Ejemplo n.º 1
0
        public async Task <string> Buy(string market, decimal quantity, decimal rate)
        {
            var request = new ExchangeSharp.ExchangeOrderRequest()
            {
                Amount    = quantity,
                IsBuy     = true,
                OrderType = ExchangeSharp.OrderType.Limit,
                Price     = rate,
                Symbol    = market
            };

            var order = await _api.PlaceOrderAsync(request);

            return(order.OrderId);
        }
Ejemplo n.º 2
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            var payload = await GetNoncePayloadAsync();

            payload["amount"] = order.Amount;
            payload["price"]  = order.Price;
            payload["symbol"] = order.Symbol;
            payload["type"]   = order.IsBuy ? "BUY" : "SELL";
            order.ExtraParameters.CopyTo(payload);

            // {"orderOid": "596186ad07015679730ffa02" }
            JToken token = await MakeJsonRequestAsync <JToken>("/order?" + CryptoUtility.GetFormForPayload(payload, false), null, payload, "POST");

            return(new ExchangeOrderResult()
            {
                OrderId = token["orderOid"].ToStringInvariant()
            });                                                                                         // this is different than the oid created when filled
        }
Ejemplo n.º 3
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        public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbol(order.Symbol);
            Dictionary <string, object> payload = new Dictionary <string, object>
            {
                { "nonce", GenerateNonce() },
                { "client_order_id", "ExchangeSharp_" + DateTime.UtcNow.ToString("s", System.Globalization.CultureInfo.InvariantCulture) },
                { "symbol", symbol },
                { "amount", order.RoundAmount().ToString(CultureInfo.InvariantCulture.NumberFormat) },
                { "price", order.Price.ToString(CultureInfo.InvariantCulture.NumberFormat) },
                { "side", (order.IsBuy ? "buy" : "sell") },
                { "type", "exchange limit" }
            };
            JToken obj = MakeJsonRequest <JToken>("/order/new", null, payload);

            CheckError(obj);
            return(ParseOrder(obj));
        }
Ejemplo n.º 4
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            if (order.OrderType == OrderType.Market)
            {
                throw new NotSupportedException("Order type " + order.OrderType + " not supported");
            }

            decimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);

            decimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);

            List <object> orderParams = new List <object>
            {
                "currencyPair", order.MarketSymbol,
                "rate", orderPrice.ToStringInvariant(),
                "amount", orderAmount.ToStringInvariant()
            };

            foreach (KeyValuePair <string, object> kv in order.ExtraParameters)
            {
                orderParams.Add(kv.Key);
                orderParams.Add(kv.Value);
            }

            JToken result = null;

            try
            {
                result = await MakePrivateAPIRequestAsync(order.IsBuy?(order.IsMargin ? "marginBuy" : "buy") : (order.IsMargin ? "marginSell" : "sell"), orderParams);
            }
            catch (Exception e)
            {
                if (!e.Message.Contains("Unable to fill order completely"))
                {
                    throw;
                }
                result = JToken.FromObject(new { orderNumber = "0", currencyPair = order.MarketSymbol });
            }
            ExchangeOrderResult exchangeOrderResult = ParsePlacedOrder(result, order);

            exchangeOrderResult.MarketSymbol = order.MarketSymbol;
            exchangeOrderResult.FeesCurrency = ParseFeesCurrency(order.IsBuy, order.MarketSymbol);
            return(exchangeOrderResult);
        }
Ejemplo n.º 5
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        protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            var payload = await GetNoncePayloadAsync();
            //payload["clientOrderId"] = "neuMedia" + payload["nonce"];     Currently letting hitbtc assign this, but may not be unique for more than 24 hours
            payload["quantity"] = order.Amount;
            payload["symbol"] = order.MarketSymbol;
            payload["side"] = order.IsBuy ? "buy" : "sell";
            payload["type"] = order.OrderType == OrderType.Limit ? "limit" : "market";
            if (order.OrderType == OrderType.Limit)
            {
                payload["price"] = order.Price;
                payload["timeInForce"] = "GTC";
            }
            order.ExtraParameters.CopyTo(payload);

