Trackers (#241)

Updated examples Updated CryptoExchange.Net to v8.1.0 Moved FormatSymbol to BybitExchange class Added support Side setting on SharedTrade model Added BybitTrackerFactory Added overload to Create method on BybitOrderBookFactory support SharedSymbol parameter
JKorf · Oct 28, 2024 · 5b99008 · 5b99008
1 parent de06c1e
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diff --git a/ByBit.Net/Bybit.Net.csproj b/ByBit.Net/Bybit.Net.csproj
@@ -48,10 +48,10 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="CryptoExchange.Net" Version="8.1.0" />	
     <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>
diff --git a/ByBit.Net/BybitExchange.cs b/ByBit.Net/BybitExchange.cs
@@ -1,4 +1,8 @@
-namespace Bybit.Net
+using CryptoExchange.Net;
+using CryptoExchange.Net.SharedApis;
+using System;
+
+namespace Bybit.Net
 {
     /// <summary>
     /// Bybit exchange information and configuration
@@ -22,5 +26,34 @@ public static class BybitExchange
             "https://bybit-exchange.github.io/docs/v3/intro",
             "https://bybit-exchange.github.io/docs/v5/intro"
             };
+
+        /// <summary>
+        /// Format a base and quote asset to a Bybit 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)
+        {
+            if (tradingMode == TradingMode.Spot)
+                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
+
+            if (tradingMode.IsLinear())
+            {
+                if (tradingMode.IsPerpetual())
+                {
+                    if (quoteAsset == "USDC")
+                        return baseAsset + "PERP";
+
+                    return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
+                }
+
+                return baseAsset.ToUpperInvariant() + "-" + deliverTime!.Value.ToString("ddMMMyy").ToUpperInvariant();
+            }
+
+            return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? string.Empty : (ExchangeHelpers.GetDeliveryMonthSymbol(deliverTime.Value) + deliverTime.Value.ToString("yy")));
+        }
     }
 }
diff --git a/ByBit.Net/BybitTrackerFactory.cs b/ByBit.Net/BybitTrackerFactory.cs
@@ -0,0 +1,105 @@
+using Bybit.Net.Clients;
+using Bybit.Net.Interfaces;
+using Bybit.Net.Interfaces.Clients;
+using CryptoExchange.Net;
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace Bybit.Net
+{
+    /// <inheritdoc />
+    public class BybitTrackerFactory : IBybitTrackerFactory
+    {
+        private readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public BybitTrackerFactory()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        public BybitTrackerFactory(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+        }
+
+        /// <inheritdoc />
+        public IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<IBybitRestClient>() ?? new BybitRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<IBybitSocketClient>() ?? new BybitSocketClient();
+
+            IKlineRestClient sharedRestClient;
+            IKlineSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.V5Api.SharedClient;
+                sharedSocketClient = socketClient.V5SpotApi.SharedClient;
+            }
+            else if (symbol.TradingMode.IsLinear())
+            {
+                sharedRestClient = restClient.V5Api.SharedClient;
+                sharedSocketClient = socketClient.V5LinearApi.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.V5Api.SharedClient;
+                sharedSocketClient = socketClient.V5InverseApi.SharedClient;
+            }
+
+            return new KlineTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                sharedRestClient,
+                sharedSocketClient,
+                symbol,
+                interval,
+                limit,
+                period
+                );
+        }
+
+        /// <inheritdoc />
+        public ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<IBybitRestClient>() ?? new BybitRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<IBybitSocketClient>() ?? new BybitSocketClient();
+
+            IRecentTradeRestClient? sharedRestClient = null;
+            ITradeSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.V5Api.SharedClient;
+                sharedSocketClient = socketClient.V5SpotApi.SharedClient;
+            }
+            else if (symbol.TradingMode.IsLinear())
+            {
+                sharedRestClient = restClient.V5Api.SharedClient;
+                sharedSocketClient = socketClient.V5LinearApi.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.V5Api.SharedClient;
+                sharedSocketClient = socketClient.V5InverseApi.SharedClient;
+            }
+
+            return new TradeTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(socketClient.Exchange),
+                sharedRestClient,
+                null,
+                sharedSocketClient,
+                symbol,
+                limit,
+                period
+                );
+        }
+    }
+}
diff --git a/ByBit.Net/Clients/V5/BybitRestClientApi.cs b/ByBit.Net/Clients/V5/BybitRestClientApi.cs
@@ -80,24 +80,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
 
