Merge branch 'develop'

Author: codez0mb1e

CONTRIBUTING.md

@@ -0,0 +1,7 @@
+# How to contribute?
+
+*Welcome on board!*
+
+If U have useful stuff related to this project's Objectives, feel free to create a branch(es) from `main`. Then just add content and [Pull request](https://github.com/codez0mb1e/BinanceBot/pulls) changes. 
+
+Thanks in advance :tada:!

LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2022 Dmitry Petukhov.
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

README.md

@@ -1,5 +1,10 @@
 # Market Bot for Binance Exchange
 
+[![Status](https://img.shields.io/badge/status-in_active_development-green.svg)](https://github.com/codez0mb1e/BinanceBot/projects/1)
+[![Contributors Welcome](https://img.shields.io/badge/contributing-welcome-blue.svg)](CONTRIBUTING.md)
+[![GitHub license](https://img.shields.io/badge/license-MIT-blue.svg)](LICENSE)
+
+
 Naive _Market Maker Bot_ for Binance.
 
 Solution contains two console projects:
@@ -18,37 +23,14 @@ Turn off `TEST_ORDER_CREATION_MODE` compilation symbol in [MarketMakerBot.cs](sr
 to _create real order_ in order book.
 
 
-## Roadmap
-
-#### Throlling
-
-Binance has numerous limits to requests, orders count, min/max volume of order, etc. The networks restrictions should be taken into BinanceBot working as part of `BinanceClientConfiguration`, 
-and the orders restrictions - as part of `MarkerStrategyConfiguration`.
-
-#### Security
-
-Binance API keys should be stored in secured storage (such as `Azure Key Vault` service) instead of plain text such it is now.
-
-#### Configurations
-
-Any configuration (of connectors or bot) should be placed in separate configuration storage (such as `JSON files` in local file system).
-This will allow you to reconfigure the bot without the need for recompilation.
-
-#### Other
-
-BinanceBot doesn’t processed network connection errors. 
-It would be to implement `Retry Policies` for the broken connections and handling other network errors. 
-
-The solution doesn’t contain any `Unit Tests`/`Integration Tests`, which is a bad practice. 
-
 ## Requirements
 
-- .NET Core 5.0.
+- .NET 6.0
 
 
 ## References
 
 1. [Binance official API docs](https://github.com/binance-exchange/binance-official-api-docs).
-2. [Official C# Wrapper for the Binance exchange API](https://github.com/glitch100/BinanceDotNet).
+1. [Official C# Wrapper for the Binance exchange API](https://github.com/glitch100/BinanceDotNet).
 
 [binance_bot_running]: https://static.0xcode.in/images/binance_bot_running.png "binance bot"

src/BinanceBot.Market/Abstracts/BaseMarketBot.cs

@@ -1,7 +1,7 @@
 using System;
 using System.Collections.Generic;
 using System.Threading.Tasks;
-using Binance.Net.Objects.Spot.SpotData;
+using Binance.Net.Objects.Models.Spot;
 using NLog;
 
 namespace BinanceBot.Market

src/BinanceBot.Market/Abstracts/IMarketBot.cs

@@ -1,6 +1,6 @@
 using System.Collections.Generic;
 using System.Threading.Tasks;
-using Binance.Net.Objects.Spot.SpotData;
+using Binance.Net.Objects.Models.Spot;
 
 
 namespace BinanceBot.Market

src/BinanceBot.Market/BinanceBot.Market.csproj

@@ -1,13 +1,13 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
     <TargetFramework>netstandard2.1</TargetFramework>
     <LangVersion>9.0</LangVersion>
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Binance.Net" Version="7.2.7" />
-    <PackageReference Include="NLog" Version="4.7.13" />
+    <PackageReference Include="Binance.Net" Version="8.0.13" />
+    <PackageReference Include="NLog" Version="4.7.15" />
   </ItemGroup>
 
 </Project>

src/BinanceBot.Market/Core/MarketDepth.cs

@@ -2,7 +2,7 @@
 using System.Collections.Generic;
 using System.Linq;
 using Binance.Net.Enums;
-using Binance.Net.Objects;
+using Binance.Net.Objects.Models;
 using BinanceBot.Market.Utility;
 
 namespace BinanceBot.Market.Core
@@ -100,7 +100,7 @@ public void UpdateDepth(IEnumerable<BinanceOrderBookEntry> asks, IEnumerable<Bin
             if (asks == null && bids == null) return;
 
