Trackers

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);