/// <summary>
/// Places an Algo Order
/// Rate limit：40 requests per 2 seconds
/// </summary>
/// <param name="symbol">Trading pair symbol</param>
/// <param name="type">1. trigger order； 2. trail order; 3. iceberg order; 4. time-weighted average price 5. stop order;</param>
/// <param name="mode">1：spot 2：margin</param>
/// <param name="side">buy or sell</param>
/// <param name="size">Total number of orders must between 0 and 1,000,000, incl. both numbers</param>
/// <param name="trigger_price">Trigger price must be between 0 and 1,000,000</param>
/// <param name="trigger_algo_price">Order price must be between 0 and 1,000,000</param>
/// <param name="trigger_algo_type">1: Limit 2: Market ; trigger price type, default is limit price; when it is the market price, the commission price need not be filled;</param>
/// <param name="trail_callback_rate">Callback rate must be between 0.001 (0.1%) and 0.05 (5%）</param>
/// <param name="trail_trigger_price">Trigger price must be between 0 and 1,000,000</param>
/// <param name="iceberg_algo_variance">Order depth must be between 0.0001 (0.01%) and 0.01 (1%)</param>
/// <param name="iceberg_avg_amount">Single order average amount,Single average value, fill in the value 1/1000 of the total amount \ <= X \ <= total amount</param>
/// <param name="iceberg_limit_price">Price limit must be between 0 and 1,000,000</param>
/// <param name="twap_sweep_range">Auto-cancelling order range must be between 0.005 (0.5%) and 0.01 (1%), incl. both numbers</param>
/// <param name="twap_sweep_ratio">Auto-cancelling order rate must be between 0.01 and 1, incl. both numbers</param>
/// <param name="twap_single_limit">Single order limit,fill in the value 1/1000 of the total amount \ <= X \ <= total amount</param>
/// <param name="twap_limit_price">Price limit must be between 0 and 1,000,000, incl, 1,000,000</param>
/// <param name="twap_time_interval">Time interval must be between 5 and 120, incl. both numbers</param>
/// <param name="tp_trigger_type">1:limit 2:market；TP trigger type，The default is limit price；</param>
/// <param name="tp_trigger_price">TP trigger price must be between 0 and 1,000,000</param>
/// <param name="tp_price">TP order price must be between 0 and 1,000,000</param>
/// <param name="sl_trigger_type">1:limit 2:market；TP trigger type，The default is limit price；When it is the market price, the tp_price does not need to be filled;</param>
/// <param name="sl_trigger_price">SL trigger price must be between 0 and 1,000,000</param>
/// <param name="sl_price">SL order price must be between 0 and 1,000,000</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public WebCallResult <OkexAlgoPlacedOrder> Algo_PlaceOrder(
/* General Parameters */
string symbol,
OkexAlgoOrderType type,
OkexMarket mode,
OkexSpotOrderSide side,
decimal size,
/* Trigger Order Parameters */
decimal?trigger_price = null,
decimal?trigger_algo_price = null,
OkexAlgoPriceType?trigger_algo_type = null,
/* Trail Order Parameters */
decimal?trail_callback_rate = null,
decimal?trail_trigger_price = null,
/* Iceberg Order Parameters (Maximum 6 orders) */
decimal?iceberg_algo_variance = null,
decimal?iceberg_avg_amount = null,
decimal?iceberg_limit_price = null,
/* TWAP Parameters (Maximum 6 orders) */
decimal?twap_sweep_range = null,
decimal?twap_sweep_ratio = null,
int?twap_single_limit = null,
decimal?twap_limit_price = null,
int?twap_time_interval = null,
/* Stop Order Parameters */
OkexAlgoPriceType?tp_trigger_type = null,
decimal?tp_trigger_price = null,
decimal?tp_price = null,
OkexAlgoPriceType?sl_trigger_type = null,
decimal?sl_trigger_price = null,
decimal?sl_price = null,
/* Cancellation Token */
CancellationToken ct = default)
=> Algo_PlaceOrder_Async(
symbol,
type,
mode,
side,
size,
/* Trigger Order Parameters */
trigger_price,
trigger_algo_price,
trigger_algo_type,
/* Trail Order Parameters */
trail_callback_rate,
trail_trigger_price,
/* Iceberg Order Parameters (Maximum 6 orders) */
iceberg_algo_variance,
iceberg_avg_amount,
iceberg_limit_price,
/* TWAP Parameters (Maximum 6 orders) */
