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Merged
JKorf merged 3 commits into from
Jan 13, 2026
Merged

Feature/orderbook #22

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f7c9b10
wip
JKorf Jan 12, 2026
bb3a031
Fixed GateIo ExchangeOrderBookFactory Perpetual Futures creation when…
JKorf Jan 13, 2026
ee297fc
Updated library versions
JKorf Jan 13, 2026
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54 changes: 27 additions & 27 deletions CryptoClients.Net/CryptoClients.Net.csproj
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
<Project Sdk="Microsoft.NET.Sdk">
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFrameworks>netstandard2.0;netstandard2.1;net8.0;net9.0;net10.0</TargetFrameworks>
<Nullable>enable</Nullable>
Expand Down Expand Up @@ -47,36 +47,36 @@
</PackageReference>
</ItemGroup>
<ItemGroup>
<PackageReference Include="Binance.Net" Version="12.0.0" />
<PackageReference Include="Bitfinex.Net" Version="10.0.0" />
<PackageReference Include="BitMart.Net" Version="3.0.1" />
<PackageReference Include="BloFin.Net" Version="2.0.0" />
<PackageReference Include="Bybit.Net" Version="6.0.0" />
<PackageReference Include="CoinEx.Net" Version="10.0.1" />
<PackageReference Include="CoinGecko.Net" Version="5.0.0" />
<PackageReference Include="CoinW.Net" Version="2.0.1" />
<PackageReference Include="Binance.Net" Version="12.2.0" />
<PackageReference Include="Bitfinex.Net" Version="10.3.0" />
<PackageReference Include="BitMart.Net" Version="3.2.0" />
<PackageReference Include="BloFin.Net" Version="2.2.0" />
<PackageReference Include="Bybit.Net" Version="6.2.0" />
<PackageReference Include="CoinEx.Net" Version="10.2.0" />
<PackageReference Include="CoinGecko.Net" Version="5.2.0" />
<PackageReference Include="CoinW.Net" Version="2.2.0" />
<PackageReference Include="ConfigureAwaitChecker.Analyzer" Version="5.0.0.1">
<PrivateAssets>all</PrivateAssets>
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
</PackageReference>
<PackageReference Include="CryptoCom.Net" Version="3.0.3" />
<PackageReference Include="DeepCoin.Net" Version="3.0.2" />
<PackageReference Include="GateIo.Net" Version="3.0.0" />
<PackageReference Include="HyperLiquid.Net" Version="3.0.0" />
<PackageReference Include="JK.BingX.Net" Version="3.0.1" />
<PackageReference Include="JK.Bitget.Net" Version="3.0.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.0.2" />
<PackageReference Include="JK.OKX.Net" Version="4.0.1" />
<PackageReference Include="Jkorf.Aster.Net" Version="2.0.0" />
<PackageReference Include="JKorf.BitMEX.Net" Version="3.0.1" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.0.1" />
<PackageReference Include="JKorf.HTX.Net" Version="8.0.1" />
<PackageReference Include="JKorf.Upbit.Net" Version="2.0.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.0.2" />
<PackageReference Include="Kucoin.Net" Version="8.0.2" />
<PackageReference Include="Toobit.Net" Version="2.0.0" />
<PackageReference Include="WhiteBit.Net" Version="3.0.1" />
<PackageReference Include="XT.Net" Version="3.0.1" />
<PackageReference Include="CryptoCom.Net" Version="3.2.0" />
<PackageReference Include="DeepCoin.Net" Version="3.2.0" />
<PackageReference Include="GateIo.Net" Version="3.2.0" />
<PackageReference Include="HyperLiquid.Net" Version="3.4.0" />
<PackageReference Include="JK.BingX.Net" Version="3.2.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.2.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.2.0" />
<PackageReference Include="JK.OKX.Net" Version="4.2.0" />
<PackageReference Include="Jkorf.Aster.Net" Version="2.2.0" />
<PackageReference Include="JKorf.BitMEX.Net" Version="3.2.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.2.0" />
<PackageReference Include="JKorf.HTX.Net" Version="8.2.0" />
<PackageReference Include="JKorf.Upbit.Net" Version="2.2.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.2.0" />
<PackageReference Include="Kucoin.Net" Version="8.2.0" />
<PackageReference Include="Toobit.Net" Version="2.2.0" />
<PackageReference Include="WhiteBit.Net" Version="3.2.0" />
<PackageReference Include="XT.Net" Version="3.2.0" />
</ItemGroup>
<PropertyGroup>
<DocumentationFile>CryptoClients.Net.xml</DocumentationFile>
Expand Down
13 changes: 13 additions & 0 deletions CryptoClients.Net/CryptoClients.Net.xml
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20 changes: 18 additions & 2 deletions CryptoClients.Net/ExchangeOrderBookFactory.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@
using Coinbase.Net.Interfaces;
using CoinEx.Net.Interfaces;
using CoinW.Net.Interfaces;
using CryptoClients.Net.Enums;
using CryptoClients.Net.Interfaces;
using CryptoCom.Net.Interfaces;
using CryptoExchange.Net.Interfaces;
Expand All @@ -23,6 +24,7 @@
using Kucoin.Net.Interfaces;
using Mexc.Net.Interfaces;
using OKX.Net.Interfaces;
using System.Collections.Generic;
using System.Linq;
using Toobit.Net.Interfaces;
using Upbit.Net.Interfaces;
Expand Down Expand Up @@ -142,6 +144,20 @@ public ExchangeOrderBookFactory(
XT = xt;
}

