Ethereum: Building a binary order book in C
.NET Core
As part of our MarketMaker team, we need a stable solution to extract Binance cryptocurrency market without API keys. In this article, we will study how to achieve this with the help of C
.NET Core.
Requirements
Before you immerse yourself in performance, let us outline the requirements:
- Data on the public market
- Depth of the order market at specific price levels
Step 1: Set a new .NET Core Project
Create a new .NET Core Project using DOTNET CLI:
`bash
Dotnet New Console -o BinanceMarketdata
Step 2: Install the required libraries
Install the following packages Nuget:
Microsoft.extensions.Dependencyenjectionto inject addiction
Newtonsoft.jsonfor serialization and deciring of JSON
Add the following to your file Startup.cs:
`csharp
Use of Microsoft.aspnetcore.builder;
Use of Microsoft.extensions.Dependency;
Names BinanceMarketdata names
{
Starting a public class
{
Public Void ConfigureServices (IserviceCollection Services)
{
Services.AdControllers ();
Services.Addjsonserialization ();
}
Public Void Configure
{
App.userouting ();
App.useendpoints (endpoints =>
{
endpoints.mapControllers ();
});
}
}
}
Step 3: Create a Market Data Extract Service
Create a new file Marketdataserice.cs:
`csharp
use of a system;
Use of System.Collections.Generic;
Use of microsoft.aspnetcore.http;
using binance.netapi.client;
Names BinanceMarketdata.Services
{
Marketdataservice of the public class
{
Private Readonly HttpClient _HttpClient;
Public Marketdataserice ()
{
_httpclient = new httpClient ();
}
A public task for asynchronization
{
// Set the endpoint and parameters of API
Var apiendpoint = "
VAR Parameters = New Dictionary
{
{"Symbol", "ETH/BTC"}, // Replace with the desired symbol
{"Limit", "10"} // Number of market records of return data
};
// Make an API request and analyze JSON Answer
Var Marketdata = waiting _httpclient.getasync (apiendpoint, parameters) .Result;
Marketdata.nsuresuccessstatuscode ();
Var Jsondata = Wait a new StreamReader (Marketdata.Content.Radasstringasync ()). Readtoendasync ();
Var Marketdaobject = Jsonconvert.Deserizeobject
Return Marketdataobject;
}
Public Asinchioski Asinchook> Getorderbookasync (String symbol, int depth)
{
// Set the endpoint and parameters of API
Var apiendpoint = "
VAR Parameters = New Dictionary
{
{"symbol", symbol}, // Replace with the desired symbol
{"Limit", Depth.Tostring ()} // Number of Order Book Records to return
};
// Make an API request and analyze JSON Answer
Var Orderbook = Wait _httpClient.getasync (apiendpoint, parameters) .Result;
Orderbook.ensuresccessstatuscode ();
Var Jsondata = Wait a new streamReader (Orderbook.Content.Radasstringasync ()). Readtoendasync ();
Var Orderbookobject = Jsonconvert.Deserizeobject
Return of order order;
}
}
}
Step 4: Register the service in DI container
Add the following to your startup.
