/// <inheritdoc />
public override ResponseObject <OrderUpdate> PlaceLimitOrder(TradingPair pair, OrderSide side, decimal quantity, decimal price, long tradeId)
{
var client = _communications.Client;
var realQuantity = pair.RoundToTradable(quantity);
var realPrice = pair.RoundToPriceable(price);
var query = client.PlaceOrder(
symbol: pair.ToString(),
side: BinanceUtilities.ToExternal(side),
type: OrderType.Limit,
quantity: realQuantity,
newClientOrderId: null,
price: realPrice,
timeInForce: TimeInForce.GoodTillCancel,
stopPrice: null,
icebergQty: null,
orderResponseType: null,
receiveWindow: (int)_communications.ReceiveWindow);
return(query.Success
? new ResponseObject <OrderUpdate>(
ResponseCode.Success,
new OrderUpdate(
query.Data.OrderId,
tradeId,
OrderUpdate.OrderStatus.New,
OrderUpdate.OrderTypes.Limit,
DateTimeOffset.Now.ToUnixTimeMilliseconds(),
realPrice,
side,
pair,
realQuantity))
: ResponseObject.OrderPlacementFailed(BinanceUtilities.ToInternalError(query.Error.Code), query.Error.Message));
}
/// <inheritdoc />
public override ResponseObject <OrderUpdate> PlaceStoplossOrder(TradingPair pair, OrderSide side, decimal quantity, decimal price, long tradeId)
{
var client = _communications.Client;
decimal limitPrice;
if (side == OrderSide.Sell)
{
// Set the limit price extremely low -> sell immediately for the best price.
// 5% is an arbitrary number that is probably more than the spread, but is not
// rejected by Binance for deviating too much from the current price.
limitPrice = price * 0.95M;
}
else
{
// Skew the quantity and the price -> buy immediately for the best price.
// Quantity must scale inverse because (quantity * price) is the amount that needs to
// be locked. You cannot lock more assets than you have.
// 2% is hardcoded on purpose because it is unlikely to change.
limitPrice = price * 1.02M;
quantity /= 1.02M;
}
var realQuantity = pair.RoundToTradable(quantity);
var realLimitPrice = pair.RoundToPriceable(limitPrice);
var realStopPrice = pair.RoundToPriceable(price);
lock (_orderCache)
{
var query = client.PlaceOrder(
symbol: pair.ToString(),
side: BinanceUtilities.ToExternal(side),
type: OrderType.StopLossLimit,
quantity: realQuantity,
newClientOrderId: null,
price: realLimitPrice,
timeInForce: TimeInForce.GoodTillCancel,
stopPrice: realStopPrice,
icebergQty: null,
orderResponseType: null,
receiveWindow: (int)_communications.ReceiveWindow);
if (query.Success)
{
var order = new OrderUpdate(
query.Data.OrderId,
tradeId,
OrderUpdate.OrderStatus.New,
OrderUpdate.OrderTypes.StopLoss,
DateTimeOffset.Now.ToUnixTimeMilliseconds(),
realLimitPrice,
side,
pair,
realQuantity)
{
StopPrice = realStopPrice,
};
// Enter middleware instance to make sure this order is
// also converted to a stoploss order when the exchange reports updates.
_transformMiddleWare.Add(order.OrderId, x => x.OrderType = OrderUpdate.OrderTypes.StopLoss);
return(new ResponseObject <OrderUpdate>(order));
}
return(ResponseObject.OrderPlacementFailed(BinanceUtilities.ToInternalError(query.Error.Code), query.Error.Message));
}
}
