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add trade stream to Gate.IO #739

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merged 1 commit into from
Feb 18, 2022
Merged

add trade stream to Gate.IO #739

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58 changes: 53 additions & 5 deletions src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -83,7 +83,8 @@ protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
{
foreach (JToken token in obj)
{
symbols.Add(token["id"].ToStringInvariant());
if (token["trade_status"].ToStringLowerInvariant() == "tradable")
symbols.Add(token["id"].ToStringInvariant());
}
}
return symbols;
Expand Down Expand Up @@ -117,7 +118,7 @@ protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketS
var market = new ExchangeMarket
{
MarketSymbol = marketSymbolToken["id"].ToStringUpperInvariant(),
IsActive = marketSymbolToken["trade_status"].ToStringUpperInvariant() == "tradable",
IsActive = marketSymbolToken["trade_status"].ToStringLowerInvariant() == "tradable",
QuoteCurrency = marketSymbolToken["quote"].ToStringUpperInvariant(),
BaseCurrency = marketSymbolToken["base"].ToStringUpperInvariant(),
};
Expand Down Expand Up @@ -433,15 +434,15 @@ protected override async Task OnCancelOrderAsync(string orderId, string symbol =
await MakeJsonRequestAsync<JToken>($"/spot/orders/{orderId}?currency_pair={symbol}", BaseUrl, payload, "DELETE");
}

string unixTimeInSeconds => ((long)CryptoUtility.UnixTimestampFromDateTimeSeconds(DateTime.Now)).ToStringInvariant();
protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object>? payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
payload.Remove("nonce");
var timestamp = ((long)CryptoUtility.UnixTimestampFromDateTimeSeconds(DateTime.Now)).ToStringInvariant();

request.AddHeader("KEY", PublicApiKey!.ToUnsecureString());
request.AddHeader("Timestamp", timestamp);
request.AddHeader("Timestamp", unixTimeInSeconds);

var privateApiKey = PrivateApiKey!.ToUnsecureString();

Expand All @@ -453,7 +454,7 @@ protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dicti
var hashBytes = sha512Hash.ComputeHash(sourceBytes);
var bodyHash = BitConverter.ToString(hashBytes).Replace("-", "").ToLowerInvariant();
var queryString = string.IsNullOrEmpty(request.RequestUri.Query) ? "" : request.RequestUri.Query.Substring(1);
var signatureString = $"{request.Method}\n{request.RequestUri.AbsolutePath}\n{queryString}\n{bodyHash}\n{timestamp}";
var signatureString = $"{request.Method}\n{request.RequestUri.AbsolutePath}\n{queryString}\n{bodyHash}\n{unixTimeInSeconds}";

using (HMACSHA512 hmac = new HMACSHA512(Encoding.UTF8.GetBytes(privateApiKey)))
{
Expand All @@ -469,5 +470,52 @@ protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dicti
await base.ProcessRequestAsync(request, payload);
}
}

protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
{
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["channel"].ToStringInvariant().Equals("spot.trades"))
{
if (parsedMsg["error"] != null)
throw new APIException($"Exchange returned error: {parsedMsg["error"].ToStringInvariant()}");
else if (parsedMsg["result"]["status"].ToStringInvariant().Equals("success"))
{
// successfully subscribed to trade stream
}
else
{
var exchangeTrade = parsedMsg["result"].ParseTrade("amount", "price", "side", "create_time_ms", TimestampType.UnixMillisecondsDouble, "id");

await callback(new KeyValuePair<string, ExchangeTrade>(parsedMsg["result"]["currency_pair"].ToStringInvariant(), exchangeTrade));
}
}
}, connectCallback: async (_socket) =>
{/*{ "time": int(time.time()),
"channel": "spot.trades",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT"]
}*/

// this doesn't work for some reason
//await _socket.SendMessageAsync(new
//{
// time = unixTimeInSeconds,
// channel = "spot.trades",
// @event = "subscribe",
// payload = marketSymbols,
//});
var quotedSymbols = marketSymbols.Select(s => $"\"{s}\"");
var combinedString = string.Join(",", quotedSymbols);
await _socket.SendMessageAsync(
$"{{ \"time\": {unixTimeInSeconds},\"channel\": \"spot.trades\",\"event\": \"subscribe\",\"payload\": [{combinedString}] }}");
});
}
}
}