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            if (tradingMode == TradingMode.Spot)
-                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
-
-            if (tradingMode.IsLinear()) {
-                if (tradingMode.IsPerpetual())
-                {
-                    if (quoteAsset == "USDC")
-                        return baseAsset + "PERP";
-
-                    return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
-                }
-
-                return baseAsset.ToUpperInvariant() + "-" + deliverTime!.Value.ToString("ddMMMyy").ToUpperInvariant();
-            }
-
-            return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? string.Empty : (ExchangeHelpers.GetDeliveryMonthSymbol(deliverTime.Value) + deliverTime.Value.ToString("yy")));
-        }
+                => BybitExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <summary>
         /// Get url for an endpoint

diff --git a/ByBit.Net/Clients/V5/BybitRestClientApiShared.cs b/ByBit.Net/Clients/V5/BybitRestClientApiShared.cs
@@ -176,7 +176,10 @@ 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.List.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.List.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

diff --git a/ByBit.Net/Clients/V5/BybitSocketClientBaseApi.cs b/ByBit.Net/Clients/V5/BybitSocketClientBaseApi.cs
@@ -38,24 +38,9 @@ internal BybitSocketClientBaseApi(ILogger log, BybitSocketOptions options, strin
             KeepAliveInterval = TimeSpan.Zero;
         }
 
-        /// <inheritdoc />
-
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            if (tradingMode == TradingMode.Spot)
-                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
-
-            if (tradingMode.IsLinear())
-            {
-                if (tradingMode.IsPerpetual())
-                    return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
-
-                return baseAsset.ToUpperInvariant() + "-" + deliverTime!.Value.ToString("ddMMMyy").ToUpperInvariant();
-            }
-
-            return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? string.Empty : (ExchangeHelpers.GetDeliveryMonthSymbol(deliverTime.Value) + deliverTime.Value.ToString("yy")));
-        }
+                => BybitExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <inheritdoc />
         public virtual Task<CallResult<UpdateSubscription>> SubscribeToOrderbookUpdatesAsync(string symbol, int depth, Action<DataEvent<BybitOrderbook>> updateHandler, CancellationToken ct = default)

diff --git a/ByBit.Net/Clients/V5/BybitSocketClientInverseApiShared.cs b/ByBit.Net/Clients/V5/BybitSocketClientInverseApiShared.cs
@@ -1,4 +1,5 @@
-using Bybit.Net.Interfaces.Clients.V5;
+using Bybit.Net.Enums;
+using Bybit.Net.Interfaces.Clients.V5;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.SharedApis;
@@ -60,7 +61,10 @@ 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);
         }

diff --git a/ByBit.Net/Clients/V5/BybitSocketClientLinearApiShared.cs b/ByBit.Net/Clients/V5/BybitSocketClientLinearApiShared.cs
@@ -1,4 +1,5 @@
-using Bybit.Net.Interfaces.Clients.V5;
+using Bybit.Net.Enums;
+using Bybit.Net.Interfaces.Clients.V5;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.SharedApis;
@@ -59,7 +60,10 @@ 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);
         }

diff --git a/ByBit.Net/Clients/V5/BybitSocketClientSpotApiShared.cs b/ByBit.Net/Clients/V5/BybitSocketClientSpotApiShared.cs
@@ -1,4 +1,5 @@
-using Bybit.Net.Interfaces.Clients.V5;
+using Bybit.Net.Enums;
+using Bybit.Net.Interfaces.Clients.V5;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.SharedApis;
@@ -46,7 +47,10 @@ 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);
         }

