HashSet <long> SpotOrders(Spot spot)
{
try
{
var res = new HashSet <long>();
var param = new KV[]
{
new KV("symbol", Serialization.AsString(spot.CoinType, spot.Currency)),
new KV("order_id", "-1") // all open orders
};
string content = SendRequest(HttpMethod.Post, "order_info.do", Authenticated(param));
var root = JObject.Parse(content);
CheckErrorCode(root);
foreach (JObject data in (JArray)root["orders"])
{
int status = (int)data["status"];
// 0 is unfilled, 1 is partially filled.
if (status == 0 || status == 1)
{
res.Add((long)data["order_id"]);
}
}
return(res);
}
catch (Exception e)
{
_log.Warn(e, "RestClient.SpotOrders() failed");
throw;
}
}
public static string MyOrders(ProductType p, Currency c)
{
switch (p)
{
case ProductType.Future: return(String.Format("ok_{0}_future_realtrades", Serialization.AsString(c)));
case ProductType.Spot: return(String.Format("ok_{0}_realtrades", Serialization.AsString(c)));
}
throw new ArgumentException("Unknown ProductType: " + p);
}
public static string SpotPositions(Currency c, RequestType req)
{
switch (req)
{
case RequestType.Poll:
return(String.Format("ok_spot{0}_userinfo", Serialization.AsString(c)));
case RequestType.Subscribe:
return(String.Format("ok_sub_spot{0}_userinfo", Serialization.AsString(c)));
}
throw new Exception("Invalid RequestType: " + req);
}
HashSet <long> FutureOrders(Future future)
{
try
{
var res = new HashSet <long>();
for (int page = 0; true; ++page)
{
var param = new KV[]
{
new KV("symbol", Serialization.AsString(future.CoinType, future.Currency)),
new KV("contract_type", Serialization.AsString(future.FutureType)),
new KV("status", "1"), // unfilled orders
new KV("order_id", "-1"), // all matching orders
new KV("page_length", "50"), // this is the maximum supported value
new KV("current_page", page.ToString()),
};
string content = SendRequest(HttpMethod.Post, "future_order_info.do", Authenticated(param));
var root = JObject.Parse(content);
CheckErrorCode(root);
int total_orders = 0;
int new_orders = 0;
foreach (JObject data in (JArray)root["orders"])
{
int status = (int)data["status"];
// 0 is unfilled, 1 is partially filled.
if (status == 0 || status == 1)
{
if (res.Add((long)data["order_id"]))
{
++new_orders;
}
}
++total_orders;
}
// Pagination on OKCoin is weird. They don't tell us if there are more results, so we have to guess.
// We can't just go over the pages until we get an empty one -- they always return the last page if
// current_page is too large.
if (total_orders < 50 || new_orders == 0)
{
break;
}
}
return(res);
}
catch (Exception e)
{
_log.Warn(e, "RestClient.FutureOrders() failed");
throw;
}
}
// Throws on HTTP timeouts, HTTP errors, parse errors and
// application errors (when OkCoin gives us error_code).
public Dictionary <FutureType, List <FuturePosition> > FuturePositions(Currency currency, CoinType coin)
{
try
{
var param = new KV[]
{
new KV("symbol", Serialization.AsString(coin, currency)),
new KV("type", "1"),
};
string content = SendRequest(HttpMethod.Post, "future_position_4fix.do", Authenticated(param));
var root = JObject.Parse(content);
CheckErrorCode(root);
var res = new Dictionary <FutureType, List <FuturePosition> >();
foreach (var e in Util.Enum.Values <FutureType>())
{
res.Add(e, new List <FuturePosition>());
}
foreach (JObject data in (JArray)root["holding"])
{
Action <PositionType, string> AddPosition = (PositionType type, string prefix) =>
{
var quantity = data[prefix + "_amount"].AsDecimal();
if (quantity == 0)
{
return;
}
FutureType ft = Serialization.ParseFutureType((string)data["contract_type"]);
string contractId = (string)data["contract_id"];
VerifyFutureType(ft, contractId);
res[ft].Add(new FuturePosition()
{
Quantity = quantity,
PositionType = type,
AvgPrice = data[prefix + "_price_avg"].AsDecimal(),
ContractId = contractId,
Leverage = Serialization.ParseLeverage((string)data["lever_rate"]),
});
};
AddPosition(PositionType.Long, "buy");
AddPosition(PositionType.Short, "sell");
}
return(res);
}
catch (Exception e)
{
_log.Warn(e, "RestClient.FuturePosition() failed");
throw;
}
}
public string Visit(CancelOrderRequest msg)
