Binance.TradeRobot.API/SDKAdapter/WebSockets/Order/SpotOrder/BinanceSpotOrderWebSocketClient.cs

using Binance.Net.Clients;
using Binance.Net.Objects;
using Binance.TradeRobot.Model.Base;
using CryptoExchange.Net.Authentication;
using Newtonsoft.Json;
using System;
using System.Collections.Generic;
using System.Threading;

namespace SDKAdapter.WebSockets.Order.SpotOrder
{
    public class BinanceSpotOrderWebSocketClient : SpotOrderWebSocketClient
    {
        private BinanceSocketClient binanceSocketClient;
        private BinanceClient binanceClient;
        private CancellationTokenSource cancellationTokenSource;
        private string listenKey;
        private IList<Binance.Net.Enums.OrderStatus> unSupportStateList;

        public BinanceSpotOrderWebSocketClient(Enums.BusinessType businessType, long accountId, string apiKey, string secret, NLog.ILogger logger)
                                              : base(businessType, accountId, apiKey, secret, logger)
        {
            var spotClientOption = new BinanceApiClientOptions()
            {
                BaseAddress = "https://api.binance.com",
                ApiCredentials = new ApiCredentials(apiKey, secret)
            };
            //var usdFuturesClientOption = new BinanceApiClientOptions()
            //{
            //    BaseAddress = "https://fapi.binance.com",
            //    ApiCredentials = new ApiCredentials(apiKey, secret)
            //};
            binanceClient = new BinanceClient(new BinanceClientOptions()
            {
                //UsdFuturesApiOptions = usdFuturesClientOption,
                SpotApiOptions = spotClientOption
            });
            binanceSocketClient = new BinanceSocketClient();
            listenKey = string.Empty;
            unSupportStateList = new List<Binance.Net.Enums.OrderStatus>()
            {
                Binance.Net.Enums.OrderStatus.PendingCancel,
                Binance.Net.Enums.OrderStatus.Insurance,
                Binance.Net.Enums.OrderStatus.Adl
            };
        }

        public override void Start(string symbol = "")
        {
            if (IsConnected)
                return;
            IsConnected = true;
            cancellationTokenSource = new CancellationTokenSource();
            var getListenKeyResponse = binanceClient.SpotApi.Account.StartIsolatedMarginUserStreamAsync(symbol).Result;
            if (!getListenKeyResponse.Success)
                throw new Exception(getListenKeyResponse.Error?.Message ?? "");
            listenKey = getListenKeyResponse.Data;
            binanceSocketClient.SpotStreams.SubscribeToUserDataUpdatesAsync(listenKey,
                (e) =>
                {
                    logger.Info(JsonConvert.SerializeObject(e.Data));
                    if (unSupportStateList.Contains(e.Data.Status))
                        return;
                    OnOrderUpdated?.Invoke(new Model.SpotOrderTradePublishInfo()
                    {
                        OrderId = e.Data.Id,
                        Symbol = e.Data.Symbol,
                        AccountId = this.AccountId,
                        OrderType = (Enums.OrderType)(int)e.Data.Type,
                        SpotOrderState = (Enums.SpotOrderState)(int)e.Data.Status,
                        TradeDirection = (Enums.TradeDirection)(int)e.Data.Side,
                        ClientOrderId = e.Data.ClientOrderId,
                        CummulativeTradeAmount = e.Data.QuoteQuantityFilled,
                        CummulativeTradeQuantity = e.Data.QuantityFilled,
                        Exchange = Enums.Exchange.Binance,
                        Fee = e.Data.Fee,
                        FeeUnit = e.Data.FeeAsset,
                        LastTradeAmount = e.Data.LastQuoteQuantity,
                        LastTradePrice = e.Data.LastPriceFilled,
                        LastTradeQuantity = e.Data.LastQuantityFilled,
                        LastTradeTime = e.Data.UpdateTime,
                        CreateTime = e.Data.CreateTime
                    });
                },
                (e) =>
                {

                },
                (e) =>
                {

                },
                (e) =>
                {

                },
                cancellationTokenSource.Token);
        }

        public override void Stop(string symbol = "")
        {
            if (!IsConnected)
                return;
            IsConnected = false;
            cancellationTokenSource.Cancel();
            binanceSocketClient.SpotStreams.Dispose();
            cancellationTokenSource = null;
            _ = binanceClient.SpotApi.Account.CloseIsolatedMarginUserStreamAsync(symbol, listenKey).Result;
            listenKey = string.Empty;
        }
    }
}