Skip to content

Commit

Permalink
Trackers (#120)
Browse files Browse the repository at this point in the history
Updated examples
Updated CryptoExchange.Net to v8.1.0
Moved FormatSymbol to KrakenExchange class
Added support Side setting on SharedTrade model
Added KrakenTrackerFactory
Added overload to Create method on KrakenOrderBookFactory support SharedSymbol parameter
Fixed websocket Unsubscribe for orderbook subscriptions
  • Loading branch information
JKorf authored Oct 28, 2024
1 parent d8f16a9 commit 559a1a0
Show file tree
Hide file tree
Showing 25 changed files with 475 additions and 24 deletions.
18 changes: 18 additions & 0 deletions Examples/Examples.sln
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,12 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kraken.Examples.Api", "Krak
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kraken.Examples.Console", "Kraken.Examples.Console\Kraken.Examples.Console.csproj", "{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kraken.Net", "..\Kraken.Net\Kraken.Net.csproj", "{00A92FF0-9CA4-4EBE-8642-18AC90974F3A}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kraken.Examples.OrderBook", "Kraken.Examples.OrderBook\Kraken.Examples.OrderBook.csproj", "{9838F221-C2AC-4DF8-A1E7-58DD78EF027C}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kraken.Examples.Tracker", "Kraken.Examples.Tracker\Kraken.Examples.Tracker.csproj", "{494D13E5-964C-4C0B-A44F-9B22584E78E6}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Expand All @@ -21,6 +27,18 @@ Global
{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}.Debug|Any CPU.Build.0 = Debug|Any CPU
{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}.Release|Any CPU.ActiveCfg = Release|Any CPU
{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}.Release|Any CPU.Build.0 = Release|Any CPU
{00A92FF0-9CA4-4EBE-8642-18AC90974F3A}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{00A92FF0-9CA4-4EBE-8642-18AC90974F3A}.Debug|Any CPU.Build.0 = Debug|Any CPU
{00A92FF0-9CA4-4EBE-8642-18AC90974F3A}.Release|Any CPU.ActiveCfg = Release|Any CPU
{00A92FF0-9CA4-4EBE-8642-18AC90974F3A}.Release|Any CPU.Build.0 = Release|Any CPU
{9838F221-C2AC-4DF8-A1E7-58DD78EF027C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{9838F221-C2AC-4DF8-A1E7-58DD78EF027C}.Debug|Any CPU.Build.0 = Debug|Any CPU
{9838F221-C2AC-4DF8-A1E7-58DD78EF027C}.Release|Any CPU.ActiveCfg = Release|Any CPU
{9838F221-C2AC-4DF8-A1E7-58DD78EF027C}.Release|Any CPU.Build.0 = Release|Any CPU
{494D13E5-964C-4C0B-A44F-9B22584E78E6}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{494D13E5-964C-4C0B-A44F-9B22584E78E6}.Debug|Any CPU.Build.0 = Debug|Any CPU
{494D13E5-964C-4C0B-A44F-9B22584E78E6}.Release|Any CPU.ActiveCfg = Release|Any CPU
{494D13E5-964C-4C0B-A44F-9B22584E78E6}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
Expand Down
7 changes: 5 additions & 2 deletions Examples/Kraken.Examples.Api/Kraken.Examples.Api.csproj
Original file line number Diff line number Diff line change
@@ -1,16 +1,19 @@
<Project Sdk="Microsoft.NET.Sdk.Web">

<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<InvariantGlobalization>true</InvariantGlobalization>
</PropertyGroup>

<ItemGroup>
<PackageReference Include="KrakenExchange.Net" Version="4.4.3" />
<PackageReference Include="Microsoft.AspNetCore.OpenApi" Version="7.0.0" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="6.4.0" />
</ItemGroup>

<ItemGroup>
<ProjectReference Include="..\..\Kraken.Net\Kraken.Net.csproj" />
</ItemGroup>

</Project>
Original file line number Diff line number Diff line change
Expand Up @@ -2,13 +2,13 @@

<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>

<ItemGroup>
<PackageReference Include="KrakenExchange.Net" Version="4.4.3" />
<ProjectReference Include="..\..\Kraken.Net\Kraken.Net.csproj" />
</ItemGroup>

</Project>
2 changes: 1 addition & 1 deletion Examples/Kraken.Examples.Console/Program.cs
Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,7 @@
var socketClient = new KrakenSocketClient(logFactory);
var subscription = await socketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH/USDT", update =>
{
Console.WriteLine($"Websocket client ticker price for ETHUSDT: {update.Data.LastTrade.Price}");
Console.WriteLine($"Websocket client ticker price for ETHUSDT: {update.Data.LastPrice}");
});

Console.ReadLine();
Original file line number Diff line number Diff line change
@@ -0,0 +1,18 @@
<Project Sdk="Microsoft.NET.Sdk">

