public static ExchangeSharp.OrderType ToExSharpType(this OrderType type)
{
if (type == OrderType.Limit)
{
return(ExchangeSharp.OrderType.Limit);
}
else if (type == OrderType.Market)
{
return(ExchangeSharp.OrderType.Market);
}
else if (type == OrderType.Stop)
{
return(ExchangeSharp.OrderType.Stop);
}
else
{
throw new Exception("OrderType has no matching type");
}
}
public async Task <ExchangeOrderResult> SimulateOrder(string pair, OrderSide side, OrderType type, decimal price, decimal amount, double delaySeconds = 0)
{
await Task.Delay((int)(delaySeconds * 1000)); //Wait to simulate real order lag
ExchangeOrderResult result = new ExchangeOrderResult();
if (type == OrderType.Limit)
{
var ticker = _client.GetTicker(pair);
if (side == OrderSide.Buy)
{
var bestAsk = ticker.Ask;
}
else
{
var bestBid = ticker.Bid;
}
//TODO: Figure out how to simulate limit orders (Just take best price? Wait for theoretical fill?)
throw new NotSupportedException();
}
else if (type == OrderType.Market)
{
var orderbook = _client.GetOrderBook(pair); //1 request, just like a real order TODO: Pull this from memory once supported (arb services->bots and prices->trading service)
if (side == OrderSide.Buy)
{
price = PriceCalculator.GetPriceQuote(orderbook.asks.Select(ask => new OrderbookOrder()
{
Price = ask[0], Amount = ask[1]
}).ToList(), PriceCalculator.ConvertBaseToAlt(orderbook.asks.First()[0], amount));
amount /= price;
}
else
{
price = PriceCalculator.GetPriceQuote(orderbook.bids.Select(bid => new OrderbookOrder()
{
Price = bid[0], Amount = bid[1]
}).ToList(), amount);
amount *= price;
}
result = new ExchangeOrderResult()
{
MarketSymbol = pair,
Price = price,
IsBuy = side == OrderSide.Buy,
Amount = amount,
AmountFilled = amount,
AveragePrice = price,
Fees = amount * (this.Fee / 100),
FeesCurrency = "Alt",
FillDate = DateTime.Now,
OrderDate = DateTime.Now,
Result = ExchangeAPIOrderResult.Filled,
};
}
else
{
throw new NotSupportedException();
}
return(result);
}
public async Task <ExchangeOrderResult> CreateOrder(string pair, OrderSide side, OrderType type, decimal price, decimal amount)
{
string[] currencies = pair.Split('/');
string orderSide = side == OrderSide.Buy ? "Ask" : "Bid";
string orderType = type == OrderType.Market ? "Market" : "Limit";
string orderId = _client.CreateNewOrder(currencies[0], currencies[1], Convert.ToInt64(price * 100000000), Convert.ToInt32(amount * 100000000), orderSide, orderType);
return(new ExchangeOrderResult()
{
OrderId = orderId
});
}
public async Task <ExchangeOrderResult> CreateOrder(string pair, OrderSide side, OrderType type, decimal price, decimal amount)
{
var resp = await _client.PlaceOrderAsync(new ExchangeOrderRequest()
{
MarketSymbol = pair,
Amount = amount,
Price = price,
IsBuy = side == OrderSide.Buy,
OrderType = type.ToExSharpType(),
ShouldRoundAmount = true
});
return(resp);
}
public Task <ExchangeOrderResult> SimulateOrder(string pair, OrderSide side, OrderType type, decimal price, decimal amount, double delaySeconds = 0)
{
throw new NotImplementedException();
}
public Task <ExchangeOrderResult> CreateOrder(string pair, OrderSide side, OrderType type, decimal price, decimal amount)
{
throw new NotImplementedException();
}