 
-            void UpdateOrderBook(IEnumerable<BinanceOrderBookEntry> updates, IDictionary<decimal, decimal> orders)
+            static void UpdateOrderBook(IEnumerable<BinanceOrderBookEntry> updates, IDictionary<decimal, decimal> orders)
             {
                 if (orders == null) throw new ArgumentNullException(nameof(orders));
                 if (updates == null) return;

src/BinanceBot.Market/CreateOrderRequest.cs

@@ -11,7 +11,7 @@ public class CreateOrderRequest
 
         public OrderSide Side { get; set; }
 
-        public OrderType Type { get; set; }
+        public SpotOrderType OrderType { get; set; }
 
         public TimeInForce? TimeInForce { get; set; }
 
@@ -24,6 +24,7 @@ public class CreateOrderRequest
         public decimal? StopPrice { get; set; }
 
         public decimal? IcebergQuantity { get; set; }
+
         public int? RecvWindow { get; set; }
     }
 }

src/BinanceBot.Market/MarketDepthManager.cs

@@ -1,8 +1,7 @@
 using System;
 using System.Threading.Tasks;
-using Binance.Net.Interfaces;
-using Binance.Net.Objects.Spot.MarketData;
-using BinanceBot.Market.Core;
+using Binance.Net.Interfaces.Clients;
+using Binance.Net.Objects.Models.Spot;
 using CryptoExchange.Net.Objects;
 
 
@@ -57,7 +56,7 @@ public async Task BuildAsync(MarketDepth marketDepth, short limit = 10)
             if (limit <= 0)
                 throw new ArgumentOutOfRangeException(nameof(limit));
 
-            WebCallResult<BinanceOrderBook> response = await _restClient.Spot.Market.GetOrderBookAsync(marketDepth.Symbol, limit);
+            WebCallResult<BinanceOrderBook> response = await _restClient.SpotApi.ExchangeData.GetOrderBookAsync(marketDepth.Symbol, limit);
             BinanceOrderBook orderBook = response.Data;
 
             marketDepth.UpdateDepth(orderBook.Asks, orderBook.Bids, orderBook.LastUpdateId);
@@ -74,7 +73,7 @@ public void StreamUpdates(MarketDepth marketDepth, TimeSpan? updateInterval = de
             if (marketDepth == null)
                 throw new ArgumentNullException(nameof(marketDepth));
 
-            _webSocketClient.Spot.SubscribeToOrderBookUpdatesAsync(
+            _webSocketClient.SpotStreams.SubscribeToOrderBookUpdatesAsync(
                 marketDepth.Symbol,
                 (int)updateInterval?.TotalMilliseconds, 
                 marketData => marketDepth.UpdateDepth(marketData.Data.Asks, marketData.Data.Bids, marketData.Data.LastUpdateId));

src/BinanceBot.Market/MarketMakerBot.cs

@@ -4,10 +4,8 @@
 using System.Collections.Generic;
 using System.Threading.Tasks;
 using Binance.Net.Enums;
-using Binance.Net.Interfaces;
-using Binance.Net.Objects.Spot.SpotData;
-using BinanceBot.Market.Core;
-using BinanceBot.Market.Strategies;
+using Binance.Net.Interfaces.Clients;
+using Binance.Net.Objects.Models.Spot;
 using CryptoExchange.Net.Objects;
 using NLog;
 
@@ -50,11 +48,18 @@ public MarketMakerBot(
 
         public override async Task ValidateServerTimeAsync()
         {
-            var exchangeServerTimeResult = await _binanceRestClient.Spot.System.GetServerTimeAsync().ConfigureAwait(false);
-            TimeSpan delay = exchangeServerTimeResult.Data.Subtract(DateTime.UtcNow);
-
-            if (delay > MarketStrategy.Config.ReceiveWindow)
-                Logger.Warn($"Exchange server time doesn't match with local time. Current delay {delay.TotalSeconds} ms");
+            CallResult<long> testConnectResponse = await _binanceRestClient.SpotApi.ExchangeData.PingAsync().ConfigureAwait(false);
+            
+            if (testConnectResponse.Error != null) 
+                Logger.Error(testConnectResponse.Error.Message);
+            else
+            {
+                string msg = $"Connection was established successfully. Approximate ping time: {testConnectResponse.Data} ms";
+                if (testConnectResponse.Data > 1000)
+                    Logger.Warn(msg);
+                else
+                    Logger.Info(msg);
+            }
         }
 
