private OrderResponse GDAXOrderResponseToOrderResponse(GDAXOrderResponse order, string symbol)
{
var orderStatus = order.executed_value > 0 ? OrderStatus.PARTIALLY_FILLED : OrderStatus.NEW;
var response = new OrderResponse
{
clientOrderId = order.id,
executedQty = order.executed_value,
price = order.price,
side = order.side.Equals("buy") ? TradeType.BUY : TradeType.SELL,
status = orderStatus,
symbol = symbol,
time = _dtHelper.LocalTimetoUnixTimeMilliseconds(order.created_at),
type = OrderType.LIMIT
};
return(response);
}
/// <summary>
/// Convert GDAX OrderResponse to TradeResponse
/// </summary>
/// <param name="response">GDAX OrderReponse object</param>
/// <returns>TradeReponse object</returns>
private TradeResponse GdaxRestOrderResponseToTradeResponse(GDAXOrderResponse response)
{
if (response == null)
{
TradeResponse nullResponse = null;
return(nullResponse);
}
TradeType tradeType;
Enum.TryParse(response.side, out tradeType);
OrderStatus orderStatus;
Enum.TryParse(response.status, out orderStatus);
TimeInForce tif;
Enum.TryParse(response.time_in_force.ToString(), out tif);
OrderType orderType;
Enum.TryParse(response.type, out orderType);
var tradeResponse = new TradeResponse
{
clientOrderId = response.id,
executedQty = response.filled_size,
orderId = 0,
origQty = response.size,
price = response.price,
side = tradeType,
status = orderStatus,
symbol = response.product_id,
timeInForce = tif,
transactTime = _dtHelper.LocalToUnixTime(response.created_at.UtcDateTime),
type = orderType
};
return(tradeResponse);
}
/// <summary>
/// Place a Trade
/// </summary>
/// <param name="tradeParams">TradeParams object</param>
/// <returns>TradeResponse object</returns>
public TradeResponse PlaceTrade(TradeParams tradeParams)
{
if (_thisExchange == Exchange.BINANCE)
{
var response = _bianceRepo.PostTrade(tradeParams).Result;
return(response);
}
else if (_thisExchange == Exchange.GDAX)
{
// TODO use new trade api
if (tradeParams.type == "STOPLOSS")
{
var gdaxParams = new GDAXStopLossParams
{
stop = "loss",
stop_price = tradeParams.price,
price = tradeParams.price,
product_id = tradeParams.symbol,
side = tradeParams.side.ToLower(),
size = tradeParams.quantity,
post_only = true
};
GDAXOrderResponse response = _gdaxRepo.PlaceStopLimit(gdaxParams).Result;
return(GdaxRestOrderResponseToTradeResponse(response));
}
else
{
var gdaxParams = new GDAXTradeParams
{
price = tradeParams.price,
product_id = tradeParams.symbol,
side = tradeParams.side.ToLower(),
size = tradeParams.quantity,
type = "limit",
post_only = true
};
GDAXOrderResponse response = _gdaxRepo.PlaceRestTrade(gdaxParams).Result;
return(GdaxRestOrderResponseToTradeResponse(response));
}
}
else if (_thisExchange == Exchange.KUCOIN)
{
var response = _kuRepo.PostTrade(tradeParams).Result;
if (response.msg.Equals("Operation succeeded.") || response.msg.Equals("OK"))
{
var tradeResponse = new TradeResponse
{
clientOrderId = response.data["orderOid"],
origQty = tradeParams.quantity,
price = tradeParams.price,
side = (TradeType)Enum.Parse(typeof(TradeType), tradeParams.side),
symbol = tradeParams.symbol,
type = (OrderType)Enum.Parse(typeof(OrderType), tradeParams.type)
};
return(tradeResponse);
}
return(null);
}
else
{
return(null);
}
}
