Tuning Order Book Management logic

.github/workflows/build.yml

@@ -37,6 +37,7 @@ jobs:
         cache: true
         cache-dependency-path: |
           src/**/*.csproj
+          tests/**/*.csproj
           src/**/global.json
           src/**/NuGet.Config
 
@@ -50,9 +51,9 @@ jobs:
       run: dotnet build --no-restore --configuration ${{ matrix.configuration }} --nologo
 
     - name: Test
-      run: dotnet test --no-build --configuration ${{ matrix.configuration }} --collect:"XPlat Code Coverage" --logger "trx;LogFileName=test_results.trx" || echo "No tests found"
+      run: dotnet test BinanceBot.sln --no-build --configuration ${{ matrix.configuration }} --collect:"XPlat Code Coverage" --logger "trx;LogFileName=test_results.trx"
 
-    - name: Upload test results (TRX)
+    - name: Upload test results
       if: always()
       uses: actions/upload-artifact@v4
       with:
@@ -61,7 +62,7 @@ jobs:
           **/TestResults/**/*.trx
         if-no-files-found: warn
 
-    - name: Upload code coverage (Cobertura)
+    - name: Upload code coverage
       if: always()
       uses: actions/upload-artifact@v4
       with:

.gitignore

@@ -262,4 +262,7 @@ __pycache__/
 
 # Environment variables
 .env
-!.env.example
+!.env.example
+
+# Logs
+logs/*.log

src/BinanceBot.Market/Abstracts/BaseMarketBot.cs

@@ -4,45 +4,44 @@
 using Binance.Net.Objects.Models.Spot;
 using NLog;
 
-namespace BinanceBot.Market
+namespace BinanceBot.Market;
+
+/// <summary>
+/// Base Market Bot
+/// </summary>
+/// <typeparam name="TStrategy"></typeparam>
+public abstract class BaseMarketBot<TStrategy> :
+    IMarketBot, IDisposable
+    where TStrategy : class, IMarketStrategy
 {
-    /// <summary>
-    /// Base Market Bot
-    /// </summary>
-    /// <typeparam name="TStrategy"></typeparam>
-    public abstract class BaseMarketBot<TStrategy> :
-        IMarketBot, IDisposable
-        where TStrategy : class, IMarketStrategy
-    {
-        protected readonly Logger Logger;
+    protected readonly Logger Logger;
 
-        protected readonly TStrategy MarketStrategy;
+    protected readonly TStrategy MarketStrategy;
 
 
-        protected BaseMarketBot(string symbol, TStrategy marketStrategy, Logger logger)
-        {
-            Symbol = symbol ?? throw new ArgumentNullException(nameof(symbol));
-            MarketStrategy = marketStrategy ?? throw new ArgumentNullException(nameof(marketStrategy));
-            Logger = logger ?? LogManager.GetCurrentClassLogger();
-        }
+    protected BaseMarketBot(string symbol, TStrategy marketStrategy, Logger logger)
+    {
+        Symbol = symbol ?? throw new ArgumentNullException(nameof(symbol));
+        MarketStrategy = marketStrategy ?? throw new ArgumentNullException(nameof(marketStrategy));
+        Logger = logger ?? LogManager.GetCurrentClassLogger();
+    }
 
 
-        public string Symbol { get; }
+    public string Symbol { get; }
 
 
-        public abstract Task RunAsync();
+    public abstract Task RunAsync();
 
-        public abstract void Stop();
+    public abstract void Stop();
 
-        public abstract Task ValidateServerTimeAsync();
+    public abstract Task ValidateServerTimeAsync();
 
-        public abstract Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol);
+    public abstract Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol);
 
-        public abstract Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders);
+    public abstract Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders);
 
-        public abstract Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order);
+    public abstract Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order);
 
-
-        public abstract void Dispose();
-    }
+
+    public abstract void Dispose();
 }

src/BinanceBot.Market/Abstracts/IMarketBot.cs

@@ -3,51 +3,50 @@
 using Binance.Net.Objects.Models.Spot;
 
 
-namespace BinanceBot.Market
+namespace BinanceBot.Market;
+
+/// <summary>
+/// Market Bot Interface
+/// </summary>
+public interface IMarketBot
 {
     /// <summary>
-    /// Market Bot Interface
+    /// Symbol
+    /// </summary>
+    string Symbol { get; }
+
+
+    /// <summary>
+    /// Run bot
+    /// </summary>
+    Task RunAsync();
+
+    /// <summary>
+    /// Stop bot
+    /// </summary>
+    void Stop();
+
+
+    /// <summary>
+    /// Validate connection w/ stock
+    /// </summary>
+    Task ValidateServerTimeAsync();
+
+    /// <summary>
+    /// Get currently opened orders
+    /// </summary>
+    /// <param name="symbol"></param>
+    Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol);
+
+    /// <summary>
+    /// Create new order
+    /// </summary>
+    /// <param name="order"></param>
+    Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order);
+
+    /// <summary>
+    /// Cancel orders
     /// </summary>
-    public interface IMarketBot
-    {
-        /// <summary>
-        /// Symbol
-        /// </summary>
-        string Symbol { get; }
-
-
-        /// <summary>
-        /// Run bot
-        /// </summary>
-        Task RunAsync();
-
-        /// <summary>
-        /// Stop bot
-        /// </summary>
-        void Stop();
-
-
-        /// <summary>
-        /// Validate connection w/ stock
-        /// </summary>
-        Task ValidateServerTimeAsync();
-
-        /// <summary>
-        /// Get currently opened orders
-        /// </summary>
-        /// <param name="symbol"></param>
-        Task<IEnumerable<BinanceOrder>> GetOpenedOrdersAsync(string symbol);
-
-        /// <summary>
-        /// Create new order
-        /// </summary>
-        /// <param name="order"></param>
-        Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderRequest order);
-
-        /// <summary>
-        /// Cancel orders
-        /// </summary>
-        /// <param name="orders"></param>
-        Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders);
-    }
+    /// <param name="orders"></param>
+    Task CancelOrdersAsync(IEnumerable<BinanceOrder> orders);
 }

