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Merged
merged 1 commit into from
Jan 29, 2022
Merged

add FTX.US and trade stream to FTX #721

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8 changes: 4 additions & 4 deletions src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -255,7 +255,7 @@ protected override Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<
foreach (var t in data)
{
var marketSymbol = t["symbol"].ToStringInvariant();
await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, t.ParseTrade("size", "price", "side", "timestamp", TimestampType.Iso8601, "trdMatchID")));
await callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, t.ParseTrade("size", "price", "side", "timestamp", TimestampType.Iso8601UTC, "trdMatchID")));
}
}, async (_socket) =>
{
Expand Down Expand Up @@ -426,7 +426,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin
var obj = await MakeJsonRequestAsync<JToken>(url);
foreach (var t in obj)
{
candles.Add(this.ParseCandle(t, marketSymbol, periodSeconds, "open", "high", "low", "close", "timestamp", TimestampType.Iso8601, "volume", "turnover", "vwap"));
candles.Add(this.ParseCandle(t, marketSymbol, periodSeconds, "open", "high", "low", "close", "timestamp", TimestampType.Iso8601UTC, "volume", "turnover", "vwap"));
}
candles.Reverse();

Expand Down Expand Up @@ -468,7 +468,7 @@ public async Task<IEnumerable<ExchangeTrade>> GetHistoricalTradesAsync(
var obj = await MakeJsonRequestAsync<JToken>(url);
foreach (var t in obj)
{
trades.Add(t.ParseTrade("size", "price", "side", "timestamp", TimestampType.Iso8601, "trdMatchID"));
trades.Add(t.ParseTrade("size", "price", "side", "timestamp", TimestampType.Iso8601UTC, "trdMatchID"));
}

return trades;
Expand Down Expand Up @@ -709,7 +709,7 @@ private ExchangePosition ParsePosition(JToken token)
LiquidationPrice = token["liquidationPrice"].ConvertInvariant<decimal>(),
Leverage = token["leverage"].ConvertInvariant<decimal>(),
LastPrice = token["lastPrice"].ConvertInvariant<decimal>(),
TimeStamp = CryptoUtility.ParseTimestamp(token["currentTimestamp"], TimestampType.Iso8601)
TimeStamp = CryptoUtility.ParseTimestamp(token["currentTimestamp"], TimestampType.Iso8601UTC)
};
return result;
}
Expand Down
67 changes: 62 additions & 5 deletions src/ExchangeSharp/API/Exchanges/Bithumb/ExchangeBithumbAPI.cs
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Expand Up @@ -12,6 +12,7 @@ The above copyright notice and this permission notice shall be included in all c

using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading.Tasks;

using Newtonsoft.Json.Linq;
Expand All @@ -21,6 +22,8 @@ namespace ExchangeSharp
public sealed partial class ExchangeBithumbAPI : ExchangeAPI
{
public override string BaseUrl { get; set; } = "https://api.bithumb.com";
public override string BaseUrlWebSocket { get; set; } = "wss://pubwss.bithumb.com/pub/ws";


private ExchangeBithumbAPI()
{
Expand Down Expand Up @@ -112,15 +115,16 @@ protected override (string baseCurrency, string quoteCurrency) OnSplitMarketSymb
protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
{
List<string> marketSymbols = new List<string>();
string marketSymbol = "all";
string marketSymbol = "all_BTC";
var data = await MakeRequestBithumbAsync(marketSymbol, "/public/ticker/$SYMBOL$");
foreach (JProperty token in data.Item1)
{
if (token.Name != "date")
{
marketSymbols.Add(token.Name);
}
}
marketSymbols.Add($"{token.Name}_KRW");
if (token.Name != "BTC") marketSymbols.Add($"{token.Name}_BTC");
}
}
return marketSymbols;
}

Expand Down Expand Up @@ -169,7 +173,60 @@ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeOrderBook
}
return books;
}
}