diff --git a/ByBit.Net/ExtensionMethods/ServiceCollectionExtensions.cs b/ByBit.Net/ExtensionMethods/ServiceCollectionExtensions.cs
@@ -1,4 +1,5 @@
-using Bybit.Net.Clients;
+using Bybit.Net;
+using Bybit.Net.Clients;
 using Bybit.Net.Interfaces;
 using Bybit.Net.Interfaces.Clients;
 using Bybit.Net.Objects.Options;
@@ -61,6 +62,7 @@ public static IServiceCollection AddBybit(
             services.AddTransient<ICryptoRestClient, CryptoRestClient>();
             services.AddTransient<ICryptoSocketClient, CryptoSocketClient>();
             services.AddTransient<IBybitOrderBookFactory, BybitOrderBookFactory>();
+            services.AddTransient<IBybitTrackerFactory, BybitTrackerFactory>();
             services.AddTransient(x => x.GetRequiredService<IBybitRestClient>().V5Api.CommonSpotClient);
 
             services.RegisterSharedRestInterfaces(x => x.GetRequiredService<IBybitRestClient>().V5Api.SharedClient);

diff --git a/ByBit.Net/Interfaces/IBybitOrderBookFactory.cs b/ByBit.Net/Interfaces/IBybitOrderBookFactory.cs
@@ -1,6 +1,7 @@
 using Bybit.Net.Enums;
 using Bybit.Net.Objects.Options;
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.SharedApis;
 using System;
 
 namespace Bybit.Net.Interfaces
@@ -25,6 +26,14 @@ public interface IBybitOrderBookFactory
         /// </summary>
         public IOrderBookFactory<BybitOrderBookOptions> LinearInverse { 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<BybitOrderBookOptions>? options = null);
+
         /// <summary>
         /// Create a SymbolOrderBook specifying the category
         /// </summary>

diff --git a/ByBit.Net/Interfaces/IBybitTrackerFactory.cs b/ByBit.Net/Interfaces/IBybitTrackerFactory.cs
@@ -0,0 +1,34 @@
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace Bybit.Net.Interfaces
+{
+    /// <summary>
+    /// Tracker factory
+    /// </summary>
+    public interface IBybitTrackerFactory
+    {
+        /// <summary>
+        /// Create a new kline tracker
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="interval">Kline interval</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>
+        IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null);
+
+        /// <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);
+    }
+}
diff --git a/ByBit.Net/SymbolOrderBooks/BybitOrderBookFactory.cs b/ByBit.Net/SymbolOrderBooks/BybitOrderBookFactory.cs
@@ -4,6 +4,7 @@
 using Bybit.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;
@@ -32,9 +33,25 @@ public BybitOrderBookFactory(IServiceProvider serviceProvider)
         {
             _serviceProvider = serviceProvider;
 
-            Spot = new OrderBookFactory<BybitOrderBookOptions>((symbol, options) => CreateSpot(symbol, options), (baseAsset, quoteAsset, options) => CreateSpot(baseAsset + quoteAsset, options));
-            Options = new OrderBookFactory<BybitOrderBookOptions>((symbol, options) => CreateOption(symbol, options), (baseAsset, quoteAsset, options) => CreateOption(baseAsset + quoteAsset, options));
-            LinearInverse = new OrderBookFactory<BybitOrderBookOptions>((symbol, options) => CreateLinearInverse(symbol, options), (baseAsset, quoteAsset, options) => CreateLinearInverse(baseAsset + quoteAsset, options));
+            Spot = new OrderBookFactory<BybitOrderBookOptions>(
+                CreateSpot,
+                (sharedSymbol, options) => CreateSpot(BybitExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+            Options = new OrderBookFactory<BybitOrderBookOptions>(
+                CreateOption,
+                (sharedSymbol, options) => CreateOption(BybitExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+            LinearInverse = new OrderBookFactory<BybitOrderBookOptions>(
+                CreateLinearInverse, 
+                (sharedSymbol, options) => CreateLinearInverse(BybitExchange.FormatSymbol(sharedSymbol.BaseAsset, sharedSymbol.QuoteAsset, sharedSymbol.TradingMode, sharedSymbol.DeliverTime), options));
+        }
+
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<BybitOrderBookOptions>? options = null)
+        {
+            var symbolName = BybitExchange.FormatSymbol(symbol.BaseAsset, symbol.QuoteAsset, symbol.TradingMode, symbol.DeliverTime);
+            if (symbol.TradingMode == TradingMode.Spot)
+                return CreateSpot(symbolName, options);
+
+            return CreateLinearInverse(symbolName, options);
         }
 
         /// <inheritdoc />