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Set MarketSymbolIsUppercase to true for all Binance based exchanges #758

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Merged
merged 1 commit into from
Apr 1, 2022
Merged

Set MarketSymbolIsUppercase to true for all Binance based exchanges #758

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15 changes: 10 additions & 5 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -53,7 +53,7 @@ protected BinanceGroupCommon()
NonceStyle = NonceStyle.UnixMilliseconds;
NonceOffset = TimeSpan.FromSeconds(15); // 15 seconds are deducted from current UTCTime as base of the request time window
MarketSymbolSeparator = string.Empty;
MarketSymbolIsUppercase = false;
MarketSymbolIsUppercase = true;
WebSocketOrderBookType = WebSocketOrderBookType.DeltasOnly;
ExchangeGlobalCurrencyReplacements["BCC"] = "BCH";
}
Expand Down Expand Up @@ -275,6 +275,11 @@ protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValu
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
if (marketSymbols.Length > 400)
{
marketSymbols = marketSymbols.Take(400).ToArray();
Logger.Warn("subscribing to the first 400 symbols"); // binance does not allow subscribing to more than 400 symbols at a time
}
string url = await GetWebSocketStreamUrlForSymbolsAsync("@aggTrade", marketSymbols);
return await ConnectPublicWebSocketAsync(url, messageCallback: async (_socket, msg) =>
{
Expand Down Expand Up @@ -302,7 +307,7 @@ protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Acti
return await ConnectPublicWebSocketAsync($"/stream?streams={combined}", (_socket, msg) =>
{
string json = msg.ToStringFromUTF8();
var update = JsonConvert.DeserializeObject<MultiDepthStream>(json);
var update = JsonConvert.DeserializeObject<MultiDepthStream>(json, SerializerSettings);
string marketSymbol = update.Data.MarketSymbol;
ExchangeOrderBook book = new ExchangeOrderBook { SequenceId = update.Data.FinalUpdate, MarketSymbol = marketSymbol, LastUpdatedUtc = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(update.Data.EventTime) };
foreach (List<object> ask in update.Data.Asks)
Expand Down Expand Up @@ -1091,7 +1096,7 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
{
case "executionReport": // systematically check to make sure we are dealing with expected cases here
{
var update = JsonConvert.DeserializeObject<ExecutionReport>(token.ToStringInvariant());
var update = JsonConvert.DeserializeObject<ExecutionReport>(token.ToStringInvariant(), SerializerSettings);
switch (update.CurrentExecutionType)
{
case "NEW ": // The order has been accepted into the engine.
Expand All @@ -1115,7 +1120,7 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
throw new NotImplementedException("has been removed (per binance 2021-01-01)");
case "outboundAccountPosition":
{
var update = JsonConvert.DeserializeObject<OutboundAccount>(token.ToStringInvariant());
var update = JsonConvert.DeserializeObject<OutboundAccount>(token.ToStringInvariant(), SerializerSettings);
callback(new ExchangeBalances()
{
EventTime = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(update.EventTime),
Expand All @@ -1138,7 +1143,7 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
}
case "balanceUpdate":
{
var update = JsonConvert.DeserializeObject<BalanceUpdate>(token.ToStringInvariant());
var update = JsonConvert.DeserializeObject<BalanceUpdate>(token.ToStringInvariant(), SerializerSettings);
callback(new ExchangeBalances()
{
EventTime = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(update.EventTime),
Expand Down
5 changes: 0 additions & 5 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/ExchangeBinanceAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -18,11 +18,6 @@ public sealed class ExchangeBinanceAPI : BinanceGroupCommon
{
public override string BaseUrl { get; set; } = "https://api.binance.com";
public override string BaseUrlWebSocket { get; set; } = "wss://stream.binance.com:9443";

private ExchangeBinanceAPI()
{
MarketSymbolIsUppercase = true;
}
}

public partial class ExchangeName { public const string Binance = "Binance"; }
Expand Down