Whale's Secret Developer Support

Whale's Secret ScriptApiLib Library is a library designed to provide unified API for .NET¹ for Binance, KuCoin, and Kraken exchanges².

See also the full ScriptApiLib API Documentation.

Reporting Issues

This repository is dedicated to reporting issues, and discussing enhancements.

Please note: Issues will be prioritized and resolved based on whether you are a paying customer or not. We appreciate your understanding as our time and resources are limited.

When reporting an issue, please provide the following information:

• A clear description of the issue.
• Steps to reproduce the issue. If possible, please attach a small repro project to help us understand and fix your issue sooner.
• Any error messages you received.
• Your environment details (i.e. your operating system).

If you want to discuss an issue, you might as well join the Telegram support channel: https://t.me/+j0D_BFB1-FEyYzFk

Installation

You can install the library using:

<PackageReference Include="WhalesSecret.ScriptApiLib" Version="*" />

See nuget.org for the latest version.

License

Whale's Secret ScriptApiLib Library is a commercial product, but you are allowed to use the product for free with the following restriction: Unless you purchase a valid license, you can only create small orders. See the license.

Basic Usage

The following sample presents a simple program to download the latest top of the book from Binance for BTC/USDT. For more code snippets and examples, see our samples repository.

using WhalesSecret.ScriptApiLib;
using WhalesSecret.TradeScriptLib.API.TradingV1;
using WhalesSecret.TradeScriptLib.API.TradingV1.MarketData;
using WhalesSecret.TradeScriptLib.Entities;
using WhalesSecret.TradeScriptLib.Entities.MarketData;
using WhalesSecret.TradeScriptLib.Exceptions;
using WhalesSecret.TradeScriptLib.Exchanges;

ExchangeMarket exchangeMarket = ExchangeMarket.BinanceSpot;
SymbolPair symbolPair = SymbolPair.BTC_USDT;

// In order to unlock large orders, a valid license has to be used.
CreateOptions createOptions = new(license: null);
await using ScriptApi scriptApi = await ScriptApi.CreateAsync(createOptions).ConfigureAwait(false);

// Initialization of the market is required before connection can be created.
await Console.Out.WriteLineAsync($"Initialize exchange market {exchangeMarket}.").ConfigureAwait(false);
ExchangeInfo exchangeInfo = await scriptApi.InitializeMarketAsync(exchangeMarket).ConfigureAwait(false);

await Console.Out.WriteLineAsync($"Connect to {exchangeMarket} exchange with full-trading access.").ConfigureAwait(false);
ConnectionOptions connectionOptions = new(ConnectionType.MarketData);
ITradeApiClient tradeClient = await scriptApi.ConnectAsync(exchangeMarket, connectionOptions).ConfigureAwait(false);

await using IOrderBookSubscription subscription = await tradeClient.CreateOrderBookSubscriptionAsync(symbolPair).ConfigureAwait(false);
await Console.Out.WriteLineAsync($"Order book subscription for '{symbolPair}' on {exchangeMarket} has been created successfully as '{subscription}'. Wait for the next order order book update.").ConfigureAwait(false);

OrderBook orderBook = await subscription.GetOrderBookAsync(getMode: OrderBookGetMode.WaitUntilNew).ConfigureAwait(false);

if ((orderBook.Bids.Count == 0) || (orderBook.Asks.Count == 0))
{
    string msg = $"Empty order book has been received for symbol pair '{symbolPair}' on {exchangeMarket}.";
    await Console.Error.WriteLineAsync($"ERROR: {msg}").ConfigureAwait(false);
    throw new SanityCheckException(msg);
}

decimal bestBid = orderBook.Bids[0].Price;
decimal bestAsk = orderBook.Asks[0].Price;

await Console.Out.WriteLineAsync($"Best bid price is {bestBid}, best ask price is {bestAsk}.").ConfigureAwait(false);

Logging

The library uses NLog to log (almost) all actions it does. By default, the INFO logging level is used. You can change verbosity of your logs to the DEBUG logging level by adding NLog.config file to your project with the following contents:

<?xml version="1.0" encoding="utf-8" ?>
<nlog xmlns="http://www.nlog-project.org/schemas/NLog.xsd" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" autoReload="true">
  <targets>
    <target name="myLog" xsi:type="AsyncWrapper" queueLimit="10000" overflowAction="Block" batchSize="1000">
      <target xsi:type="File" fileName="logs/log.txt" archiveNumbering="Date" maxArchiveFiles="5" archiveEvery="Day" concurrentWrites="true" layout="[${longdate:universalTime=true} ${threadid}|${mdlc:item=mdlcId}] ${level:uppercase=true}: ${callsite:captureStackTrace=false} ${message}" encoding="utf-8" />
    </target>
  </targets>
  <rules>
    <logger name="WhalesSecret.*" minlevel="Debug" writeTo="myLog" />
  </rules>
</nlog>

If you want even more verbose logs, you can switch to the TRACE logging level using:

<logger name="WhalesSecret.*" minlevel="Trace" writeTo="myLog" />

For more information, you can consult NLog's documentation.

Footnotes

1. .NET 9+ is currently supported. ↩

2. More to come. ↩