如何使用 C# .NET CORE 2.0 向 GDAX 发送 FIX 登录消息

Question

我正在尝试使用 C# 和 .Net Core 2.0 与 fix.gdax.com（文档：https://docs.gdax.com/#fix-api）建立 FIX 4.2 会话。当我尝试登录时，我收到 0 个字节作为服务器的响应。我真的不知道我哪里错了，这是代码：

    private async Task ConnectToGdaxFix()
    {
        _socketTcpClient = new TcpClient();
        _socketTcpClient.NoDelay = true;
        _bufferEnd = 0;
        await _socketTcpClient.ConnectAsync(_gdaxFixGateway, _gdaxFixPort);
        _sslStream = new SslStream(_socketTcpClient.GetStream());
        await _sslStream.AuthenticateAsClientAsync(_gdaxFixGateway);
        byte[] buffer = new byte[2048];
        var message = await FixSendLoginMessage();
        var bytes = await _sslStream.ReadAsync(buffer, 0, buffer.Length);
    }

    private async Task<string> FixSendLoginMessage()
    {
        var sendTime = DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss.fff");
        string msgType = "A";
        var messageSeqNumber = (++messageSeqNum).ToString();
        var senderCompId = "apiKey";
        var targetCompId = "Coinbase";
        var password = "passphrase";
        var accessSign = CreateAccessSign(
                sendTime,
                msgType,
                messageSeqNumber,
                senderCompId,
                targetCompId,
                password
            );
        var logonMessage = $"98=0{'\x01'}108=30{'\x01'}554={password}{'\x01'}96={accessSign}{'\x01'}8013=Y";
        var headerAfter9Tag = $"35={msgType}{'\x01'}34={messageSeqNumber}{'\x01'}52={sendTime}{'\x01'}49={senderCompId}{'\x01'}56={targetCompId}";
        var length = logonMessage.Length + headerAfter9Tag.Length + 1;
        var messageHeader = $"8=FIX.4.2{'\x01'}9={length}{'\x01'}{headerAfter9Tag}";
        var messageWithHeader = $"{messageHeader}{'\x01'}{logonMessage}{'\x01'}";
        int sum = 0;
        int len = messageWithHeader.Length;
        for (int i = 0; i < len; i++)
        {
            sum += Convert.ToChar(messageWithHeader.Substring(i, 1));
        }
        sum = sum % 256;
        var messageWithChecksum = $"{messageWithHeader}10={sum.ToString("000")}{'\x01'}";
        byte[] buffer = Encoding.ASCII.GetBytes(messageWithChecksum);
        await _sslStream.WriteAsync(buffer, 0, buffer.Length);
        await _sslStream.FlushAsync();
        return messageWithChecksum;
    }

    private string CreateAccessSign(
            string sendingTime,
            string msgType,
            string msgSeqNumber,
            string senderCompId,
            string targetCompId,
            string password
        )
    {
        var stringToHash = string.Join('\x01', sendingTime, msgType, msgSeqNumber, senderCompId, targetCompId, password);
        var privateKeyAsBytes = Encoding.UTF8.GetBytes("privateKey");
        using (var hmac = new HMACSHA256(privateKeyAsBytes))
        {
            var signature = hmac.ComputeHash(Encoding.UTF8.GetBytes(stringToHash));
            return Convert.ToBase64String(signature);
        }
    }

任何人都可以帮我看看登录消息或 ssl 加密有什么问题吗？

这是发送给Gdax的消息（敏感数据的字符已被替换，\x01为|以简化视图）：8=FIX.4.2|9=161|35=A|34 =1|52=20180124-00:50:34.083|49=426123d789fa8e5c3782c549kj9de06e|56=Coinbase|98=0|108=30|554=outswrt|96=qkE5KPMLjn+Ef9Zgk1/kvL0Etem6bK2llINwMjOkDy9=|8013=Y|10=028

Answer 1

CreateAccessSign错误，privateKeyAsBytes需要使用Convert.FromBase64String:

    var privateKeyAsBytes = Convert.FromBase64String("privateKey");

FixSendLoginMessage 错误，这是正确的实现：

    private async Task<string> FixSendLoginMessage()
{
    var sendTime = DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss.fff");
    string msgType = "A";
    var messageSeqNumber = (++messageSeqNum).ToString();
    var senderCompId = "apiKey";
    var targetCompId = "Coinbase";
    var password = "passphrase";
    var accessSign = CreateAccessSign(
            sendTime,
            msgType,
            messageSeqNumber,
            senderCompId,
            targetCompId,
            password
        );
    var logonMessage = $"98=0{'\x01'}108=30{'\x01'}554={password}{'\x01'}96={accessSign}{'\x01'}8013=Y{'\x01'}";
    var headerAfter9Tag = $"35={msgType}{'\x01'}34={messageSeqNumber}{'\x01'}52={sendTime}{'\x01'}49={senderCompId}{'\x01'}56={targetCompId}{'\x01'}";
    var length = logonMessage.Length + headerAfter9Tag.Length;
    var messageHeader = $"8=FIX.4.2{'\x01'}9={length}{'\x01'}{headerAfter9Tag}";
    var messageWithHeader = $"{messageHeader}{logonMessage}";
    int sum = 0;
    int len = messageWithHeader.Length;
    for (int i = 0; i < len; i++)
    {
        sum += Convert.ToChar(messageWithHeader.Substring(i, 1));
    }
    sum = sum % 256;
    var messageWithChecksum = $"{messageWithHeader}10={sum.ToString("000")}{'\x01'}";
    byte[] buffer = Encoding.ASCII.GetBytes(messageWithChecksum);
    await _sslStream.WriteAsync(buffer, 0, buffer.Length);
    await _sslStream.FlushAsync();
    return messageWithChecksum;
}

如何使用 C# .NET CORE 2.0 向 GDAX 发送 FIX 登录消息

How to send FIX logon message with C# .NET CORE 2.0 to GDAX

c#

.net

tcpclient

fix-protocol

gdax-api