feat: add c# support

crypto-chassis · Jul 28, 2023 · 4c3a4de · 4c3a4de
1 parent a0fb6c1
commit 4c3a4de
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Showing 28 changed files with 449 additions and 115 deletions.
diff --git a/binding/csharp/CMakeLists.txt b/binding/csharp/CMakeLists.txt
@@ -2,6 +2,13 @@ set(NAME binding_csharp)
 project(${NAME})
 set(SWIG_TARGET_NAME ccapi_${NAME})
 
+if(NOT DOTNET_BUILD_CONFIGURATION)
+  set(DOTNET_BUILD_CONFIGURATION "Release" CACHE STRING
+    "Choose the type of build, options are: Debug, Release."
+    FORCE)
+endif()
+message(STATUS "DOTNET_BUILD_CONFIGURATION: ${DOTNET_BUILD_CONFIGURATION}")
+
 # Find dotnet cli
 find_program(DOTNET_EXECUTABLE NAMES dotnet REQUIRED)
 if(NOT DOTNET_EXECUTABLE)
@@ -43,7 +50,7 @@ configure_file(
 set(CSHARP_PACKAGING_TARGET_NAME csharp_${PACKAGING_DIR})
 add_custom_target(${CSHARP_PACKAGING_TARGET_NAME} ALL
   COMMAND ${CMAKE_COMMAND} -E copy ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME}/*.cs ${SRC_DIR_FULL}
-  COMMAND ${DOTNET_EXECUTABLE} build -c ${CMAKE_BUILD_TYPE} -o ${PACKAGING_DIR_FULL} ccapi.csproj
+  COMMAND ${DOTNET_EXECUTABLE} build -c ${DOTNET_BUILD_CONFIGURATION} -o ${PACKAGING_DIR_FULL} ccapi.csproj
   COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:${SWIG_TARGET_NAME}> ${PACKAGING_DIR_FULL}
   WORKING_DIRECTORY ${SRC_DIR_FULL}
 )

diff --git a/binding/csharp/ccapi.csproj.in b/binding/csharp/ccapi.csproj.in
@@ -1,8 +1,6 @@
-<Project Sdk="Microsoft.NET.Sdk">
-
-  <PropertyGroup>
-    <TargetFramework>net6.0</TargetFramework>
-    <Nullable>enable</Nullable>
-  </PropertyGroup>
-
-</Project>
+<Project Sdk="Microsoft.NET.Sdk">
+    <PropertyGroup>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+    </PropertyGroup>
+</Project>
diff --git a/binding/csharp/example/enable_library_logging/MainProgram.cs b/binding/csharp/example/enable_library_logging/MainProgram.cs
@@ -0,0 +1,23 @@
+public class MainProgram {
+  class MyLogger : ccapi.Logger {
+    public override void LogMessage(string severity, string threadId, string timeISO, string fileName, string lineNumber, string message) {
+      lock (this._myLock) {
+        System.Console.WriteLine(
+            string.Format("{0}: [{1}] {{{2}:{3}}} {4}{5}{6}", threadId, timeISO, fileName, lineNumber, severity, new string(' ', 8), message));
+      }
+    }
+    private readonly object _myLock = new object();
+  }
+  public static void Main(string[] args) {
+    var myLogger = new MyLogger();
+    ccapi.Logger.logger = myLogger;
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config);
+    var subscription = new ccapi.Subscription("okx", "BTC-USDT", "MARKET_DEPTH");
+    session.Subscribe(subscription);
+    System.Threading.Thread.Sleep(10000);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}
diff --git a/binding/csharp/example/enable_library_logging/main.csproj b/binding/csharp/example/enable_library_logging/main.csproj
@@ -0,0 +1,14 @@
+<Project Sdk="Microsoft.NET.Sdk">
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <Configuration>Release</Configuration>
+        <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
+    </PropertyGroup>
+    <ItemGroup>
+        <Reference Include="ccapi">
+            <HintPath>$(CcapiLibraryPath)</HintPath>
+        </Reference>
+    </ItemGroup>
+</Project>
diff --git a/binding/csharp/example/enable_library_logging/user_specified_cmake_include.cmake b/binding/csharp/example/enable_library_logging/user_specified_cmake_include.cmake
@@ -0,0 +1,3 @@
+add_compile_definitions(CCAPI_ENABLE_LOG_TRACE)
+# usage: when generating the binding code, do cmake -DCMAKE_PROJECT_INCLUDE=<path-to-this-file> ..., see https://github.com/crypto-chassis/ccapi#non-c
+# see https://cmake.org/cmake/help/latest/variable/CMAKE_PROJECT_INCLUDE.html
diff --git a/binding/csharp/example/execution_management_simple_request/MainProgram.cs b/binding/csharp/example/execution_management_simple_request/MainProgram.cs
@@ -1,38 +1,36 @@
-class MainProgram
-     {
-      class MyEventHandler : ccapi.EventHandler {
-            public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
-               System.Console.WriteLine(System.String.Format("Received an event:\n%s", event_.ToStringPretty(2, 2)));
-               return true;
