\n}\n- private void QueueActionsWithNoExceptions(params Action<WebSocketWrapper>[] actions)\n+ private void QueueActionsWithNoExceptions(params Func<WebSocketWrapper, Task>[] actions)\n{\nif (actions != null && actions.Length != 0)\n{\n- messageQueue.Add((Action)(() =>\n+ messageQueue.Add((Func<Task>)(async () =>\n{\n- foreach (var action in actions)\n+ foreach (var action in actions.Where(a => a != null))\n{\nwhile (true)\n{\ntry\n{\n- action?.Invoke(this);\n+ await action.Invoke(this);\nbreak;\n}\ncatch\n@@ -186,7 +187,7 @@ namespace ExchangeSharp\n}\n}\n- private async Task ListenWorkerThread()\n+ private async Task ReadTask()\n{\nArraySegment<byte> receiveBuffer = new ArraySegment<byte>(new byte[receiveChunkSize]);\nTimeSpan keepAlive = webSocket.Options.KeepAliveInterval;\n@@ -260,7 +261,7 @@ namespace ExchangeSharp\n}\n}\n- private void MessageWorkerThread()\n+ private async Task MessageTask()\n{\nDateTime lastCheck = DateTime.UtcNow;\n@@ -270,13 +271,13 @@ namespace ExchangeSharp\n{\ntry\n{\n- if (message is Action action)\n+ if (message is Func<Task> action)\n{\n- action();\n+ await action();\n}\nelse if (message is byte[] messageBytes)\n{\n- OnMessage?.Invoke(messageBytes, this);\n+ await OnMessage?.Invoke(this, messageBytes);\n}\n}\ncatch\n@@ -302,12 +303,12 @@ namespace ExchangeSharp\n/// <summary>\n/// Connected event\n/// </summary>\n- event Action<IWebSocket> Connected;\n+ event Func<IWebSocket, Task> Connected;\n/// <summary>\n/// Disconnected event\n/// </summary>\n- event Action<IWebSocket> Disconnected;\n+ event Func<IWebSocket, Task> Disconnected;\n/// <summary>\n/// Send a message over the web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Abucoins/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Abucoins/ExchangeAbucoinsAPI.cs",
"diff": "@@ -471,9 +471,7 @@ namespace ExchangeSharp\nvar orders = GetOpenOrderDetails().Select(o => o.OrderId).ToList();\nstring ids = JsonConvert.SerializeObject(JArray.FromObject(orders));\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\n//{\"type\":\"done\",\"time\":\"2018-02-20T14:59:45Z\",\"product_id\":\"BTC-PLN\",\"sequence\":648771,\"price\":\"39034.08000000\",\"order_id\":\"277370262\",\"reason\":\"canceled\", \"side\":\"sell\",\"remaining_size\":0.503343}\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\n@@ -489,12 +487,11 @@ namespace ExchangeSharp\nPrice = token[\"price\"].ConvertInvariant<decimal>()\n});\n}\n- }\n- catch (Exception ex) { Debug.WriteLine(ex.Message); }\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n// subscribe to done channel\n- _socket.SendMessage(\"{\\\"type\\\":\\\"subscribe\\\",\\\"channels\\\":[{ \\\"name\\\":\\\"done\\\",\\\"product_ids\\\":\" + ids + \"}]}\");\n+ await _socket.SendMessageAsync(\"{\\\"type\\\":\\\"subscribe\\\",\\\"channels\\\":[{ \\\"name\\\":\\\"done\\\",\\\"product_ids\\\":\" + ids + \"}]}\");\n});\n}\n@@ -505,9 +502,7 @@ namespace ExchangeSharp\nvar symbols = GetTickers().Select(t => t.Key).ToList();\nstring ids = JsonConvert.SerializeObject(JArray.FromObject(symbols));\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\n//{\"type\": \"ticker\",\"trade_id\": 20153558,\"sequence\": 3262786978,\"time\": \"2017-09-02T17:05:49.250000Z\",\"product_id\": \"BTC-USD\",\"price\": \"4388.01000000\",\"last_size\": \"0.03000000\",\"best_bid\": \"4388\",\"best_ask\": \"4388.01\"}\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\n@@ -531,12 +526,11 @@ namespace ExchangeSharp\n})\n});\n}\n- }\n- catch (Exception ex) { Debug.WriteLine(ex.Message); }\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n// subscribe to ticker channel\n- _socket.SendMessage(\"{\\\"type\\\": \\\"subscribe\\\", \\\"channels\\\": [{ \\\"name\\\": \\\"ticker\\\", \\\"product_ids\\\": \" + ids + \" }] }\");\n+ await _socket.SendMessageAsync(\"{\\\"type\\\": \\\"subscribe\\\", \\\"channels\\\": [{ \\\"name\\\": \\\"ticker\\\", \\\"product_ids\\\": \" + ids + \" }] }\");\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs",
"diff": "@@ -257,9 +257,7 @@ namespace ExchangeSharp\n{\nreturn null;\n}\n- return ConnectWebSocket(\"/stream?streams=!ticker@arr\", (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(\"/stream?streams=!ticker@arr\", (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nList<KeyValuePair<string, ExchangeTicker>> tickerList = new List<KeyValuePair<string, ExchangeTicker>>();\n@@ -273,10 +271,7 @@ namespace ExchangeSharp\n{\ncallback(tickerList);\n}\n- }\n- catch\n- {\n- }\n+ return Task.CompletedTask;\n});\n}\n@@ -303,10 +298,12 @@ namespace ExchangeSharp\n}\n*/\n- string url = GetWebSocketStreamUrlForSymbols(\"@trade\", symbols);\n- return ConnectWebSocket(url, (msg, _socket) =>\n+ else if (symbols == null || symbols.Length == 0)\n{\n- try\n+ symbols = GetSymbols().ToArray();\n+ }\n+ string url = GetWebSocketStreamUrlForSymbols(\"@trade\", symbols);\n+ return ConnectWebSocket(url, (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nstring name = token[\"stream\"].ToStringInvariant();\n@@ -324,24 +321,22 @@ namespace ExchangeSharp\nTimestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"E\"].ConvertInvariant<long>())\n};\ncallback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n- }\n- catch\n- {\n- }\n+ return Task.CompletedTask;\n});\n}\nprotected override IWebSocket OnGetOrderBookDeltasWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)\n{\n- if (callback == null || symbols == null || !symbols.Any())\n+ if (callback == null)\n{\nreturn null;\n}\n-\n- string combined = string.Join(\"/\", symbols.Select(s => this.NormalizeSymbol(s).ToLowerInvariant() + \"@depth\"));\n- return ConnectWebSocket($\"/stream?streams={combined}\", (msg, _socket) =>\n+ else if (symbols == null || symbols.Length == 0)\n{\n- try\n+ symbols = GetSymbols().ToArray();\n+ }\n+ string combined = string.Join(\"/\", symbols.Select(s => this.NormalizeSymbol(s).ToLowerInvariant() + \"@depth\"));\n+ return ConnectWebSocket($\"/stream?streams={combined}\", (_socket, msg) =>\n{\nstring json = msg.ToStringFromUTF8();\nvar update = JsonConvert.DeserializeObject<MultiDepthStream>(json);\n@@ -358,10 +353,7 @@ namespace ExchangeSharp\nbook.Bids[depth.Price] = depth;\n}\ncallback(book);\n- }\n- catch\n- {\n- }\n+ return Task.CompletedTask;\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"diff": "@@ -229,16 +229,14 @@ namespace ExchangeSharp\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nvar str = msg.ToStringFromUTF8();\nJToken token = JToken.Parse(str);\nif (token[\"table\"] == null)\n{\n- return;\n+ return Task.CompletedTask;\n}\nvar action = token[\"action\"].ToStringInvariant();\n@@ -256,12 +254,8 @@ namespace ExchangeSharp\n};\ncallback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n}\n- }\n- catch\n- {\n- // TODO: Handle exception\n- }\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\nif (symbols.Length == 0)\n{\n@@ -270,7 +264,7 @@ namespace ExchangeSharp\nstring combined = string.Join(\",\", symbols.Select(s => \"\\\"trade:\" + this.NormalizeSymbol(s) + \"\\\"\"));\nstring msg = $\"{{\\\"op\\\":\\\"subscribe\\\",\\\"args\\\":[{combined}]}}\";\n- _socket.SendMessage(msg);\n+ await _socket.SendMessageAsync(msg);\n});\n}\n@@ -281,21 +275,22 @@ namespace ExchangeSharp\n{\"success\":true,\"subscribe\":\"orderBookL2:XBTUSD\",\"request\":{\"op\":\"subscribe\",\"args\":[\"orderBookL2:XBTUSD\"]}}\n{\"table\":\"orderBookL2\",\"action\":\"update\",\"data\":[{\"symbol\":\"XBTUSD\",\"id\":8799343000,\"side\":\"Buy\",\"size\":350544}]}\n*/\n- if (callback == null || symbols == null || !symbols.Any())\n+ if (callback == null)\n{\nreturn null;\n}\n-\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n+ else if (symbols == null || symbols.Length == 0)\n{\n- try\n+ symbols = GetSymbols().ToArray();\n+ }\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nvar str = msg.ToStringFromUTF8();\nJToken token = JToken.Parse(str);\nif (token[\"table\"] == null)\n{\n- return;\n+ return Task.CompletedTask;\n}\nvar action = token[\"action\"].ToStringInvariant();\n@@ -347,13 +342,11 @@ namespace ExchangeSharp\n}\nif (!string.IsNullOrEmpty(book.Symbol))\n- callback(book);\n- }\n- catch\n{\n- // TODO: Handle exception\n+ callback(book);\n}\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\nif (symbols.Length == 0)\n{\n@@ -362,7 +355,7 @@ namespace ExchangeSharp\nstring combined = string.Join(\",\", symbols.Select(s => \"\\\"orderBookL2:\" + this.NormalizeSymbol(s) + \"\\\"\"));\nstring msg = $\"{{\\\"op\\\":\\\"subscribe\\\",\\\"args\\\":[{combined}]}}\";\n- _socket.SendMessage(msg);\n+ await _socket.SendMessageAsync(msg);\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -196,9 +196,7 @@ namespace ExchangeSharp\nreturn null;\n}\nDictionary<int, string> channelIdToSymbol = new Dictionary<int, string>();\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nif (token is JArray array)\n@@ -222,16 +220,13 @@ namespace ExchangeSharp\nint channelId = token[\"chanId\"].ConvertInvariant<int>();\nchannelIdToSymbol[channelId] = token[\"pair\"].ToStringInvariant();\n}\n- }\n- catch\n- {\n- }\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n- var symbols = GetSymbols();\n+ var symbols = await GetSymbolsAsync();\nforeach (var symbol in symbols)\n{\n- _socket.SendMessage(\"{\\\"event\\\":\\\"subscribe\\\",\\\"channel\\\":\\\"ticker\\\",\\\"pair\\\":\\\"\" + symbol + \"\\\"}\");\n+ await _socket.SendMessageAsync(\"{\\\"event\\\":\\\"subscribe\\\",\\\"channel\\\":\\\"ticker\\\",\\\"pair\\\":\\\"\" + symbol + \"\\\"}\");\n}\n});\n}\n@@ -444,9 +439,7 @@ namespace ExchangeSharp\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nif (token is JArray array && array.Count > 1 && array[2] is JArray && array[1].ToStringInvariant() == \"os\")\n@@ -456,11 +449,8 @@ namespace ExchangeSharp\ncallback.Invoke(ParseOrderWebSocket(orderToken));\n}\n}\n- }\n- catch\n- {\n- }\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\nobject nonce = GenerateNonce();\nstring