twap_sweep_range,
twap_sweep_ratio,
twap_single_limit,
twap_limit_price,
twap_time_interval,
/* Stop Order Parameters */
tp_trigger_type,
tp_trigger_price,
tp_price,
sl_trigger_type,
sl_trigger_price,
sl_price,
/* Cancellation Token */
ct).Result;
/// <summary>
/// Places an Algo Order
/// Rate limit：40 requests per 2 seconds
/// </summary>
/// <param name="symbol">Trading pair symbol</param>
/// <param name="type">1. trigger order； 2. trail order; 3. iceberg order; 4. time-weighted average price 5. stop order;</param>
/// <param name="mode">1：spot 2：margin</param>
/// <param name="side">buy or sell</param>
/// <param name="size">Total number of orders must between 0 and 1,000,000, incl. both numbers</param>
/// <param name="trigger_price">Trigger price must be between 0 and 1,000,000</param>
/// <param name="trigger_algo_price">Order price must be between 0 and 1,000,000</param>
/// <param name="trigger_algo_type">1: Limit 2: Market ; trigger price type, default is limit price; when it is the market price, the commission price need not be filled;</param>
/// <param name="trail_callback_rate">Callback rate must be between 0.001 (0.1%) and 0.05 (5%）</param>
/// <param name="trail_trigger_price">Trigger price must be between 0 and 1,000,000</param>
/// <param name="iceberg_algo_variance">Order depth must be between 0.0001 (0.01%) and 0.01 (1%)</param>
/// <param name="iceberg_avg_amount">Single order average amount,Single average value, fill in the value 1/1000 of the total amount \ <= X \ <= total amount</param>
/// <param name="iceberg_limit_price">Price limit must be between 0 and 1,000,000</param>
/// <param name="twap_sweep_range">Auto-cancelling order range must be between 0.005 (0.5%) and 0.01 (1%), incl. both numbers</param>
/// <param name="twap_sweep_ratio">Auto-cancelling order rate must be between 0.01 and 1, incl. both numbers</param>
/// <param name="twap_single_limit">Single order limit,fill in the value 1/1000 of the total amount \ <= X \ <= total amount</param>
/// <param name="twap_limit_price">Price limit must be between 0 and 1,000,000, incl, 1,000,000</param>
/// <param name="twap_time_interval">Time interval must be between 5 and 120, incl. both numbers</param>
/// <param name="tp_trigger_type">1:limit 2:market；TP trigger type，The default is limit price；</param>
/// <param name="tp_trigger_price">TP trigger price must be between 0 and 1,000,000</param>
/// <param name="tp_price">TP order price must be between 0 and 1,000,000</param>
/// <param name="sl_trigger_type">1:limit 2:market；TP trigger type，The default is limit price；When it is the market price, the tp_price does not need to be filled;</param>
/// <param name="sl_trigger_price">SL trigger price must be between 0 and 1,000,000</param>
/// <param name="sl_price">SL order price must be between 0 and 1,000,000</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public async Task <WebCallResult <OkexAlgoPlacedOrder> > Algo_PlaceOrder_Async(
/* General Parameters */
string symbol,
OkexAlgoOrderType type,
OkexMarket mode,
OkexSpotOrderSide side,
decimal size,
/* Trigger Order Parameters */
decimal?trigger_price = null,
decimal?trigger_algo_price = null,
OkexAlgoPriceType?trigger_algo_type = null,
/* Trail Order Parameters */
decimal?trail_callback_rate = null,
decimal?trail_trigger_price = null,
/* Iceberg Order Parameters (Maximum 6 orders) */
decimal?iceberg_algo_variance = null,
decimal?iceberg_avg_amount = null,
decimal?iceberg_limit_price = null,
/* TWAP Parameters (Maximum 6 orders) */
decimal?twap_sweep_range = null,
decimal?twap_sweep_ratio = null,
int?twap_single_limit = null,
decimal?twap_limit_price = null,
int?twap_time_interval = null,
/* Stop Order Parameters */
OkexAlgoPriceType?tp_trigger_type = null,
decimal?tp_trigger_price = null,
decimal?tp_price = null,
OkexAlgoPriceType?sl_trigger_type = null,
decimal?sl_trigger_price = null,
decimal?sl_price = null,
/* Cancellation Token */
CancellationToken ct = default)
{
symbol = symbol.ValidateSymbol();
var parameters = new Dictionary <string, object>