-         }
-      }
-        static void Main(string[] args)
-        {
-         if(System.Environment.GetEnvironmentVariable("OKX_API_KEY") is null) {
-            System.Console.Error.WriteLine("Please set environment variable OKX_API_KEY");
-            return;
-        }
-        if(System.Environment.GetEnvironmentVariable("OKX_API_SECRET") is null) {
-            System.Console.Error.WriteLine("Please set environment variable OKX_API_SECRET");
-            return;
-        }
-        if(System.Environment.GetEnvironmentVariable("OKX_API_PASSPHRASE") is null) {
-            System.Console.Error.WriteLine("Please set environment variable OKX_API_PASSPHRASE");
-            return;
-        }
-            var eventHandler = new MyEventHandler();
-            var option = new ccapi.SessionOptions();
-            var config = new ccapi.SessionConfigs();
-            var session = new ccapi.Session(option, config, eventHandler);
-            var request = new ccapi.Request(Request.Operation.CREATE_ORDER, "okx", "BTC-USDT");
-        var param = new ccapi.MapStringString();
-        param.Add("SIDE","BUY");
-        param.Add("QUANTITY","0.0005");
-        param.Add("LIMIT_PRICE","20000");
-        request.AppendParam(param);
-        session.SendRequest(request);
-                  System.Threading.Thread.Sleep(10000);
-            session.Stop();
-            System.Console.WriteLine("Bye");
-        }
-     }
+class MainProgram {
+  class MyEventHandler : ccapi.EventHandler {
+    public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
+      System.Console.WriteLine(string.Format("Received an event:\n{0}", event_.ToStringPretty(2, 2)));
+      return true;
+    }
+  }
+  static void Main(string[] args) {
+    if (System.Environment.GetEnvironmentVariable("OKX_API_KEY") is null) {
+      System.Console.Error.WriteLine("Please set environment variable OKX_API_KEY");
+      return;
+    }
+    if (System.Environment.GetEnvironmentVariable("OKX_API_SECRET") is null) {
+      System.Console.Error.WriteLine("Please set environment variable OKX_API_SECRET");
+      return;
+    }
+    if (System.Environment.GetEnvironmentVariable("OKX_API_PASSPHRASE") is null) {
+      System.Console.Error.WriteLine("Please set environment variable OKX_API_PASSPHRASE");
+      return;
+    }
+    var eventHandler = new MyEventHandler();
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config, eventHandler);
+    var request = new ccapi.Request(ccapi.Request.Operation.CREATE_ORDER, "okx", "BTC-USDT");
+    var param = new ccapi.MapStringString();
+    param.Add("SIDE", "BUY");
+    param.Add("QUANTITY", "0.0005");
+    param.Add("LIMIT_PRICE", "20000");
+    request.AppendParam(param);
+    session.SendRequest(request);
+    System.Threading.Thread.Sleep(10000);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}
diff --git a/binding/csharp/example/execution_management_simple_request/main.csproj b/binding/csharp/example/execution_management_simple_request/main.csproj
@@ -1,13 +1,14 @@
 <Project Sdk="Microsoft.NET.Sdk">
-  <PropertyGroup>
-    <OutputType>Exe</OutputType>
-    <TargetFramework>net6.0</TargetFramework>
-    <Nullable>enable</Nullable>
-    <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
-  </PropertyGroup>
-<ItemGroup>
-  <Reference Include="ccapi">
-    <HintPath>$(CcapiLibraryPath)</HintPath>
-  </Reference>
-</ItemGroup>
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <Configuration>Release</Configuration>
+        <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
+    </PropertyGroup>
+    <ItemGroup>
+        <Reference Include="ccapi">
+            <HintPath>$(CcapiLibraryPath)</HintPath>
+        </Reference>
+    </ItemGroup>
 </Project>
diff --git a/binding/csharp/example/execution_management_simple_subscription/MainProgram.cs b/binding/csharp/example/execution_management_simple_subscription/MainProgram.cs
@@ -0,0 +1,46 @@
+class MainProgram {
+  class MyEventHandler : ccapi.EventHandler {
+    public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
+      if (event_.GetType_() == ccapi.Event.Type.SUBSCRIPTION_STATUS) {
+        System.Console.WriteLine(string.Format("Received an event of type SUBSCRIPTION_STATUS:\n{0}", event_.ToStringPretty(2, 2)));
