Getting Started

[GITMIKRO]

Thank you for what I understand to be a fantastic resource.

I am struggling to just get off the ground here and hoping to get assistance with the most basic example for 2 tasks.

1. I want a winform to update with the current bid and ask for BTC-USD. (Websocket or Rest example is fine)
2. The simplest syntax for a function to submit a limit order for BTC.

If I have this, I can run from there.

I very much appreciate a response, and I understand that this question may be a hassle, but I think it will help others to get started as well.

Thx!

[dougdellolio]

@GITMIKRO To start... you will have to new up a new gdax client with your credentials which can be found here for the live server https://www.gdax.com/settings/api or https://public.sandbox.gdax.com/settings/api for sandbox.

//create an authenticator with your apiKey, apiSecret and passphrase
var authenticator = new Authenticator("<apiKey>", "<apiSecret>", "<passphrase>");

//create the GDAX client using sandbox
var gdaxClient = new GDAXSharp.GDAXClient(authenticator, true);

for getting the best bid/ask:

if you want to go the REST route it looks like https://docs.gdax.com/#get-product-ticker is what you want. You can call that endpoint by using the Products service and GetProductTickerAsync() method.

var result = await gdaxClient.ProductsService.GetProductTickerAsync(ProductType.BtcUsd)
var bestBid = result.Bid;
var bestAsk = result.Ask;

for placing a limit order, use the OrdersService. (example here is limit order for 1 BTC @ $400.00)

var result = await gdaxClient.OrdersService.PlaceLimitOrderAsync(OrderSide.Buy, ProductType.BtcUsd, 1, 400.0M)

let me know if you have any other questions.

[GITMIKRO]

Doug, Thank you for your reply.

I did see most of what you suggested in the documentation, but setting it all up with the correct functions and calls to have my form update with the events using websockets is where I get upside down. I'll keep trying different things until I get a simple test to work.

I already have the api keys that I need, but I did not think these were necessary for the public data like tickers.

I was able to get the REST api working directly with the GDAX api, but I prefer to get the websockets to work and skip the timers.

Appreciative!

[dougdellolio]

@GITMIKRO no worries. please provide code and i would be happy to take a look and help

[GITMIKRO]

@dougdellolio Here's where I am:

        private GDAXClient _GDAXsocketClient;
        private void GetGDAXSocketAsync()
        {                    
            var authenticator = new GDAXSharp.Network.Authentication.Authenticator(apikey, secretkey, passphrase);
            
            _GDAXsocketClient = new GDAXSharp.GDAXClient(authenticator, false);       

            var productTypes = new List<GDAXSharp.Shared.Types.ProductType>() { GDAXSharp.Shared.Types.ProductType.BtcEur, GDAXSharp.Shared.Types.ProductType.BtcUsd };
            var channels = new List<GDAXSharp.WebSocket.Types.ChannelType>() { GDAXSharp.WebSocket.Types.ChannelType.Full, GDAXSharp.WebSocket.Types.ChannelType.User }; 

            var webSocket = _GDAXsocketClient.WebSocket;
            webSocket.Start(productTypes, channels);          
            webSocket.OnHeartbeatReceived += WebSocket_OnHeartbeatReceived;
        }
              
        private static void WebSocket_OnHeartbeatReceived(object sender, WebfeedEventArgs<Heartbeat> e)
        {
         //------------------------------------------------------------------
         //Doug, I was thinking that I need to be updating my form here?
         //------------------------------------------------------------------
          this.Invoke(new Action(() =>
            {
                ??
                ??
            }));



            throw new NotImplementedException();
        }

[dougdellolio]

@GITMIKRO it looks like the channel you want to subscribe to is the ticker channel: https://docs.gdax.com/#the-code-classprettyprinttickercode-channel

here is some code I threw together to print out the best bid and ask from the ticker channel. the event update happens when an order goes through

    public class Program
    {
        public static void Main(string[] args)
        {
            //create an authenticator with your apiKey, apiSecret and passphrase
            var authenticator = new Authenticator("<apiKey>", "<unsignedSignature>", "<passphrase>");

            //create the GDAX client
            var gdaxClient = new GDAXSharp.GDAXClient(authenticator);

            //subscribe to the ticker channel type
            var productTypes = new List<ProductType> { ProductType.BtcUsd };
            var channels = new List<ChannelType> { ChannelType.Ticker };

            var webSocket = gdaxClient.WebSocket;

            webSocket.Start(productTypes, channels);

            webSocket.OnTickerReceived += (sender, e) =>
            {
                PrintBestQuotes(e);
            };

            Console.ReadKey();
        }

        private static void PrintBestQuotes(WebfeedEventArgs<Ticker> webfeedEventArgs)
        {
            Console.WriteLine("BestBid = " + webfeedEventArgs.LastOrder.BestBid);
            Console.WriteLine("BestAsk = " + webfeedEventArgs.LastOrder.BestAsk);
            Console.WriteLine("==============");
        }
    }

[GITMIKRO]

@dougdellolio That was exactly what I needed to get me going. I cannot thank you enough for helping me out.