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
{
/*
{
"type" : "transaction",
"content" : {
"list" : [
{
"symbol" : "BTC_KRW", // currency code
"buySellGb" : "1", // Execution type (1: sell execution, 2: buy execution)
"contPrice" : "10579000", // Execution price
"contQty" : "0.01", // contract quantity
"contAmt" : "105790.00", // Execution amount
"contDtm" : "2020-01-29 12:24:18.830039", // Execution time
"updn" : "dn" // Compare with the previous price: up-up, dn-down
}
]
}
}
*/
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync(true)).ToArray();
}
return await ConnectPublicWebSocketAsync(null, messageCallback: async (_socket, msg) =>
{
JToken parsedMsg = JToken.Parse(msg.ToStringFromUTF8());
if (parsedMsg["status"].ToStringInvariant().Equals("0000"))
return; // either "Connected Successfully" or "Filter Registered Successfully"
else if (parsedMsg["status"].ToStringInvariant().Equals("5100"))
{
Logger.Error("Error in exchange {0} OnGetTradesWebSocketAsync(): {1}", Name, parsedMsg["resmsg"].ToStringInvariant());
return;
}
else if (parsedMsg["type"].ToStringInvariant().Equals("transaction"))
{
foreach (var data in parsedMsg["content"]["list"])
{
var exchangeTrade = data.ParseTrade("contQty", "contPrice", "buySellGb", "contDtm", TimestampType.Iso8601UTC, null, typeKeyIsBuyValue: "2");

await callback(new KeyValuePair<string, ExchangeTrade>(parsedMsg["market"].ToStringInvariant(), exchangeTrade));
}
}
}, connectCallback: async (_socket) =>
{
await _socket.SendMessageAsync(new
{
type = "transaction",
symbols = marketSymbols,
});
});
}
}

public partial class ExchangeName { public const string Bithumb = "Bithumb"; }
}
8 changes: 4 additions & 4 deletions src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -230,7 +230,7 @@ protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymb
{
JToken ticker = await MakeJsonRequestAsync<JToken>("/markets/" + marketSymbol + "/ticker");
//NOTE: Bittrex uses the term "BaseVolume" when referring to the QuoteCurrencyVolume
return await this.ParseTickerAsync(ticker, marketSymbol, "askRate", "bidRate", "lastTradeRate", "volume", "quoteVolume", "updatedAt", TimestampType.Iso8601);
return await this.ParseTickerAsync(ticker, marketSymbol, "askRate", "bidRate", "lastTradeRate", "volume", "quoteVolume", "updatedAt", TimestampType.Iso8601UTC);
}

protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()
Expand All @@ -241,7 +241,7 @@ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>>
foreach (JToken ticker in tickers)
{
marketSymbol = ticker["symbol"].ToStringInvariant();
ExchangeTicker tickerObj = await this.ParseTickerAsync(ticker, marketSymbol, "askRate", "bidRate", "lastTradeRate", "volume", "quoteVolume", "updatedAt", TimestampType.Iso8601);
ExchangeTicker tickerObj = await this.ParseTickerAsync(ticker, marketSymbol, "askRate", "bidRate", "lastTradeRate", "volume", "quoteVolume", "updatedAt", TimestampType.Iso8601UTC);
tickerList.Add(new KeyValuePair<string, ExchangeTicker>(marketSymbol, tickerObj));
}
return tickerList;
Expand Down Expand Up @@ -319,7 +319,7 @@ protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync
JToken array = await MakeJsonRequestAsync<JToken>(baseUrl);
foreach (JToken token in array)
{
trades.Add(token.ParseTrade("quantity", "rate", "takerSide", "executedAt", TimestampType.Iso8601, "id"));
trades.Add(token.ParseTrade("quantity", "rate", "takerSide", "executedAt", TimestampType.Iso8601UTC, "id"));
}
return trades;
}
Expand Down Expand Up @@ -488,7 +488,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin
{
//NOTE: Bittrex uses the term "BaseVolume" when referring to the QuoteCurrencyVolume
MarketCandle candle = this.ParseCandle(token: jsonCandle, marketSymbol: marketSymbol, periodSeconds: periodSeconds,
openKey: "open", highKey: "high", lowKey: "low", closeKey: "close", timestampKey: "startsAt", timestampType: TimestampType.Iso8601,
openKey: "open", highKey: "high", lowKey: "low", closeKey: "close", timestampKey: "startsAt", timestampType: TimestampType.Iso8601UTC,
baseVolumeKey: "volume", quoteVolumeKey: "quoteVolume");
if (startDate != null && endDate != null)
{
Expand Down
4 changes: 2 additions & 2 deletions src/ExchangeSharp/API/Exchanges/Bybit/ExchangeBybitAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -279,7 +279,7 @@ protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValu
priceKey: "price",
typeKey: "side",
timestampKey: "timestamp",
timestampType: TimestampType.Iso8601,
timestampType: TimestampType.Iso8601UTC,
idKey: "trade_id");
await callback(new KeyValuePair<string, ExchangeTrade>(dataRow["symbol"].ToStringInvariant(), trade));
}
Expand Down Expand Up @@ -927,7 +927,7 @@ private ExchangePosition ParsePosition(JToken token)
AveragePrice = token["entry_price"].ConvertInvariant<decimal>(),
LiquidationPrice = token["liq_price"].ConvertInvariant<decimal>(),
Leverage = token["effective_leverage"].ConvertInvariant<decimal>(),
TimeStamp = CryptoUtility.ParseTimestamp(token["updated_at"], TimestampType.Iso8601)
TimeStamp = CryptoUtility.ParseTimestamp(token["updated_at"], TimestampType.Iso8601UTC)
};
if (token["side"].ToStringInvariant() == "Sell")
result.Amount *= -1;
Expand Down
10 changes: 5 additions & 5 deletions src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@ protected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnG
protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)
{
JToken ticker = await MakeJsonRequestAsync<JToken>("/products/" + marketSymbol + "/ticker");
return await this.ParseTickerAsync(ticker, marketSymbol, "ask", "bid", "price", "volume", null, "time", TimestampType.Iso8601);
return await this.ParseTickerAsync(ticker, marketSymbol, "ask", "bid", "price", "volume", null, "time", TimestampType.Iso8601UTC);
}

