public async Task <OrderDto> PlaceOrderAsync(Instrument instrument, double price, double quantity, TradeSide side, OrderType orderType)
{
if (!ExchangeConfig.SupportedInstruments.ContainsKey(instrument))
{
_logger.Log(LogLevel.Error, $"{ExchangeConfig.ExchangeName} does not support the {instrument} instrument");
return(null);
}
if (!ExchangeConfig.SupportedOrderTypes.ContainsKey(orderType))
{
_logger.Log(LogLevel.Error, $"{ExchangeConfig.ExchangeName} does not support orders of type {orderType}");
return(null);
}
IRequest request = null;
var ot = ExchangeConfig.SupportedOrderTypes[orderType];
switch (orderType)
{
case OrderType.Market:
request = new PlaceMarketOrderRequest
{
Symbol = _exchangeApi.ToSymbol(instrument),
OrderQty = quantity,
Side = side.ToString(),
OrderType = ot
};
break;
case OrderType.Limit:
request = new PlaceLimitOrderRequest
{
Symbol = _exchangeApi.ToSymbol(instrument),
OrderQty = quantity,
Side = side.ToString(),
Price = price,
OrderType = ot
};
break;
case OrderType.LimitMarket:
break;
case OrderType.Stop:
break;
default:
throw new ArgumentOutOfRangeException(nameof(orderType), orderType, null);
}
var channelPath = ExchangeConfig.SupportedRestChannels[ExchangeChannel.Order];
return(await _exchangeApi.PostAsync <OrderDto, OrderResponse>(channelPath, request));
}
public async Task <Binance.Blank> TestPlaceOrderAsync(string symbol, TradeSide side, Binance.OrderType type, decimal amount, decimal?price = null, decimal?stopPrice = null, Binance.TimeInForce tif = Binance.TimeInForce.GTC, string newClientOrderId = null)
{
var serverTime = await GetServerTime();
var offset = serverTime - DateTime.UtcNow;
var request = new RestSharp.RestRequest(TestPlaceOrderEndpoint, RestSharp.Method.POST);
request.AddQueryParameter("symbol", symbol);
request.AddQueryParameter("side", side.ToString().ToUpper());
request.AddQueryParameter("type", type.ToString().ToUpper());
request.AddQueryParameter("quantity", amount.ToString());
request.AddQueryParameter("newOrderRespType", "RESULT");
request.AddQueryParameter("timeInForce", tif.ToString().ToUpper());
//request.AddQueryParameter("recvWindow", 60000);
if (price != null)
{
request.AddQueryParameter("price", price.Value.ToString());
}
if (newClientOrderId != null)
{
request.AddQueryParameter("newClientOrderId", newClientOrderId);
}
var result = await RequestSignedApiAsync <Binance.Blank>(request, TestPlaceOrderWeight, offset);
return(result);
}
public static OpenPosition GetLatestPositionBySide(List <OpenPosition> positions, TradeSide tradeSide, string epic)
{
var marketPositions = positions.Where(x => x.Position.Direction == tradeSide.ToString() && x.Market.Epic == epic).ToList();
if (marketPositions.Any())
{
return(tradeSide == TradeSide.BUY ?
marketPositions.OrderBy(x => x.Position.Level).FirstOrDefault() :
marketPositions.OrderByDescending(x => x.Position.Level).FirstOrDefault());
}
return(null);
}