{
IEnumerable <KV> param = new KV[]
{
new KV("order_id", msg.OrderId.ToString()),
new KV("symbol", Serialization.AsString(msg.Product.CoinType, msg.Product.Currency)),
};
var future = msg.Product as Future;
if (future != null)
{
param = param.Append(new KV("contract_type", Serialization.AsString(future.FutureType)));
}
return(AuthenticatedRequest(msg, param));
}
public string Visit(NewSpotRequest msg)
{
IEnumerable <KV> param = new KV[]
{
new KV("amount", Serialization.AsString(msg.Amount.Quantity)),
new KV("symbol", Serialization.AsString(msg.Product.CoinType, msg.Product.Currency)),
};
if (msg.OrderType == OrderType.Limit)
{
param = param.Append(new KV("price", Serialization.AsString(msg.Amount.Price)))
.Append(new KV("type", msg.Amount.Side == Side.Buy ? "buy" : "sell"));
}
else
{
param = param.Append(new KV("type", msg.Amount.Side == Side.Buy ? "market_buy" : "market_sell"));
}
return(AuthenticatedRequest(msg, param));
}
public static string MarketData(Product p, MarketData ch)
{
// Representative examples of channel names:
// ok_btcusd_trades_v1
// ok_btcusd_depth60
// ok_btcusd_future_trade_v1_this_week
// ok_btcusd_future_depth_this_week_60
var res = new StringBuilder(64);
res.Append("ok_");
res.Append(Serialization.AsString(p.CoinType));
res.Append(Serialization.AsString(p.Currency));
res.Append("_");
switch (p.ProductType)
{
case ProductType.Spot:
switch (ch)
{
case OkCoin.MarketData.Depth60: res.Append("depth60"); break;
case OkCoin.MarketData.Trades: res.Append("trades_v1"); break;
}
break;
case ProductType.Future:
res.Append("future_");
switch (ch)
{
case OkCoin.MarketData.Depth60:
res.Append("depth_");
res.Append(Serialization.AsString(((Future)p).FutureType));
res.Append("_60");
break;
case OkCoin.MarketData.Trades:
res.Append("trade_v1_");
res.Append(Serialization.AsString(((Future)p).FutureType));
break;
}
break;
}
return(res.ToString());
}
public string Visit(NewFutureRequest msg)
{
IEnumerable <KV> param = new KV[]
{
new KV("contract_type", Serialization.AsString(msg.Product.FutureType)),
new KV("amount", Serialization.AsString(msg.Amount.Quantity)),
new KV("type", Serialization.AsString(msg.Amount.Side, msg.PositionType)),
new KV("lever_rate", Serialization.AsString(msg.Leverage)),
new KV("symbol", Serialization.AsString(msg.Product.CoinType, msg.Product.Currency)),
};
if (msg.OrderType == OrderType.Limit)
{
param = param.Append(new KV("price", Serialization.AsString(msg.Amount.Price)))
.Append(new KV("match_price", "0"));
}
else
{
param = param.Append(new KV("match_price", "1"));
}
return(AuthenticatedRequest(msg, param));
}
public IMessageIn Visit(SpotPositionsUpdate msg)
{
// RequestType == Poll.
//
// "info": {
// "funds": {
// "asset": {
// "net": "7.58",
// "total": "7.58"
// },
// "free": {
// "btc": "0.00498",
// "ltc": "0",
// "usd": "5.5314"
// },
// "freezed": {
// "btc": "0",
// "ltc": "0",
// "usd": "0"
// }
// }
// },
// "result": true
//
// RequestType == Subscribe.
//
// "info": {
// "free": {
// "btc": 0.01498,
// "usd": 1.4137,
// "ltc": 0
// },
// "freezed": {
// "btc": 0,
// "usd": 0,
// "ltc": 0
// }
// }
if (_data == null)
{
// OkCoin sends an empty message without data in response to
// our subscription request.
return(msg);
}
JToken funds = _data["info"];
if (msg.RequestType == RequestType.Poll)
{
funds = funds["funds"];
}
JToken free = funds["free"];
JToken frozen = funds["freezed"];
Func <string, Asset> MakeAsset = (string name) =>
new Asset()
{
Free = free[name].AsDecimal(), Frozen = frozen[name].AsDecimal()
};
msg.Balance = MakeAsset(Serialization.AsString(msg.Currency));
msg.Positions = new Dictionary <CoinType, Asset>();
foreach (CoinType c in Util.Enum.Values <CoinType>())
{
msg.Positions.Add(c, MakeAsset(Serialization.AsString(c)));
}
return(msg);
}
public static string CancelOrder(ProductType p, Currency c)
{
return(String.Format("ok_{0}{1}_cancel_order", Serialization.AsString(p), Serialization.AsString(c)));
}
public static string NewOrder(ProductType p, Currency c)
{
return(String.Format("ok_{0}{1}_trade", Serialization.AsString(p), Serialization.AsString(c)));
}