authPayload = \"AUTH\" + nonce;\n@@ -473,7 +463,7 @@ namespace ExchangeSharp\n{ \"authSig\", signature }\n};\nstring payloadJSON = CryptoUtility.GetJsonForPayload(payload);\n- _socket.SendMessage(payloadJSON);\n+ await _socket.SendMessageAsync(payloadJSON);\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -242,9 +242,7 @@ namespace ExchangeSharp\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nstring message = msg.ToStringFromUTF8();\nvar book = new ExchangeOrderBook();\n@@ -293,23 +291,18 @@ namespace ExchangeSharp\nelse\n{\n// no other message type handled\n- return;\n+ return Task.CompletedTask;\n}\ncallback(book);\n- }\n- catch (Exception ex)\n- {\n- Trace.WriteLine($\"ExchangeCoinbaseAPI.OnGetOrderBookDeltasWebSocket: {ex.Message}\");\n- }\n- }, _socket =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n// subscribe to order book channel for each symbol\nvar chan = new Channel { Name = ChannelType.Level2, ProductIds = symbols.ToList() };\nvar channelAction = new ChannelAction { Type = ActionType.Subscribe, Channels = new List<Channel> { chan } };\n- _socket.SendMessage(JsonConvert.SerializeObject(channelAction));\n+ await _socket.SendMessageAsync(JsonConvert.SerializeObject(channelAction));\n});\n-\n}\nprotected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n@@ -319,37 +312,33 @@ namespace ExchangeSharp\nreturn null;\n}\n- var wrapper = ConnectWebSocket(\"/\", (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(\"/\", (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\n- if (token[\"type\"].ToStringInvariant() != \"ticker\") return;\n+ if (token[\"type\"].ToStringInvariant() == \"ticker\")\n+ {\nExchangeTicker ticker = ParseTickerWebSocket(token);\ncallback(new List<KeyValuePair<string, ExchangeTicker>>() { new KeyValuePair<string, ExchangeTicker>(token[\"product_id\"].ToStringInvariant(), ticker) });\n}\n- catch\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n- }\n- }) as WebSocketWrapper;\n-\n- var symbols = GetSymbols();\n-\n+ var symbols = await GetSymbolsAsync();\nvar subscribeRequest = new\n{\ntype = \"subscribe\",\nproduct_ids = symbols,\nchannels = new object[]\n{\n- new {\n+ new\n+ {\nname = \"ticker\",\n- product_ids = symbols\n+ product_ids = symbols.ToArray()\n}\n}\n};\n- wrapper.SendMessage(Newtonsoft.Json.JsonConvert.SerializeObject(subscribeRequest));\n-\n- return wrapper;\n+ await _socket.SendMessageAsync(Newtonsoft.Json.JsonConvert.SerializeObject(subscribeRequest));\n+ });\n}\nprivate ExchangeTicker ParseTickerWebSocket(JToken token)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"diff": "@@ -240,7 +240,7 @@ namespace ExchangeSharp\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n+ return ConnectWebSocket(string.Empty, async (_socket, msg) =>\n{\n/*\n{\"id\":\"id1\",\"status\":\"ok\",\"subbed\":\"market.btcusdt.trade.detail\",\"ts\":1527574853489}\n@@ -264,8 +264,6 @@ namespace ExchangeSharp\n}\n}}\n*/\n- try\n- {\nvar str = msg.ToStringFromUTF8Gzip();\nJToken token = JToken.Parse(str);\n@@ -275,7 +273,7 @@ namespace ExchangeSharp\n}\nelse if (token[\"ping\"] != null)\n{\n- _socket.SendMessage(str.Replace(\"ping\", \"pong\"));\n+ await _socket.SendMessageAsync(str.Replace(\"ping\", \"pong\"));\nreturn;\n}\n@@ -291,11 +289,7 @@ namespace ExchangeSharp\ntrade.Id = id;\ncallback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n}\n- }\n- catch\n- {\n- }\n- }, (_socket) =>\n+ }, async (_socket) =>\n{\nif (symbols.Length == 0)\n{\n@@ -308,7 +302,7 @@ namespace ExchangeSharp\nlong id = System.Threading.Interlocked.Increment(ref webSocketId);\nstring channel = $\"market.{normalizedSymbol}.trade.detail\";\nstring msg = $\"{{\\\"sub\\\":\\\"{channel}\\\",\\\"id\\\":\\\"id{id}\\\"}}\";\n- _socket.SendMessage(msg);\n+ await _socket.SendMessageAsync(msg);\n}\n});\n}\n@@ -320,7 +314,7 @@ namespace ExchangeSharp\nreturn null;\n}\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n+ return ConnectWebSocket(string.Empty, async (_socket, msg) =>\n{\n/*\n{{\n@@ -362,8 +356,6 @@ namespace ExchangeSharp\n}\n}}\n*/\n- try\n- {\nvar str = msg.ToStringFromUTF8Gzip();\nJToken token = JToken.Parse(str);\n@@ -373,7 +365,7 @@ namespace ExchangeSharp\n}\nelse if (token[\"ping\"] != null)\n{\n- _socket.SendMessage(str.Replace(\"ping\", \"pong\"));\n+ await _socket.SendMessageAsync(str.Replace(\"ping\", \"pong\"));\nreturn;\n}\nvar ch = token[\"ch\"].ToStringInvariant();\n@@ -382,12 +374,7 @@ namespace ExchangeSharp\nExchangeOrderBook book = ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(token[\"tick\"], maxCount: maxCount);\nbook.Symbol = symbol;\ncallback(book);\n- }\n- catch\n- {\n- // TODO: Handle exception\n- }\n- }, (_socket) =>\n+ }, async (_socket) =>\n{\nif (symbols.Length == 0)\n{\n@@ -402,7 +389,7 @@ namespace ExchangeSharp\n// subscribe to order book and trades channel for given symbol\nstring channel = $\"market.