[GITMIKRO]

@dougdellolio Do I need to send webSocket.Stop(); on program close, or will it just die? Thx.

[olegboksner]

Hi can you provide a sample of returning the data from the event subscribed as apposed to just writing it the console, what is the best method to do this
thanks

[dougdellolio]

@olegboksner im not sure I understand your question. The data is contained in the eventargs (the e in webSocket.OnTickerReceived += (sender, e) =>. you can replace the write statement with something more practical like placing an order

[olegboksner]

Hi Doug,
I see now, thanks very much
webSocket.OnTickerReceived += (WebSocket_OnTickerReceived, args) =>
{
Console.WriteLine(args.LastOrder.ProductId.ToString() + " : Price:" + args.LastOrder.Price.ToString());

             Product = args.LastOrder.ProductId.ToString();
      
              threadsafemethod( Product );

}

I then call a method which checks for thread safety and invokes my output to text box,

[olegboksner]

Hi Doug,
Im a bit confused on the channel and level2
Im just looking for a stream of bid and asks
but the gdax instructions point to level2 and then snapshot or update
so I set my channel to
var channels = new List() { ChannelType.Level2 };
since there is no Snapshot channel
then hook up to:
webSocket.OnSnapShotReceived += (WebSocket_OnLevel2UpdateReceived_Snapshot, args) =>
I'm getting an array list in bids asks, that seems to go from 0 to max and reverse?

im looking for this output ex:

{
"type": "snapshot",
"product_id": "BTC-EUR",
"bids": [["6500.11", "0.45054140"]],
"asks": [["6500.15", "0.57753524"]]
}
using event
WebSocket_OnLevel2UpdateReceived_Snapshot(object sender, WebfeedEventArgs <\ Snapshot > e)

[dougdellolio]

@olegboksner it sounds like you are looking at the right channel.....level2 is what you want.

The way this channel works is it will send a message with "snapshot" type and the corresponding bids and asks are returned. These are the bids and asks you are getting from max to 0.

Anything after that will send you l2update type which has the side, price and size.

The output you pasted is all deserialized for you in the Bids list on the snapshot object and the Changes list on the Level2 object.

Here is some code that may be helpful:

    class Program
    {
        static void Main(string[] args)
        {
           //create an authenticator with your apiKey, apiSecret and passphrase
            var authenticator = new Authenticator("<apiKey>", "<unsignedSignature>", "<passphrase>");

            //create the GDAX client
            var gdaxClient = new GDAXClient(authenticator);

            //subscribe to the ticker channel type
            var productTypes = new List<ProductType> { ProductType.BtcEur };
            var channels = new List<ChannelType> { ChannelType.Level2 };

            var webSocket = gdaxClient.WebSocket;

            webSocket.Start(productTypes, channels);

            webSocket.OnSnapShotReceived += (sender, e) =>
            {
                foreach (var bid in e.LastOrder.Bids)
                {
                    Console.WriteLine($"Price = {bid[0]} and Size = {bid[1]}");
                }
            };

            webSocket.OnLevel2UpdateReceived += (sender, e) =>
            {
                foreach (var bid in e.LastOrder.Changes)
                {
                    Console.WriteLine($"Side = {bid[0]} Price = {bid[1]} and Size = {bid[2]}");
                }
            };

            Console.ReadKey();
        }
    }

let me know if this still doesn't make sense

[olegboksner]

OK thanks Doug, I'm basically doing same, and seeing same results looping through all the Bids and Asks, initially was not sure of the results or as to why I need all bids( to zero) and ask's from current to infinite .

[olegboksner]

Hi Doug, sorry one more silly question.
I have implemented all the channels authenticated via the web-socket as test case
but I am just looking for: what the rest api does
Get Product Order Book
Example Response for /products/BTC-USD/book Only the best bid and ask is returned.

Level	Description
1	Only the best bid and ask
in a continuous stream, any more recommendations on that ?

[olegboksner]

to be more specific I subscribe to level2
var channels = new List() { ChannelType.Level2 };

which event handler will give me continuous stream showing top bid and ask
snapshot event handler gives me entire order book, which I don't want and I don't want to have to call it each time

these seem to be my choices
webSocket.OnHeartbeatReceived
webSocket.OnLastMatchReceived
webSocket.OnLevel2UpdateReceived
webSocket.OnMatchReceived
webSocket.OnOpenReceived
webSocket.OnReceivedReceived
webSocket.OnSnapShotReceived
webSocket.OnSubscriptionReceived
webSocket.OnTickerReceived