public IScriptLastTrades GetLastTrades(IScriptMarket market)
{
LastTradesContainer trades = null;
try
{
var response = Query(false, "/spot/v3/instruments/" + market.SecondaryCurrency.ToUpper() + "-" + market.PrimaryCurrency.ToUpper() + "/trades", new Dictionary <string, string>()
{
{ "limit", "100" }
});
if (response != null && response.Value <bool>("success"))
{
trades = new LastTradesContainer();
trades.Market = market;
trades.Trades = response.Value <JArray>("result")
.Select(c => Trade.ParsePublicTrade(market, c as JObject))
.Cast <IScriptOrder>()
.OrderByDescending(c => c.Timestamp)
.ToList();
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(trades);
}
public IScriptOrderbook GetOrderbook(IScriptMarket market)
{
IScriptOrderbook orderbook = null;
Console.Out.WriteLine("GetOrderbook");
try
{
Market instrument = _markets.Find(c => c.PrimaryCurrency == market.PrimaryCurrency && c.SecondaryCurrency == market.SecondaryCurrency);
JArray response = (JArray)Call("GetL2Snapshot", new ApexL2SnapshotRequest(1, instrument.InstrumentId, 50));
if (response != null)
{
orderbook = new Orderbook(response);
}
if (_level2Subscriptions.Contains(market.PrimaryCurrency + market.SecondaryCurrency) == false)
{
Call("SubscribeLevel2", new ApexSubscribeLevel2(1, market.PrimaryCurrency + market.SecondaryCurrency, 100));
_level2Subscriptions.Add(market.PrimaryCurrency + market.SecondaryCurrency);
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(orderbook);
}
public IScriptOrderbook GetOrderbook(IScriptMarket market)
{
IScriptOrderbook orderbook = null;
try
{
var response = Query(false, "/public/getorderbook?", new Dictionary <string, string>()
{
{ "market", market.SecondaryCurrency.ToUpper() + "-" + market.PrimaryCurrency.ToUpper() },
{ "type", "both" },
{ "depth", "50" }
});
if (response != null && response.Value <bool>("success"))
{
orderbook = new Orderbook(response.Value <JObject>("result"));
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(orderbook);
}
public string PlaceOrder(IScriptMarket market, ScriptedOrderType direction, decimal price, decimal amount, bool isMarketOrder, string template = "", bool hiddenOrder = false)
{
var result = "";
try
{
var parameters = new Dictionary <string, string>
{
{ "apikey", _publicKey },
{ "market", market.SecondaryCurrency.ToUpper() + "-" + market.PrimaryCurrency.ToUpper() },
{ "quantity", amount.ToString(CultureInfo.InvariantCulture) },
{ "rate", price.ToString(CultureInfo.InvariantCulture) }
};
var apiCall = "buylimit";
if (direction == ScriptedOrderType.Sell)
{
apiCall = "selllimit";
}
var response = Query(true, "/market/" + apiCall + "?", parameters);
if (response != null && response.Value <bool>("success"))
{
result = response.Value <JObject>("result").Value <string>("uuid");
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(result);
}
public string PlaceOrder(IScriptMarket market, ScriptedOrderType direction, decimal price, decimal amount, bool isMarketOrder, string template = "", bool hiddenOrder = false)
{
var result = "";
Console.Out.WriteLine("PlaceOrder1");
try
{
Market instrument = _markets.Find(c => c.PrimaryCurrency == market.PrimaryCurrency && c.SecondaryCurrency == market.SecondaryCurrency);
int side = (direction == ScriptedOrderType.Buy) ? 0 : 1;
int type = (isMarketOrder) ? ApexOrderType.Market : ApexOrderType.Limit;