{normalizedSymbol}.depth.step0\";\nstring msg = $\"{{\\\"sub\\\":\\\"{channel}\\\",\\\"id\\\":\\\"id{id}\\\"}}\";\n- _socket.SendMessage(msg);\n+ await _socket.SendMessageAsync(msg);\n}\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -678,9 +678,9 @@ namespace ExchangeSharp\nreturn trades;\n}\n- private IWebSocket ConnectWebSocketOkex(Func<WebSocketWrapper, Task> connected, Func<WebSocketWrapper, string[], JToken, Task> callback)\n+ private IWebSocket ConnectWebSocketOkex(Func<IWebSocket, Task> connected, Func<IWebSocket, string[], JToken, Task> callback)\n{\n- return ConnectWebSocket(string.Empty, async (msg, _socket) =>\n+ return ConnectWebSocket(string.Empty, async (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\ntoken = token[0];\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -416,9 +416,7 @@ namespace ExchangeSharp\nreturn null;\n}\nDictionary<string, string> idsToSymbols = new Dictionary<string, string>();\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nif (token[0].ConvertInvariant<int>() == 1002)\n@@ -432,19 +430,16 @@ namespace ExchangeSharp\n});\n}\n}\n- }\n- catch\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n- }\n- }, (_socket) =>\n- {\n- var tickers = GetTickers();\n+ var tickers = await GetTickersAsync();\nforeach (var ticker in tickers)\n{\nidsToSymbols[ticker.Value.Id] = ticker.Key;\n}\n// subscribe to ticker channel\n- _socket.SendMessage(\"{\\\"command\\\":\\\"subscribe\\\",\\\"channel\\\":1002}\");\n+ await _socket.SendMessageAsync(\"{\\\"command\\\":\\\"subscribe\\\",\\\"channel\\\":1002}\");\n});\n}\n@@ -456,9 +451,7 @@ namespace ExchangeSharp\n}\nDictionary<int, Tuple<string, long>> messageIdToSymbol = new Dictionary<int, Tuple<string, long>>();\n- return ConnectWebSocket(string.Empty, (msg, _socket) =>\n- {\n- try\n+ return ConnectWebSocket(string.Empty, (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nint msgId = token[0].ConvertInvariant<int>();\n@@ -466,7 +459,7 @@ namespace ExchangeSharp\n//return if this is a heartbeat message\nif (msgId == 1010)\n{\n- return;\n+ return Task.CompletedTask;\n}\nvar seq = token[1].ConvertInvariant<long>();\n@@ -527,17 +520,13 @@ namespace ExchangeSharp\n{\ncallback(book);\n}\n- }\n- catch\n- {\n- // TODO: Handle exception\n- }\n- }, (_socket) =>\n+ return Task.CompletedTask;\n+ }, async (_socket) =>\n{\n// subscribe to order book and trades channel for each symbol\nforeach (var sym in symbols)\n{\n- _socket.SendMessage(JsonConvert.SerializeObject(new { command = \"subscribe\", channel = NormalizeSymbol(sym) }));\n+ await _socket.SendMessageAsync(JsonConvert.SerializeObject(new { command = \"subscribe\", channel = NormalizeSymbol(sym) }));\n}\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -126,6 +126,7 @@ namespace ExchangeSharp\n// when we re-connect, we must invalidate the order books, who knows how long we were disconnected\n// and how out of date the order books are\nfullBooks.Clear();\n+ return Task.CompletedTask;\n};\nreturn socket;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -72,10 +72,12 @@ namespace ExchangeSharpConsoleApp\nsocket.Connected += (s) =>\n{\nConsole.WriteLine(\"Web socket connected\");\n+ return Task.CompletedTask;\n};\nsocket.Disconnected += (s) =>\n{\nConsole.WriteLine(\"Web socket disconnected\");\n+ return Task.CompletedTask;\n};\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make web socket callbacks fully async
|
329,148 |
02.08.2018 12:12:52
| 21,600 |
5648305599e467fd22789e0b5351c0ffd1240a8b
|
Fix for multiple writers
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/MemoryCache.cs",
"new_path": "ExchangeSharp/Utility/MemoryCache.cs",
"diff": "@@ -48,6 +48,13 @@ namespace ExchangeSharp\n{\nprivate readonly Dictionary<string, KeyValuePair<DateTime, object>> cache = new Dictionary<string, KeyValuePair<DateTime, object>>(StringComparer.OrdinalIgnoreCase);\nprivate readonly Timer cacheTimer;\n+\n+#if DEBUG\n+\n+ private readonly int cacheTimerInterval;\n+\n+#endif\n+\nprivate int readers;\nprivate int writers;\n@@ -73,16 +80,16 @@ namespace ExchangeSharp\nprivate void WaitForWriteLock()\n{\n- if (readers == 0 || writers != 0)\n+ if (readers == 0)\n{\nthrow new InvalidOperationException(\"Must acquire read lock first\");\n}\n- Interlocked.Increment(ref writers);\n-\n- // wait for any other readers to finish up\n- while (readers > 1)\n+ // in order to acquire the write lock, there can be no other writers, and only 1 reader (the reader that was acquired right before this right lock)\n+ while (Interlocked.Increment(ref writers) != 1 || readers != 1)\n{\n+ Interlocked.Decrement(ref writers);\n+\n// should be rare\nThread.Sleep(1);\n}\n@@ -100,6 +107,14 @@ namespace ExchangeSharp\nprivate void TimerCallback(object state)\n{\n+\n+#if DEBUG\n+\n+ // disable timer during debug, we don't want multiple callbacks fouling things up\n+ cacheTimer.Change(-1, -1);\n+\n+#endif\n+\nDateTime now = DateTime.UtcNow;\nWaitForReadLock();\ntry\n@@ -124,6 +139,13 @@ namespace ExchangeSharp\n{\nReleaseReadLock();\n}\n+\n+#if DEBUG\n+\n+ cacheTimer.Change(cacheTimerInterval, cacheTimerInterval);\n+\n+#endif\n+\n}\n/// <summary>\n@@ -132,6 +154,13 @@ namespace ExchangeSharp\n/// <param name=\"cleanupIntervalMilliseconds\">Cleanup interval in milliseconds, removes expired items from cache</param>\npublic MemoryCache(int cleanupIntervalMilliseconds = 10000)\n{\n+\n+#if DEBUG\n+\n+ cacheTimerInterval = cleanupIntervalMilliseconds;\n+\n+#endif\n+\n// set timer to remove expired cache items\ncacheTimer = new Timer(new System.Threading.TimerCallback(TimerCallback), null, cleanupIntervalMilliseconds, cleanupIntervalMilliseconds);\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix for multiple writers