/// <inheritdoc />
public ISymbolOrderBook[] Create(SharedSymbol symbol, int? minimalDepth = null, IEnumerable<string>? exchanges = null, ExchangeParameters? exchangeParameters = null)
{
var result = new List<ISymbolOrderBook>();
foreach(var exchange in Exchange.All)
{
var book = Create(exchange, symbol, minimalDepth, exchangeParameters);
if (book != null)
result.Add(book);
}

return result.ToArray();
}

/// <inheritdoc />
public ISymbolOrderBook? Create(string exchange, SharedSymbol symbol, int? minimalDepth = null, ExchangeParameters? exchangeParameters = null)
{
Expand Down Expand Up @@ -181,7 +197,7 @@ public ExchangeOrderBookFactory(
var bloFinLimit = GetBookDepth(minimalDepth, false, 5, 400);
return BloFin.Create(symbol, opts => { opts.Limit = bloFinLimit; });
case "Bybit":
var bybitLimit = GetBookDepth(minimalDepth, false, 1, 50, 200);
var bybitLimit = GetBookDepth(minimalDepth, false, 1, 50, 200, 1000);
return Bybit.Create(symbol, opts => { opts.Limit = bybitLimit; });
case "Coinbase":
return Coinbase.Create(symbol);
Expand All @@ -197,7 +213,7 @@ public ExchangeOrderBookFactory(
return DeepCoin.Create(symbol);
case "GateIo":
var gateIoLimit = GetBookDepth(minimalDepth, true, 20, 50, 100);
return GateIo.Create(symbol, symbol.QuoteAsset, opts =>
return GateIo.Create(symbol, symbol.QuoteAsset == SharedSymbol.UsdOrStable ? null : symbol.QuoteAsset, opts =>
{
opts.Limit = gateIoLimit;
opts.UpdateInterval = 100;
Expand Down
11 changes: 11 additions & 0 deletions CryptoClients.Net/Interfaces/IExchangeOrderBookFactory.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@
using Kucoin.Net.Interfaces;
using Mexc.Net.Interfaces;
using OKX.Net.Interfaces;
using System.Collections.Generic;
using Toobit.Net.Interfaces;
using Upbit.Net.Interfaces;
using WhiteBit.Net.Interfaces;
Expand Down Expand Up @@ -143,5 +144,15 @@ public interface IExchangeOrderBookFactory
/// <param name="exchangeParameters">Exchange specific parameters</param>
/// <returns>ISymbolOrderBook implementation</returns>
ISymbolOrderBook? Create(string exchange, SharedSymbol symbol, int? minimalDepth = null, ExchangeParameters? exchangeParameters = null);

/// <summary>
/// Create a ISymbolOrderBook instances for the provided symbol on the all or specific exchanges
/// </summary>
/// <param name="symbol">Symbol</param>
/// <param name="minimalDepth">Minimal depth of the order book. Order book might be larger depending on what the API supports. Might be smaller if the requested depth is above what the API can support.</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
/// <param name="exchanges">Exchanges to create the books for, if not specified create for all</param>
/// <returns>ISymbolOrderBook implementations</returns>
ISymbolOrderBook[] Create(SharedSymbol symbol, int? minimalDepth = null, IEnumerable<string>? exchanges = null, ExchangeParameters ? exchangeParameters = null);
}
}