Console.Out.WriteLine("instrument");
Console.Out.WriteLine(instrument.InstrumentId.ToString());
Console.Out.WriteLine("side");
Console.Out.WriteLine(side.ToString());
Console.Out.WriteLine("amount");
Console.Out.WriteLine(amount.ToString());
Console.Out.WriteLine("type");
Console.Out.WriteLine(type.ToString());
Console.Out.WriteLine("price");
Console.Out.WriteLine(price.ToString());
JObject response = (JObject)Call("SendOrder", new ApexSendOrder(instrument.InstrumentId, 1, _userInfo.AccountId, side, amount.ToString(), type, price.ToString()));
result = response.Value <string>("OrderId");
} catch (Exception e)
{
OnError(e.Message);
}
return(result);
}
public IScriptLastTrades GetLastTrades(IScriptMarket market)
{
LastTradesContainer trades = null;
Console.Out.WriteLine("GetLastTrades");
try
{
var response = Query(false, "/v1/trade-history?", new Dictionary <string, string>()
{
{ "symbol", market.PrimaryCurrency.ToUpper() + market.SecondaryCurrency.ToUpper() },
{ "count", "100" }
});
if (response != null)
{
trades = new LastTradesContainer();
trades.Market = market;
trades.Trades = response.Value <JArray>("result")
.Select(c => Trade.ParsePublicTrade(market, c as JObject))
.Cast <IScriptOrder>()
.OrderByDescending(c => c.Timestamp)
.ToList();
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(trades);
}
private void GetOrderDetailsFromTrades(IScriptMarket market, string orderId, decimal amount, Order order, List <IScriptOrder> trades)
{
order.OrderId = orderId;
order.Market = market;
if (order.Status == ScriptedOrderStatus.Unkown)
{
order.Status = trades.Sum(c => c.AmountFilled) >= amount
? ScriptedOrderStatus.Completed
: ScriptedOrderStatus.Cancelled;
}
order.Price = GetAveragePrice(trades.ToList());
order.Amount = amount;
order.AmountFilled = trades.Sum(c => c.AmountFilled);
order.AmountFilled = Math.Min(order.Amount, order.AmountFilled);
order.FeeCost = trades.Sum(c => c.FeeCost);
if (!trades.Any())
{
return;
}
order.Timestamp = trades.First().Timestamp;
order.FeeCurrency = trades[0].FeeCurrency;
order.IsBuyOrder = trades[0].IsBuyOrder;
}
public IScriptTick GetTicker(IScriptMarket market)
{
IScriptTick ticker = null;
Console.Out.WriteLine("GetTicker");
try
{
Market instrument = _markets.Find(c => c.PrimaryCurrency == market.PrimaryCurrency && c.SecondaryCurrency == market.SecondaryCurrency);
JObject response = (JObject)Call("GetLevel1", new ApexL1SnapshotRequest(1, instrument.InstrumentId));
ticker = new Ticker(response, market.PrimaryCurrency, market.SecondaryCurrency);
if (_level2Subscriptions.Contains(market.PrimaryCurrency + market.SecondaryCurrency) == false)
{
Call("SubscribeLevel1", new ApexSubscribeLevel1(1, instrument.InstrumentId));
_level1Subscriptions.Add(market.PrimaryCurrency + market.SecondaryCurrency);
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(ticker);
}
public ScriptedOrderStatus GetOrderStatus(string orderId, IScriptMarket scriptMarket, decimal price, decimal amount, bool isBuyOrder)
{
var status = ScriptedOrderStatus.Unkown;
Console.Out.WriteLine("GetOrderStatus");
return(status);
}
public IScriptOrder GetOrderDetails(string orderId, IScriptMarket market, decimal price, decimal amount, bool isBuyOrder)
{
// This might be called even when the order is in the open orders.
// Make sure that the order is not open.