|
329,148 |
02.08.2018 16:54:24
| 21,600 |
85b7b7714bb39e73ccd6754637da3440c84ffe61
|
Allow symbol array index
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -663,7 +663,7 @@ namespace ExchangeSharp\nreturn trades;\n}\n- private IWebSocket ConnectWebSocketOkex(Func<IWebSocket, Task> connected, Func<IWebSocket, string, string[], JToken, Task> callback)\n+ private IWebSocket ConnectWebSocketOkex(Func<IWebSocket, Task> connected, Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n{\nreturn ConnectWebSocket(string.Empty, async (_socket, msg) =>\n{\n@@ -675,14 +675,15 @@ namespace ExchangeSharp\nreturn;\n}\nvar sArray = channel.Split('_');\n- await callback(_socket, sArray[3] + SymbolSeparator + sArray[4], sArray, token[\"data\"]);\n+ string symbol = sArray[symbolArrayIndex] + SymbolSeparator + sArray[symbolArrayIndex + 1];\n+ await callback(_socket, symbol, sArray, token[\"data\"]);\n}, async (_socket) =>\n{\nawait connected(_socket);\n});\n}\n- private async Task<string[]> AddSymbolsToChannel(IWebSocket socket, string channelFormat, string[] symbols)\n+ private async Task<string[]> AddSymbolsToChannel(IWebSocket socket, string channelFormat, string[] symbols, bool useJustFirstSymbol = false)\n{\nif (symbols == null || symbols.Length == 0)\n{\n@@ -691,6 +692,10 @@ namespace ExchangeSharp\nforeach (string symbol in symbols)\n{\nstring normalizedSymbol = NormalizeSymbol(symbol);\n+ if (useJustFirstSymbol)\n+ {\n+ normalizedSymbol = normalizedSymbol.Substring(0, normalizedSymbol.IndexOf(SymbolSeparator[0]));\n+ }\nstring channel = string.Format(channelFormat, normalizedSymbol);\nstring msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\nawait socket.SendMessageAsync(msg);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Allow symbol array index
|
329,148 |
02.08.2018 17:03:37
| 21,600 |
62377339baf02e8b8774271f455ecbab7ec48d12
|
Okex simplify authentication
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -33,6 +33,15 @@ namespace ExchangeSharp\nSymbolIsUppercase = false;\n}\n+ private string GetPayloadForm(Dictionary<string, object> payload)\n+ {\n+ payload[\"api_key\"] = PublicApiKey.ToUnsecureString();\n+ var form = CryptoUtility.GetFormForPayload(payload, false);\n+ var sign = form + \"&secret_key=\" + PrivateApiKey.ToUnsecureString();\n+ sign = CryptoUtility.MD5Sign(sign);\n+ return form + \"&sign=\" + sign;\n+ }\n+\n#region ProcessRequest\nprotected override JToken CheckJsonResponse(JToken result)\n@@ -58,14 +67,7 @@ namespace ExchangeSharp\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n- payload.Remove(\"nonce\");\n- payload[\"api_key\"] = PublicApiKey.ToUnsecureString();\n- var msg = CryptoUtility.GetFormForPayload(payload, false);\n- msg = string.Join(\"&\", new SortedSet<string>(msg.Split('&'), StringComparer.Ordinal));\n- var sign = msg + \"&secret_key=\" + PrivateApiKey.ToUnsecureString();\n- sign = CryptoUtility.MD5Sign(sign);\n- msg += \"&sign=\" + sign;\n-\n+ string msg = GetPayloadForm(payload);\nawait CryptoUtility.WriteToRequestAsync(request, msg);\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Okex simplify authentication
|
329,148 |
02.08.2018 17:04:29
| 21,600 |
51824cabeee44543e9203cb19ced1b7c469c72c9
|
Skip null/empty keys
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -498,7 +498,7 @@ namespace ExchangeSharp\nStringBuilder form = new StringBuilder();\nforeach (KeyValuePair<string, object> keyValue in payload.OrderBy(kv => kv.Key))\n{\n- if (keyValue.Key != null && keyValue.Value != null && (includeNonce || keyValue.Key != \"nonce\"))\n+ if (!string.IsNullOrWhiteSpace(keyValue.Key) && keyValue.Value != null && (includeNonce || keyValue.Key != \"nonce\"))\n{\nform.AppendFormat(\"{0}={1}&\", Uri.EscapeDataString(keyValue.Key), Uri.EscapeDataString(keyValue.Value.ToStringInvariant()));\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Skip null/empty keys
|
329,148 |
02.08.2018 17:32:51
| 21,600 |
d357614dd0f7b676a9cfc47a64f8ac2b0e8d202c
|