            // { "id": 0,"clientOrderId": "d8574207d9e3b16a4a5511753eeef175","symbol": "ETHBTC","side": "sell","status": "new","type": "limit","timeInForce": "GTC","quantity": "0.063","price": "0.046016","cumQuantity": "0.000","createdAt": "2017-05-15T17:01:05.092Z","updatedAt": "2017-05-15T17:01:05.092Z"  }
            JToken token = await MakeJsonRequestAsync<JToken>("/order", null, payload, "POST");
            ExchangeOrderResult result = new ExchangeOrderResult
            {
                OrderId = token["id"].ToStringInvariant(),
                MarketSymbol = token["symbol"].ToStringInvariant(),
                OrderDate = token["createdAt"].ToDateTimeInvariant(),
                Amount = token["quantity"].ConvertInvariant<decimal>(),
                Price = token["price"].ConvertInvariant<decimal>(),
                AmountFilled = token["cumQuantity"].ConvertInvariant<decimal>(),
                Message = token["clientOrderId"].ToStringInvariant()
            };
            if (result.AmountFilled >= result.Amount)
            {
                result.Result = ExchangeAPIOrderResult.Filled;
            }
            else if (result.AmountFilled > 0m)
            {
                result.Result = ExchangeAPIOrderResult.FilledPartially;
            }
            else
            {
                result.Result = ExchangeAPIOrderResult.Pending;
            }

            ParseAveragePriceAndFeesFromFills(result, token["tradesReport"]);

            return result;
        }
Ejemplo n.º 6
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            var roundedAmount = order.RoundAmount();
            var amountInt     = converterToEight.FromDecimal(roundedAmount);

            var feeCurrency = (order.ExtraParameters.ContainsKey("fee_currency")
                                        ? order.ExtraParameters["fee_currency"] ?? DefaultFeeCurrency
                                        : DefaultFeeCurrency)
                              .ToString()
                              .ToUpperInvariant();

            var data = new Dictionary <string, object>
            {
                { "amount_int", amountInt },
                { "type", order.IsBuy ? "bid" : "ask" },
                { "fee_currency", feeCurrency },
            };

            switch (order.OrderType)
            {
            case OrderType.Limit:
                data["price_int"] = converterToFive.FromDecimal(order.Price);
                break;

            case OrderType.Market:
                data["amount_funds_int"] = converterToFive.FromDecimal(roundedAmount * order.Price);
                break;

            default:
                throw new NotSupportedException($"{order.OrderType} is not supported");
            }

            var resultBody = await MakeRequestAsync(
                $"/{order.MarketSymbol}/money/order/add",
                payload : data
                );

            var result = JsonConvert.DeserializeObject <BL3POrderAddResponse>(resultBody)
                         .Except();

            var orderDetails = await GetOrderDetailsAsync(result.OrderId, order.MarketSymbol);

            return(orderDetails);
        }
Ejemplo n.º 7
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        public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbolV1(order.Symbol);
            Dictionary <string, object> payload = GetNoncePayload();

            payload["symbol"] = symbol;
            payload["amount"] = order.RoundAmount().ToStringInvariant();
            payload["side"]   = (order.IsBuy ? "buy" : "sell");
            payload["type"]   = (order.OrderType == OrderType.Market ? "exchange market" : "exchange limit");
            if (order.OrderType != OrderType.Market)
            {
                payload["price"] = order.Price.ToStringInvariant();
            }

            JToken obj = MakeJsonRequest <JToken>("/order/new", BaseUrlV1, payload);

            CheckError(obj);
            return(ParseOrder(obj));
        }
        private ExchangeOrderResult ParsePlaceOrder(JToken token, ExchangeOrderRequest order)
        {
            /*
             * {"result":true,"order_id":123456}
             */
            ExchangeOrderResult result = new ExchangeOrderResult
            {
                Amount       = order.Amount,
                Price        = order.Price,
                IsBuy        = order.IsBuy,
                OrderId      = token["order_id"].ToStringInvariant(),
                MarketSymbol = order.MarketSymbol
            };

            result.AveragePrice = result.Price;
            result.Result       = ExchangeAPIOrderResult.Pending;

            return(result);
        }
        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            var account_id = await GetAccountID(order.IsMargin, order.MarketSymbol);

            var payload = await GetNoncePayloadAsync();

            payload.Add("account-id", account_id);
            payload.Add("symbol", order.MarketSymbol);
            payload.Add("type", order.IsBuy ? "buy" : "sell");
            payload.Add("source", order.IsMargin ? "margin-api" : "api");

            decimal outputQuantity = await ClampOrderQuantity(order.MarketSymbol, order.Amount);

            decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);

            payload["amount"] = outputQuantity.ToStringInvariant();

            if (order.OrderType == OrderType.Market)
            {
                payload["type"] += "-market";
            }
            else
            {
                payload["type"] += "-limit";
                if (order.Price == null)
                {
                    throw new ArgumentNullException(nameof(order.Price));
                }
                payload["price"] = outputPrice.ToStringInvariant();
            }

            if (order.IsPostOnly == true)
            {
                payload["timeInForce"] += "boc";                                       // timeInForce enum values: gtc - good till cancel,boc - book or cancel (also called as post only, or book only), ioc - immediate or cancel, fok - fill or kill
            }
            order.ExtraParameters.CopyTo(payload);

            JToken obj = await MakeJsonRequestAsync <JToken>("/order/orders/place", PrivateUrlV1, payload, "POST");

            order.Amount = outputQuantity;
            order.Price  = outputPrice;
            return(ParsePlaceOrder(obj, order));
        }
Ejemplo n.º 10
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            if (string.IsNullOrEmpty(order.MarketSymbol))
            {
                throw new ArgumentNullException(nameof(order.MarketSymbol), "Okex place order request requires symbol");
            }

            var payload = await GetNoncePayloadAsync();

            payload["instId"] = order.MarketSymbol;
            payload["tdMode"] = order.IsMargin ? "isolated" : "cash";
            if (!string.IsNullOrEmpty(order.ClientOrderId))
            {
                payload["clOrdId"] = order.ClientOrderId;
            }

            payload["side"]    = order.IsBuy ? "buy" : "sell";
            payload["posSide"] = "net";
            payload["ordType"] = order.OrderType switch
            {
                OrderType.Limit => "limit",
                OrderType.Market => "market",
                OrderType.Stop => throw new ArgumentException("Okex does not support stop order",
                                                              nameof(order.OrderType)),
                      _ => throw new ArgumentOutOfRangeException(nameof(order.OrderType), "Invalid order type.")
            };
            payload["sz"] = order.Amount.ToStringInvariant();
            if (order.OrderType != OrderType.Market)
            {
                if (!order.Price.HasValue)
                {
                    throw new ArgumentNullException(nameof(order.Price), "Okex place order request requires price");
                }
                payload["px"] = order.Price.ToStringInvariant();
            }
            order.ExtraParameters.CopyTo(payload);

            var token = await MakeJsonRequestAsync <JToken>("/trade/order", BaseUrlV5, payload, "POST");

            var orderInfo = await GetOrderDetailsAsync(token[0]["ordId"].ToStringInvariant(), order.MarketSymbol);

            return(orderInfo);
        }
Ejemplo n.º 11
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            var payload = await GetNoncePayloadAsync();

            payload["clientOid"] = Guid.NewGuid();
            payload["size"]      = order.Amount;
            payload["price"]     = order.Price;
            payload["symbol"]    = order.MarketSymbol;
            payload["side"]      = order.IsBuy ? "buy" : "sell";
            order.ExtraParameters.CopyTo(payload);

            // {"orderOid": "596186ad07015679730ffa02" }
            JToken token = await MakeJsonRequestAsync <JToken>("/orders", null, payload, "POST");

            return(new ExchangeOrderResult()
            {
                OrderId = token["orderId"].ToStringInvariant()
            });                                                                                        // this is different than the oid created when filled
        }
Ejemplo n.º 12
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        public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)
        {
            if (order.OrderType == OrderType.Market)
            {
                throw new NotSupportedException();
            }

            string  symbol = NormalizeSymbol(order.Symbol);
            decimal amount = order.RoundAmount();
            string  url    = (order.IsBuy ? "/market/buylimit" : "/market/selllimit") + "?market=" + symbol + "&quantity=" +
                             amount.ToStringInvariant() + "&rate=" + order.Price.ToStringInvariant();
            JObject obj     = MakeJsonRequest <JObject>(url, null, GetNoncePayload());
            JToken  result  = CheckError(obj);
            string  orderId = result["uuid"].ToStringInvariant();

            return(new ExchangeOrderResult {
                Amount = amount, IsBuy = order.IsBuy, OrderDate = DateTime.UtcNow, OrderId = orderId, Result = ExchangeAPIOrderResult.Pending, Symbol = symbol
            });
        }
Ejemplo n.º 13
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbolV1(order.Symbol);
            Dictionary <string, object> payload = await OnGetNoncePayloadAsync();

            payload["symbol"] = symbol;
            payload["amount"] = ClampOrderQuantity(symbol, order.Amount).ToStringInvariant();
            payload["side"]   = (order.IsBuy ? "buy" : "sell");
            payload["type"]   = (order.OrderType == OrderType.Market ? "exchange market" : "exchange limit");
            if (order.OrderType != OrderType.Market)
            {
                payload["price"] = ClampOrderPrice(symbol, order.Price).ToStringInvariant();
            }
            order.ExtraParameters.CopyTo(payload);