Order order = null;
Console.Out.WriteLine("GetOrderDetails");
return(order);
}
public bool CancelOrder(IScriptMarket market, string orderId, bool isBuyOrder)
{
var result = false;
Console.Out.WriteLine("CancelOrder");
try
{
JObject response = (JObject)Call("CancelOrder", new ApexCancelOrder(1, _userInfo.AccountId, int.Parse(orderId)));
result = response.Value <bool>("result");
} catch (Exception e)
{
OnError(e.Message);
}
return(result);
}
public string PlaceOrder(IScriptMarket market, ScriptedOrderType direction, decimal price, decimal amount, bool isMarketOrder, string template = "", bool hiddenOrder = false)
{
var result = "";
try
{
var apiCall = "buy";
if (direction == ScriptedOrderType.Sell)
{
apiCall = "sell";
}
var parameters = new Dictionary <string, string>
{
//{"apikey", _publicKey},
{ "instrument_id", market.SecondaryCurrency.ToUpper() + "-" + market.PrimaryCurrency.ToUpper() },
{ "side", apiCall }
{ "size", amount.ToString(CultureInfo.InvariantCulture) },
public bool CancelOrder(IScriptMarket market, string orderId, bool isBuyOrder)
{
var result = false;
try
{
var response = Query(true, "/market/cancel?", new Dictionary <string, string>()
{
{ "apikey", _publicKey },
{ "uuid", orderId }
});
result = response != null && response.Value <bool>("success");
}
catch (Exception e)
{
OnError(e.Message);
}
return(result);
}
public IScriptOrder GetOrderDetails(string orderId, IScriptMarket market, decimal price, decimal amount, bool isBuyOrder)
{
// This might be called even when the order is in the open orders.
// Make sure that the order is not open.
Order order = null;
try
{
var status = GetOrderStatus(orderId, market, price, amount, isBuyOrder);
if (status != ScriptedOrderStatus.Completed && status != ScriptedOrderStatus.Cancelled)
{
order = new Order();
order.Status = status;
return(order);
}
Thread.Sleep(500);
var history = GetTradeHistory();
if (history == null)
{
return(null);
}
var trades = history
.Where(c => c.OrderId == orderId)
.ToList();
order = new Order();
GetOrderDetailsFromTrades(market, orderId, amount, order, trades);
}
catch (Exception e)
{
OnError(e.Message);
}
return(order);
}
public IScriptTick GetTicker(IScriptMarket market)
{
IScriptTick ticker = null;
try
{
var response = Query(false, "/spot/v3/instruments/", new Dictionary <string, string>()
{
{ "market", market.SecondaryCurrency.ToUpper() + "-" + market.PrimaryCurrency.ToUpper() },
});
if (response != null && response.Value <bool>("success"))
{
ticker = new Ticker(response.Value <JObject>("result"), market.PrimaryCurrency, market.SecondaryCurrency);
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(ticker);
}
public ScriptedOrderStatus GetOrderStatus(string orderId, IScriptMarket scriptMarket, decimal price, decimal amount, bool isBuyOrder)
{
var status = ScriptedOrderStatus.Unkown;
try
{
var response = Query(true, "/account/getorder?", new Dictionary <string, string>()
{
{ "apikey", _publicKey }, { "uuid", orderId }
});
if (response != null && response.Value <bool>("success"))
{
status = Order.ParseSingle(response.Value <JObject>("result")).Status;
}
}
catch (Exception e)
{
OnError(e.Message);
}
return(status);
}
private void AssertMarket(IScriptMarket market)
{
Assert.IsTrue(market.PrimaryCurrency != market.SecondaryCurrency, "Double currency detected");
if (Api.PlatformType != ScriptedExchangeType.Spot)
{
Assert.IsTrue(market.Leverage.Count > 0, "Missing leverage levels");
}
if (!AllowZeroPriceDecimals)
{
Assert.IsTrue(market.PriceDecimals != 0.0M, $"Zero price decimals detected {market.PrimaryCurrency} {market.SecondaryCurrency}");
}
if (!AllowZeroAmountDecimals)
{
Assert.IsTrue(market.AmountDecimals != 0.0M, $"Zero amount decimals detected {market.PrimaryCurrency} {market.SecondaryCurrency}");
}
if (!AllowZeroFee)
{
Assert.IsTrue(market.Fee > 0.0M, $"Missing fee percentage: {market}");
}
}
public string PlaceOrder(IScriptMarket market, ScriptedLeverageOrderType direction, decimal price, decimal amount, decimal leverage, bool isMarketOrder, string template = "", bool isHiddenOrder = false)
{
return(null);
}
public decimal GetMaxPositionAmount(IScriptMarket pair, decimal tickClose, Dictionary <string, decimal> wallet, decimal leverage, ScriptedLeverageSide scriptedLeverageSide)
{
return(1);
}
public decimal GetContractValue(IScriptMarket pair, decimal price)
{
return(1);
}
