Trackers (#168)

Updated examples
Updated CryptoExchange.Net to v8.1.0
Moved FormatSymbol to BitfinexExchange class
Added support Side setting on SharedTrade model
Added BitfinexTrackerFactory
Added overload to Create method on BitfinexOrderBookFactory support SharedSymbol parameter
Added filtering of TradeUpdate messages in Shared rest trade socket subscription (Trade execution messages are still processed)

Bitfinex.Net/Bitfinex.Net.csproj

@@ -1,4 +1,4 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
     <Nullable>enable</Nullable>
@@ -51,10 +51,10 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="CryptoExchange.Net" Version="8.1.0" />	
     <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="CryptoExchange.Net" Version="8.0.3" />
   </ItemGroup>
 </Project>

Bitfinex.Net/BitfinexExchange.cs

@@ -1,4 +1,7 @@
-namespace Bitfinex.Net
+using CryptoExchange.Net.SharedApis;
+using System;
+
+namespace Bitfinex.Net
 {
     /// <summary>
     /// Bitfinex exchange information and configuration
@@ -21,5 +24,24 @@ public static class BitfinexExchange
         public static string[] ApiDocsUrl { get; } = new[] {
             "https://docs.bitfinex.com/docs/introduction"
             };
+
+        /// <summary>
+        /// Format a base and quote asset to a Bitfinex recognized symbol 
+        /// </summary>
+        /// <param name="baseAsset">Base asset</param>
+        /// <param name="quoteAsset">Quote asset</param>
+        /// <param name="tradingMode">Trading mode</param>
+        /// <param name="deliverTime">Delivery time for delivery futures</param>
+        /// <returns></returns>
+        public static string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+        {
+            if (baseAsset == "USDT")
+                baseAsset = "UST";
+
+            if (quoteAsset == "USDT")
+                quoteAsset = "UST";
+
+            return $"t{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        }
     }
 }

Bitfinex.Net/BitfinexTrackerFactory.cs

@@ -0,0 +1,68 @@
+using Bitfinex.Net.Clients;
+using Bitfinex.Net.Interfaces;
+using Bitfinex.Net.Interfaces.Clients;
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace Bitfinex.Net
+{
+    /// <inheritdoc />
+    public class BitfinexTrackerFactory : IBitfinexTrackerFactory
+    {
+        private readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public BitfinexTrackerFactory()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        public BitfinexTrackerFactory(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+        }
+
+        /// <inheritdoc />
+        public IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = (_serviceProvider?.GetRequiredService<IBitfinexRestClient>() ?? new BitfinexRestClient()).SpotApi.SharedClient;
+            var socketClient = (_serviceProvider?.GetRequiredService<IBitfinexSocketClient>() ?? new BitfinexSocketClient()).SpotApi.SharedClient;
+
+            return new KlineTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                restClient,
+                socketClient,
+                symbol,
+                interval,
+                limit,
+                period
+                );
+        }
+
+        /// <inheritdoc />
+        public ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = (_serviceProvider?.GetRequiredService<IBitfinexRestClient>() ?? new BitfinexRestClient()).SpotApi.SharedClient;
+            var socketClient = (_serviceProvider?.GetRequiredService<IBitfinexSocketClient>() ?? new BitfinexSocketClient()).SpotApi.SharedClient;
+
+            return new TradeTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                null,
+                restClient,
+                socketClient,
+                symbol,
+                limit,
+                period
+                );
+        }
+    }
+}

Bitfinex.Net/Clients/SpotApi/BitfinexRestClientSpotApi.cs

@@ -74,15 +74,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
 
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            if (baseAsset == "USDT")
-                baseAsset = "UST";
-
-            if (quoteAsset == "USDT")
-                quoteAsset = "UST";
-
-            return $"t{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
-        }
+                => BitfinexExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         #region common interface
 

Bitfinex.Net/Clients/SpotApi/BitfinexRestClientSpotApiShared.cs

@@ -265,7 +265,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, null, default);
 
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(Math.Abs(x.Quantity), x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(Math.Abs(x.Quantity), x.Price, x.Timestamp)
+            {
+                Side = x.Quantity > 0 ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion
@@ -697,7 +700,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> ITradeHistoryRestClient.
                 nextToken = new DateTimeToken(result.Data.Min(o => o.Timestamp.AddMilliseconds(-1)));
 
             // Return
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data./*Where(x => x. < request.EndTime).*/Select(x => new SharedTrade(Math.Abs(x.Quantity), x.Price, x.Timestamp)).ToArray(), nextToken);
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data./*Where(x => x. < request.EndTime).*/Select(x => new SharedTrade(Math.Abs(x.Quantity), x.Price, x.Timestamp)
+            {
+                Side = x.Quantity > 0 ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray(), nextToken);
         }
         #endregion
 

Bitfinex.Net/Clients/SpotApi/BitfinexSocketClientSpotApi.cs

@@ -71,15 +71,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
 
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            if (baseAsset == "USDT")
-                baseAsset = "UST";
-
-            if (quoteAsset == "USDT")
-                quoteAsset = "UST";
-
-            return $"t{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
-        }
+                => BitfinexExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         public IBitfinexSocketClientSpotApiShared SharedClient => this;
 