            JToken obj = await MakeJsonRequestAsync <JToken>("/order/new", BaseUrlV1, payload);

            return(ParseOrder(obj));
        }
        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            decimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);

            if (order.Price == null)
            {
                throw new ArgumentNullException(nameof(order.Price));
            }
            decimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);

            string url = "/orders";
            Dictionary <string, object> orderParams = await GetNoncePayloadAsync();

            orderParams.Add("marketSymbol", order.MarketSymbol);
            orderParams.Add("direction", order.IsBuy ? "BUY" : "SELL");
            orderParams.Add("type", order.OrderType == ExchangeSharp.OrderType.Market ? "MARKET" : "LIMIT");
            orderParams.Add("quantity", orderAmount);
            if (order.OrderType == ExchangeSharp.OrderType.Limit)
            {
                orderParams.Add("limit", orderPrice);
                orderParams.Add("timeInForce", "GOOD_TIL_CANCELLED");
            }

            foreach (KeyValuePair <string, object> kv in order.ExtraParameters)
            {
                orderParams.Add(kv.Key, kv.Value);
            }

            JToken result = await MakeJsonRequestAsync <JToken>(url, null, orderParams, "POST");

            return(new ExchangeOrderResult
            {
                Amount = orderAmount,
                AmountFilled = decimal.Parse(result["fillQuantity"].ToStringInvariant()),
                IsBuy = order.IsBuy,
                OrderDate = result["createdAt"].ToDateTimeInvariant(),
                OrderId = result["id"].ToStringInvariant(),
                Result = ExchangeAPIOrderResult.Pending,
                MarketSymbol = result["marketSymbol"].ToStringInvariant(),
                Price = decimal.Parse(result["limit"].ToStringInvariant())
            });
        }
Ejemplo n.º 15
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            var orderType = 0;
            var side      = order.IsBuy? 0: 1;

            switch (order.OrderType)
            {
            case OrderType.Market:
                orderType = 1;
                break;

            case OrderType.Limit:
                orderType = 2;
                break;

            case OrderType.Stop:
                orderType = 3;
                break;

            default:
                throw new ArgumentOutOfRangeException();
            }

            var result = await MakeJsonRequestAsync <SendOrderResponse>("SendOrder", null,
                                                                        new Dictionary <string, object>()
            {
                { "InstrumentId", await GetInstrumentIdFromMarketSymbol(order.MarketSymbol) },
                { "Quantity", order.Amount },
                { "LimitPrice", order.Price },
                { "OrderType", orderType },
                { "Side", side },
                { "StopPrice", order.StopPrice },
                { "TimeInForce", 0 },
                { "nonce", await GenerateNonceAsync() }
            }.Concat(order.ExtraParameters).ToDictionary(pair => pair.Key, pair => pair.Value), "POST");

            if (result.Status.Equals("accepted", StringComparison.InvariantCultureIgnoreCase))
            {
                return(await GetOrderDetailsAsync(result.OrderId.ToString()));
            }
            throw new APIException($"{result.ErrorMsg}");
        }
        public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest orderRequest)
        {
            string symbol = NormalizeSymbol(orderRequest.Symbol);
            string url    = orderRequest.IsBuy ? string.Format("/buy/{0}/", symbol) : string.Format("/sell/{0}/", symbol);
            Dictionary <string, object> payload = GetNoncePayload();

            payload["price"]  = orderRequest.Price.ToStringInvariant();
            payload["amount"] = orderRequest.Amount.ToStringInvariant();

            JObject responseObject = MakeJsonRequest <JObject>(url, null, payload, "POST");

