Trackers

CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApi.cs

@@ -59,7 +59,8 @@ internal CoinExRestClientFuturesApi(ILogger logger, HttpClient? httpClient, Coin
         #endregion
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <inheritdoc />
         protected override IStreamMessageAccessor CreateAccessor() => new SystemTextJsonStreamMessageAccessor();

CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApiShared.cs

@@ -584,7 +584,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, null, default);
 
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApi.cs

@@ -52,8 +52,9 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
             => new CoinExV2AuthenticationProvider(credentials);
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
-
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
+
         #region methods
 
         /// <inheritdoc />

CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApiShared.cs

@@ -63,7 +63,10 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
                 return new ExchangeResult<UpdateSubscription>(Exchange, validationError);
 
             var symbol = request.Symbol.GetSymbol(FormatSymbol);
-            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)))), ct).ConfigureAwait(false);
+            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }))), ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);
         }

CoinEx.Net/Clients/SpotApiV2/CoinExRestClientSpotApi.cs

@@ -82,7 +82,8 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
             => new CoinExV2AuthenticationProvider(credentials);
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         #region methods
         internal async Task<WebCallResult> ExecuteAsync(Uri uri, HttpMethod method, CancellationToken ct, Dictionary<string, object>? parameters = null, bool signed = false)

CoinEx.Net/Clients/SpotApiV2/CoinExRestClientSpotApiShared.cs

@@ -149,7 +149,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, null, default);
 
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

CoinEx.Net/Clients/SpotApiV2/CoinExSocketClientSpotApi.cs

@@ -54,8 +54,9 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
         public ICoinExSocketClientSpotApiShared SharedClient => this;
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
-
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+                => CoinExExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
+
         #region methods
 
         /// <inheritdoc />

CoinEx.Net/Clients/SpotApiV2/CoinExSocketClientSpotApiShared.cs

@@ -69,7 +69,10 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
                 if (update.UpdateType == SocketUpdateType.Snapshot)
                     return;
 
-                handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray()));
+                handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+                {
+                    Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+                }).ToArray()));
             }, ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);

CoinEx.Net/CoinEx.Net.csproj

@@ -1,4 +1,4 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
     <LangVersion>10.0</LangVersion>
@@ -48,11 +48,11 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="CryptoExchange.Net" Version="8.1.0" />	
     <PackageReference Include="Crc32.NET" Version="1.2.0" />
     <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="CryptoExchange.Net" Version="8.0.3" />
   </ItemGroup>
 </Project>

CoinEx.Net/CoinExExchange.cs

@@ -1,4 +1,7 @@
-namespace CoinEx.Net
+using CryptoExchange.Net.SharedApis;
+using System;
+
+namespace CoinEx.Net
 {
     /// <summary>
     /// CoinEx exchange information and configuration
@@ -22,5 +25,18 @@ public static class CoinExExchange
             "https://viabtc.github.io/coinex_api_en_doc/",
             "https://docs.coinex.com/api/v2/"
             };
+
+        /// <summary>
+        /// Format a base and quote asset to a CoinEx recognized symbol 
+        /// </summary>
+        /// <param name="baseAsset">Base asset</param>
+        /// <param name="quoteAsset">Quote asset</param>
+        /// <param name="tradingMode">Trading mode</param>
+        /// <param name="deliverTime">Delivery time for delivery futures</param>
+        /// <returns></returns>
+        public static string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+        {
+            return $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+        }
     }
 }

CoinEx.Net/CoinExTrackerFactory.cs

@@ -0,0 +1,63 @@
+using CoinEx.Net.Clients;
+using CoinEx.Net.Interfaces;
+using CoinEx.Net.Interfaces.Clients;
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Trades;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace CoinEx.Net
+{
+    /// <inheritdoc />
+    public class CoinExTrackerFactory : ICoinExTrackerFactory
+    {
+        private readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CoinExTrackerFactory()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        public CoinExTrackerFactory(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+        }
+
+        /// <inheritdoc />
+        public ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<ICoinExRestClient>() ?? new CoinExRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<ICoinExSocketClient>() ?? new CoinExSocketClient();
+
+            IRecentTradeRestClient sharedRestClient;
+            ITradeSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.SpotApiV2.SharedClient;
+                sharedSocketClient = socketClient.SpotApiV2.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.FuturesApi.SharedClient;
+                sharedSocketClient = socketClient.FuturesApi.SharedClient;
+            }
+
+            return new TradeTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                sharedRestClient,
+                null,
+                sharedSocketClient,
+                symbol,
+                limit,
+                period
+                );
+        }
+    }
+}

