public static IBfxOrder Market(BfTradeSide side, decimal size)
{
var request = BfChildOrderRequest.Market(BfProductCode.Unknown, side, size, 0, BfTimeInForce.NotSpecified);
var order = new BfxChildOrder(request);
return(order);
}
public static IBfxOrder StopLimit(BfTradeSide side, decimal triggerPrice, decimal orderPrice, decimal size)
{
var request = BfParentOrderRequest.StopLimit(BfProductCode.Unknown, side, triggerPrice, orderPrice, size, 0, BfTimeInForce.NotSpecified);
var order = new BfxParentOrder(request);
return(order);
}
public static IBfxOrder Trailing(BfTradeSide side, decimal trailingOffset, decimal size)
{
var request = BfParentOrderRequest.Trail(BfProductCode.Unknown, side, trailingOffset, size, 0, BfTimeInForce.NotSpecified);
var order = new BfxParentOrder(request);
return(order);
}
/// <summary>
/// Send a New Order
/// <see href="https://scrapbox.io/BitFlyerDotNet/SendChildOrder">Online help</see>
/// </summary>
/// <param name="productCode"></param>
/// <param name="orderType"></param>
/// <param name="side"></param>
/// <param name="price"></param>
/// <param name="size"></param>
/// <param name="minuteToExpire"></param>
/// <param name="timeInForce"></param>
/// <returns></returns>
public Task <BitFlyerResponse <BfChildOrderResponse> > SendChildOrderAsync(
BfProductCode productCode,
BfOrderType orderType,
BfTradeSide side,
decimal price,
decimal size,
int minuteToExpire,
BfTimeInForce timeInForce,
CancellationToken ct
)
{
var request = new BfChildOrderRequest
{
ProductCode = productCode,
ChildOrderType = orderType,
Side = side,
Price = price,
Size = size,
MinuteToExpire = minuteToExpire,
TimeInForce = timeInForce,
};
Validate(ref request);
return(SendChildOrderAsync(request, ct));
}
public DbExecution(IBfExecution exec)
{
ExecutionId = exec.ExecutionId;
ExecutedTime = exec.ExecutedTime;
Side = exec.Side;
Price = exec.Price;
Size = exec.Size;
}
public static BfTradeSide Opposite(this BfTradeSide side)
{
if (side != BfTradeSide.Buy && side != BfTradeSide.Sell)
{
throw new ArgumentException();
}
return(side == BfTradeSide.Buy ? BfTradeSide.Sell : BfTradeSide.Buy);
}
// Message builders
public static BfParentOrderRequestParameter Market(BfProductCode productCode, BfTradeSide side, decimal size)
{
return(new ()
{
ProductCode = productCode,
ConditionType = BfOrderType.Market,
Side = side,
Size = size,
});
}
} // default = GTC
// Order builders
public static BfChildOrderRequest Market(BfProductCode productCode, BfTradeSide side, decimal size, int minuteToExpire = 0, BfTimeInForce timeInForce = BfTimeInForce.NotSpecified)
{
return(new ()
{
ProductCode = productCode,
ChildOrderType = BfOrderType.Market,
Side = side,
Size = size,
MinuteToExpire = minuteToExpire,
TimeInForce = timeInForce,
});
}
public BfChildOrderRequest CreateMarketPriceOrder(BfTradeSide side, decimal size)
{
var request = new BfChildOrderRequest
{
ProductCode = _market.ProductCode,
OrderType = BfOrderType.Market,
Side = side,
Size = size,
};
CheckChildOrderRequestValid(request);
return(request);
}
public static BfParentOrderRequestParameter Stop(BfProductCode productCode, BfTradeSide side, decimal triggerPrice, decimal size)
{
if (size > triggerPrice)
{
throw new ArgumentException();
}
return(new ()
{
ProductCode = productCode,
ConditionType = BfOrderType.Stop,
Side = side,
TriggerPrice = triggerPrice,
Size = size,
});
}
public static BfParentOrderRequestParameter Trail(BfProductCode productCode, BfTradeSide side, decimal offset, decimal size)
{
if (offset <= 0m)
{
throw new ArgumentException();
}
return(new ()
{
ProductCode = productCode,
ConditionType = BfOrderType.Trail,
Side = side,
Offset = offset,
Size = size,
});
}
public BfChildOrderRequest CreateLimitPriceOrder(BfTradeSide side, decimal size, decimal price, BfTimeInForce timeInForce)
{
var request = new BfChildOrderRequest
{
ProductCode = _market.ProductCode,
OrderType = BfOrderType.Limit,
Side = side,
Size = size,
Price = price,
};
request.TimeInForce = timeInForce;
CheckChildOrderRequestValid(request);
return(request);
}
public BfChildOrderRequest CreateLimitPriceOrder(BfTradeSide side, decimal size, decimal price, TimeSpan minuteToExpire)
{
var request = new BfChildOrderRequest
{
ProductCode = _market.ProductCode,
OrderType = BfOrderType.Limit,
Side = side,
Size = size,
Price = price,
};
request.MinuteToExpireSpan = minuteToExpire;
CheckChildOrderRequestValid(request);
return(request);
}
public BfParentOrderRequest CreateTrailOrder(BfTradeSide side, decimal size, decimal trailingStopPriceOffset)
{
if (size > trailingStopPriceOffset)
{
throw new ArgumentException();
}
var request = new BfParentOrderRequest {
OrderMethod = BfOrderType.Simple
};
request.Paremters.Add(new BfParentOrderRequestParameter {
ProductCode = _market.ProductCode, ConditionType = BfOrderType.Trail, Side = side, Size = size, Offset = trailingStopPriceOffset
});
CheckParentOrderRequestValid(request);
return(request);
}
public BfParentOrderRequest CreateStopLimitOrder(BfTradeSide side, decimal size, decimal price, decimal stopTriggerPrice)
{
if (size > price || size > stopTriggerPrice)
{
throw new ArgumentException();
}
var request = new BfParentOrderRequest {
OrderMethod = BfOrderType.Simple
};
request.Paremters.Add(new BfParentOrderRequestParameter {
ProductCode = _market.ProductCode, ConditionType = BfOrderType.StopLimit, Side = side, Size = size, Price = price, TriggerPrice = stopTriggerPrice
});
CheckParentOrderRequestValid(request);
return(request);
}
/// <summary>
/// Send a New Order
/// <see href="https://scrapbox.io/BitFlyerDotNet/SendChildOrder">Online help</see>
/// </summary>
/// <param name="productCode"></param>
/// <param name="orderType"></param>
/// <param name="side"></param>
/// <param name="price"></param>
/// <param name="size"></param>
/// <param name="minuteToExpire"></param>
/// <param name="timeInForce"></param>
/// <returns></returns>
public BitFlyerResponse <BfChildOrderResponse> SendChildOrder(
BfProductCode productCode,
BfOrderType orderType,
BfTradeSide side,
decimal price,
decimal size,
int minuteToExpire = 0,
BfTimeInForce timeInForce = BfTimeInForce.NotSpecified)
{
var request = new BfChildOrderRequest
{
ProductCode = productCode,
ChildOrderType = orderType,
Side = side,
Price = price,
Size = size,
MinuteToExpire = minuteToExpire,
TimeInForce = timeInForce,
};
Validate(ref request);
return(SendChildOrder(request));
}