            CheckError(responseObject);
            return(new ExchangeOrderResult
            {
                OrderDate = DateTime.UtcNow,
                OrderId = responseObject["id"].ToStringInvariant(),
                IsBuy = orderRequest.IsBuy,
                Symbol = orderRequest.Symbol
            });
        }
Ejemplo n.º 17
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        protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            ExchangeOrderResult newOrder = new ExchangeOrderResult() { Result = ExchangeAPIOrderResult.Error };

            var payload = GetNoncePayload();
            payload["Market"] = order.Symbol;
            payload["Type"] = order.IsBuy ? "Buy" : "Sell";
            payload["Rate"] = order.Price;
            payload["Amount"] = order.Amount;

            // { "OrderId": 23467, "FilledOrders": [44310,44311] }  - They don't say what those FilledOrders are. It's possible they represent partially filled order ids for this orders. Don't know.
            JToken token = await MakeJsonRequestAsync<JToken>("/SubmitTrade", null, payload, "POST");
            token = CheckError(token);
            if (token.HasValues && token["OrderId"] != null)
            {
                newOrder.OrderId = token["OrderId"].ConvertInvariant<int>().ToStringInvariant();
                newOrder.Result = ExchangeAPIOrderResult.Pending;           // Might we change this depending on what the filled orders are?
            }
            return newOrder;
        }
Ejemplo n.º 18
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 public void Test()
 {
     try
     {
         var or = new ExchangeOrderRequest()
         {
             IsBuy        = false,
             MarketSymbol = "VITAE_BTC",
             Amount       = 0.5m,
             Price        = 0.1m
         };
         var co = OnPlaceOrderAsync(or).Result;
         var o  = OnGetOpenOrderDetailsAsync("VITAE_BTC").Result;
         OnCancelOrderAsync(o.First().OrderId).Wait();
     }
     catch (Exception ex)
     {
         throw ex;
     }
 }
        public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbol(order.Symbol);
            Dictionary <string, object> payload = GetNoncePayload();

            payload["symbol"]   = symbol;
            payload["side"]     = (order.IsBuy ? "BUY" : "SELL");
            payload["type"]     = order.OrderType.ToString().ToUpperInvariant();
            payload["quantity"] = order.RoundAmount();
            if (order.OrderType != OrderType.Market)
            {
                payload["timeInForce"] = "GTC";
                payload["price"]       = order.Price;
            }

            JToken token = MakeJsonRequest <JToken>("/order", BaseUrlPrivate, payload, "POST");

            CheckError(token);
            return(ParseOrder(token));
        }
Ejemplo n.º 20
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            if (order.IsPostOnly != null)
            {
                throw new NotImplementedException("Post Only orders are not supported by this exchange or not implemented in ExchangeSharp. Please submit a PR if you are interested in this feature.");
            }
            var payload = await GetNoncePayloadAsync();

            payload.Add("method", "Trade");
            payload.Add("pair", order.MarketSymbol);
            payload.Add("type", order.IsBuy ? "buy" : "sell");
            payload.Add("rate", order.Price);
            payload.Add("amount", order.Amount);
            order.ExtraParameters.CopyTo(payload);

            // "return":{"received":0.1,"remains":0,"order_id":12345,"funds":{"btc":15,"ltc":51.82,	"nvc":0, ... }}
            JToken token = await MakeJsonRequestAsync <JToken>("/", PrivateURL, payload, "POST");

            ExchangeOrderResult result = new ExchangeOrderResult()
            {
                OrderId      = token["order_id"].ToStringInvariant(),
                OrderDate    = CryptoUtility.UtcNow,                     // since they don't pass it back
                AmountFilled = token["received"].ConvertInvariant <decimal>(),
            };

            result.Amount = token["remains"].ConvertInvariant <decimal>() + result.AmountFilled.Value;
            if (result.Amount == result.AmountFilled)
            {
                result.Result = ExchangeAPIOrderResult.Filled;
            }
            else if (result.AmountFilled == 0m)
            {
                result.Result = ExchangeAPIOrderResult.Open;
            }
            else
            {
                result.Result = ExchangeAPIOrderResult.FilledPartially;
            }

            return(result);
        }
Ejemplo n.º 21
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        //PlaceOrder   9
        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            if (order.IsPostOnly != null)
            {
                throw new NotSupportedException("Post Only orders are not supported by this exchange or not implemented in ExchangeSharp. Please submit a PR if you are interested in this feature.");
            }
            Dictionary <string, object> payload = new Dictionary <string, object>
            {
                { "amount", order.Amount },
                { "api_key", PublicApiKey.ToUnsecureString() },
                { "price", order.Price },
                { "symbol", order.MarketSymbol },
                { "type", order.IsBuy ? "buy" : "sell" }
            };

