Merge pull request #6 from codez0mb1e/develop

Migrate to Binance.Net nuget-package

src/BinanceBot.Market/BaseMarketBot.cs

@@ -1,8 +1,7 @@
 using System;
 using System.Collections.Generic;
 using System.Threading.Tasks;
-using BinanceExchange.API.Models.Request;
-using BinanceExchange.API.Models.Response;
+using Binance.Net.Objects.Spot.SpotData;
 using NLog;
 
 namespace BinanceBot.Market
@@ -17,6 +16,8 @@ public abstract class BaseMarketBot<TStrategy> :
     {
         protected readonly Logger Logger;
 
+        protected readonly TStrategy MarketStrategy;
+
 
         protected BaseMarketBot(string symbol, TStrategy marketStrategy, Logger logger)
         {
@@ -28,20 +29,18 @@ protected BaseMarketBot(string symbol, TStrategy marketStrategy, Logger logger)
 
         public string Symbol { get; }
 
-        public TStrategy MarketStrategy { get; }
-
 
         public abstract Task RunAsync();
 
         public abstract void Stop();
 
         public abstract Task ValidateConnectionAsync();
 
-        public abstract Task<IEnumerable<OrderResponse>> GetOpenedOrdersAsync(string symbol);
+        public abstract Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol);
 
-        public abstract Task CancelOrdersAsync(IEnumerable<OrderResponse> orders);
+        public abstract Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders);
 
-        public abstract Task<BaseCreateOrderResponse> CreateOrderAsync(CreateOrderRequest order);
+        public abstract Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order);
 
 
         public abstract void Dispose();

src/BinanceBot.Market/BinanceBot.Market.csproj

@@ -2,11 +2,12 @@
 
   <PropertyGroup>
     <TargetFramework>netstandard2.1</TargetFramework>
-    <LangVersion>8.0</LangVersion>
+    <LangVersion>9.0</LangVersion>
   </PropertyGroup>
 
   <ItemGroup>
-    <ProjectReference Include="..\BinanceDotNet.BinanceExchange.API\BinanceDotNet.BinanceExchange.API.csproj" />
+    <PackageReference Include="Binance.Net" Version="7.2.1" />
+    <PackageReference Include="NLog" Version="4.7.11" />
   </ItemGroup>
 
 </Project>

src/BinanceBot.Market/CreateOrderRequest.cs

@@ -0,0 +1,29 @@
+using Binance.Net.Enums;
+
+namespace BinanceBot.Market
+{
+    /// <summary>
+    /// Request object used to create a new Binance order
+    /// </summary>
+    public class CreateOrderRequest
+    {
+        public string Symbol { get; set; }
+
+        public OrderSide Side { get; set; }
+
+        public OrderType Type { get; set; }
+
+        public TimeInForce? TimeInForce { get; set; }
+
+        public decimal Quantity { get; set; }
+
+        public decimal? Price { get; set; } 
+
+        public string NewClientOrderId { get; set; }
+
+        public decimal? StopPrice { get; set; }
+
+        public decimal? IcebergQuantity { get; set; }
+        public int? RecvWindow { get; set; }
+    }
+}

src/BinanceBot.Market/IMarketBot.cs

@@ -1,8 +1,6 @@
 using System.Collections.Generic;
 using System.Threading.Tasks;
-
-using BinanceExchange.API.Models.Request;
-using BinanceExchange.API.Models.Response;
+using Binance.Net.Objects.Spot.SpotData;
 
 
 namespace BinanceBot.Market
@@ -38,18 +36,18 @@ public interface IMarketBot
         /// Get currently opened orders
         /// </summary>
         /// <param name="symbol"></param>
-        Task<IEnumerable<OrderResponse>> GetOpenedOrdersAsync(string symbol);
+        Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol);
 
         /// <summary>
         /// Create new order
         /// </summary>
         /// <param name="order"></param>
-        Task<BaseCreateOrderResponse> CreateOrderAsync(CreateOrderRequest order);
+        Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order);
 