<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>

<ItemGroup>
<PackageReference Include="Spectre.Console.Cli" Version="0.49.1" />
</ItemGroup>

<ItemGroup>
<ProjectReference Include="..\..\Kraken.Net\Kraken.Net.csproj" />
</ItemGroup>

</Project>
52 changes: 52 additions & 0 deletions Examples/Kraken.Examples.OrderBook/Program.cs
Original file line number Diff line number Diff line change
@@ -0,0 +1,52 @@
using Kraken.Net.Interfaces;
using CryptoExchange.Net;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using Spectre.Console;

var collection = new ServiceCollection();
collection.AddKraken();
var provider = collection.BuildServiceProvider();

var bookFactory = provider.GetRequiredService<IKrakenOrderBookFactory>();

// Creat and start the order book
var book = bookFactory.Create(new SharedSymbol(TradingMode.Spot, "ETH", "USD"));
var result = await book.StartAsync();
if (!result.Success)
{
Console.WriteLine(result.Error);
return;
}

// Create Spectre table
var table = new Table();
table.ShowRowSeparators = true;
table.AddColumn("Bid Quantity", x => { x.RightAligned(); })
.AddColumn("Bid Price", x => { x.RightAligned(); })
.AddColumn("Ask Price", x => { x.LeftAligned(); })
.AddColumn("Ask Quantity", x => { x.LeftAligned(); });

for(var i = 0; i < 10; i++)
table.AddEmptyRow();

await AnsiConsole.Live(table)
.StartAsync(async ctx =>
{
while (true)
{
var snapshot = book.Book;
for (var i = 0; i < 10; i++)
{
var bid = snapshot.bids.ElementAt(i);
var ask = snapshot.asks.ElementAt(i);
table.UpdateCell(i, 0, ExchangeHelpers.Normalize(bid.Quantity).ToString());
table.UpdateCell(i, 1, ExchangeHelpers.Normalize(bid.Price).ToString());
table.UpdateCell(i, 2, ExchangeHelpers.Normalize(ask.Price).ToString());
table.UpdateCell(i, 3, ExchangeHelpers.Normalize(ask.Quantity).ToString());
}

ctx.Refresh();
await Task.Delay(500);
}
});
18 changes: 18 additions & 0 deletions Examples/Kraken.Examples.Tracker/Kraken.Examples.Tracker.csproj
Original file line number Diff line number Diff line change
@@ -0,0 +1,18 @@
<Project Sdk="Microsoft.NET.Sdk">

<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>

<ItemGroup>
<PackageReference Include="Spectre.Console.Cli" Version="0.49.1" />
</ItemGroup>

<ItemGroup>
<ProjectReference Include="..\..\Kraken.Net\Kraken.Net.csproj" />
</ItemGroup>

</Project>
104 changes: 104 additions & 0 deletions Examples/Kraken.Examples.Tracker/Program.cs
Original file line number Diff line number Diff line change
@@ -0,0 +1,104 @@
using Kraken.Net.Interfaces;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using Spectre.Console;
using System.Globalization;

var collection = new ServiceCollection();
collection.AddKraken();
var provider = collection.BuildServiceProvider();

var trackerFactory = provider.GetRequiredService<IKrakenTrackerFactory>();

// Creat and start the tracker, keep track of the last 10 minutes
var tracker = trackerFactory.CreateTradeTracker(new SharedSymbol(TradingMode.Spot, "ETH", "USD"), period: TimeSpan.FromMinutes(10));
var result = await tracker.StartAsync();
if (!result.Success)
{
Console.WriteLine(result.Error);
return;
}

// Create Spectre table
var table = new Table();
table.ShowRowSeparators = true;
table.AddColumn("5 Min Data").AddColumn("-5 Min", x => { x.RightAligned(); })
.AddColumn("Now", x => { x.RightAligned(); })
.AddColumn("Dif", x => { x.RightAligned(); });

table.AddRow("Count", "", "", "");
table.AddRow("Average price", "", "", "");
table.AddRow("Average weighted price", "", "", "");
table.AddRow("Buy/Sell Ratio", "", "", "");
table.AddRow("Volume", "", "", "");
table.AddRow("Value", "", "", "");
table.AddRow("Complete", "", "", "");
table.AddRow("", "", "", "");
table.AddRow("Status", "", "", "");
table.AddRow("Synced From", "", "", "");

// Set default culture for currency display
CultureInfo ci = new CultureInfo("en-US");
Thread.CurrentThread.CurrentCulture = ci;
Thread.CurrentThread.CurrentUICulture = ci;

await AnsiConsole.Live(table)
.StartAsync(async ctx =>
{
while (true)
{
// Get the stats from 10 minutes until 5 minutes ago
var secondLastMinute = tracker.GetStats(DateTime.UtcNow.AddMinutes(-10), DateTime.UtcNow.AddMinutes(-5));