protected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(string symbol, bool forceRegenerate = false)
Expand Down Expand Up @@ -375,7 +375,7 @@ protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IRea
JToken token = JToken.Parse(msg.ToStringFromUTF8());
if (token["type"].ToStringInvariant() == "ticker")
{
ExchangeTicker ticker = await this.ParseTickerAsync(token, token["product_id"].ToStringInvariant(), "best_ask", "best_bid", "price", "volume_24h", null, "time", TimestampType.Iso8601);
ExchangeTicker ticker = await this.ParseTickerAsync(token, token["product_id"].ToStringInvariant(), "best_ask", "best_bid", "price", "volume_24h", null, "time", TimestampType.Iso8601UTC);
callback(new List<KeyValuePair<string, ExchangeTicker>>() { new KeyValuePair<string, ExchangeTicker>(token["product_id"].ToStringInvariant(), ticker) });
}
}, async (_socket) =>
Expand Down Expand Up @@ -438,7 +438,7 @@ protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValu

private ExchangeTrade ParseTradeWebSocket(JToken token)
{
return token.ParseTradeCoinbase("size", "price", "side", "time", TimestampType.Iso8601, "trade_id");
return token.ParseTradeCoinbase("size", "price", "side", "time", TimestampType.Iso8601UTC, "trade_id");
}

protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object> callback)
Expand Down Expand Up @@ -556,7 +556,7 @@ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<Exchan
{
Callback = callback,
EndDate = endDate,
ParseFunction = (JToken token) => token.ParseTrade("size", "price", "side", "time", TimestampType.Iso8601, "trade_id"),
ParseFunction = (JToken token) => token.ParseTrade("size", "price", "side", "time", TimestampType.Iso8601UTC, "trade_id"),
StartDate = startDate,
MarketSymbol = marketSymbol,
Url = "/products/[marketSymbol]/trades",
Expand All @@ -578,7 +578,7 @@ protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync
List<ExchangeTrade> tradeList = new List<ExchangeTrade>();
foreach (JToken trade in trades)
{
tradeList.Add(trade.ParseTrade("size", "price", "side", "time", TimestampType.Iso8601, "trade_id"));
tradeList.Add(trade.ParseTrade("size", "price", "side", "time", TimestampType.Iso8601UTC, "trade_id"));
}
return tradeList;
}
Expand Down
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