         /// <summary>
         /// Cancel orders
         /// </summary>
         /// <param name="orders"></param>
-        Task CancelOrdersAsync(IEnumerable<OrderResponse> orders);
+        Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders);
     }
 }

src/BinanceBot.Market/MarketDepth.cs

@@ -1,9 +1,10 @@
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using Binance.Net.Enums;
+using Binance.Net.Objects;
 using BinanceBot.Market.Utility;
-using BinanceExchange.API.Enums;
-using BinanceExchange.API.Models.Response;
+
 
 namespace BinanceBot.Market
 {
@@ -76,7 +77,7 @@ public MarketDepth(string symbol)
         /// <summary>
         /// Update market depth
         /// </summary>
-        public void UpdateDepth(IEnumerable<TradeResponse> asks, IEnumerable<TradeResponse> bids, long updateTime)
+        public void UpdateDepth(IEnumerable<BinanceOrderBookEntry> asks, IEnumerable<BinanceOrderBookEntry> bids, long updateTime)
         {
             if (updateTime <= 0)
                 throw new ArgumentOutOfRangeException(nameof(updateTime));
@@ -86,11 +87,11 @@ public void UpdateDepth(IEnumerable<TradeResponse> asks, IEnumerable<TradeRespon
             if (asks == null && bids == null) return;
 
 
-            void UpdateOrderBook(IEnumerable<TradeResponse> updates, IDictionary<decimal, decimal> orders)
+            void UpdateOrderBook(IEnumerable<BinanceOrderBookEntry> updates, IDictionary<decimal, decimal> orders)
             {
                 if (updates != null)
                 {
-                    foreach (TradeResponse t in updates)
+                    foreach (BinanceOrderBookEntry t in updates)
                     {
                         if (t.Quantity != IgnoreVolumeValue)
                             orders[t.Price] = t.Quantity;

src/BinanceBot.Market/MarketDepthManager.cs

@@ -1,8 +1,9 @@
 using System;
 using System.Threading.Tasks;
-using BinanceExchange.API.Client;
-using BinanceExchange.API.Models.Response;
-using BinanceExchange.API.Websockets;
+using Binance.Net.Interfaces;
+using Binance.Net.Objects.Spot.MarketData;
+using CryptoExchange.Net.Objects;
+
 
 namespace BinanceBot.Market
 {
@@ -25,8 +26,8 @@ namespace BinanceBot.Market
     /// </remarks>
     public class MarketDepthManager
     {
-        private readonly IBinanceRestClient _restClient;
-        private readonly IBinanceWebSocketClient _webSocketClient;
+        private readonly IBinanceClient _restClient;
+        private readonly IBinanceSocketClient _webSocketClient;
 
 
         /// <summary>
@@ -36,7 +37,7 @@ public class MarketDepthManager
         /// <param name="webSocketClient">Binance WebSocket client</param>
         /// <exception cref="ArgumentNullException"><paramref name="binanceRestClient"/> cannot be <see langword="null"/></exception>
         /// <exception cref="ArgumentNullException"><paramref name="webSocketClient"/> cannot be <see langword="null"/></exception>
-        public MarketDepthManager(IBinanceRestClient binanceRestClient, IBinanceWebSocketClient webSocketClient)
+        public MarketDepthManager(IBinanceClient binanceRestClient, IBinanceSocketClient webSocketClient)
         {
             _restClient = binanceRestClient ?? throw new ArgumentNullException(nameof(binanceRestClient));
             _webSocketClient = webSocketClient ?? throw new ArgumentNullException(nameof(webSocketClient));
@@ -55,7 +56,8 @@ public async Task BuildAsync(MarketDepth marketDepth, int limit = 100)
             if (limit <= 0)
                 throw new ArgumentOutOfRangeException(nameof(limit));
 
-            OrderBookResponse orderBook = await _restClient.GetOrderBookAsync(marketDepth.Symbol, false, limit);
+            WebCallResult<BinanceOrderBook> response = await _restClient.Spot.Market.GetOrderBookAsync(marketDepth.Symbol, limit);
+            BinanceOrderBook orderBook = response.Data;
 
             marketDepth.UpdateDepth(orderBook.Asks, orderBook.Bids, orderBook.LastUpdateId);
         }
@@ -70,9 +72,10 @@ public void StreamUpdates(MarketDepth marketDepth)
             if (marketDepth == null)
                 throw new ArgumentNullException(nameof(marketDepth));
 
-            _webSocketClient.ConnectToDepthWebSocket(
+            _webSocketClient.Spot.SubscribeToOrderBookUpdatesAsync(
                 marketDepth.Symbol,
-                marketData => marketDepth.UpdateDepth(marketData.AskDepthDeltas, marketData.BidDepthDeltas, marketData.UpdateId));
+                1000, 
+                marketData => marketDepth.UpdateDepth(marketData.Data.Asks, marketData.Data.Bids, marketData.Data.LastUpdateId));
         }
     }
 }

src/BinanceBot.Market/MarketMakerBot.cs

@@ -1,16 +1,12 @@
-// Create test order flag. See more: https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#test-new-order-trade 
-#define TEST_ORDER_CREATION_MODE 
+#define TEST_ORDER_CREATION_MODE // Test order flag. See details: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#test-new-order-trade
 
 using System;
 using System.Collections.Generic;
 using System.Threading.Tasks;
-
-using BinanceExchange.API.Client;
-using BinanceExchange.API.Enums;
-using BinanceExchange.API.Models.Request;
-using BinanceExchange.API.Models.Response;
-using BinanceExchange.API.Websockets;
-
+using Binance.Net.Enums;
+using Binance.Net.Interfaces;
+using Binance.Net.Objects.Spot.SpotData;
+using CryptoExchange.Net.Objects;
 using NLog;
 