// Get the stats from 5 minutes ago until now
var lastMinute = tracker.GetStats(DateTime.UtcNow.AddMinutes(-5));

// Get the differences between them
var compare = secondLastMinute.CompareTo(lastMinute);

// Update the columns
UpdateDec(0, 1, secondLastMinute.TradeCount);
UpdateDec(0, 2, lastMinute.TradeCount);
UpdateStr(0, 3, $"[{(compare.TradeCountDif.Difference < 0 ? "red" : "green")}]{compare.TradeCountDif.Difference} / {compare.TradeCountDif.PercentageDifference}%[/]");

UpdateStr(1, 1, secondLastMinute.AveragePrice?.ToString("C"));
UpdateStr(1, 2, lastMinute.AveragePrice?.ToString("C"));
UpdateStr(1, 3, $"[{(compare.AveragePriceDif?.Difference < 0 ? "red" : "green")}]{compare.AveragePriceDif?.Difference?.ToString("C")} / {compare.AveragePriceDif?.PercentageDifference}%[/]");

UpdateStr(2, 1, secondLastMinute.VolumeWeightedAveragePrice?.ToString("C"));
UpdateStr(2, 2, lastMinute.VolumeWeightedAveragePrice?.ToString("C"));
UpdateStr(2, 3, $"[{(compare.VolumeWeightedAveragePriceDif?.Difference < 0 ? "red" : "green")}]{compare.VolumeWeightedAveragePriceDif?.Difference?.ToString("C")} / {compare.VolumeWeightedAveragePriceDif?.PercentageDifference}%[/]");

UpdateDec(3, 1, secondLastMinute.BuySellRatio);
UpdateDec(3, 2, lastMinute.BuySellRatio);
UpdateStr(3, 3, $"[{(compare.BuySellRatioDif?.Difference < 0 ? "red" : "green")}]{compare.BuySellRatioDif?.Difference} / {compare.BuySellRatioDif?.PercentageDifference}%[/]");

UpdateDec(4, 1, secondLastMinute.Volume);
UpdateDec(4, 2, lastMinute.Volume);
UpdateStr(4, 3, $"[{(compare.VolumeDif.Difference < 0 ? "red" : "green")}]{compare.VolumeDif.Difference} / {compare.VolumeDif.PercentageDifference}%[/]");

UpdateStr(5, 1, secondLastMinute.QuoteVolume.ToString("C"));
UpdateStr(5, 2, lastMinute.QuoteVolume.ToString("C"));
UpdateStr(5, 3, $"[{(compare.QuoteVolumeDif.Difference < 0 ? "red" : "green")}]{compare.QuoteVolumeDif.Difference?.ToString("C")} / {compare.QuoteVolumeDif.PercentageDifference}%[/]");

UpdateStr(6, 1, secondLastMinute.Complete.ToString());
UpdateStr(6, 2, lastMinute.Complete.ToString());

UpdateStr(8, 1, tracker.Status.ToString());
UpdateStr(9, 1, tracker.SyncedFrom?.ToString());

ctx.Refresh();
await Task.Delay(500);
}
});


void UpdateDec(int row, int col, decimal? val)
{
table.UpdateCell(row, col, val?.ToString() ?? string.Empty);
}

void UpdateStr(int row, int col, string? val)
{
table.UpdateCell(row, col, val ?? string.Empty);
}
8 changes: 7 additions & 1 deletion Examples/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -4,4 +4,10 @@
A minimal API showing how to integrate Kraken.Net in a web API project

### Kraken.Examples.Console
A simple console client demonstrating basic usage
A simple console client demonstrating basic usage

### Kraken.Examples.OrderBook
Example of using the client side order book implementation

### Kraken.Examples.Tracker
Example of using the trade tracker
4 changes: 1 addition & 3 deletions Kraken.Net/Clients/FuturesApi/KrakenRestClientFuturesApi.cs
Original file line number Diff line number Diff line change
Expand Up @@ -55,9 +55,7 @@ internal KrakenRestClientFuturesApi(ILogger logger, HttpClient? httpClient, Krak

/// <inheritdoc />
public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
{
return $"{(tradingMode == TradingMode.PerpetualLinear ? "PF" : tradingMode == TradingMode.PerpetualInverse ? "PI" : tradingMode == TradingMode.DeliveryLinear ? "FF": "FI")}_{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}" + (!deliverTime.HasValue ? string.Empty : ("_" + deliverTime.Value.ToString("yyMMdd")));
}
=> KrakenExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);

internal async Task<WebCallResult<U>> SendToAddressAsync<T, U>(string baseAddress, RequestDefinition definition, ParameterCollection? parameters, CancellationToken cancellationToken, int? weight = null) where T : KrakenFuturesResult<U>
{
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -149,7 +149,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
if (request.Limit != null)
data = data.Take(request.Limit.Value).ToArray();

return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, data.Select(x => new SharedTrade(x.Quantity!.Value, x.Price, x.Timestamp!.Value)).ToArray());
return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, data.Select(x => new SharedTrade(x.Quantity!.Value, x.Price, x.Timestamp!.Value)
{
Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
}).ToArray());
}

