public void cancelAysnc(OkexCoinType commodity, OkexCoinType currency,
string orderID,
HttpAsyncReq.ResponseCallback callback)
{
string c0 = OkexDefValueConvert.getCoinName(commodity);
string c1 = OkexDefValueConvert.getCoinName(currency);
string symbol = c0 + "_" + c1;
postRequest.cancelOrderAsync(symbol, orderID, callback);
}
public void trade(OkexCoinType comm, OkexCoinType curr,
double price, double volume, OkexStockTradeType type,
StockTradeEntity.StockTradeEventHandler callback = null, long queryInterval = 1000)
{
StockTradeEntity entity = new StockTradeEntity(comm, curr, queryInterval);
entity.setTradeEventHandler(callback);
OkexStockTrader.Instance.tradeAsync(comm, curr, type, price, volume, entity.onAsyncCallback);
m_stockEntityList.Add(entity);
}
public OkexStockDepthData getDepthData(OkexCoinType commodity, OkexCoinType currency)
{
uint id = genID(commodity, currency);
if (!m_depthData.ContainsKey(id))
{
return(null);
}
return(m_depthData[id]);
}
public void tradeAsync(OkexCoinType commodity, OkexCoinType currency,
OkexStockTradeType tradeType, double price, double amount,
HttpAsyncReq.ResponseCallback callback)
{
string c0 = OkexDefValueConvert.getCoinName(commodity);
string c1 = OkexDefValueConvert.getCoinName(currency);
string symbol = c0 + "_" + c1;
string strType = OkexDefValueConvert.getStockTradeTypeStr(tradeType);
postRequest.tradeAsync(symbol, strType, price.ToString(), amount.ToString(), callback);
}
public OkexStockMarketData getStockMarketData(OkexCoinType commodityCoin, OkexCoinType currencyCoin)
{
string c0 = OkexDefValueConvert.getCoinName(commodityCoin);
string c1 = OkexDefValueConvert.getCoinName(currencyCoin);
string str = getRequest.ticker(c0 + "_" + c1);
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
OkexStockMarketData md = JsonConvert.DeserializeObject <OkexStockMarketData>(jo["ticker"].ToString());
md.timestamp = long.Parse((string)jo["date"]);
md.receiveTimestamp = DateUtil.getCurTimestamp();
return(md);
}
public void subscribeInstrument(OkexCoinType commodity, OkexCoinType currency)
{
uint id = genID(commodity, currency);
if (m_stockDataSubjects.ContainsKey(id))
{
return;
}
m_stockDataSubjects[id] = new OkexStockDataSubject(commodity, currency);
StockDataUpdater sdu = new StockDataUpdater(commodity, currency);
m_dataUpdaters.TryAdd(id, sdu);
sdu.start();
}
public OkexStockMarketData getMarketDataWithTimeLimit(OkexCoinType commodity, OkexCoinType currency, long limitMillisec)
{
OkexStockMarketData md = getMarketData(commodity, currency);
if (md == null)
{
return(null);
}
long curTimestamp = DateUtil.getCurTimestamp();
if (curTimestamp - md.receiveTimestamp - GlobalSetting.marketDataBias > limitMillisec)
{
return(null);
}
return(md);
}
public void unsubscribeInstrument(OkexCoinType commodity, OkexCoinType currency)
{
uint id = genID(commodity, currency);
if (!m_stockDataSubjects.ContainsKey(id))
{
return;
}
OkexStockDataSubject sbj;
m_stockDataSubjects.TryRemove(id, out sbj);
if (m_dataUpdaters.ContainsKey(id))
{
StockDataUpdater sdu = m_dataUpdaters[id];
sdu.stop();
m_dataUpdaters.TryRemove(id, out sdu);
}
}
public bool getOrderInfoByID(OkexCoinType commodity, OkexCoinType currency, long orderID, out OkexStockOrderBriefInfo info)
{
string c0 = OkexDefValueConvert.getCoinName(commodity);
string c1 = OkexDefValueConvert.getCoinName(currency);
string symbol = c0 + "_" + c1;
string str = postRequest.order_info(symbol, orderID.ToString());
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool ret = (bool)jo["result"];
info = new OkexStockOrderBriefInfo();
if (ret)
{
JArray arr = JArray.Parse(jo["orders"].ToString());
foreach (var item in arr)
{
info.amount = (double)item["amount"];
info.price = (double)item["price"];
info.createDate = (string)item["create_date"];
info.avgDealPrice = (double)item["avg_price"];
info.dealAmount = (double)item["deal_amount"];
string strType = (string)item["type"];
info.tradeType = OkexDefValueConvert.parseStockTradeType(strType);
int nStatus = int.Parse((string)item["status"]);
if (nStatus == 3)
{
nStatus = 4;
}
info.status = (OkexOrderStatusType)nStatus;
info.orderID = (long)item["order_id"];
info.commodity = commodity;
info.currency = currency;
break;
}
}
return(ret);
}
public OkexStockDepthData getStockDepthData(OkexCoinType commodityCoin, OkexCoinType currencyCoin, uint size = 10)
{
string c0 = OkexDefValueConvert.getCoinName(commodityCoin);
string c1 = OkexDefValueConvert.getCoinName(currencyCoin);
OkexStockDepthData dd = new OkexStockDepthData();
dd.sendTimestamp = DateUtil.getCurTimestamp();
string str = getRequest.depth(c0 + "_" + c1, size.ToString());
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
JArray bidArr = JArray.Parse(jo["bids"].ToString());
JArray askArr = JArray.Parse(jo["asks"].ToString());
int count = Math.Min(bidArr.Count, 10);
for (int i = 0; i < count; i++)
{
JArray ordArr = JArray.Parse(bidArr[i].ToString());
double p = (double)ordArr[0];
double v = (double)ordArr[1];
dd.bids[i].price = p;
dd.bids[i].volume = v;
}
count = Math.Min(askArr.Count, 10);
int last = askArr.Count - 1;
for (int i = 0; i < count; i++)
{
JArray ordArr = JArray.Parse(askArr[last - i].ToString());
double p = (double)ordArr[0];
double v = (long)ordArr[1];
dd.asks[i].price = p;
dd.asks[i].volume = v;
}
return(dd);
}
// stock
public static string getCoinName(OkexCoinType ct)
{
return(coinName[(int)ct]);
}
public StockTradeEntity(OkexCoinType comm, OkexCoinType curr, long queryInterval = 1000) : base(queryInterval)
{
m_commodity = comm;
m_currency = curr;
}
public OkexStockDataSubject(OkexCoinType commodity, OkexCoinType currency)
{
commodityCoin = commodity;
currencyCoin = currency;
}
public StockDataUpdater(OkexCoinType comm, OkexCoinType curr)
{
m_commodityCoin = comm;
m_currencyCoin = curr;
}
public void saveDepthData(OkexCoinType commodity, OkexCoinType currency, OkexStockDepthData depthData)
{
uint id = genID(commodity, currency);
m_depthData[id] = depthData;
}
public void saveMarketData(OkexCoinType commodity, OkexCoinType currency, OkexStockMarketData marketData)
{
uint id = genID(commodity, currency);
m_marketData[id] = marketData;
}
public static uint genID(OkexCoinType commodityCoin, OkexCoinType currencyCoin)
{
uint id = 100 * ((uint)commodityCoin + 1) + ((uint)currencyCoin + 1);
return(id);
}