 
@@ -21,8 +17,8 @@ namespace BinanceBot.Market
     /// </summary>
     public class MarketMakerBot : BaseMarketBot<NaiveMarketMakerStrategy>
     {
-        private readonly IBinanceRestClient _binanceRestClient;
-        private readonly IBinanceWebSocketClient _webSocketClient;
+        private readonly IBinanceClient _binanceRestClient;
+        private readonly IBinanceSocketClient _webSocketClient;
         private readonly MarketDepth _marketDepth;
 
 
@@ -38,8 +34,8 @@ public class MarketMakerBot : BaseMarketBot<NaiveMarketMakerStrategy>
         public MarketMakerBot(
             string symbol,
             NaiveMarketMakerStrategy marketStrategy,
-            IBinanceRestClient binanceRestClient,
-            IBinanceWebSocketClient webSocketClient,
+            IBinanceClient binanceRestClient,
+            IBinanceSocketClient webSocketClient,
             Logger logger) :
             base(symbol, marketStrategy, logger)
         {
@@ -53,43 +49,60 @@ public MarketMakerBot(
         public override async Task ValidateConnectionAsync()
         {
             Logger.Info("Testing connection...");
-            IResponse testConnectResponse = await _binanceRestClient.TestConnectivityAsync();
-            if (testConnectResponse != null)
+
+            CallResult<long> testConnectResponse = await _binanceRestClient.PingAsync().ConfigureAwait(false);
+
+            if (testConnectResponse.Error != null) 
+                Logger.Error(testConnectResponse.Error.Message);
+            else
             {
-                ServerTimeResponse serverTimeResponse = await _binanceRestClient.GetServerTimeAsync();
-                Logger.Info($"Connection was established successfully. Approximate ping time: {DateTime.UtcNow.Subtract(serverTimeResponse.ServerTime).TotalMilliseconds:F0} ms");
+                DateTime serverTimeResponse = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc)
+                    .AddMilliseconds(testConnectResponse.Data/10.0)
+                    .ToLocalTime();
+
+                Logger.Info($"Connection was established successfully. Approximate ping time: {DateTime.UtcNow.Subtract(serverTimeResponse).TotalMilliseconds:F0} ms");
             }
         }
 
 
-        public override async Task<IEnumerable<OrderResponse>> GetOpenedOrdersAsync(string symbol)
+        public override async Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol)
         {
             if (string.IsNullOrEmpty(symbol))
                 throw new ArgumentException("Invalid symbol value", nameof(symbol));
 
-            return await _binanceRestClient.GetCurrentOpenOrdersAsync(new CurrentOpenOrdersRequest { Symbol = symbol });
+            var response = await _binanceRestClient.Spot.Order.GetOpenOrdersAsync(symbol).ConfigureAwait(false);
+            return response.Data;
         }
 
 
-        public override async Task CancelOrdersAsync(IEnumerable<OrderResponse> orders)
+        public override async Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders)
         {
             if (orders == null)
                 throw new ArgumentNullException(nameof(orders));
 
-            foreach (OrderResponse order in orders)
-                await _binanceRestClient.CancelOrderAsync(new CancelOrderRequest { OrderId = order.OrderId, OriginalClientOrderId = order.ClientOrderId, Symbol = order.Symbol });
+            foreach (var order in orders)
+                await _binanceRestClient.Spot.Order.CancelOrderAsync(orderId: order.OrderId, origClientOrderId: order.ClientOrderId, symbol: order.Symbol).ConfigureAwait(false);
         }
 
 
-        public override async Task<BaseCreateOrderResponse> CreateOrderAsync(CreateOrderRequest order)
+        public override async Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order)
         {
 
