Trackers (#19)

Updated examples Updated CryptoExchange.Net to v8.1.0 Moved FormatSymbol to BingXExchange class Added support Side setting on SharedTrade model Added BingXTrackerFactory Added overload to Create method on BingXOrderBookFactory support SharedSymbol parameter Added Shared websocket kline subscription implementation for futures and spot APIs
JKorf · Oct 28, 2024 · 1e155c7 · 1e155c7
1 parent a52b1f4
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Showing 26 changed files with 533 additions and 18 deletions.
diff --git a/BingX.Net/BingX.Net.csproj b/BingX.Net/BingX.Net.csproj
@@ -48,10 +48,10 @@
       <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>
diff --git a/BingX.Net/BingX.Net.xml b/BingX.Net/BingX.Net.xml
diff --git a/BingX.Net/BingXExchange.cs b/BingX.Net/BingXExchange.cs
@@ -2,6 +2,7 @@
 using CryptoExchange.Net.RateLimiting;
 using CryptoExchange.Net.RateLimiting.Guards;
 using CryptoExchange.Net.RateLimiting.Interfaces;
+using CryptoExchange.Net.SharedApis;
 using System;
 using System.Collections.Generic;
 
@@ -29,6 +30,19 @@ public static class BingXExchange
             "https://bingx-api.github.io/docs"
             };
 
+        /// <summary>
+        /// Format a base and quote asset to a BingX 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();
+        }
+
         /// <summary>
         /// Rate limiter configuration for the BingX API
         /// </summary>

diff --git a/BingX.Net/BingXTrackerFactory.cs b/BingX.Net/BingXTrackerFactory.cs
@@ -0,0 +1,92 @@
+using BingX.Net.Clients;
+using BingX.Net.Interfaces;
+using BingX.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 BingX.Net
+{
+    /// <inheritdoc />
+    public class BingXTrackerFactory : IBingXTrackerFactory
+    {
+        private readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public BingXTrackerFactory()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        public BingXTrackerFactory(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+        }
+
+        /// <inheritdoc />
+        public IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<IBingXRestClient>() ?? new BingXRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<IBingXSocketClient>() ?? new BingXSocketClient();
+
+            IKlineRestClient sharedRestClient;
+            IKlineSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.SpotApi.SharedClient;
+                sharedSocketClient = socketClient.SpotApi.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.PerpetualFuturesApi.SharedClient;
+                sharedSocketClient = socketClient.PerpetualFuturesApi.SharedClient;
+            }
+
+            return new KlineTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                sharedRestClient,
+                sharedSocketClient,
+                symbol,
+                interval,
+                limit,
+                period
+                );
+        }
+
+        /// <inheritdoc />
+        public ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<IBingXRestClient>() ?? new BingXRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<IBingXSocketClient>() ?? new BingXSocketClient();
+
+            IRecentTradeRestClient sharedRestClient;
+            ITradeSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot) {
+                sharedRestClient = restClient.SpotApi.SharedClient;
+                sharedSocketClient = socketClient.SpotApi.SharedClient;
+            }
+            else {
+                sharedRestClient = restClient.PerpetualFuturesApi.SharedClient;
+                sharedSocketClient = socketClient.PerpetualFuturesApi.SharedClient;
+            }
+
+            return new TradeTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                sharedRestClient,
+                null,
+                sharedSocketClient,
+                symbol,
+                limit,
+                period
+                );
+        }
+    }
+}
diff --git a/BingX.Net/Clients/PerpetualFuturesApi/BingXRestClientPerpetualFuturesApi.cs b/BingX.Net/Clients/PerpetualFuturesApi/BingXRestClientPerpetualFuturesApi.cs
@@ -55,7 +55,9 @@ internal BingXRestClientPerpetualFuturesApi(ILogger logger, HttpClient? httpClie
         #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)
+                => BingXExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
+
         public IBingXRestClientPerpetualFuturesApiShared SharedClient => this;
 
         /// <inheritdoc />

diff --git a/BingX.Net/Clients/PerpetualFuturesApi/BingXRestClientPerpetualFuturesApiShared.cs b/BingX.Net/Clients/PerpetualFuturesApi/BingXRestClientPerpetualFuturesApiShared.cs
@@ -181,7 +181,10 @@ 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.Reverse().Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Reverse().Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

diff --git a/BingX.Net/Clients/PerpetualFuturesApi/BingXSocketClientPerpetualFuturesApi.cs b/BingX.Net/Clients/PerpetualFuturesApi/BingXSocketClientPerpetualFuturesApi.cs
@@ -50,7 +50,8 @@ internal BingXSocketClientPerpetualFuturesApi(ILogger logger, BingXSocketOptions
         #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)
+                => BingXExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <inheritdoc />
         protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)

diff --git a/BingX.Net/Clients/PerpetualFuturesApi/BingXSocketClientPerpetualFuturesApiShared.cs b/BingX.Net/Clients/PerpetualFuturesApi/BingXSocketClientPerpetualFuturesApiShared.cs
@@ -44,13 +44,42 @@ 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<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.TradeTime)).ToArray())), ct).ConfigureAwait(false);
+            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.TradeTime)
+            {
+                Side = x.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray())), ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);
         }
 