            JToken resp = await MakeJsonRequestAsync <JToken>("/create_order.do", null, payload, "POST");

            CheckResponseToken(resp);

            return(ParsePlaceOrder(resp, payload));
        }
Ejemplo n.º 22
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            if (order.OrderType == OrderType.Stop)
            {
                throw new NotSupportedException("Bitbank does not support stop order");
            }
            Dictionary <string, object> payload = await GetNoncePayloadAsync();

            if (order.IsPostOnly != null)
            {
                payload["post_only"] = order.IsPostOnly;
            }
            payload.Add("pair", NormalizeMarketSymbol(order.MarketSymbol));
            payload.Add("amount", order.Amount.ToStringInvariant());
            payload.Add("side", order.IsBuy ? "buy" : "sell");
            payload.Add("type", order.OrderType.ToStringLowerInvariant());
            payload.Add("price", order.Price);
            JToken token = await MakeJsonRequestAsync <JToken>("/user/spot/order", baseUrl : BaseUrlPrivate, payload : payload, requestMethod : "POST");

            return(ParseOrder(token));
        }
Ejemplo n.º 23
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            string ordertype = "/exchange/";

            if (order.OrderType == OrderType.Market)
            {
                ordertype += order.IsBuy ? "buymarket" : "sellmarket";
            }
            else
            {
                ordertype += order.IsBuy ? "buylimit" : "selllimit";
            }

            //{ "success": true, "added": true, "orderId": 4912
            JToken token = await MakeJsonRequestAsync <JToken>(string.Format("{0}?currencyPair={1}&price={2}&quantity={3}", ordertype, order.Symbol, order.Price, order.Amount), null, GetNoncePayload(), "POST");

            token = CheckError(token);
            return(new ExchangeOrderResult()
            {
                OrderId = token["orderId"].ToStringInvariant(), Result = ExchangeAPIOrderResult.Pending
            });
        }
Ejemplo n.º 24
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            object nonce = await GenerateNonceAsync();

            Dictionary <string, object> payload = new Dictionary <string, object>
            {
                { "nonce", nonce },
                { "type", order.OrderType.ToStringLowerInvariant() },
                { "side", (order.IsBuy ? "buy" : "sell") },
                { "product_id", order.MarketSymbol },
                { "size", order.RoundAmount().ToStringInvariant() }
            };

            payload["time_in_force"] = "GTC"; // good til cancel
            payload["price"]         = order.Price.ToStringInvariant();
            switch (order.OrderType)
            {
            case OrderType.Limit:
                // set payload["post_only"] to true for default scenario when order.ExtraParameters["post_only"] is not specified
                // to place non-post-only limit order one can set and pass order.ExtraParameters["post_only"]="false"
                payload["post_only"] = order.ExtraParameters.TryGetValueOrDefault("post_only", "true");
                break;

            case OrderType.Stop:
                payload["stop"]       = (order.IsBuy ? "entry" : "loss");
                payload["stop_price"] = order.StopPrice.ToStringInvariant();
                payload["type"]       = order.Price > 0m ? "limit" : "market";
                break;

            case OrderType.Market:
            default:
                break;
            }

            order.ExtraParameters.CopyTo(payload);
            JToken result = await MakeJsonRequestAsync <JToken>("/orders", null, payload, "POST");

            return(ParseOrder(result));
        }
Ejemplo n.º 25
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        public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbol(order.Symbol);
            Dictionary <string, object> payload = new Dictionary <string, object>
            {
                { "nonce", GenerateNonce() },
                { "type", order.OrderType.ToString().ToLowerInvariant() },
                { "side", (order.IsBuy ? "buy" : "sell") },
                { "product_id", symbol },
                { "size", order.RoundAmount().ToStringInvariant() }
            };

            if (order.OrderType != OrderType.Market)
            {
                payload["time_in_force"] = "GTC"; // good til cancel
                payload["price"]         = order.Price.ToStringInvariant();
            }