+        var message = event_.GetMessageList()[0];
+        if (message.GetType_() == ccapi.Message.Type.SUBSCRIPTION_STARTED) {
+          var request = new ccapi.Request(ccapi.Request.Operation.CREATE_ORDER, "okx", "BTC-USDT");
+          var param = new ccapi.MapStringString();
+          param.Add("SIDE", "BUY");
+          param.Add("QUANTITY", "0.0005");
+          param.Add("LIMIT_PRICE", "20000");
+          request.AppendParam(param);
+          session.SendRequest(request);
+        }
+      } else if (event_.GetType_() == ccapi.Event.Type.SUBSCRIPTION_DATA) {
+        System.Console.WriteLine(string.Format("Received an event of type SUBSCRIPTION_DATA:\n{0}", event_.ToStringPretty(2, 2)));
+      }
+      return true;
+    }
+  }
+  static void Main(string[] args) {
+    if (System.Environment.GetEnvironmentVariable("OKX_API_KEY") is null) {
+      System.Console.Error.WriteLine("Please set environment variable OKX_API_KEY");
+      return;
+    }
+    if (System.Environment.GetEnvironmentVariable("OKX_API_SECRET") is null) {
+      System.Console.Error.WriteLine("Please set environment variable OKX_API_SECRET");
+      return;
+    }
+    if (System.Environment.GetEnvironmentVariable("OKX_API_PASSPHRASE") is null) {
+      System.Console.Error.WriteLine("Please set environment variable OKX_API_PASSPHRASE");
+      return;
+    }
+    var eventHandler = new MyEventHandler();
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config, eventHandler);
+    var subscriptionList = new ccapi.SubscriptionList();
+    subscriptionList.Add(new ccapi.Subscription("okx", "BTC-USDT", "ORDER_UPDATE"));
+    session.Subscribe(subscriptionList);
+    System.Threading.Thread.Sleep(10000);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}
diff --git a/binding/csharp/example/execution_management_simple_subscription/main.csproj b/binding/csharp/example/execution_management_simple_subscription/main.csproj
@@ -0,0 +1,14 @@
+<Project Sdk="Microsoft.NET.Sdk">
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <Configuration>Release</Configuration>
+        <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
+    </PropertyGroup>
+    <ItemGroup>
+        <Reference Include="ccapi">
+            <HintPath>$(CcapiLibraryPath)</HintPath>
+        </Reference>
+    </ItemGroup>
+</Project>
diff --git a/binding/csharp/example/fix_simple/MainProgram.cs b/binding/csharp/example/fix_simple/MainProgram.cs
@@ -0,0 +1,50 @@
+class MainProgram {
+  class MyEventHandler : ccapi.EventHandler {
+    public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
+      if (event_.GetType_() == ccapi.Event.Type.AUTHORIZATION_STATUS) {
+        System.Console.WriteLine(string.Format("Received an event of type AUTHORIZATION_STATUS:\n{0}", event_.ToStringPretty(2, 2)));
+        var message = event_.GetMessageList()[0];
+        if (message.GetType_() == ccapi.Message.Type.AUTHORIZATION_SUCCESS) {
+          var request = new ccapi.Request(ccapi.Request.Operation.FIX, "coinbase", "", "same correlation id for subscription and request");
+          var param = new ccapi.VectorPairIntString();
+          param.Add(new ccapi.PairIntString(35, "D"));
+          param.Add(new ccapi.PairIntString(11, "6d4eb0fb-2229-469f-873e-557dd78ac11e"));
+          param.Add(new ccapi.PairIntString(55, "BTC-USD"));
+          param.Add(new ccapi.PairIntString(54, "1"));
+          param.Add(new ccapi.PairIntString(44, "20000"));
+          param.Add(new ccapi.PairIntString(38, "0.001"));
+          param.Add(new ccapi.PairIntString(40, "2"));
+          param.Add(new ccapi.PairIntString(59, "1"));
+          request.AppendParamFix(param);
+          session.SendRequest(request);
+        }
+      } else if (event_.GetType_() == ccapi.Event.Type.FIX) {
+        System.Console.WriteLine(string.Format("Received an event of type FIX:\n{0}", event_.ToStringPretty(2, 2)));
+      }
+      return true;
+    }
+  }
+  static void Main(string[] args) {
+    if (System.Environment.GetEnvironmentVariable("COINBASE_API_KEY") is null) {
+      System.Console.Error.WriteLine("Please set environment variable COINBASE_API_KEY");
+      return;
+    }
+    if (System.Environment.GetEnvironmentVariable("COINBASE_API_SECRET") is null) {
