Bitmex.NET/Bitmex.NET.Example/MainWindowViewModel.cs at master · semashkinvg/Bitmex.NET · GitHub

History

270 lines (241 loc) · 10.6 KB

Raw

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

166

167

168

169

170

171

172

173

174

175

176

177

178

179

180

181

182

183

184

185

186

187

188

189

190

191

192

193

194

195

196

197

198

199

200

201

202

203

204

205

206

207

208

209

210

211

212

213

214

215

216

217

218

219

220

221

222

223

224

225

226

227

228

229

230

231

232

233

234

235

236

237

238

239

240

241

242

243

244

245

246

247

248

249

250

251

252

253

254

255

256

257

258

259

260

261

262

263

264

265

266

267

268

269

270

using AutoMapper;

using Bitmex.NET.Dtos;

using Bitmex.NET.Dtos.Socket;

using Bitmex.NET.Example.Annotations;

using Bitmex.NET.Example.Models;

using Bitmex.NET.Models;

using Prism.Commands;

using System;

using System.Collections.Generic;

using System.Collections.ObjectModel;

using System.ComponentModel;

using System.Linq;

using System.Runtime.CompilerServices;

using System.Threading.Tasks;

using System.Windows;

using System.Windows.Data;

using System.Windows.Input;

namespace Bitmex.NET.Example

{

public class MainWindowViewModel : INotifyPropertyChanged

{

private readonly IBitmexAuthorization _bitmexAuthorization;

private readonly IBitmexApiSocketService _bitmexApiSocketService;

private readonly object _syncObj = new object();

private readonly object _syncObjOrders = new object();

private readonly object _syncObjOrderBook10 = new object();

private readonly object _syncObjOrderBookL2 = new object();

private int _size;

private string _key;

private string _secret;

private bool _isConnected;

public ObservableCollection<InstrumentModel> Instruments { get; }

public ObservableCollection<OrderUpdateModel> OrderUpdates { get; }

public ObservableCollection<OrderBookModel> OrderBookL2 { get; }

public List<OrderBookModel> OrderBook10 { get; private set; }

public string Secret

{

get { return _secret; }

set

{

_secret = value;

OnPropertyChanged();

_bitmexAuthorization.Secret = _secret;

StartLoadSymbolsCmd.RaiseCanExecuteChanged();

}

public string Key

{

get { return _key; }

set

{

_key = value;

OnPropertyChanged();

_bitmexAuthorization.Key = _key;

StartLoadSymbolsCmd.RaiseCanExecuteChanged();

}

public int Size

{

get { return _size; }

set

{

_size = value;

OnPropertyChanged();

}

public bool IsConnected

{

get { return _isConnected; }

set

{

_isConnected = value;

OnPropertyChanged();

OnPropertyChanged(nameof(IsNotConnected));

}

public bool IsNotConnected => !IsConnected;

public ICommand BuyCmd { get; }

public ICommand SellCmd { get; }

public DelegateCommand StartLoadSymbolsCmd { get; }

public event PropertyChangedEventHandler PropertyChanged;

public MainWindowViewModel()

{

_bitmexAuthorization = new BitmexAuthorization { BitmexEnvironment = BitmexEnvironment.Test };

_bitmexApiSocketService = BitmexApiSocketService.CreateDefaultApi(_bitmexAuthorization);

BuyCmd = new DelegateCommand(Buy);

SellCmd = new DelegateCommand(Sell);

StartLoadSymbolsCmd = new DelegateCommand(StartLoad, CanStart);

Size = 1;

Instruments = new ObservableCollection<InstrumentModel>();

OrderUpdates = new ObservableCollection<OrderUpdateModel>();

OrderBookL2 = new ObservableCollection<OrderBookModel>();

BindingOperations.EnableCollectionSynchronization(Instruments, _syncObj);

BindingOperations.EnableCollectionSynchronization(OrderUpdates, _syncObjOrders);

BindingOperations.EnableCollectionSynchronization(OrderBookL2, _syncObjOrderBookL2);

}

private bool CanStart()

{

return !string.IsNullOrWhiteSpace(Key) && !string.IsNullOrWhiteSpace(Secret);

}

private void StartLoad()

{

try

{

IsConnected = _bitmexApiSocketService.Connect();

}

catch (Exception e)

{

MessageBox.Show(e.Message);

}

if (IsConnected)

