Trackers (#78)

Updated examples Updated CryptoExchange.Net to v8.1.0 Moved FormatSymbol to CoinExExchange class Added support Side setting on SharedTrade model Added CoinExTrackerFactory Added overload to Create method on CoinExOrderBookFactory support SharedSymbol parameter
JKorf · Oct 28, 2024 · 4c6fb2a · 4c6fb2a
1 parent cf9b754
commit 4c6fb2a
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Showing 24 changed files with 444 additions and 21 deletions.
diff --git a/CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApi.cs b/CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApi.cs
@@ -59,7 +59,8 @@ internal CoinExRestClientFuturesApi(ILogger logger, HttpClient? httpClient, Coin
         #endregion
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <inheritdoc />
         protected override IStreamMessageAccessor CreateAccessor() => new SystemTextJsonStreamMessageAccessor();

diff --git a/CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApiShared.cs b/CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApiShared.cs
@@ -584,7 +584,10 @@ 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(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

diff --git a/CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApi.cs b/CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApi.cs
@@ -52,8 +52,9 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
             => new CoinExV2AuthenticationProvider(credentials);
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
-
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
+
         #region methods
 
         /// <inheritdoc />

diff --git a/CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApiShared.cs b/CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApiShared.cs
@@ -63,7 +63,10 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
                 return new ExchangeResult<UpdateSubscription>(Exchange, validationError);
 
             var symbol = request.Symbol.GetSymbol(FormatSymbol);
-            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)))), ct).ConfigureAwait(false);
+            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }))), ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);
         }

diff --git a/CoinEx.Net/Clients/SpotApiV2/CoinExRestClientSpotApi.cs b/CoinEx.Net/Clients/SpotApiV2/CoinExRestClientSpotApi.cs
@@ -82,7 +82,8 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
             => new CoinExV2AuthenticationProvider(credentials);
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         #region methods
         internal async Task<WebCallResult> ExecuteAsync(Uri uri, HttpMethod method, CancellationToken ct, Dictionary<string, object>? parameters = null, bool signed = false)

diff --git a/CoinEx.Net/Clients/SpotApiV2/CoinExRestClientSpotApiShared.cs b/CoinEx.Net/Clients/SpotApiV2/CoinExRestClientSpotApiShared.cs
@@ -149,7 +149,10 @@ 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(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

diff --git a/CoinEx.Net/Clients/SpotApiV2/CoinExSocketClientSpotApi.cs b/CoinEx.Net/Clients/SpotApiV2/CoinExSocketClientSpotApi.cs
@@ -54,8 +54,9 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
         public ICoinExSocketClientSpotApiShared SharedClient => this;
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
-
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
+
         #region methods
 
         /// <inheritdoc />

diff --git a/CoinEx.Net/Clients/SpotApiV2/CoinExSocketClientSpotApiShared.cs b/CoinEx.Net/Clients/SpotApiV2/CoinExSocketClientSpotApiShared.cs
@@ -69,7 +69,10 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
                 if (update.UpdateType == SocketUpdateType.Snapshot)
                     return;
 
-                handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray()));
+                handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+                {
+                    Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+                }).ToArray()));
             }, ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);