+      System.Console.Error.WriteLine("Please set environment variable COINBASE_API_SECRET");
+      return;
+    }
+    if (System.Environment.GetEnvironmentVariable("COINBASE_API_PASSPHRASE") is null) {
+      System.Console.Error.WriteLine("Please set environment variable COINBASE_API_PASSPHRASE");
+      return;
+    }
+    var eventHandler = new MyEventHandler();
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config, eventHandler);
+    var subscription = new ccapi.Subscription("coinbase", "", "FIX", "", "same correlation id for subscription and request");
+    session.SubscribeByFix(subscription);
+    System.Threading.Thread.Sleep(10000);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}
diff --git a/binding/csharp/example/fix_simple/main.csproj b/binding/csharp/example/fix_simple/main.csproj
@@ -0,0 +1,14 @@
+<Project Sdk="Microsoft.NET.Sdk">
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <Configuration>Release</Configuration>
+        <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
+    </PropertyGroup>
+    <ItemGroup>
+        <Reference Include="ccapi">
+            <HintPath>$(CcapiLibraryPath)</HintPath>
+        </Reference>
+    </ItemGroup>
+</Project>
diff --git a/binding/csharp/example/handle_exception/MainProgram.cs b/binding/csharp/example/handle_exception/MainProgram.cs
@@ -0,0 +1,25 @@
+class MainProgram {
+  class MyEventHandler : ccapi.EventHandler {
+    public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
+      try {
+        throw new System.Exception("oops");
+      } catch (System.Exception e) {
+        System.Console.WriteLine(e.ToString());
+        System.Environment.Exit(0);
+      }
+      return true;
+    }
+  }
+  static void Main(string[] args) {
+    var eventHandler = new MyEventHandler();
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config, eventHandler);
+    var subscriptionList = new ccapi.SubscriptionList();
+    subscriptionList.Add(new ccapi.Subscription("okx", "BTC-USDT", "MARKET_DEPTH"));
+    session.Subscribe(subscriptionList);
+    System.Threading.Thread.Sleep(10000);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}
diff --git a/binding/csharp/example/handle_exception/main.csproj b/binding/csharp/example/handle_exception/main.csproj
@@ -0,0 +1,14 @@
+<Project Sdk="Microsoft.NET.Sdk">
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <Configuration>Release</Configuration>
+        <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
+    </PropertyGroup>
+    <ItemGroup>
+        <Reference Include="ccapi">
+            <HintPath>$(CcapiLibraryPath)</HintPath>
+        </Reference>
+    </ItemGroup>
+</Project>
diff --git a/binding/csharp/example/market_data_multiple_subscription/MainProgram.cs b/binding/csharp/example/market_data_multiple_subscription/MainProgram.cs
@@ -0,0 +1,34 @@
+class MainProgram {
+  class MyEventHandler : ccapi.EventHandler {
+    public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
+      if (event_.GetType_() == ccapi.Event.Type.SUBSCRIPTION_DATA) {
+        foreach (var message in event_.GetMessageList()) {
+          var correlationId = message.GetCorrelationIdList()[0];
+          System.Console.WriteLine(string.Format("{0}: Best bid and ask at {1} are:", correlationId, message.GetTimeISO()));
+          foreach (var element in message.GetElementList()) {
+            var elementNameValueMap = element.GetNameValueMap();
+            foreach (var entry in elementNameValueMap) {
+              var name = entry.Key;
+              var value = entry.Value;
+              System.Console.WriteLine(string.Format("  {0} = {1}", name, value));
+            }
+          }
+        }
+      }
+      return true;
+    }
+  }
+  static void Main(string[] args) {
+    var eventHandler = new MyEventHandler();
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config, eventHandler);
+    var subscriptionList = new ccapi.SubscriptionList();
+    subscriptionList.Add(new ccapi.Subscription("okx", "BTC-USDT", "MARKET_DEPTH", "", "BTC"));
+    subscriptionList.Add(new ccapi.Subscription("okx", "ETH-USDT", "MARKET_DEPTH", "", "ETH"));
+    session.Subscribe(subscriptionList);
+    System.Threading.Thread.Sleep(10000);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}