public static string FromLykkeInstrument(string instrument, CurrencyMapping mapping)
{
if (instrument.Length == 6)
{
var l1 = instrument.Substring(0, 3);
var l2 = instrument.Substring(3, 3);
return(FromLykkePair(l1, l2, mapping));
}
if (instrument.Length == 7)
{
var candidate = instrument.Substring(0, 4);
if (mapping.FourCharsCurrencies.Contains(candidate))
{
return(FromLykkePair(candidate, instrument.Substring(4, 3), mapping));
}
else
{
return(FromLykkePair(instrument.Substring(0, 3), instrument.Substring(3, 4), mapping));
}
}
if (instrument.Length == 8)
{
return(FromLykkePair(instrument.Substring(0, 4), instrument.Substring(4, 4), mapping));
}
throw new ArgumentException("Instrument should be of length 6 or 7", nameof(instrument));
}
public OrderModel ToOrder(CurrencyMapping mapping)
{
var instrument = CexIoInstrument.FromPair(Symbol1, Symbol2);
TradeType type;
switch (Type?.ToLowerInvariant())
{
case "buy":
type = TradeType.Buy;
break;
case "sell":
type = TradeType.Sell;
break;
default:
throw new InvalidOperationException($"Type {Type} is unknown");
}
return(new OrderModel
{
Id = Id,
AssetPair = CexIoInstrument.ToLykkeInstrument(instrument, mapping),
Price = Price,
OriginalVolume = Amount,
TradeType = type,
Timestamp = Time,
RemainingAmount = Pending,
ExecutedVolume = Amount - Pending
});
}
public CexIoRestClient(IApiCredentials credentials, CurrencyMapping currencyMapping, ILogFactory logFactory)
{
_credentials = credentials;
_currencyMapping = currencyMapping;
_client = new HttpClient(new LoggingHandler(logFactory.CreateLog(this), new HttpClientHandler()))
{
BaseAddress = new Uri("https://cex.io/api/")
};
}
private static string FromLykkePair(string l1, string l2, CurrencyMapping mapping)
{
if (mapping.Inverted.TryGetValue(l1, out var s1))
{
l1 = s1;
}
if (mapping.Inverted.TryGetValue(l2, out var s2))
{
l2 = s2;
}
return(FromPair(l1, l2));
}
public static string ToLykkeInstrument(string instrument, CurrencyMapping mapping)
{
var(symbol1, symbol2) = FromInstrument(instrument);
if (mapping.Rename.TryGetValue(symbol1, out var s1))
{
symbol1 = s1;
}
if (mapping.Rename.TryGetValue(symbol2, out var s2))
{
symbol2 = s2;
}
return(symbol1 + symbol2);
}
public OrderModel ToOrder(CurrencyMapping mapping, string orderType)
{
var instrument = CexIoInstrument.FromPair(Symbol1, Symbol2);
return(new OrderModel
{
Id = Id,
TradeType = Enum.Parse <TradeType>(Type, true),
Price = Price,
Timestamp = Time,
RemainingAmount = Remains,
AssetPair = CexIoInstrument.ToLykkeInstrument(instrument, mapping),
OriginalVolume = Amount,
ExecutedVolume = Amount - Remains,
ExecutionStatus = Status.ToOrderStatus()
});
}
public SpotController(CexIoAdapterSettings settings, ILogFactory logFactory)
{
_currencyMapping = settings.OrderBooks.CurrencyMapping;
_log = logFactory.CreateLog(this);
}