CoinEx.Net/ExtensionMethods/ServiceCollectionExtensions.cs

@@ -1,4 +1,5 @@
-using CoinEx.Net.Clients;
+using CoinEx.Net;
+using CoinEx.Net.Clients;
 using CoinEx.Net.Interfaces;
 using CoinEx.Net.Interfaces.Clients;
 using CoinEx.Net.Objects.Options;
@@ -61,6 +62,7 @@ public static IServiceCollection AddCoinEx(
             services.AddTransient<ICryptoRestClient, CryptoRestClient>();
             services.AddTransient<ICryptoSocketClient, CryptoSocketClient>();
             services.AddTransient<ICoinExOrderBookFactory, CoinExOrderBookFactory>();
+            services.AddTransient<ICoinExTrackerFactory, CoinExTrackerFactory>();
             services.AddTransient(x => x.GetRequiredService<ICoinExRestClient>().SpotApiV2.CommonSpotClient);
 
             services.RegisterSharedRestInterfaces(x => x.GetRequiredService<ICoinExRestClient>().SpotApiV2.SharedClient);

CoinEx.Net/Interfaces/ICoinExOrderBookFactory.cs

@@ -1,5 +1,6 @@
 using CoinEx.Net.Objects.Options;
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.SharedApis;
 using System;
 
 namespace CoinEx.Net.Interfaces
@@ -19,6 +20,14 @@ public interface ICoinExOrderBookFactory
         /// </summary>
         public IOrderBookFactory<CoinExOrderBookOptions> Futures { get; }
 
+        /// <summary>
+        /// Create a SymbolOrderBook for the symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="options">Book options</param>
+        /// <returns></returns>
+        ISymbolOrderBook Create(SharedSymbol symbol, Action<CoinExOrderBookOptions>? options = null);
+
         /// <summary>
         /// Create a SymbolOrderBook for the Spot API
         /// </summary>

CoinEx.Net/Interfaces/ICoinExTrackerFactory.cs

@@ -0,0 +1,24 @@
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CoinEx.Net.Interfaces
+{
+    /// <summary>
+    /// Tracker factory
+    /// </summary>
+    public interface ICoinExTrackerFactory
+    {
+        /// <summary>
+        /// Create a new trade tracker for a symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="limit">The max amount of klines to retain</param>
+        /// <param name="period">The max period the data should be retained</param>
+        /// <returns></returns>
+        ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null);
+    }
+}

CoinEx.Net/SymbolOrderBooks/CoinExOrderBookFactory.cs

@@ -3,6 +3,7 @@
 using CoinEx.Net.Objects.Options;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.OrderBook;
+using CryptoExchange.Net.SharedApis;
 using Microsoft.Extensions.DependencyInjection;
 using Microsoft.Extensions.Logging;
 using System;
@@ -28,8 +29,22 @@ public CoinExOrderBookFactory(IServiceProvider serviceProvider)
         {
             _serviceProvider = serviceProvider;
 
-            Spot = new OrderBookFactory<CoinExOrderBookOptions>((symbol, options) => CreateSpot(symbol, options), (baseAsset, quoteAsset, options) => CreateSpot(baseAsset + quoteAsset, options));
-            Futures = new OrderBookFactory<CoinExOrderBookOptions>((symbol, options) => CreateFutures(symbol, options), (baseAsset, quoteAsset, options) => CreateFutures(baseAsset + quoteAsset, options));
+            Spot = new OrderBookFactory<CoinExOrderBookOptions>(
+                CreateSpot,
+                (sharedSymbol, options) => CreateSpot(CoinExExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+            Futures = new OrderBookFactory<CoinExOrderBookOptions>(
+                CreateFutures,
+                (sharedSymbol, options) => CreateFutures(CoinExExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+        }
+
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<CoinExOrderBookOptions>? options = null)
+        {
+            var symbolName = CoinExExchange.FormatSymbol(symbol.BaseAsset, symbol.QuoteAsset, symbol.TradingMode, symbol.DeliverTime);
+            if (symbol.TradingMode == TradingMode.Spot)
+                return CreateSpot(symbolName, options);
+
+            return CreateFutures(symbolName, options);
         }
 
         /// <inheritdoc />