Create auth signature for web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -36,12 +36,20 @@ namespace ExchangeSharp\nprivate string GetPayloadForm(Dictionary<string, object> payload)\n{\npayload[\"api_key\"] = PublicApiKey.ToUnsecureString();\n- var form = CryptoUtility.GetFormForPayload(payload, false);\n- var sign = form + \"&secret_key=\" + PrivateApiKey.ToUnsecureString();\n+ string form = CryptoUtility.GetFormForPayload(payload, false);\n+ string sign = form + \"&secret_key=\" + PrivateApiKey.ToUnsecureString();\nsign = CryptoUtility.MD5Sign(sign);\nreturn form + \"&sign=\" + sign;\n}\n+ private string GetAuthForWebSocket()\n+ {\n+ string apiKey = PublicApiKey.ToUnsecureString();\n+ string param = \"api_key=\" + apiKey + \"&secret_key=\" + PrivateApiKey.ToUnsecureString();\n+ string sign = CryptoUtility.MD5Sign(param);\n+ return $\"{{ \\\"event\\\": \\\"login\\\", \\\"parameters\\\": {{ \\\"api_key\\\": \\\"{apiKey}\\\", \\\"sign\\\": \\\"{sign}\\\" }} }}\";\n+ }\n+\n#region ProcessRequest\nprotected override JToken CheckJsonResponse(JToken result)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Create auth signature for web socket
|
329,148 |
02.08.2018 17:40:17
| 21,600 |
0f509ffdcb713415666f8f4853574d05a7f60814
|
Login mechanism for web socket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/Okex/ExchangeOkexAPI.cs",
"diff": "@@ -684,9 +684,19 @@ namespace ExchangeSharp\n{\nreturn;\n}\n+ else if (channel.EqualsWithOption(\"login\"))\n+ {\n+ if (token[\"data\"] != null && token[\"data\"][\"result\"] != null && token[\"data\"][\"result\"].ConvertInvariant<bool>())\n+ {\n+ await callback(_socket, \"login\", null, null);\n+ }\n+ }\n+ else\n+ {\nvar sArray = channel.Split('_');\nstring symbol = sArray[symbolArrayIndex] + SymbolSeparator + sArray[symbolArrayIndex + 1];\nawait callback(_socket, symbol, sArray, token[\"data\"]);\n+ }\n}, async (_socket) =>\n{\nawait connected(_socket);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Login mechanism for web socket
|
329,148 |
02.08.2018 20:33:00
| 21,600 |
35eed54f8678d62840128b27f8eb2a87be619178
|
Make dedicated ReaderWriterLockAsync class
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/MemoryCache.cs",
"new_path": "ExchangeSharp/Utility/MemoryCache.cs",
"diff": "@@ -48,6 +48,7 @@ namespace ExchangeSharp\n{\nprivate readonly Dictionary<string, KeyValuePair<DateTime, object>> cache = new Dictionary<string, KeyValuePair<DateTime, object>>(StringComparer.OrdinalIgnoreCase);\nprivate readonly Timer cacheTimer;\n+ private readonly ReaderWriterLockAsync cacheTimerLock = new ReaderWriterLockAsync();\n#if DEBUG\n@@ -55,55 +56,8 @@ namespace ExchangeSharp\n#endif\n- private int readers;\n- private int writers;\n- private void WaitForReadLock()\n- {\n- Interlocked.Increment(ref readers);\n- while (writers != 0)\n- {\n- // release the read lock\n- Interlocked.Decrement(ref readers);\n- // wait for no more writers\n- while (writers != 0)\n- {\n- // should be rare\n- Thread.Sleep(1);\n- }\n-\n- // re-acquire the read lock\n- Interlocked.Increment(ref readers);\n- }\n- }\n-\n- private void WaitForWriteLock()\n- {\n- if (readers == 0)\n- {\n- throw new InvalidOperationException(\"Must acquire read lock first\");\n- }\n-\n- // in order to acquire the write lock, there can be no other writers, and only 1 reader (the reader that was acquired right before this right lock)\n- while (Interlocked.Increment(ref writers) != 1 || readers != 1)\n- {\n- Interlocked.Decrement(ref writers);\n-\n- // should be rare\n- Thread.Sleep(1);\n- }\n- }\n-\n- private void ReleaseReadLock()\n- {\n- Interlocked.Decrement(ref readers);\n- }\n-\n- private void ReleaseWriteLock()\n- {\n- Interlocked.Decrement(ref writers);\n- }\nprivate void TimerCallback(object state)\n{\n@@ -116,11 +70,7 @@ namespace ExchangeSharp\n#endif\nDateTime now = DateTime.UtcNow;\n- WaitForReadLock();\n- try\n- {\n- WaitForWriteLock();\n- try\n+ using (var lockerWrite = cacheTimerLock.LockWrite())\n{\nforeach (var item in cache.ToArray())\n{\n@@ -130,15 +80,6 @@ namespace ExchangeSharp\n}\n}\n}\n- finally\n- {\n- ReleaseWriteLock();\n- }\n- }\n- finally\n- {\n- ReleaseReadLock();\n- }\n#if DEBUG\n@@ -196,18 +137,13 @@ namespace ExchangeSharp\n/// <param name=\"notFound\">Create T if not found, null to not do this. Item1 = value, Item2 = expiration.</param>\npublic async Task<CachedItem<T>> Get<T>(string key, Func<Task<CachedItem<T>>> notFound) where T : class\n{\n- WaitForReadLock();\n- try\n+ using (var lockRead = cacheTimerLock.LockRead())\n{\nif (cache.TryGetValue(key, out KeyValuePair<DateTime, object> cacheValue))\n{\nreturn new CachedItem<T>((T)cacheValue.Value, cacheValue.Key);\n}\n}\n- finally\n- {\n- ReleaseReadLock();\n- }\n// most likely the callback needs to make a network request, so don't do it in a lock\n// it's ok if multiple calls stack on the same cache key, the last one to finish will win\n@@ -216,23 +152,10 @@ namespace ExchangeSharp\n// don't add null values to the cache\nif (newItem.Value != null)\n{\n- try\n- {\n- WaitForReadLock();\n- try\n+ using (var lockWrite = cacheTimerLock.LockWrite())\n{\n- WaitForWriteLock();\ncache[key] = new KeyValuePair<DateTime, object>(newItem.Expiration, newItem.Value);\n}\n- finally\n- {\n- ReleaseWriteLock();\n- }\n- }\n- finally\n- {\n- ReleaseReadLock();\n- }\n}\nreturn newItem;\n@@ -245,23 +168,10 @@ namespace ExchangeSharp\n/// <returns>True if removed, false if not found</returns>\npublic bool Remove(string key)\n{\n- try\n- {\n- WaitForReadLock();\n- try\n+ using (var lockWrite = cacheTimerLock.LockWrite())\n{\n- WaitForWriteLock();\nreturn cache.Remove(key);\n}\n- finally\n- {\n- ReleaseWriteLock();\n- }\n- }\n- finally\n- {\n- ReleaseReadLock();\n- }\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make dedicated ReaderWriterLockAsync class
