public override decimal ClampOrderQuantity(string symbol, decimal outputQuantity)
{
symbol = NormalizeSymbol(symbol);
ExchangeMarket market = GetExchangeMarket(symbol);
return(market == null ? outputQuantity : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, outputQuantity));
}
public override decimal MinAmount(decimal pairPrice, string symbole)
{
ExchangeMarket market = GetExchangeMarket(symbole);
decimal minNotional = market.MinAmountDiv;
return(minNotional / pairPrice);
}
public override int GetRoundPrice(string symbole)
{
ExchangeMarket market = GetExchangeMarket(symbole);
decimal outputPrice = ClampOrderPrice(symbole, 9.99999999m);
int result = BitConverter.GetBytes(decimal.GetBits(outputPrice)[3])[2];
return(result);
}
public override int GetRoundAmount(string symbole, decimal outputQuantity)
{
ExchangeMarket market = GetExchangeMarket(symbole);
outputQuantity = ClampOrderQuantity(symbole, outputQuantity);
int result = BitConverter.GetBytes(decimal.GetBits(outputQuantity)[3])[2];
return(result);
}
public override decimal MinAmountWithRounding(decimal pairPrice, string symbole)
{
ExchangeMarket market = GetExchangeMarket(symbole);
decimal minNotional = market.MinAmountDiv;
decimal result = minNotional / pairPrice;
result = ClampOrderQuantity(symbole, result);
decimal sum = result * pairPrice;
while (sum < minNotional)
{
result += (decimal)market.QuantityStepSize;
result = ClampOrderQuantity(symbole, result);
sum = result * pairPrice;
}
return(result);
}
protected IEnumerable <ExchangeMarket> GetSymbolsMetadata()
{
/*
* {
* "symbol": "QTUMETH",
* "status": "TRADING",
* "baseAsset": "QTUM",
* "baseAssetPrecision": 8,
* "quoteAsset": "ETH",
* "quotePrecision": 8,
* "orderTypes": [
* "LIMIT",
* "LIMIT_MAKER",
* "MARKET",
* "STOP_LOSS_LIMIT",
* "TAKE_PROFIT_LIMIT"
* ],
* "icebergAllowed": true,
* "filters": [
* {
* "filterType": "PRICE_FILTER",
* "minPrice": "0.00000100",
* "maxPrice": "100000.00000000",
* "tickSize": "0.00000100"
* },
* {
* "filterType": "LOT_SIZE",
* "minQty": "0.01000000",
* "maxQty": "90000000.00000000",
* "stepSize": "0.01000000"
* },
* {
* "filterType": "MIN_NOTIONAL",
* "minNotional": "0.01000000"
* }
* ]
* },
*/
var markets = new List <ExchangeMarket>();
JToken obj = MakeJsonRequest <JToken>("/exchangeInfo");
CheckError(obj);
JToken allSymbols = obj["symbols"];
foreach (JToken symbol in allSymbols)
{
var market = new ExchangeMarket
{
MarketName = symbol["symbol"].ToStringUpperInvariant(),
IsActive = ParseMarketStatus(symbol["status"].ToStringUpperInvariant()),
BaseCurrency = symbol["quoteAsset"].ToStringUpperInvariant(),
MarketCurrency = symbol["baseAsset"].ToStringUpperInvariant()
};
// "LOT_SIZE"
JToken filters = symbol["filters"];
JToken lotSizeFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "LOT_SIZE"));
if (lotSizeFilter != null)
{
market.MaxTradeSize = lotSizeFilter["maxQty"].ConvertInvariant <decimal>();
market.MinTradeSize = lotSizeFilter["minQty"].ConvertInvariant <decimal>();
market.QuantityStepSize = lotSizeFilter["stepSize"].ConvertInvariant <decimal>();
}
// PRICE_FILTER
JToken priceFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "PRICE_FILTER"));
if (priceFilter != null)
{
market.MaxPrice = priceFilter["maxPrice"].ConvertInvariant <decimal>();
market.MinPrice = priceFilter["minPrice"].ConvertInvariant <decimal>();
if (market.MaxPrice == 0 || market.MinPrice == 0)
{
decimal price = AllTickers[market.MarketName].Last;
market.MaxPrice = price * 10;
market.MinPrice = price * 0.1m;
}
market.PriceStepSize = priceFilter["tickSize"].ConvertInvariant <decimal>();
}
// MIN_NOTIONAL
JToken notionalFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "MIN_NOTIONAL"));
if (notionalFilter != null)
{
market.MinAmountDiv = notionalFilter["minNotional"].ConvertInvariant <decimal>();
}
markets.Add(market);
}
return(markets);
}
public override decimal ClampOrderPrice(string symbol, decimal outputPrice)
{
ExchangeMarket market = GetExchangeMarket(symbol);
return(market == null ? outputPrice : CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, outputPrice));
}
