Websocket APIs about exchangesharp HOT 12 CLOSED

Awesome. Let's nail down the interface first then we can start coding it up.

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from exchangesharp.

Which web socket API are your highest priority?

from exchangesharp.

@jjxtra We can split the work, I was playing recently with gdax, https://github.com/wklm/gdx-ws.

I could start with proposing an interface for all websokcet-based apis, and implement it for a few.
Nice thing them is that they're usually open, so we don't need to deal with authentication, rate limits etc

If this is fine, I would get back to you with a PR in ~ 2 weeks.

from exchangesharp.

Has anything come of this yet?

I've added this myself today before seeing your message. I haven't spent any time really at all considering what the best interface should be, but it looks something like this:

`ExchangePoloniexAPI polo = new ExchangePoloniexAPI();
polo.StartOrderBook();

        Console.WriteLine("POLO:");
        Console.WriteLine(polo.bid["LTC-BTC"] + " " + polo.ask["LTC-BTC"]);
        Console.WriteLine(polo.bid["ETH-BTC"] + " " + polo.ask["ETH-BTC"]);


        ExchangeGdaxAPI gdax = new ExchangeGdaxAPI();
        gdax.StartOrderBook();

        Console.WriteLine("\nGDAX:");
        Console.WriteLine(gdax.bid["LTC-BTC"] + " " + gdax.ask["LTC-BTC"]);
        Console.WriteLine(gdax.bid["ETH-BTC"] + " " + gdax.ask["ETH-BTC"]);`

Which results in this:

POLO:
0.01879998 0.0188
0.04901001 0.0490103

GDAX:
0.01894 0.01895
0.04914 0.04915

It starts a new thread when you call StartOrderBook(), which manages the bid/ask prices so that they are always up-to-date using the websocket API.

from exchangesharp.

Web socket is planned and will probably be an interface property on the IExchangeAPI interface, like an IExchangeWebSocketAPI that will handle the connections. @wklm is looking into proposing an interface.

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I would be interested in contributing a Binance Websocket API since that's the exchange I'm currently using. Has there been any movement from @wklm ?

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from exchangesharp.

hey @jjxtra,

sorry for the late response. I was trying out multiple things and decided to write it in F# using MailboxProcessors, an actor model "framework" included in the F# standard library. I can understand that you might want to keep the project C#-only, but since it should be fully interoperable with rest of the codebase, maybe it's worth to consider such an integration? Otherwise I would continue it as a separate project like this guys did:
https://github.com/timmolter/XChange
https://github.com/bitrich-info/xchange-stream

All the best in the new year!
Wojtek

CC: @firth @rsdaltx

from exchangesharp.

Let's continue it as a separate project for now.

from exchangesharp.

Just FYI all, web sockets are being implemented. Right now tickers are being added for those exchanges that support it, along with completed orders (Bitfinex). More will be added over time.

from exchangesharp.

Would be happy to help beta test GDAX websockets.

Thanks

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