public override IEnumerable <Candle> GetCandles(Coin baseCoin, Coin coin, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null)
{
// https://poloniex.com/public?command=returnChartData¤cyPair=BTC_XMR&start=1405699200&end=9999999999&period=14400
// [{"date":1405699200,"high":0.0045388,"low":0.00403001,"open":0.00404545,"close":0.00435873,"volume":44.34555992,"quoteVolume":10311.88079097,"weightedAverage":0.00430043}]
string symbol = NormalizeSymbol($"{baseCoin.Code}-{coin.Code}");
string url = "/public?command=returnChartData¤cyPair=" + symbol;
if (startDate != null)
{
url += "&start=" + (long)startDate.Value.UnixTimestampFromDateTimeSeconds();
}
url += "&end=" + (endDate == null ? long.MaxValue : (long)endDate.Value.UnixTimestampFromDateTimeSeconds());
url += "&period=" + periodSeconds;
JToken token = MakeJsonRequest <JToken>(url);
CheckError(token);
foreach (JToken candle in token)
{
yield return(new Candle
{
ClosePrice = (decimal)candle["close"],
ExchangeName = Name,
HighPrice = (decimal)candle["high"],
LowPrice = (decimal)candle["low"],
OpenPrice = (decimal)candle["open"],
Name = symbol,
PeriodSeconds = periodSeconds,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((long)candle["date"]),
VolumePrice = (double)candle["volume"],
VolumeQuantity = (double)candle["quoteVolume"],
WeightedAverage = (decimal)candle["weightedAverage"]
});
}
}
public override IEnumerable <Trade> GetHistoricalTrades(Coin baseCoin, Coin coin, DateTime?sinceDateTime = null)
{
string symbol = $"{baseCoin.Code}-{coin.Code}";
string baseUrl = "/0/public/Trades?pair=" + symbol;
string url;
DateTime timestamp;
List <Trade> trades = new List <Trade>();
while (true)
{
url = baseUrl;
if (sinceDateTime != null)
{
url += "&since=" + (long)(CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value) * 1000000.0);
}
JObject obj = MakeJsonRequest <JObject>(url);
if (obj == null)
{
break;
}
JToken result = CheckError(obj);
JArray outerArray = result[symbol] as JArray;
if (outerArray == null || outerArray.Count == 0)
{
break;
}
if (sinceDateTime != null)
{
sinceDateTime = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(result["last"].Value <double>() / 1000000.0d);
}
foreach (JArray array in outerArray.Children <JArray>())
{
timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds(array[2].Value <double>());
trades.Add(new Trade
{
Amount = array[1].Value <decimal>(),
Price = array[0].Value <decimal>(),
Timestamp = timestamp,
Id = timestamp.Ticks,
IsBuy = array[3].Value <char>() == 'b'
});
}
trades.Sort((t1, t2) => t1.Timestamp.CompareTo(t2.Timestamp));
foreach (Trade t in trades)
{
yield return(t);
}
trades.Clear();
if (sinceDateTime == null)
{
break;
}
System.Threading.Thread.Sleep(1000);
}
}
public override IEnumerable <Trade> GetHistoricalTrades(Coin baseCoin, Coin coin, DateTime?sinceDateTime = null)
{
string symbol = $"{coin.Code}-{baseCoin.Code}";
string baseUrl = "/products/" + symbol.ToUpperInvariant() + "/candles?granularity=" +
(sinceDateTime == null ? "30.0" : "1.0");
string url;
List <Trade> trades = new List <Trade>();
decimal[][] tradeChunk;
while (true)
{
url = baseUrl;
if (sinceDateTime != null)
{
url += "&start=" +
HttpUtility.UrlEncode(sinceDateTime.Value.ToString("s",
System.Globalization.CultureInfo.InvariantCulture));
url += "&end=" +
HttpUtility.UrlEncode(sinceDateTime.Value.AddMinutes(5.0)
.ToString("s", System.Globalization.CultureInfo.InvariantCulture));
}
tradeChunk = MakeJsonRequest <decimal[][]>(url);
if (tradeChunk == null || tradeChunk.Length == 0)
{
break;
}
if (sinceDateTime != null)
{
sinceDateTime = CryptoUtility.UnixTimeStampToDateTimeSeconds((double)tradeChunk[0][0]);
}
foreach (decimal[] tradeChunkPiece in tradeChunk)
{
trades.Add(new Trade
{
