WebSocket API 用于 C# 代码的 Bitfinex

Question

我通过这种方式从没有WebSocket的Bittrex中获取数据

 request = WebRequest.Create("https://bittrex.com/api/v1.1/public/getticker?market=USDT-BTC");
                    request.Credentials = CredentialCache.DefaultCredentials;
                    response = (HttpWebResponse)request.GetResponse();
                    dataStream = response.GetResponseStream();
                    reader = new StreamReader(dataStream);
                    responseFromServer = reader.ReadToEnd();
                    reader.Close();
                    dataStream.Close();
                    response.Close();

                    date = JsonConvert.DeserializeObject(responseFromServer);

这是一种非常简单的方法，并且可以在 Bittrex 上使用。但我做了很多不按要求做的事。我需要在 Bitfinex 上完成，但我有例外 "Too many request"。据我了解，为此我需要 WebSocket。通过这个地址 https://api.bitfinex.com/v1/pubticker/BTCUSD。有人可以展示简单的代码来理解我需要如何连接和写入来自 WebSocket 的控制台信息。谢谢！

Answer 1

BIttrex 于 3 月发布新站点和 WebSocket 测试版。 GitHub repository 有使用 WebSocket 通道订阅事件的示例。

这是 C# 示例：

using System;
using System.Text;
using System.Threading.Tasks;
using System.IO;
using System.IO.Compression;
using System.Security.Cryptography;
using Microsoft.AspNet.SignalR.Client;

namespace WebsocketSample
{
    public sealed class BittrexWebsocket
    {
        public delegate void BittrexCallback(string info);

        private HubConnection   _hubConnection       { get; }
        private IHubProxy       _hubProxy            { get; }
        private BittrexCallback _updateExchangeState { get; }
        private BittrexCallback _updateOrderState    { get; }
        private BittrexCallback _updateBalanceState  { get; }

        public BittrexWebsocket(
            string          connectionUrl, 
            BittrexCallback updateExchangeState,
            BittrexCallback updateOrderState, 
            BittrexCallback updateBalanceState
            )
        {
            // Set delegates
            _updateExchangeState = updateExchangeState;
            _updateOrderState    = updateOrderState;
            _updateBalanceState  = updateBalanceState;

            // Create connection to c2 SignalR hub
            _hubConnection = new HubConnection(connectionUrl);
            _hubProxy      = _hubConnection.CreateHubProxy("c2");

            // Register callback for uE (exchange state delta) events
            _hubProxy.On(
                "uE", 
                exchangeStateDelta => _updateExchangeState?.Invoke(exchangeStateDelta)
                );

            // Register callback for uO (order status change) events
            _hubProxy.On(
                "uO", 
                orderStateDelta => _updateOrderState?.Invoke(orderStateDelta)
                );

            // Register callback for uB (balance status change) events
            _hubProxy.On(
                "uB", 
                balanceStateDelta => _updateBalanceState?.Invoke(balanceStateDelta)
                );

            _hubConnection.Start().Wait();
        }

        public void Shutdown() => _hubConnection.Stop();

        // marketName example: "BTC-LTC"
        public async Task<bool> SubscribeToExchangeDeltas(string marketName) => await _hubProxy.Invoke<bool>("SubscribeToExchangeDeltas", marketName);

        // The return of GetAuthContext is a challenge string. Call CreateSignature(apiSecret, challenge)
        // for the response to the challenge, and pass it to Authenticate().
        public async Task<string> GetAuthContext(string apiKey) => await _hubProxy.Invoke<string>("GetAuthContext", apiKey);

        public async Task<bool> Authenticate(string apiKey, string signedChallenge) => await _hubProxy.Invoke<bool>("Authenticate", apiKey, signedChallenge);

        // Decode converts Bittrex CoreHub2 socket wire protocol data into JSON.
        // Data goes from base64 encoded to gzip (byte[]) to minifed JSON.
        public static string Decode(string wireData)
        {
            // Step 1: Base64 decode the wire data into a gzip blob
            byte[] gzipData = Convert.FromBase64String(wireData);

            // Step 2: Decompress gzip blob into minified JSON
            using (var decompressedStream = new MemoryStream())
            using (var compressedStream = new MemoryStream(gzipData))
            using (var deflateStream = new DeflateStream(compressedStream, CompressionMode.Decompress))
            {
                deflateStream.CopyTo(decompressedStream);
                decompressedStream.Position = 0;

                using (var streamReader = new StreamReader(decompressedStream))
                {
                    return streamReader.ReadToEnd();
                }
            }
        }

        public static string CreateSignature(string apiSecret, string challenge)
        {
            // Get hash by using apiSecret as key, and challenge as data
            var hmacSha512 = new HMACSHA512(Encoding.ASCII.GetBytes(apiSecret));
            var hash = hmacSha512.ComputeHash(Encoding.ASCII.GetBytes(challenge));
            return BitConverter.ToString(hash).Replace("-", string.Empty);
        }
    }

    class Program
    {
        static public BittrexWebsocket.BittrexCallback CreateCallback(string name)
        {
            //
            // In a real app, your code would do something useful based on the
            // information accompanying each event.
            //

            return (info) => 
            {
                Console.WriteLine($"Callback Invoked: {name}");

                Console.WriteLine(
                    BittrexWebsocket.Decode(info)
                    );
            };
        }

        static void Main(string[] args)
        {
            Task task = Task.Run(
                async () => 
                {
                    string apiKey    = "YOUR_API_KEY";
                    string apiSecret = "YOUR_API_SECRET";
                    string baseUrl   = "https://beta.bittrex.com/signalr";

                    var btx = new BittrexWebsocket(
                        baseUrl, 
                        CreateCallback("exchange"), 
                        CreateCallback("order"), 
                        CreateCallback("balance")
                        );

                    // If we successfully authenticate, we'll be subscribed to the uO and uB events.
                    var isAuthenticated = await btx.Authenticate(
                        apiKey,
                        BittrexWebsocket.CreateSignature(apiSecret, await btx.GetAuthContext(apiKey))
                        );

                    // Register for orderbook updates on the BTC-ETH market
                    await btx.SubscribeToExchangeDeltas("BTC-ETH");
                });

            task.Wait();

            Console.WriteLine("Press enter to exit sample...");
            Console.ReadLine();
        }
    }
}

运行在 PackageManager 控制台中添加 SignalR 依赖项：

Install-Package Microsoft.AspNet.SignalR.Client -Version 2.3.0

此外，要连接，您需要从您在 Bittrex 上的帐户获取密钥和机密。

            string apiKey    = "YOUR_API_KEY";
            string apiSecret = "YOUR_API_SECRET";

对于 Bitfinex，您可以尝试下一个代码：

using System;
using WebSocketSharp;

namespace ConsoleApp2
{
    class Program
    {
        static void Main(string[] args)
        {
            using (var ws = new WebSocket("wss://api.bitfinex.com/ws/2"))
            {
                ws.OnMessage += (sender, e) => Console.WriteLine(e.Data);

                ws.Connect();
                ws.Send("{\"event\":\"subscribe\", \"channel\":\"ticker\", \"pair\":\"BTCUSD\"}");
                Console.ReadKey(true);
            }
        }
    }
}

需要 Nuget 的依赖：

Install-Package WebSocketSharp-NonPreRelease -Version 1.0.0

WebSocket API 用于 C# 代码的 Bitfinex

WebSocket API for Bitfinex by C# code

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