 
@@ -63,7 +68,7 @@ public override async Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(strin
             if (string.IsNullOrEmpty(symbol))
                 throw new ArgumentException("Invalid symbol value", nameof(symbol));
 
-            var response = await _binanceRestClient.Spot.Order.GetOpenOrdersAsync(symbol).ConfigureAwait(false);
+            var response = await _binanceRestClient.SpotApi.Trading.GetOpenOrdersAsync(symbol).ConfigureAwait(false);
             return response.Data;
         }
 
@@ -74,7 +79,7 @@ public override async Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders)
                 throw new ArgumentNullException(nameof(orders));
 
             foreach (var order in orders)
-                await _binanceRestClient.Spot.Order.CancelOrderAsync(orderId: order.OrderId, origClientOrderId: order.ClientOrderId, symbol: order.Symbol).ConfigureAwait(false);
+                await _binanceRestClient.SpotApi.Trading.CancelOrderAsync(orderId: order.Id, origClientOrderId: order.ClientOrderId, symbol: order.Symbol).ConfigureAwait(false);
         }
 
 
@@ -83,25 +88,23 @@ public override async Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderReque
             if (order == null) throw new ArgumentNullException(nameof(order));
 
             #if TEST_ORDER_CREATION_MODE
-            WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.Spot.Order.PlaceTestOrderAsync(
-                    symbol: order.Symbol, 
-                    side: order.Side, 
-                    type: order.Type, 
-                    price: order.Price,
-                    quantity: order.Quantity,
-                    timeInForce: order.TimeInForce,
-                    newClientOrderId: order.NewClientOrderId, 
-                    receiveWindow:order.RecvWindow)
+            WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.SpotApi.Trading.PlaceTestOrderAsync(
+                order.Symbol, order.Side, order.OrderType, order.Quantity,
+                newClientOrderId:order.NewClientOrderId, 
+                receiveWindow:order.RecvWindow)
                 .ConfigureAwait(false);
             #else
-            WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.Spot.Order.PlaceOrderAsync(
-                    symbol: order.Symbol,
-                    side: order.Side,
-                    type: order.Type,
+            WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.SpotApi.Trading.PlaceOrderAsync(
+                    // general
+                    order.Symbol, 
+                    order.Side, 
+                    order.OrderType,
+                    // price-quantity
                     price: order.Price,
                     quantity: order.Quantity,
-                    timeInForce: order.TimeInForce,
+                    // metadata
                     newClientOrderId: order.NewClientOrderId,
+                    timeInForce: order.TimeInForce,
                     receiveWindow: order.RecvWindow)
                 .ConfigureAwait(false);
             #endif
@@ -151,12 +154,16 @@ private async Task OnMarketBestPairChanged(object sender, MarketBestPairChangedE
             {
                 var newOrderRequest = new CreateOrderRequest
                 {
+                    // general
                     Symbol = Symbol,
-                    Quantity = Decimal.Round(q.Volume, decimals: MarketStrategy.Config.QuoteAssetPrecision),
-                    Price = Decimal.Round(q.Price, decimals: MarketStrategy.Config.PricePrecision),
                     Side = q.Direction,
-                    Type = OrderType.Limit,
-                    TimeInForce = TimeInForce.GoodTillCancel,
+                    OrderType = SpotOrderType.Limit,
+                    // price-quantity
+                    Price = Decimal.Round(q.Price, decimals: MarketStrategy.Config.PricePrecision),
+                    Quantity = Decimal.Round(q.Volume, decimals: MarketStrategy.Config.QuoteAssetPrecision),,
+                    // metadata
+                    NewClientOrderId = "test",
+                    TimeInForce = TimeInForce.GoodTillCanceled,
                     RecvWindow = (int)MarketStrategy.Config.ReceiveWindow.TotalMilliseconds
                 };