REST Client

When developing a connector for a number of exchanges, an important component is the HTTP client, which provides interaction with the exchange's REST API. In StockSharp, for this purpose, a HttpClient class is often created when developing a connector, built on the basis of the RestSharp library.

RestSharp Features

RestSharp is a popular .NET library for working with REST APIs. To simplify working with RestSharp within the framework of StockSharp, extension methods have been developed that are available in the Ecng repository.

HttpClient Structure

HttpClient usually includes the following key elements:

1. Constructor

• Initializes RestClient
• Configures the base URL and headers

2. Methods for different types of requests

• For example, GetProducts, GetCandles, GetTrades

3. Methods for working with trading operations

• For example, GetOrders, RegisterOrder, CancelOrder

4. Helper methods

• For forming requests
• For processing responses

class HttpClient : BaseLogReceiver
{
	private readonly RestClient _restClient;
	private readonly Authenticator _authenticator;

	// The constructor initializes RestClient and configures the base URL
	public HttpClient(Authenticator authenticator)
	{
		_authenticator = authenticator ?? throw new ArgumentNullException(nameof(authenticator));
		
		var options = new RestClientOptions
		{
			BaseUrl = new Uri("https://api.example.com"),
			UserAgent = "YourAppName/1.0"
		};

		_restClient = new RestClient(options);
	}

	// Method for getting a list of products (instruments) from the exchange
	public async Task<IEnumerable<Product>> GetProducts(string type, CancellationToken cancellationToken)
	{
		var request = new RestRequest("products", Method.Get)
			.AddParameter("type", type);

		// Using the ExecuteAsync extension method to execute the request
		var response = await _restClient.ExecuteAsync<List<Product>>(request, cancellationToken);
		return response.Data;
	}

	// Method for getting historical candles
	public async Task<IEnumerable<Candle>> GetCandles(string symbol, long start, long end, string granularity, CancellationToken cancellationToken)
	{
		var request = new RestRequest($"products/{symbol}/candles", Method.Get)
			.AddParameter("start", start)
			.AddParameter("end", end)
			.AddParameter("granularity", granularity);

		var response = await _restClient.ExecuteAsync<List<Candle>>(request, cancellationToken);
		return response.Data;
	}

	// Method for registering a new order
	public async Task<Order> RegisterOrder(string clientOrderId, string symbol, string type, string side, decimal? price, decimal volume, CancellationToken cancellationToken)
	{
		var request = new RestRequest("orders", Method.Post)
			.AddJsonBody(new
			{
				client_order_id = clientOrderId,
				symbol,
				type,
				side,
				price,
				volume
			});

		// Applying authentication before executing the request
		var response = await _restClient.ExecuteAsync<Order>(ApplyAuth(request), cancellationToken);
		return response.Data;
	}

	// Method for canceling an existing order
	public async Task<bool> CancelOrder(string orderId, CancellationToken cancellationToken)
	{
		var request = new RestRequest($"orders/{orderId}", Method.Delete);

		var response = await _restClient.ExecuteAsync(ApplyAuth(request), cancellationToken);
		return response.IsSuccessful;
	}

	// Helper method for applying authentication to a request
	private RestRequest ApplyAuth(RestRequest request)
	{
		_authenticator.ApplyAuthentication(request);
		return request;
	}
}

Implementation Recommendations

• Use asynchronous methods for efficient network operation.
• Implement error handling and retries for unstable connections.
• Take into account the API rate limits of the specific exchange.
• Use RestSharp extension methods to simplify working with requests and responses.

Remember that the specific implementation may differ depending on the requirements and specifics of the API of a particular exchange.