public void PlacingAnOrder_Should_FailIfErrorResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var order = new BitfinexOrder()
{
ClientOrderId = 123
};
// act
var placeTask = client.PlaceOrderAsync(OrderType.ExchangeLimit, "tBTCUSD", 1, price: 1, clientOrderId: 123);
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
Thread.Sleep(100);
socket.InvokeMessage($"[0, \"n\", [0, \"on-req\", 0, 0, {JsonConvert.SerializeObject(order)}, 0, \"error\", \"order placing failed\"]]");
var result = placeTask.Result;
// assert
Assert.IsFalse(result.Success);
Assert.IsTrue(result.Error.Message.Contains("order placing failed"));
}
public void PlacingAnFOKOrder_Should_SucceedIfCanceledResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var expected = new BitfinexOrder()
{
Price = 0.1m,
Amount = 0.2m,
Symbol = "tBTCUSD",
Type = OrderType.ExchangeFillOrKill,
ClientOrderId = 1234,
StatusString = "CANCELED"
};
// act
var placeTask = client.PlaceOrderAsync(OrderType.ExchangeFillOrKill, "tBTCUSD", 1, price: 1, clientOrderId: 1234);
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
Thread.Sleep(100);
socket.InvokeMessage($"[0, \"oc\", {JsonConvert.SerializeObject(expected)}]");
var result = placeTask.Result;
// assert
Assert.IsTrue(result.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result.Data));
}
public void PlacingAnMarketOrder_Should_SucceedIfSuccessResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var expected = new BitfinexOrder()
{
Price = 0.1m,
Quantity = 0.2m,
Symbol = "tBTCUSD",
Type = OrderType.ExchangeMarket,
ClientOrderId = 1234,
StatusString = "EXECUTED"
};
// act
var placeTask = client.SpotStreams.PlaceOrderAsync(OrderType.ExchangeMarket, "tBTCUSD", 1, price: 1, clientOrderId: 1234);
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
Thread.Sleep(100);
socket.InvokeMessage($"[0, \"n\", [0, \"on-req\", 0, 0, {JsonConvert.SerializeObject(expected)}, 0, \"SUCCESS\", \"Submitted\"]]");
var result = placeTask.Result;
// assert
Assert.IsTrue(result.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result.Data));
}
/// <summary>
/// Places a new order
/// </summary>
/// <param name="type">The type of the order</param>
/// <param name="symbol">The symbol the order is for</param>
/// <param name="amount">The amount of the order, positive for buying, negative for selling</param>
/// <param name="groupId">Group id to assign to the order</param>
/// <param name="clientOrderId">Client order id to assign to the order</param>
/// <param name="price">Price of the order</param>
/// <param name="priceTrailing">Trailing price of the order</param>
/// <param name="priceAuxiliaryLimit">Auxiliary limit price of the order</param>
/// <param name="priceOcoStop">Oco stop price of ther order</param>
/// <param name="flags">Additional flags</param>
/// <returns></returns>
public async Task <CallResult <BitfinexOrder> > PlaceOrderAsync(OrderType type, string symbol, decimal amount, int?groupId = null, int?clientOrderId = null, decimal?price = null, decimal?priceTrailing = null, decimal?priceAuxiliaryLimit = null, decimal?priceOcoStop = null, OrderFlags?flags = null)
{
if (!CheckConnection())
{
return(new CallResult <BitfinexOrder>(null, new WebError("Socket needs to be started before placing an order")));
}
if (!authenticated)
{
return(new CallResult <BitfinexOrder>(null, new NoApiCredentialsError()));
}
log.Write(LogVerbosity.Info, "Going to place order");
var order = new BitfinexNewOrder()
{
Amount = amount,
OrderType = type,
Symbol = symbol,
Price = price,
ClientOrderId = clientOrderId,
Flags = flags,
GroupId = groupId,
PriceAuxiliaryLimit = priceAuxiliaryLimit,
PriceOCOStop = priceOcoStop,
PriceTrailing = priceTrailing
};
var wrapper = new object[] { 0, "on", null, order };
var data = JsonConvert.SerializeObject(wrapper, new JsonSerializerSettings()
{
NullValueHandling = NullValueHandling.Ignore,
Culture = CultureInfo.InvariantCulture
});
BitfinexOrder orderConfirm = null;
await Task.Run(() =>
{
var waitAction = new WaitAction <BitfinexOrder>();
pendingOrders.Add(order, waitAction);
Send(data);
orderConfirm = waitAction.Wait(20000);
pendingOrders.Remove(order);
}).ConfigureAwait(false);
if (orderConfirm != null)
{
log.Write(LogVerbosity.Info, "Order canceled");
}
return(new CallResult <BitfinexOrder>(orderConfirm, orderConfirm != null ? null : new ServerError("No confirmation received for placed order")));
}