Amount = tradeChunkPiece[5],
IsBuy = true,
Price = tradeChunkPiece[3],
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((double)tradeChunkPiece[0]),
Id = 0
});
}
trades.Sort((t1, t2) => t1.Timestamp.CompareTo(t2.Timestamp));
foreach (Trade t in trades)
{
yield return(t);
}
trades.Clear();
if (sinceDateTime == null)
{
break;
}
System.Threading.Thread.Sleep(1000);
}
}
public override ExchangeOrderResult GetOrderDetails(string orderId)
{
if (string.IsNullOrWhiteSpace(orderId))
{
return(null);
}
Dictionary <string, object> payload = new Dictionary <string, object>(StringComparer.OrdinalIgnoreCase)
{
{ "txid", orderId },
{ "nonce", DateTime.UtcNow.Ticks }
};
JObject obj = MakeJsonRequest <JObject>("/0/private/QueryOrders", null, payload);
JToken result = CheckError(obj);
ExchangeOrderResult orderResult = new ExchangeOrderResult {
OrderId = orderId
};
if (result == null || result[orderId] == null)
{
orderResult.Message = "Unknown Error";
return(orderResult);
}
result = result[orderId];
switch (result["status"].Value <string>())
{
case "pending": orderResult.Result = ExchangeAPIOrderResult.Pending; break;
case "open": orderResult.Result = ExchangeAPIOrderResult.FilledPartially; break;
case "closed": orderResult.Result = ExchangeAPIOrderResult.Filled; break;
case "canceled":
case "expired": orderResult.Result = ExchangeAPIOrderResult.Canceled; break;
default: orderResult.Result = ExchangeAPIOrderResult.Error; break;
}
orderResult.Message = (orderResult.Message ?? result["reason"].Value <string>());
orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(result["opentm"].Value <double>());
orderResult.Symbol = result["descr"]["pair"].Value <string>();
orderResult.IsBuy = (result["descr"]["type"].Value <string>() == "buy");
orderResult.Amount = result["vol"].Value <decimal>();
orderResult.AmountFilled = result["vol_exec"].Value <decimal>();
orderResult.AveragePrice = result["price"].Value <decimal>();
return(orderResult);
}
private ExchangeOrderResult ParseOrder(JToken order)
{
decimal amount = order["original_amount"].Value <decimal>();
decimal amountFilled = order["executed_amount"].Value <decimal>();
return(new ExchangeOrderResult
{
Amount = amount,
AmountFilled = amountFilled,
AveragePrice = order["price"].Value <decimal>(),
Message = string.Empty,
OrderId = order["id"].Value <string>(),
Result = (amountFilled == amount ? ExchangeAPIOrderResult.Filled : (amountFilled == 0 ? ExchangeAPIOrderResult.Pending : ExchangeAPIOrderResult.FilledPartially)),
OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order["timestamp"].Value <double>()),
Symbol = order["symbol"].Value <string>(),
IsBuy = order["side"].Value <string>() == "buy"
});
}
public override IEnumerable <Trade> GetHistoricalTrades(Coin baseCoin, Coin coin, DateTime?sinceDateTime = null)
{
string symbol = $"{baseCoin.Code}-{coin.Code}";
// [{"date": "1513387997", "tid": "33734815", "price": "0.01724547", "type": "1", "amount": "5.56481714"}]
symbol = NormalizeSymbol(symbol);
JToken token = MakeBitstampRequest("/transactions/" + symbol);
foreach (JToken trade in token)
{
yield return(new Trade
{
Amount = (decimal)trade["amount"],
Id = (long)trade["tid"],
IsBuy = (string)trade["type"] == "0",
Price = (decimal)trade["price"],
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((long)trade["date"])
});
}
}
public override IEnumerable <Candle> GetCandles(Coin baseCoin, Coin coin, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null)
{
string symbol = NormalizeSymbol($"{baseCoin.Code}-{coin.Code}");
// https://api.kraken.com/0/public/OHLC
// pair = asset pair to get OHLC data for, interval = time frame interval in minutes(optional):, 1(default), 5, 15, 30, 60, 240, 1440, 10080, 21600, since = return committed OHLC data since given id(optional.exclusive)