Bitfinex.Net/Clients/SpotApi/BitfinexSocketClientSpotApiShared.cs

@@ -45,10 +45,13 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
             var symbol = request.Symbol.GetSymbol(FormatSymbol);
             var result = await SubscribeToTradeUpdatesAsync(symbol, update =>
             {
-                if (update.UpdateType == SocketUpdateType.Snapshot)
+                if (update.UpdateType == SocketUpdateType.Snapshot || update.StreamId!.EndsWith(".tu"))
                     return;
 
-                handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.QuantityAbs, x.Price, x.Timestamp)).ToArray()));
+                handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.QuantityAbs, x.Price, x.Timestamp)
+                {
+                    Side = x.Quantity > 0 ? SharedOrderSide.Buy : SharedOrderSide.Sell
+                }).ToArray()));
             }, ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);

Bitfinex.Net/ExtensionMethods/ServiceCollectionExtensions.cs

@@ -1,4 +1,5 @@
-using Bitfinex.Net.Clients;
+using Bitfinex.Net;
+using Bitfinex.Net.Clients;
 using Bitfinex.Net.Interfaces;
 using Bitfinex.Net.Interfaces.Clients;
 using Bitfinex.Net.Objects.Options;
@@ -57,6 +58,7 @@ public static IServiceCollection AddBitfinex(
             });
 
             services.AddTransient<IBitfinexOrderBookFactory, BitfinexOrderBookFactory>();
+            services.AddTransient<IBitfinexTrackerFactory, BitfinexTrackerFactory>();
             services.AddTransient<IBitfinexRestClient, BitfinexRestClient>();
             services.AddTransient(x => x.GetRequiredService<IBitfinexRestClient>().SpotApi.CommonSpotClient);
 

Bitfinex.Net/Interfaces/IBitfinexOrderBookFactory.cs

@@ -1,5 +1,6 @@
 using Bitfinex.Net.Objects.Options;
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.SharedApis;
 using System;
 
 namespace Bitfinex.Net.Interfaces
@@ -14,6 +15,14 @@ public interface IBitfinexOrderBookFactory
         /// </summary>
         public IOrderBookFactory<BitfinexOrderBookOptions> Spot { get; }
 
+        /// <summary>
+        /// Create a SymbolOrderBook for the symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="options">Book options</param>
+        /// <returns></returns>
+        ISymbolOrderBook Create(SharedSymbol symbol, Action<BitfinexOrderBookOptions>? options = null);
+
         /// <summary>
         /// Create a SymbolOrderBook
         /// </summary>

Bitfinex.Net/Interfaces/IBitfinexTrackerFactory.cs

@@ -0,0 +1,34 @@
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace Bitfinex.Net.Interfaces
+{
+    /// <summary>
+    /// Tracker factory
+    /// </summary>
+    public interface IBitfinexTrackerFactory
+    {
+        /// <summary>
+        /// Create a new kline tracker
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="interval">Kline interval</param>
+        /// <param name="limit">The max amount of klines to retain</param>
+        /// <param name="period">The max period the data should be retained</param>
+        /// <returns></returns>
+        IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null);
+
+        /// <summary>
+        /// Create a new trade tracker for a symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="limit">The max amount of klines to retain</param>
+        /// <param name="period">The max period the data should be retained</param>
+        /// <returns></returns>
+        ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null);
+    }
+}

Bitfinex.Net/Objects/Sockets/Subscriptions/BitfinexSubscription.cs

@@ -80,12 +80,11 @@ public BitfinexSubscription(ILogger logger,
             return nodeType == NodeType.Array ? typeof(BitfinexTopicUpdate<IEnumerable<T>>) : typeof(BitfinexTopicUpdate<T>);
         }
 
-        // After CryptoExchange.Net update:
-        //public override void DoHandleReset()
-        //{
-        //    _channelId = -1;
-        //    _firstUpdate = true;
-        //}
+        public override void DoHandleReset()
+        {
+            _channelId = -1;
+            _firstUpdate = true;
+        }
 
         public override void HandleSubQueryResponse(BitfinexResponse message)
         {
@@ -112,9 +111,9 @@ public override CallResult DoHandleMessage(SocketConnection connection, DataEven
             else if (message.Data is BitfinexUpdate<T> singleUpdate)
                 _handler?.Invoke(message.As<IEnumerable<T>>(new[] { singleUpdate.Data }, _channel, _symbol, _firstUpdate ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
             else if (message.Data is BitfinexTopicUpdate<IEnumerable<T>> array3Update)
-                _handler?.Invoke(message.As(array3Update.Data, _channel, _symbol, _firstUpdate ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
+                _handler?.Invoke(message.As(array3Update.Data, _channel + "." + array3Update.Topic, _symbol, _firstUpdate ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
             else if (message.Data is BitfinexTopicUpdate<T> single3Update)
-                _handler?.Invoke(message.As<IEnumerable<T>>(new[] { single3Update.Data }, _channel, _symbol, _firstUpdate ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
+                _handler?.Invoke(message.As<IEnumerable<T>>(new[] { single3Update.Data }, _channel + "." + single3Update.Topic, _symbol, _firstUpdate ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
 
             _firstUpdate = false;
             return new CallResult(null);