{
{ "instrument_id", symbol },
{ "order_type", JsonConvert.SerializeObject(type, new AlgoOrderTypeConverter(false)) },
{ "size", size },
{ "mode", JsonConvert.SerializeObject(mode, new MarketConverter(false)) },
{ "side", JsonConvert.SerializeObject(side, new SpotOrderSideConverter(false)) },
};
if (type == OkexAlgoOrderType.TriggerOrder)
{
if (trigger_price == null)
{
throw new ArgumentException("trigger_price is mandatory for Trigger Order");
}
if (trigger_algo_price == null)
{
throw new ArgumentException("trigger_algo_price is mandatory for Trigger Order");
}
// if(trigger_algo_type == null) throw new ArgumentException("trigger_algo_type is mandatory for Trigger Order");
parameters.AddParameter("trigger_price", trigger_price);
parameters.AddParameter("algo_price", trigger_algo_price);
parameters.AddOptionalParameter("algo_type", JsonConvert.SerializeObject(side, new AlgoPriceTypeConverter(false)));
}
else if (type == OkexAlgoOrderType.TrailOrder)
{
if (trail_callback_rate == null)
{
throw new ArgumentException("trail_callback_rate is mandatory for Trail Order");
}
if (trail_trigger_price == null)
{
throw new ArgumentException("trail_trigger_price is mandatory for Trail Order");
}
parameters.AddParameter("callback_rate", trail_callback_rate);
parameters.AddParameter("trigger_price", trail_trigger_price);
}
else if (type == OkexAlgoOrderType.IcebergOrder)
{
if (iceberg_algo_variance == null)
{
throw new ArgumentException("iceberg_algo_variance is mandatory for Iceberg Order");
}
if (iceberg_avg_amount == null)
{
throw new ArgumentException("iceberg_avg_amount is mandatory for Iceberg Order");
}
if (iceberg_limit_price == null)
{
throw new ArgumentException("iceberg_limit_price is mandatory for Iceberg Order");
}
parameters.AddParameter("algo_variance", iceberg_algo_variance);
parameters.AddParameter("avg_amount", iceberg_avg_amount);
parameters.AddParameter("limit_price", iceberg_limit_price);
}
else if (type == OkexAlgoOrderType.TWAP)
{
if (twap_sweep_range == null)
{
throw new ArgumentException("twap_sweep_range is mandatory for TWAP Order");
}
if (twap_sweep_ratio == null)
{
throw new ArgumentException("twap_sweep_ratio is mandatory for TWAP Order");
}
if (twap_single_limit == null)
{
throw new ArgumentException("twap_single_limit is mandatory for TWAP Order");
}
if (twap_limit_price == null)
{
throw new ArgumentException("twap_limit_price is mandatory for TWAP Order");
}
if (twap_time_interval == null)
{
throw new ArgumentException("twap_time_interval is mandatory for TWAP Order");
}
parameters.AddParameter("sweep_range", twap_sweep_range);
parameters.AddParameter("sweep_ratio", twap_sweep_ratio);
parameters.AddParameter("single_limit", twap_single_limit);
parameters.AddParameter("limit_price", twap_limit_price);
parameters.AddParameter("time_interval", twap_time_interval);
}
else if (type == OkexAlgoOrderType.StopOrder)
{
//if(tp_trigger_type == null) throw new ArgumentException("tp_trigger_type is mandatory for Stop Order");
//if(tp_trigger_price == null) throw new ArgumentException("tp_trigger_price is mandatory for Stop Order");
//if(tp_price == null) throw new ArgumentException("tp_price is mandatory for Stop Order");
//if(sl_trigger_type == null) throw new ArgumentException("sl_trigger_type is mandatory for Stop Order");
//if(sl_trigger_price == null) throw new ArgumentException("sl_trigger_price is mandatory for Stop Order");
//if(sl_price == null) throw new ArgumentException("sl_price is mandatory for Stop Order");
parameters.AddOptionalParameter("tp_trigger_type", tp_trigger_type);
parameters.AddOptionalParameter("tp_trigger_price", tp_trigger_price);
parameters.AddOptionalParameter("tp_price", tp_price);
parameters.AddOptionalParameter("sl_trigger_type", sl_trigger_type);
parameters.AddOptionalParameter("sl_trigger_price", sl_trigger_price);
parameters.AddOptionalParameter("sl_price", sl_price);
}
return(await SendRequest <OkexAlgoPlacedOrder>(GetUrl(Endpoints_Algo_PlaceOrder), HttpMethod.Post, ct, parameters, signed : true).ConfigureAwait(false));
}
