protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetOpenOrderDetailsAsync(string symbol = null)
{
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
// { "SELL": [{ "oid": "59e59b279bd8d31d093d956e", "type": "SELL", "userOid": null, "coinType": "KCS", "coinTypePair": "BTC", "direction": "SELL","price": 0.1,"dealAmount": 0,"pendingAmount": 100, "createdAt": 1508219688000, "updatedAt": 1508219688000 } ... ],
// "BUY": [{ "oid": "59e42bf09bd8d374c9956caa", "type": "BUY", "userOid": null, "coinType": "KCS", "coinTypePair": "BTC", "direction": "BUY", "price": 0.00009727,"dealAmount": 31.14503, "pendingAmount": 16.94827, "createdAt": 1508125681000, "updatedAt": 1508125681000 } ... ]
var payload = await OnGetNoncePayloadAsync();
if (symbol != null)
{
payload["symbol"] = symbol;
}
JToken token = await MakeJsonRequestAsync <JToken>("/order/active-map?" + CryptoUtility.GetFormForPayload(payload, false), null, payload);
if (token != null && token.HasValues)
{
foreach (JToken order in token["BUY"])
{
orders.Add(ParseOpenOrder(order));
}
foreach (JToken order in token["SELL"])
{
orders.Add(ParseOpenOrder(order));
}
}
return(orders);
}
protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
request.Headers.Add("KC-API-KEY", PublicApiKey.ToUnsecureString());
request.Headers.Add("KC-API-NONCE", payload["nonce"].ToStringInvariant());
var endpoint = request.RequestUri.AbsolutePath;
var message = string.Format("{0}/{1}/{2}", endpoint, payload["nonce"], CryptoUtility.GetFormForPayload(payload, false));
var sig = CryptoUtility.SHA256Sign(Convert.ToBase64String(Encoding.UTF8.GetBytes(message)), PrivateApiKey.ToUnsecureString());
request.Headers.Add("KC-API-SIGNATURE", sig);
if (request.Method == "POST")
{
string msg = CryptoUtility.GetFormForPayload(payload, false);
using (Stream stream = await request.GetRequestStreamAsync())
{
byte[] content = Encoding.UTF8.GetBytes(msg);
stream.Write(content, 0, content.Length);
}
}
}
}
protected override async Task <IEnumerable <ExchangeTransaction> > OnGetDepositHistoryAsync(string symbol)
{
symbol = NormalizeSymbol(symbol);
List <ExchangeTransaction> deposits = new List <ExchangeTransaction>();
var payload = await OnGetNoncePayloadAsync();
payload.Add("start", DateTime.UtcNow.AddYears(-1).UnixTimestampFromDateTimeMilliseconds()); // required. Arbitrarily going with 1 year
payload.Add("end", DateTime.UtcNow.UnixTimestampFromDateTimeMilliseconds()); // also required
payload.Add("types", "DEPOSIT,WITHDRAWAL"); // opting to return both deposits and withdraws.
// We can also include trades and orders with this call (which makes 3 ways to return the same data)
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/payment/history/transactions?" + CryptoUtility.GetFormForPayload(payload, false), null, await OnGetNoncePayloadAsync());
foreach (JToken tx in token)
{
deposits.Add(ParseTransaction(tx));
}
return(deposits);
}
/// <summary>
/// This is a private call on Kucoin and therefore requires an API Key + API Secret. Calling this without authorization will cause an exception
/// </summary>
/// <param name="symbol"></param>
/// <param name="periodSeconds"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="limit"></param>
/// <returns></returns>
protected override async Task <IEnumerable <MarketCandle> > OnGetCandlesAsync(string symbol, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null, int?limit = null)
{
List <MarketCandle> candles = new List <MarketCandle>();
string periodString;
if (periodSeconds <= 60)
{
periodString = "1"; periodSeconds = 60;
}
else if (periodSeconds <= 300)
{
periodString = "5"; periodSeconds = 300;
}
else if (periodSeconds <= 900)
{
periodString = "15"; periodSeconds = 900;
}
else if (periodSeconds <= 1800)
{
periodString = "30"; periodSeconds = 1800;
}
else if (periodSeconds <= 3600)
{
periodString = "60"; periodSeconds = 3600;
}
else if (periodSeconds <= 86400)
{
periodString = "D"; periodSeconds = 86400;
}
else
{
periodString = "W"; periodSeconds = 604800;
}
endDate = endDate ?? DateTime.UtcNow;
startDate = startDate ?? DateTime.UtcNow.AddDays(-1);
// this is a little tricky. The call is private, but not a POST. We need the payload for the sig, but also for the uri
// so, we'll do both... This is the only ExchangeAPI public call (private on Kucoin) like this.
var payload = await OnGetNoncePayloadAsync();
payload.Add("symbol", symbol);
payload.Add("resolution", periodString);
payload.Add("from", (long)startDate.Value.UnixTimestampFromDateTimeSeconds()); // the nonce is milliseconds, this is seconds without decimal
payload.Add("to", (long)endDate.Value.UnixTimestampFromDateTimeSeconds()); // the nonce is milliseconds, this is seconds without decimal
var addPayload = CryptoUtility.GetFormForPayload(payload, false);
// The results of this Kucoin API call are also a mess. 6 different arrays (c,t,v,h,l,o) with the index of each shared for the candle values
// It doesn't use their standard error format...