            JObject result = MakeJsonRequest <JObject>("/orders", null, payload, "POST");

            return(ParseOrder(result));
        }
Ejemplo n.º 26
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        private ExchangeOrderResult ParsePlaceOrder(JToken token, ExchangeOrderRequest order)
        {
            /*
             * {
             *    "status": "ok",
             *    "data": "59378"
             *  }
             */
            ExchangeOrderResult result = new ExchangeOrderResult
            {
                Amount  = order.Amount,
                Price   = order.Price,
                IsBuy   = order.IsBuy,
                OrderId = token.ToStringInvariant(),
                Symbol  = order.Symbol
            };

            result.AveragePrice = result.Price;
            result.Result       = ExchangeAPIOrderResult.Pending;

            return(result);
        }
Ejemplo n.º 27
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            ExchangeOrderResult result = new ExchangeOrderResult()
            {
                Result = ExchangeAPIOrderResult.Error
            };
            var payload = await GetNoncePayloadAsync();

            order.ExtraParameters.CopyTo(payload);

            // Only limit order is supported - no indication on how it is filled
            JToken token = await MakeJsonRequestAsync <JToken>((order.IsBuy ? "/market/buylimit?" : "market/selllimit?") + "market=" + order.MarketSymbol +
                                                               "&rate=" + order.Price.ToStringInvariant() + "&quantity=" + order.RoundAmount().ToStringInvariant(), null, payload);

            if (token.HasValues)
            {
                // Only the orderid is returned on success
                result.OrderId = token["orderid"].ToStringInvariant();
                result.Result  = ExchangeAPIOrderResult.Filled;
            }
            return(result);
        }
Ejemplo n.º 28
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbol(order.Symbol);

            var account_id = await GetAccountID(order.IsMargin, order.Symbol);

            var payload = await GetNoncePayloadAsync();

            payload.Add("account-id", account_id);
            payload.Add("symbol", symbol);
            payload.Add("type", order.IsBuy ? "buy" : "sell");
            payload.Add("source", order.IsMargin ? "margin-api" : "api");
            payload["method"] = "POST";

            decimal outputQuantity = await ClampOrderQuantity(symbol, order.Amount);

            decimal outputPrice = await ClampOrderPrice(symbol, order.Price);

            payload["amount"] = outputQuantity.ToStringInvariant();

            if (order.OrderType == OrderType.Market)
            {
                payload["type"] += "-market";
            }
            else
            {
                payload["type"] += "-limit";
                payload["price"] = outputPrice.ToStringInvariant();
            }

            order.ExtraParameters.CopyTo(payload);

            JToken obj = await MakeJsonRequestAsync <JToken>("/order/orders/place", PrivateUrlV1, payload, "POST");

            order.Amount = outputQuantity;
            order.Price  = outputPrice;
            return(ParsePlaceOrder(obj, order));
        }
Ejemplo n.º 29
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbol(order.Symbol);
            Dictionary <string, object> payload = new Dictionary <string, object>
            {
                { "nonce", GenerateNonce() },
                { "type", order.OrderType.ToStringLowerInvariant() },
                { "side", (order.IsBuy ? "buy" : "sell") },
                { "product_id", symbol },
                { "size", order.RoundAmount().ToStringInvariant() }
            };

            if (order.OrderType != OrderType.Market)
            {
                payload["time_in_force"] = "GTC"; // good til cancel
                payload["price"]         = order.Price.ToStringInvariant();
            }

            order.ExtraParameters.CopyTo(payload);
            JToken result = await MakeJsonRequestAsync <JToken>("/orders", null, payload, "POST");

            return(ParseOrder(result));
        }
Ejemplo n.º 30
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        protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
        {
            string symbol = NormalizeSymbolV1(order.Symbol);
            Dictionary <string, object> payload = GetNoncePayload();

            payload["symbol"] = symbol;
            payload["amount"] = order.RoundAmount().ToStringInvariant();
            payload["side"]   = (order.IsBuy ? "buy" : "sell");
            payload["type"]   = (order.OrderType == OrderType.Market ? "exchange market" : "exchange limit");
            if (order.OrderType != OrderType.Market)
            {
                payload["price"] = order.Price.ToStringInvariant();
            }
            foreach (var kv in order.ExtraParameters)
            {
                payload[kv.Key] = kv.Value;
            }

            JToken obj = await MakeJsonRequestAsync <JToken>("/order/new", BaseUrlV1, payload);

            CheckError(obj);
            return(ParseOrder(obj));
        }