// array of array entries(<time>, <open>, <high>, <low>, <close>, <vwap>, <volume>, <count>)
symbol = NormalizeSymbol(symbol);
startDate = startDate ?? DateTime.UtcNow.Subtract(TimeSpan.FromDays(1.0));
endDate = endDate ?? DateTime.UtcNow;
JObject json = MakeJsonRequest <JObject>("/0/public/OHLC?pair=" + symbol + "&interval=" + periodSeconds / 60 + "&since=" + startDate);
CheckError(json);
if (json["result"].Children().Count() != 0)
{
JProperty prop = json["result"].Children().First() as JProperty;
foreach (JArray jsonCandle in prop.Value)
{
Candle candle = new Candle
{
ClosePrice = (decimal)jsonCandle[4],
ExchangeName = Name,
HighPrice = (decimal)jsonCandle[2],
LowPrice = (decimal)jsonCandle[3],
Name = symbol,
OpenPrice = (decimal)jsonCandle[1],
PeriodSeconds = periodSeconds,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((long)jsonCandle[0]),
VolumePrice = (double)jsonCandle[6],
VolumeQuantity = (double)jsonCandle[6] * (double)jsonCandle[4],
WeightedAverage = (decimal)jsonCandle[5]
};
if (candle.Timestamp >= startDate.Value && candle.Timestamp <= endDate.Value)
{
yield return(candle);
}
}
}
}
public override Ticker GetTicker(Coin baseCoin, Coin coin)
{
string symbol = $"{baseCoin.Code}-{coin.Code}";
// {"high": "0.10948945", "last": "0.10121817", "timestamp": "1513387486", "bid": "0.10112165", "vwap": "0.09958913", "volume": "9954.37332614", "low": "0.09100000", "ask": "0.10198408", "open": "0.10250028"}
symbol = NormalizeSymbol(symbol);
JToken token = MakeBitstampRequest("/ticker/" + symbol);
return(new Ticker
{
Ask = (decimal)token["ask"],
Bid = (decimal)token["bid"],
Last = (decimal)token["last"],
Volume = new ExchangeVolume
{
PriceAmount = (decimal)token["volume"],
PriceSymbol = symbol,
QuantityAmount = (decimal)token["volume"] * (decimal)token["last"],
QuantitySymbol = symbol,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((long)token["timestamp"])
}
});
}
public override IEnumerable <Candle> GetCandles(Coin baseCoin, Coin coin, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null)
{
// /products/<product-id>/candles
// https://api.gdax.com/products/LTC-BTC/candles?granularity=86400&start=2017-12-04T18:15:33&end=2017-12-11T18:15:33
List <Candle> candles = new List <Candle>();
string symbol = NormalizeSymbol($"{coin.Code}-{baseCoin.Code}");
if (startDate == null)
{
startDate = DateTime.UtcNow.Subtract(TimeSpan.FromDays(1.0));
}
if (endDate == null)
{
endDate = DateTime.UtcNow;
}
StringBuilder sb = new StringBuilder();
sb.Append("/products/");
sb.Append(symbol);
sb.Append("/candles?granularity=" + periodSeconds);
sb.Append("&start=" +
HttpUtility.UrlEncode(startDate.Value.ToString("s",
System.Globalization.CultureInfo.InvariantCulture)).ToUpper());
sb.Append("&end=" +
HttpUtility.UrlEncode(endDate.Value.ToString("s",
System.Globalization.CultureInfo.InvariantCulture)).ToUpper());
// nightmare here with GDAX, they ignore the date in the url and return 350+ records
// howvwer, if you hover over the sb.ToString() it will acknowledge the dates, wtf? I kid you not
// time, low, high, open, close, volume
try
{
JToken token = MakeJsonRequest <JToken>(sb.ToString());
foreach (JArray candle in token)
{
candles.Add(new Candle
{
ClosePrice = (decimal)candle[4],
ExchangeName = Name,
HighPrice = (decimal)candle[2],
LowPrice = (decimal)candle[1],
Name = symbol,
OpenPrice = (decimal)candle[3],
PeriodSeconds = periodSeconds,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((long)candle[0]),
VolumePrice = (double)candle[5],
VolumeQuantity = (double)candle[5] * (double)candle[4]
});
}
// re-sort in ascending order
candles.Sort((c1, c2) => c1.Timestamp.CompareTo(c2.Timestamp));
}
catch (Exception e)
{
throw e;
}
return(candles);
}