 #if TEST_ORDER_CREATION_MODE
-            EmptyResponse response = await _binanceRestClient.CreateTestOrderAsync(order);
-            return response != null ? new AcknowledgeCreateOrderResponse() : null;
+            WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.Spot.Order.PlaceTestOrderAsync(
+                order.Symbol, order.Side, order.Type, order.Quantity,
+                newClientOrderId:order.NewClientOrderId, 
+                receiveWindow:order.RecvWindow)
+                .ConfigureAwait(false);
 #else
-            return await _binanceRestClient.CreateOrderAsync(order);
+            WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.Spot.Order.PlaceOrderAsync(
+                    order.Symbol, order.Side, order.Type, order.Quantity,
+                    newClientOrderId: order.NewClientOrderId,
+                    receiveWindow: order.RecvWindow)
+                .ConfigureAwait(false);
 #endif
+
+            return response.Data;
         }
 
 
@@ -122,7 +135,7 @@ private async Task OnMarketBestPairChanged(object sender, MarketBestPairChangedE
             var openOrdersResponse = await GetOpenedOrdersAsync(Symbol);
 
             // cancel already opened orders (if necessary)
-            await CancelOrdersAsync(openOrdersResponse);
+            if (openOrdersResponse != null) await CancelOrdersAsync(openOrdersResponse);
 
             // find new market position
             Quote q = MarketStrategy.Process(e.MarketBestPair);
@@ -136,7 +149,7 @@ private async Task OnMarketBestPairChanged(object sender, MarketBestPairChangedE
                     Price = q.Price,
                     Side = q.Direction,
                     Type = OrderType.Limit,
-                    TimeInForce = TimeInForce.GTC // 'Good Till Cancelled' marketStrategy 
+                    TimeInForce = TimeInForce.GoodTillCancel // 'Good Till Cancelled' marketStrategy 
                 };
 
                 await CreateOrderAsync(newOrderRequest);

src/BinanceBot.Market/NaiveMarketMakerStrategy.cs

@@ -1,5 +1,5 @@
 using System;
-using BinanceExchange.API.Enums;
+using Binance.Net.Enums;
 using NLog;
 
 
@@ -41,7 +41,7 @@ public Quote Process(MarketDepthPair marketPair)
             _logger.Info($"Best ask / bid: {marketPair.Ask.Price} / {marketPair.Bid.Price}. Update Id: {marketPair.UpdateTime}.");
 
             // get price spreads (in percent)
-            decimal actualSpread = marketPair.PriceSpread.Value / marketPair.MediumPrice.Value * 100; // spread_relative = spread_absolute/price * 100
+            decimal actualSpread = marketPair.PriceSpread!.Value / marketPair.MediumPrice!.Value * 100; // spread_relative = spread_absolute/price * 100
             decimal expectedSpread = _marketStrategyConfig.TradeWhenSpreadGreaterThan;
 
             _logger.Info($"Spread absolute / relative: {marketPair.PriceSpread} / {actualSpread:F3}%. Update Id: {marketPair.UpdateTime}.");
@@ -54,13 +54,10 @@ public Quote Process(MarketDepthPair marketPair)
                 decimal orderPrice = marketPair.Bid.Price + extra; // new_price = best_bid + extra
 
                 // compute order volume
-                decimal volumeSpread = marketPair.VolumeSpread.Value;
-                decimal orderVolume = volumeSpread > _marketStrategyConfig.MaxOrderVolume
-                    ? _marketStrategyConfig.MaxOrderVolume // set max volume
-                    : (volumeSpread < _marketStrategyConfig.MinOrderVolume
-                        ? _marketStrategyConfig.MinOrderVolume // set min volume
-                        : volumeSpread);
-
+                decimal volumeSpread = marketPair.VolumeSpread!.Value;
+                decimal orderVolume = volumeSpread > _marketStrategyConfig.MaxOrderVolume ? 
+                    _marketStrategyConfig.MaxOrderVolume : // set max volume
+                    (volumeSpread < _marketStrategyConfig.MinOrderVolume ? _marketStrategyConfig.MinOrderVolume : volumeSpread); // set min volume
 
                 // return new price-volume pair
                 quote = new Quote(orderPrice, orderVolume, OrderSide.Buy); 

src/BinanceBot.Market/Quote.cs

@@ -1,5 +1,5 @@
 using System;
-using BinanceExchange.API.Enums;
+using Binance.Net.Enums;
 
 namespace BinanceBot.Market
 {

src/BinanceBot.Market/Utility/QuoteExtensions.cs

@@ -1,6 +1,6 @@
 using System.Collections.Generic;
 using System.Linq;
-using BinanceExchange.API.Enums;
+using Binance.Net.Enums;
 
 namespace BinanceBot.Market.Utility
 {