#endregion
Expand Down Expand Up @@ -243,7 +246,7 @@ async Task<ExchangeWebResult<SharedFuturesTicker>> IFuturesTickerRestClient.GetF

var time = DateTime.UtcNow;

return resultTicker.AsExchangeResult(Exchange, request.Symbol.TradingMode, new SharedFuturesTicker(resultTicker.Data.Symbol, resultTicker.Data.LastPrice ?? 0, 0, 0, resultTicker.Data.Volume24h, (resultTicker.Data.OpenPrice24h > 0 && resultTicker.Data.LastPrice > 0) ? Math.Round(resultTicker.Data.LastPrice.Value / resultTicker.Data.OpenPrice24h.Value * 100 - 100, 2) : null)
return resultTicker.AsExchangeResult(Exchange, request.Symbol.TradingMode, new SharedFuturesTicker(resultTicker.Data.Symbol, resultTicker.Data.LastPrice, null, null, resultTicker.Data.Volume24h, (resultTicker.Data.OpenPrice24h > 0 && resultTicker.Data.LastPrice > 0) ? Math.Round(resultTicker.Data.LastPrice.Value / resultTicker.Data.OpenPrice24h.Value * 100 - 100, 2) : null)
{
MarkPrice = resultTicker.Data.MarkPrice,
IndexPrice = resultTicker.Data.IndexPrice,
Expand Down Expand Up @@ -273,7 +276,7 @@ async Task<ExchangeWebResult<IEnumerable<SharedFuturesTicker>>> IFuturesTickerRe
}

var time = DateTime.UtcNow;
return resultTicker.AsExchangeResult<IEnumerable<SharedFuturesTicker>>(Exchange, request.TradingMode == null ? SupportedTradingModes : new[] { request.TradingMode.Value }, data.Select(x => new SharedFuturesTicker(x.Symbol, x.LastPrice ?? 0, 0, 0, x.Volume24h, (x.OpenPrice24h > 0 && x.LastPrice > 0) ? Math.Round(x.LastPrice.Value / x.OpenPrice24h.Value * 100 - 100, 2) : null)
return resultTicker.AsExchangeResult<IEnumerable<SharedFuturesTicker>>(Exchange, request.TradingMode == null ? SupportedTradingModes : new[] { request.TradingMode.Value }, data.Select(x => new SharedFuturesTicker(x.Symbol, x.LastPrice, null, null, x.Volume24h, (x.OpenPrice24h > 0 && x.LastPrice > 0) ? Math.Round(x.LastPrice.Value / x.OpenPrice24h.Value * 100 - 100, 2) : null)
{
MarkPrice = x.MarkPrice,
IndexPrice = x.IndexPrice,
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -47,9 +47,7 @@ internal KrakenSocketClientFuturesApi(ILogger logger, KrakenSocketOptions option

/// <inheritdoc />
public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
{
return $"{(tradingMode == TradingMode.PerpetualLinear ? "PF" : tradingMode == TradingMode.PerpetualInverse ? "PI" : tradingMode == TradingMode.DeliveryLinear ? "FF" : "FI")}_{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}" + (!deliverTime.HasValue ? string.Empty : ("_" + deliverTime.Value.ToString("yyMMdd")));
}
=> KrakenExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);

/// <inheritdoc />
public override string GetListenerIdentifier(IMessageAccessor message)
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,10 @@ 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);
}
Expand Down
3 changes: 2 additions & 1 deletion Kraken.Net/Clients/SpotApi/KrakenRestClientSpotApi.cs
Original file line number Diff line number Diff line change
Expand Up @@ -61,7 +61,8 @@ internal KrakenRestClientSpotApi(ILogger logger, HttpClient? httpClient, KrakenR
#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)
=> KrakenExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);

/// <inheritdoc />
protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
Expand Down
5 changes: 4 additions & 1 deletion Kraken.Net/Clients/SpotApi/KrakenRestClientSpotApiShared.cs
Original file line number Diff line number Diff line change
Expand Up @@ -155,7 +155,10 @@ 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.Data.Reverse().Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Data.Reverse().Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
{
Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
}).ToArray());
}

#endregion
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,10 @@ 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)))), false, 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
}))), false, ct).ConfigureAwait(false);

return new ExchangeResult<UpdateSubscription>(Exchange, result);
}
Expand Down
Loading

0 comments on commit 559a1a0

Please sign in to comment.