src/BinanceBot.Market/Abstracts/IMarketDepthPublisher.cs

@@ -2,59 +2,58 @@
 using System.Collections.Generic;
 using BinanceBot.Market.Core;
 
-namespace BinanceBot.Market
+namespace BinanceBot.Market;
+
+/// <summary>
+/// Publisher of <see cref="MarketDepth"/> events
+/// </summary>
+public interface IMarketDepthPublisher
 {
     /// <summary>
-    /// Publisher of <see cref="MarketDepth"/> events
+    /// Order book was changed
     /// </summary>
-    public interface IMarketDepthPublisher
-    {
-        /// <summary>
-        /// Order book was changed
-        /// </summary>
-        event EventHandler<MarketDepthChangedEventArgs> MarketDepthChanged;
-
-        /// <summary>
-        /// Best <seealso cref="MarketDepthPair"/> was changed
-        /// </summary>
-        event EventHandler<MarketBestPairChangedEventArgs> MarketBestPairChanged;
-    }
-
-
+    event EventHandler<MarketDepthChangedEventArgs> MarketDepthChanged;
 
     /// <summary>
-    /// Order book changed event args
+    /// Best <seealso cref="MarketDepthPair"/> was changed
     /// </summary>
-    public sealed class MarketBestPairChangedEventArgs : EventArgs
-    {
-        public MarketBestPairChangedEventArgs(MarketDepthPair marketBestPair)
-        {
-            MarketBestPair = marketBestPair ?? throw new ArgumentNullException(nameof(marketBestPair));
-        }
+    event EventHandler<MarketBestPairChangedEventArgs> MarketBestPairChanged;
+}
+
+
 
-        public MarketDepthPair MarketBestPair { get; }
+/// <summary>
+/// Order book changed event args
+/// </summary>
+public sealed class MarketBestPairChangedEventArgs : EventArgs
+{
+    public MarketBestPairChangedEventArgs(MarketDepthPair marketBestPair)
+    {
+        MarketBestPair = marketBestPair ?? throw new ArgumentNullException(nameof(marketBestPair));
     }
 
+    public MarketDepthPair MarketBestPair { get; }
+}
 
-    /// <summary>
-    /// Best <seealso cref="MarketDepthPair"/> changed event args
-    /// </summary>
-    public sealed class MarketDepthChangedEventArgs : EventArgs
+
+/// <summary>
+/// Best <seealso cref="MarketDepthPair"/> changed event args
+/// </summary>
+public sealed class MarketDepthChangedEventArgs : EventArgs
+{
+    public MarketDepthChangedEventArgs(IEnumerable<Quote> asks, IEnumerable<Quote> bids, long updateTime)
     {
-        public MarketDepthChangedEventArgs(IEnumerable<Quote> asks, IEnumerable<Quote> bids, long updateTime)
-        {
-            if (updateTime <= 0) throw new ArgumentOutOfRangeException(nameof(updateTime));
+        if (updateTime <= 0) throw new ArgumentOutOfRangeException(nameof(updateTime));
 
-            Asks = asks;
-            Bids = bids;
-            UpdateTime = updateTime;
-        }
+        Asks = asks;
+        Bids = bids;
+        UpdateTime = updateTime;
+    }
 
 
-        public IEnumerable<Quote> Asks { get; }
+    public IEnumerable<Quote> Asks { get; }
 
-        public IEnumerable<Quote> Bids { get; }
+    public IEnumerable<Quote> Bids { get; }
 
-        public long UpdateTime { get; }
-    }
+    public long UpdateTime { get; }
 }

src/BinanceBot.Market/Abstracts/IMarketStrategy.cs

@@ -1,11 +1,10 @@
-namespace BinanceBot.Market
-{
+namespace BinanceBot.Market;
 
-    /// <summary>
-    /// MarketStrategy interface
-    /// </summary>
-    /// <remarks>
-    /// As simple as possible now
-    /// </remarks>
-    public interface IMarketStrategy { }
-}
+
+/// <summary>
+/// MarketStrategy interface
+/// </summary>
+/// <remarks>
+/// As simple as possible now
+/// </remarks>
+public interface IMarketStrategy { }

src/BinanceBot.Market/BinanceBot.Market.csproj

@@ -6,7 +6,7 @@
 
   <ItemGroup>
     <PackageReference Include="Binance.Net" Version="8.5.1" />
-    <PackageReference Include="NLog" Version="6.0.5" />
+    <PackageReference Include="NLog" Version="6.0.6" />
   </ItemGroup>
 
 </Project>