mchoudhary / md-pipe

md-pipe

Subscription Requests:

Following shows examples of trade and order book update subs. Please note although I have shown trade and order book upd in separate examples, any combination of symbol-exchange-channel can be subscribed to at the same time:

await pipe.Subscribe(EventVenues.BINANCE_FUTURES, newSubscriptions: new(){ new SubscriptionRequest(symbol: "BTCUSDT",
                                                                              exchange: EventVenues.BINANCE_FUTURES,
                                                                              channel: EventChannel.TRADE,
                                                                              tsSubmission: DateTime.UtcNow) });

await pipe.Subscribe(EventVenues.BINANCE_FUTURES, newSubscriptions: new(){ new SubscriptionRequest(symbol: "ETHUSDT",
                                                                              exchange: EventVenues.BINANCE_FUTURES,
                                                                              channel: EventChannel.TRADE,
                                                                              tsSubmission: DateTime.UtcNow) });

await pipe.Subscribe(EventVenues.BINANCE_FUTURES, newSubscriptions: new(){ new SubscriptionRequest(symbol: "BTCUSDT",
                                                                              exchange: EventVenues.BINANCE_FUTURES,
                                                                              channel: EventChannel.ORDERBOOK_L2_INCR,
                                                                              tsSubmission: DateTime.UtcNow) });

await pipe.Subscribe(EventVenues.BINANCE_FUTURES, newSubscriptions: new(){ new SubscriptionRequest(symbol: "ETHUSDT",
                                                                              exchange: EventVenues.BINANCE_FUTURES,
                                                                              channel: EventChannel.ORDERBOOK_L2_INCR,
                                                                              tsSubmission: DateTime.UtcNow) });