         #endregion
 
+        #region Kline client
+        SubscribeKlineOptions IKlineSocketClient.SubscribeKlineOptions { get; } = new SubscribeKlineOptions(false);
+        async Task<ExchangeResult<UpdateSubscription>> IKlineSocketClient.SubscribeToKlineUpdatesAsync(SubscribeKlineRequest request, Action<ExchangeEvent<SharedKline>> handler, CancellationToken ct)
+        {
+            var interval = (Enums.KlineInterval)request.Interval;
+            if (!Enum.IsDefined(typeof(Enums.KlineInterval), interval))
+                return new ExchangeResult<UpdateSubscription>(Exchange, new ArgumentError("Interval not supported"));
+
+            var validationError = ((IKlineSocketClient)this).SubscribeKlineOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes);
+            if (validationError != null)
+                return new ExchangeResult<UpdateSubscription>(Exchange, validationError);
+
+            var symbol = request.Symbol.GetSymbol(FormatSymbol);
+            var result = await SubscribeToKlineUpdatesAsync(symbol, interval, update =>
+            {
+                if (update.UpdateType == SocketUpdateType.Snapshot)
+                    return;
+                
+                foreach (var item in update.Data)
+                    handler(update.AsExchangeEvent(Exchange, new SharedKline(item.Timestamp, item.ClosePrice, item.HighPrice, item.LowPrice, item.OpenPrice, item.Volume)));
+            }, ct).ConfigureAwait(false);
+
+            return new ExchangeResult<UpdateSubscription>(Exchange, result);
+        }
+        #endregion
+
         #region Book Ticker client
 
         EndpointOptions<SubscribeBookTickerRequest> IBookTickerSocketClient.SubscribeBookTickerOptions { get; } = new EndpointOptions<SubscribeBookTickerRequest>(false);

diff --git a/BingX.Net/Clients/SpotApi/BingXRestClientSpotApi.cs b/BingX.Net/Clients/SpotApi/BingXRestClientSpotApi.cs
@@ -66,7 +66,8 @@ internal BingXRestClientSpotApi(ILogger logger, HttpClient? httpClient, BingXRes
         #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)
+                => BingXExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <inheritdoc />
         protected override IMessageSerializer CreateSerializer() => new SystemTextJsonMessageSerializer();

diff --git a/BingX.Net/Clients/SpotApi/BingXRestClientSpotApiShared.cs b/BingX.Net/Clients/SpotApi/BingXRestClientSpotApiShared.cs
@@ -152,7 +152,10 @@ 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.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

diff --git a/BingX.Net/Clients/SpotApi/BingXSocketClientSpotApi.cs b/BingX.Net/Clients/SpotApi/BingXSocketClientSpotApi.cs
@@ -54,7 +54,8 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
             => new BingXAuthenticationProvider(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)
+                => BingXExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         public IBingXSocketClientSpotApiShared SharedClient => this;
 

diff --git a/BingX.Net/Clients/SpotApi/BingXSocketClientSpotApiShared.cs b/BingX.Net/Clients/SpotApi/BingXSocketClientSpotApiShared.cs
@@ -45,13 +45,35 @@ 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<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.TradeTime) })), ct).ConfigureAwait(false);
+            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.TradeTime)
+            {
+                Side = update.Data.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            } })), ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);
         }
 
         #endregion
 
+        #region Kline client
+        SubscribeKlineOptions IKlineSocketClient.SubscribeKlineOptions { get; } = new SubscribeKlineOptions(false);
+        async Task<ExchangeResult<UpdateSubscription>> IKlineSocketClient.SubscribeToKlineUpdatesAsync(SubscribeKlineRequest request, Action<ExchangeEvent<SharedKline>> handler, CancellationToken ct)
+        {
+            var interval = (Enums.KlineInterval)request.Interval;
+            if (!Enum.IsDefined(typeof(Enums.KlineInterval), interval))
+                return new ExchangeResult<UpdateSubscription>(Exchange, new ArgumentError("Interval not supported"));
+
+            var validationError = ((IKlineSocketClient)this).SubscribeKlineOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes);
+            if (validationError != null)
+                return new ExchangeResult<UpdateSubscription>(Exchange, validationError);
+
+            var symbol = request.Symbol.GetSymbol(FormatSymbol);
+            var result = await SubscribeToKlineUpdatesAsync(symbol, interval, update => handler(update.AsExchangeEvent(Exchange, new SharedKline(update.Data.Kline.OpenTime, update.Data.Kline.ClosePrice, update.Data.Kline.HighPrice, update.Data.Kline.LowPrice, update.Data.Kline.OpenPrice, update.Data.Kline.Volume))), ct).ConfigureAwait(false);
+
+            return new ExchangeResult<UpdateSubscription>(Exchange, result);
+        }
+        #endregion
+
         #region Book Ticker client
 
         EndpointOptions<SubscribeBookTickerRequest> IBookTickerSocketClient.SubscribeBookTickerOptions { get; } = new EndpointOptions<SubscribeBookTickerRequest>(false);