|
329,148 |
03.08.2018 09:19:54
| 21,600 |
ad30803cf813b531118703b809203f830bd9967e
|
Allow swapping out web socket implementation
Fix a few web socket parameter types to be IWebSocket too
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -439,7 +439,7 @@ namespace ExchangeSharp\n/// <param name=\"messageCallback\">Callback for messages</param>\n/// <param name=\"connectCallback\">Connect callback</param>\n/// <returns>Web socket - dispose of the wrapper to shutdown the socket</returns>\n- public WebSocketWrapper ConnectWebSocket\n+ public IWebSocket ConnectWebSocket\n(\nstring url,\nFunc<IWebSocket, byte[], Task> messageCallback,\n@@ -448,7 +448,7 @@ namespace ExchangeSharp\n)\n{\nstring fullUrl = BaseUrlWebSocket + (url ?? string.Empty);\n- WebSocketWrapper wrapper = new WebSocketWrapper { Uri = new Uri(fullUrl), OnMessage = messageCallback, KeepAlive = TimeSpan.FromSeconds(5.0) };\n+ ExchangeSharp.ClientWebSocket wrapper = new ExchangeSharp.ClientWebSocket { Uri = new Uri(fullUrl), OnMessage = messageCallback, KeepAlive = TimeSpan.FromSeconds(5.0) };\nif (connectCallback != null)\n{\nwrapper.Connected += connectCallback;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"new_path": "ExchangeSharp/API/Common/SignalrManager.cs",
"diff": "@@ -170,13 +170,13 @@ namespace ExchangeSharp\n{\nprivate IConnection connection;\nprivate string connectionData;\n- public WebSocketWrapper WebSocket { get; private set; }\n+ public ExchangeSharp.ClientWebSocket WebSocket { get; private set; }\npublic override bool SupportsKeepAlive => true;\npublic WebsocketCustomTransport(IHttpClient client) : base(client, \"webSockets\")\n{\n- WebSocket = new WebSocketWrapper();\n+ WebSocket = new ExchangeSharp.ClientWebSocket();\n}\n~WebsocketCustomTransport()\n"
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/API/Common/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/Utility/ClientWebSocket.cs",
"diff": "@@ -24,17 +24,132 @@ namespace ExchangeSharp\n/// <summary>\n/// Wraps a web socket for easy dispose later, along with auto-reconnect and message and reader queues\n/// </summary>\n- public sealed class WebSocketWrapper : IWebSocket\n+ public sealed class ClientWebSocket : IWebSocket\n{\n+ /// <summary>\n+ /// Client web socket implementation\n+ /// </summary>\n+ public interface IClientWebSocketImplementation : IDisposable\n+ {\n+ /// <summary>\n+ /// Web socket state\n+ /// </summary>\n+ WebSocketState State { get; }\n+\n+ /// <summary>\n+ /// Keep alive interval (heartbeat)\n+ /// </summary>\n+ TimeSpan KeepAliveInterval { get; set; }\n+\n+ /// <summary>\n+ /// Close cleanly\n+ /// </summary>\n+ /// <param name=\"closeStatus\"></param>\n+ /// <param name=\"statusDescription\"></param>\n+ /// <param name=\"cancellationToken\"></param>\n+ /// <returns></returns>\n+ Task CloseAsync(WebSocketCloseStatus closeStatus, string statusDescription, CancellationToken cancellationToken);\n+\n+ /// <summary>\n+ /// Close output immediately\n+ /// </summary>\n+ /// <param name=\"closeStatus\"></param>\n+ /// <param name=\"statusDescription\"></param>\n+ /// <param name=\"cancellationToken\"></param>\n+ /// <returns></returns>\n+ Task CloseOutputAsync(WebSocketCloseStatus closeStatus, string statusDescription, CancellationToken cancellationToken);\n+\n+ /// <summary>\n+ /// Connect\n+ /// </summary>\n+ /// <param name=\"uri\"></param>\n+ /// <param name=\"cancellationToken\"></param>\n+ /// <returns></returns>\n+ Task ConnectAsync(Uri uri, CancellationToken cancellationToken);\n+\n+ /// <summary>\n+ /// Receive\n+ /// </summary>\n+ /// <param name=\"buffer\"></param>\n+ /// <param name=\"cancellationToken\"></param>\n+ /// <returns></returns>\n+ Task<WebSocketReceiveResult> ReceiveAsync(ArraySegment<byte> buffer, CancellationToken cancellationToken);\n+\n+ /// <summary>\n+ /// Send\n+ /// </summary>\n+ /// <param name=\"buffer\"></param>\n+ /// <param name=\"messageType\"></param>\n+ /// <param name=\"endOfMessage\"></param>\n+ /// <param name=\"cancellationToken\"></param>\n+ /// <returns></returns>\n+ Task SendAsync(ArraySegment<byte> buffer, WebSocketMessageType messageType, bool endOfMessage, CancellationToken cancellationToken);\n+ }\n+\n+ private class ClientWebSocketImplementation : IClientWebSocketImplementation\n+ {\n+ private readonly System.Net.WebSockets.ClientWebSocket webSocket = new System.Net.WebSockets.ClientWebSocket();\n+\n+ public WebSocketState