JToken token = await MakeJsonRequestAsync <JToken>("/open/chart/history?" + addPayload, null, payload);
if (token != null && token.HasValues && token["s"].ToStringInvariant() == "ok")
{
int childCount = token["c"].Count();
for (int i = 0; i < childCount; i++)
{
candles.Add(new MarketCandle
{
ExchangeName = this.Name,
Name = symbol,
PeriodSeconds = periodSeconds,
Timestamp = DateTimeOffset.FromUnixTimeSeconds(token["t"][i].ConvertInvariant <long>()).DateTime,
ClosePrice = token["c"][i].ConvertInvariant <decimal>(),
HighPrice = token["h"][i].ConvertInvariant <decimal>(),
LowPrice = token["l"][i].ConvertInvariant <decimal>(),
OpenPrice = token["o"][i].ConvertInvariant <decimal>(),
ConvertedVolume = token["v"][i].ConvertInvariant <decimal>(),
BaseVolume = token["v"][i].ConvertInvariant <decimal>() * token["c"][i].ConvertInvariant <decimal>()
});
}
}
return(candles);
}
/// <summary>
/// Limited to the last 100 open orders
/// </summary>
/// <param name="symbol"></param>
/// <returns></returns>
protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetOpenOrderDetailsAsync(string symbol = null)
{
symbol = NormalizeSymbol(symbol);
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
var payload = await OnGetNoncePayloadAsync();
payload.Add("openClosed", "OPEM");
if (symbol != null)
{
payload.Add("currencyPair", symbol);
}
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/client_orders?" + CryptoUtility.GetFormForPayload(payload, false), null, await OnGetNoncePayloadAsync());
foreach (JToken order in token)
{
orders.Add(ParseClientOrder(order));
}
return(orders);
}
protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetCompletedOrderDetailsAsync(string symbol = null, DateTime?afterDate = null)
{
symbol = NormalizeSymbol(symbol);
// We can increase the number of orders returned by including a limit parameter if desired
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
var payload = await OnGetNoncePayloadAsync();
payload.Add("openClosed", "CLOSED"); // returns both closed and cancelled
if (symbol != null)
{
payload.Add("currencyPair", symbol);
}
if (afterDate != null)
{
payload.Add("issuedFrom", ((DateTime)afterDate).UnixTimestampFromDateTimeMilliseconds());
}
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/client_orders?" + CryptoUtility.GetFormForPayload(payload, false), null, await OnGetNoncePayloadAsync());
foreach (JToken order in token)
{
orders.Add(ParseClientOrder(order));
}
return(orders);
}
/// <summary>
/// Update the trade info via API
/// </summary>
public void Update()
{
Ticker = ExchangeInfo.API.GetTicker(Symbol);
RecentTrades = ExchangeInfo.API.GetRecentTrades(Symbol).ToArray();
if (RecentTrades.Length == 0)
{
Trade = new Trade();
}
else
{
Trade = new Trade {
Amount = (float)RecentTrades[RecentTrades.Length - 1].Amount, Price = (float)RecentTrades[RecentTrades.Length - 1].Price, Ticks = (long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(RecentTrades[RecentTrades.Length - 1].Timestamp)
};
}
Orders = ExchangeInfo.API.GetOrderBook(Symbol);
}
/// <summary>
/// Return a rounded amount if needed
/// </summary>
/// <returns>Rounded amount or amount if no rounding is needed</returns>
public decimal RoundAmount()
{
return(ShouldRoundAmount ? CryptoUtility.RoundAmount(Amount) : Amount);
}
protected override IWebSocket OnGetTickersWebSocket(Action <IReadOnlyCollection <KeyValuePair <string, ExchangeTicker> > > callback)
{
if (callback == null)
{
return(null);
}
void innerCallback(string json)
{
#region sample json
/*
* {
* Nonce : int,
* Deltas :
* [
* {
* MarketName : string,
* High : decimal,
* Low : decimal,
* Volume : decimal,
* Last : decimal,
* BaseVolume : decimal,
* TimeStamp : date,
* Bid : decimal,
* Ask : decimal,
* OpenBuyOrders : int,
* OpenSellOrders : int,
* PrevDay : decimal,
* Created : date
* }
* ]
* }
*/
#endregion
var freshTickers = new Dictionary <string, ExchangeTicker>(StringComparer.OrdinalIgnoreCase);
JToken token = JToken.Parse(json);
token = token["D"];
foreach (JToken ticker in token)
{
string marketName = ticker["M"].ToStringInvariant();
decimal last = ticker["l"].ConvertInvariant <decimal>();
decimal ask = ticker["A"].ConvertInvariant <decimal>();
decimal bid = ticker["B"].ConvertInvariant <decimal>();
decimal volume = ticker["V"].ConvertInvariant <decimal>();
decimal baseVolume = ticker["m"].ConvertInvariant <decimal>();
DateTime timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(ticker["T"].ConvertInvariant <long>());
var t = new ExchangeTicker
{
Ask = ask,
Bid = bid,
Last = last,
Volume = new ExchangeVolume
{
ConvertedVolume = volume,
ConvertedSymbol = marketName.Split('-')[0],
BaseVolume = baseVolume,
BaseSymbol = marketName.Split('-')[1],
Timestamp = timestamp
}
};
freshTickers[marketName] = t;
}
callback(freshTickers);
}
var client = SocketManager;
return(client.SubscribeToSummaryDeltas(innerCallback));
}