diff --git a/CoinEx.Net/CoinEx.Net.csproj b/CoinEx.Net/CoinEx.Net.csproj
@@ -1,4 +1,4 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
     <LangVersion>10.0</LangVersion>
@@ -48,11 +48,11 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="CryptoExchange.Net" Version="8.1.0" />	
     <PackageReference Include="Crc32.NET" Version="1.2.0" />
     <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>
diff --git a/CoinEx.Net/CoinEx.Net.xml b/CoinEx.Net/CoinEx.Net.xml
diff --git a/CoinEx.Net/CoinExExchange.cs b/CoinEx.Net/CoinExExchange.cs
@@ -1,4 +1,7 @@
-namespace CoinEx.Net
+using CryptoExchange.Net.SharedApis;
+using System;
+
+namespace CoinEx.Net
 {
     /// <summary>
     /// CoinEx exchange information and configuration
@@ -22,5 +25,18 @@ public static class CoinExExchange
             "https://viabtc.github.io/coinex_api_en_doc/",
             "https://docs.coinex.com/api/v2/"
             };
+
+        /// <summary>
+        /// Format a base and quote asset to a CoinEx 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)
+        {
+            return $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        }
     }
 }
diff --git a/CoinEx.Net/CoinExTrackerFactory.cs b/CoinEx.Net/CoinExTrackerFactory.cs
@@ -0,0 +1,63 @@
+using CoinEx.Net.Clients;
+using CoinEx.Net.Interfaces;
+using CoinEx.Net.Interfaces.Clients;
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Trades;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace CoinEx.Net
+{
+    /// <inheritdoc />
+    public class CoinExTrackerFactory : ICoinExTrackerFactory
+    {
+        private readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CoinExTrackerFactory()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        public CoinExTrackerFactory(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+        }
+
+        /// <inheritdoc />
+        public ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<ICoinExRestClient>() ?? new CoinExRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<ICoinExSocketClient>() ?? new CoinExSocketClient();
+
+            IRecentTradeRestClient sharedRestClient;
+            ITradeSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.SpotApiV2.SharedClient;
+                sharedSocketClient = socketClient.SpotApiV2.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.FuturesApi.SharedClient;
+                sharedSocketClient = socketClient.FuturesApi.SharedClient;
+            }
+
+            return new TradeTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                sharedRestClient,
+                null,
+                sharedSocketClient,
+                symbol,
+                limit,
+                period
+                );
+        }
+    }
+}
diff --git a/CoinEx.Net/ExtensionMethods/ServiceCollectionExtensions.cs b/CoinEx.Net/ExtensionMethods/ServiceCollectionExtensions.cs
@@ -1,4 +1,5 @@
-using CoinEx.Net.Clients;
+using CoinEx.Net;
+using CoinEx.Net.Clients;
 using CoinEx.Net.Interfaces;
 using CoinEx.Net.Interfaces.Clients;
 using CoinEx.Net.Objects.Options;
@@ -61,6 +62,7 @@ public static IServiceCollection AddCoinEx(
             services.AddTransient<ICryptoRestClient, CryptoRestClient>();
             services.AddTransient<ICryptoSocketClient, CryptoSocketClient>();
             services.AddTransient<ICoinExOrderBookFactory, CoinExOrderBookFactory>();
+            services.AddTransient<ICoinExTrackerFactory, CoinExTrackerFactory>();
             services.AddTransient(x => x.GetRequiredService<ICoinExRestClient>().SpotApiV2.CommonSpotClient);
 
             services.RegisterSharedRestInterfaces(x => x.GetRequiredService<ICoinExRestClient>().SpotApiV2.SharedClient);

diff --git a/CoinEx.Net/Interfaces/ICoinExOrderBookFactory.cs b/CoinEx.Net/Interfaces/ICoinExOrderBookFactory.cs
@@ -1,5 +1,6 @@
 using CoinEx.Net.Objects.Options;
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.SharedApis;
 using System;
 
 namespace CoinEx.Net.Interfaces
@@ -19,6 +20,14 @@ public interface ICoinExOrderBookFactory
         /// </summary>
         public IOrderBookFactory<CoinExOrderBookOptions> Futures { 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<CoinExOrderBookOptions>? options = null);
+
         /// <summary>
         /// Create a SymbolOrderBook for the Spot API
         /// </summary>

diff --git a/CoinEx.Net/Interfaces/ICoinExTrackerFactory.cs b/CoinEx.Net/Interfaces/ICoinExTrackerFactory.cs
@@ -0,0 +1,24 @@
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CoinEx.Net.Interfaces
+{
+    /// <summary>
+    /// Tracker factory
+    /// </summary>
+    public interface ICoinExTrackerFactory
+    {
+        /// <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);
+    }
+}
diff --git a/CoinEx.Net/SymbolOrderBooks/CoinExOrderBookFactory.cs b/CoinEx.Net/SymbolOrderBooks/CoinExOrderBookFactory.cs
@@ -3,6 +3,7 @@
 using CoinEx.Net.Objects.Options;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.OrderBook;
+using CryptoExchange.Net.SharedApis;
 using Microsoft.Extensions.DependencyInjection;
 using Microsoft.Extensions.Logging;
 using System;
@@ -28,8 +29,22 @@ public CoinExOrderBookFactory(IServiceProvider serviceProvider)
         {
             _serviceProvider = serviceProvider;
 
-            Spot = new OrderBookFactory<CoinExOrderBookOptions>((symbol, options) => CreateSpot(symbol, options), (baseAsset, quoteAsset, options) => CreateSpot(baseAsset + quoteAsset, options));
-            Futures = new OrderBookFactory<CoinExOrderBookOptions>((symbol, options) => CreateFutures(symbol, options), (baseAsset, quoteAsset, options) => CreateFutures(baseAsset + quoteAsset, options));
+            Spot = new OrderBookFactory<CoinExOrderBookOptions>(
+                CreateSpot,
+                (sharedSymbol, options) => CreateSpot(CoinExExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+            Futures = new OrderBookFactory<CoinExOrderBookOptions>(
+                CreateFutures,
+                (sharedSymbol, options) => CreateFutures(CoinExExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+        }
+
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<CoinExOrderBookOptions>? options = null)
+        {
+            var symbolName = CoinExExchange.FormatSymbol(symbol.BaseAsset, symbol.QuoteAsset, symbol.TradingMode, symbol.DeliverTime);
+            if (symbol.TradingMode == TradingMode.Spot)
+                return CreateSpot(symbolName, options);
+
+            return CreateFutures(symbolName, options);
         }
 
         /// <inheritdoc />