State\n+ {\n+ get { return webSocket.State; }\n+ }\n+\n+ public TimeSpan KeepAliveInterval\n+ {\n+ get { return webSocket.Options.KeepAliveInterval; }\n+ set { webSocket.Options.KeepAliveInterval = value; }\n+ }\n+\n+ public void Dispose()\n+ {\n+ webSocket.Dispose();\n+ }\n+\n+ public Task CloseAsync(WebSocketCloseStatus closeStatus, string statusDescription, CancellationToken cancellationToken)\n+ {\n+ return webSocket.CloseAsync(closeStatus, statusDescription, cancellationToken);\n+ }\n+\n+ public Task CloseOutputAsync(WebSocketCloseStatus closeStatus, string statusDescription, CancellationToken cancellationToken)\n+ {\n+ return webSocket.CloseOutputAsync(closeStatus, statusDescription, cancellationToken);\n+ }\n+\n+ public Task ConnectAsync(Uri uri, CancellationToken cancellationToken)\n+ {\n+ return webSocket.ConnectAsync(uri, cancellationToken);\n+ }\n+\n+ public Task<WebSocketReceiveResult> ReceiveAsync(ArraySegment<byte> buffer, CancellationToken cancellationToken)\n+ {\n+ return webSocket.ReceiveAsync(buffer, cancellationToken);\n+ }\n+\n+ public Task SendAsync(ArraySegment<byte> buffer, WebSocketMessageType messageType, bool endOfMessage, CancellationToken cancellationToken)\n+ {\n+ return webSocket.SendAsync(buffer, messageType, endOfMessage, cancellationToken);\n+ }\n+ }\n+\nprivate const int receiveChunkSize = 8192;\n- private ClientWebSocket webSocket = new ClientWebSocket();\n+ private static Func<IClientWebSocketImplementation> webSocketCreator = () => new ClientWebSocketImplementation();\n+\n+ // created from factory, allows swapping out underlying implementation\n+ private IClientWebSocketImplementation webSocket;\n+\nprivate readonly CancellationTokenSource cancellationTokenSource = new CancellationTokenSource();\nprivate readonly CancellationToken cancellationToken;\nprivate readonly BlockingCollection<object> messageQueue = new BlockingCollection<object>(new ConcurrentQueue<object>());\nprivate bool disposed;\n+ private void CreateWebSocket()\n+ {\n+ webSocket = webSocketCreator();\n+ }\n+\n/// <summary>\n/// The uri to connect to\n/// </summary>\n@@ -70,10 +185,28 @@ namespace ExchangeSharp\n/// </summary\npublic bool CloseCleanly { get; set; }\n+ /// <summary>\n+ /// Register a function that will be responsible for creating the underlying web socket implementation\n+ /// By default, C# built-in web sockets are used (Windows 8.1+ required). But you could swap out\n+ /// a different web socket for other platforms, testing, or other specialized needs.\n+ /// </summary>\n+ /// <param name=\"creator\">Creator function. Pass null to go back to the default implementation.</param>\n+ public static void RegisterWebSocketCreator(Func<IClientWebSocketImplementation> creator)\n+ {\n+ if (creator == null)\n+ {\n+ webSocketCreator = () => new ClientWebSocketImplementation();\n+ }\n+ else\n+ {\n+ webSocketCreator = creator;\n+ }\n+ }\n+\n/// <summary>\n/// Default constructor, does not begin listening immediately. You must set the properties and then call Start.\n/// </summary>\n- public WebSocketWrapper()\n+ public ClientWebSocket()\n{\ncancellationToken = cancellationTokenSource.Token;\n}\n@@ -83,6 +216,8 @@ namespace ExchangeSharp\n/// </summary>\npublic void Start()\n{\n+ CreateWebSocket();\n+\n// kick off message parser and message listener\nTask.Run(MessageTask);\nTask.Run(ReadTask);\n@@ -143,7 +278,7 @@ namespace ExchangeSharp\nreturn false;\n}\n- private void QueueActions(params Func<WebSocketWrapper, Task>[] actions)\n+ private void QueueActions(params Func<IWebSocket, Task>[] actions)\n{\nif (actions != null && actions.Length != 0)\n{\n@@ -163,7 +298,7 @@ namespace ExchangeSharp\n}\n}\n- private void QueueActionsWithNoExceptions(params Func<WebSocketWrapper, Task>[] actions)\n+ private void QueueActionsWithNoExceptions(params Func<IWebSocket, Task>[] actions)\n{\nif (actions != null && actions.Length != 0)\n{\n@@ -190,7 +325,7 @@ namespace ExchangeSharp\nprivate async Task ReadTask()\n{\nArraySegment<byte> receiveBuffer = new ArraySegment<byte>(new byte[receiveChunkSize]);\n- TimeSpan keepAlive = webSocket.Options.KeepAliveInterval;\n+ TimeSpan keepAlive = webSocket.KeepAliveInterval;\nMemoryStream stream = new MemoryStream();\nWebSocketReceiveResult result;\nbool wasConnected = false;\n@@ -200,7 +335,7 @@ namespace ExchangeSharp\ntry\n{\n// open the socket\n- webSocket.Options.KeepAliveInterval = KeepAlive;\n+ webSocket.KeepAliveInterval = KeepAlive;\nwasConnected = false;\nawait webSocket.ConnectAsync(Uri, cancellationToken);\nwasConnected = true;\n@@ -255,7 +390,7 @@ namespace ExchangeSharp\nif (!disposed)\n{\n// wait 5 seconds before attempting reconnect\n- webSocket = new ClientWebSocket();\n+ CreateWebSocket();\nawait Task.Delay(5000);\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Allow swapping out web socket implementation
Fix a few web socket parameter types to be IWebSocket too
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.