{

_bitmexApiSocketService.Subscribe(BitmetSocketSubscriptions.CreateInstrumentSubsription(

message =>

{

foreach (var instrumentDto in message.Data)

{

lock (_syncObj)

{

var existing = Instruments.FirstOrDefault(a => a.Symbol == instrumentDto.Symbol);

if (existing != null && message.Action == BitmexActions.Update)

{

Mapper.Map<InstrumentDto, InstrumentModel>(instrumentDto, existing);

}

else if (message.Action != BitmexActions.Partial && message.Action != BitmexActions.Delete)

{

Instruments.Add(Mapper.Map<InstrumentDto, InstrumentModel>(instrumentDto));

}

}));

_bitmexApiSocketService.Subscribe(BitmetSocketSubscriptions.CreateOrderSubsription(

message =>

{

foreach (var order in message.Data)

{

lock (_syncObjOrders)

{

var existing = OrderUpdates.FirstOrDefault(a => a.OrderId == order.OrderId);

if (existing != null && message.Action == BitmexActions.Update)

{

Mapper.Map<OrderDto, OrderUpdateModel>(order, existing);

}

else if (message.Action != BitmexActions.Partial && message.Action != BitmexActions.Delete)

{

OrderUpdates.Add(Mapper.Map<OrderDto, OrderUpdateModel>(order));

}

OnPropertyChanged(nameof(OrderUpdates));

}

}));

_bitmexApiSocketService.Subscribe(BitmetSocketSubscriptions.CreateOrderBook10Subsription(

message =>

{

foreach (var dto in message.Data)

{

if (dto.Symbol != "XBTUSD")

{

continue;

}

lock (_syncObjOrderBook10)

{

OrderBook10 = dto.Asks.Select(a =>

new OrderBookModel { Direction = "Sell", Price = a[0], Size = a[1] })

.Union(dto.Asks.Select(a =>

new OrderBookModel { Direction = "Buy", Price = a[0], Size = a[1] })).ToList();

}

OnPropertyChanged(nameof(OrderBook10));

}

}));

_bitmexApiSocketService.Subscribe(BitmetSocketSubscriptions.CreateOrderBookL2Subsription(

message =>

{

foreach (var dto in message.Data)

{

if (dto.Symbol != "XBTUSD")

{

continue;

}

lock (_syncObjOrderBookL2)

{

if (message.Action == BitmexActions.Insert || message.Action == BitmexActions.Partial)

{

OrderBookL2.Add(Mapper.Map<OrderBookDto, OrderBookModel>(dto));

}

if (message.Action == BitmexActions.Delete)

{

var existing = OrderBookL2.FirstOrDefault(a => a.Id == dto.Id);

if (existing != null)

{

OrderBookL2.Remove(existing);

}

if (message.Action == BitmexActions.Update)

{

var existing = OrderBookL2.FirstOrDefault(a => a.Id == dto.Id);

if (existing == null)

{

OrderBookL2.Add(Mapper.Map<OrderBookDto, OrderBookModel>(dto));

}

else

{

Mapper.Map<OrderBookDto, OrderBookModel>(dto, existing);

}

OnPropertyChanged(nameof(OrderBook10));

}

}));

}

[NotifyPropertyChangedInvocator]

protected virtual void OnPropertyChanged([CallerMemberName] string propertyName = null)

{

PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(propertyName));

}

private async void Sell()

{

var posOrderParams = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", Size, OrderSide.Sell);

var bitmexApiService = BitmexApiService.CreateDefaultApi(_bitmexAuthorization);

await bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, posOrderParams).ContinueWith(ProcessPostOrderResult);

}

private async void Buy()

{

var posOrderParams = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", Size, OrderSide.Buy);

var bitmexApiService = BitmexApiService.CreateDefaultApi(_bitmexAuthorization);

await bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, posOrderParams).ContinueWith(ProcessPostOrderResult);

}

private void ProcessPostOrderResult(Task<BitmexApiResult<OrderDto>> task)

{

if (task.Exception != null)

{

MessageBox.Show((task.Exception.InnerException ?? task.Exception).Message);

}

else

{

MessageBox.Show($"order has been placed with Id {task.Result.Result.OrderId}");

}

Bitmex.NET/Bitmex.NET.Example/MainWindowViewModel.cs at master · semashkinvg/Bitmex.NET · GitHub

Expand file tree

Breadcrumbs

MainWindowViewModel.cs

Latest commit

History

Breadcrumbs

MainWindowViewModel.cs

File metadata and controls