private async Task <IReadOnlyCollection <(string, string)> > GetPairs(CexIoRestClient restApi)
{
_log.Info("Getting currency limits from REST API");
using (var ct = new CancellationTokenSource(_orderBookSettings.Timeouts.RetrieveCurrencyLimits))
{
var limits = (await restApi.GetCurrencyLimits(ct.Token)).ToList();
var instruments = new List <string>();
var skippedInstruments = new List <string>();
var result = new List <(string, string)>();
foreach (var currencyInfo in limits)
{
string instrument = CexIoInstrument.FromPair(currencyInfo.Symbol1, currencyInfo.Symbol2, false);
if (instrument == null)
{
skippedInstruments.Add($"{currencyInfo.Symbol1}:{currencyInfo.Symbol2}");
continue;
}
instruments.Add(instrument);
result.Add((currencyInfo.Symbol1, currencyInfo.Symbol2));
}
_log.Info($"Got instruments: {string.Join(", ", instruments)}");
_log.Info($"Skipped instruments: {string.Join(", ", skippedInstruments)}");
return(result.ToArray());
}
}
public OrderModel ToOrder(CurrencyMapping mapping)
{
var instrument = CexIoInstrument.FromPair(Symbol1, Symbol2);
TradeType type;
switch (Type?.ToLowerInvariant())
{
case "buy":
type = TradeType.Buy;
break;
case "sell":
type = TradeType.Sell;
break;
default:
throw new InvalidOperationException($"Type {Type} is unknown");
}
return(new OrderModel
{
Id = Id,
AssetPair = CexIoInstrument.ToLykkeInstrument(instrument, mapping),
Price = Price,
OriginalVolume = Amount,
TradeType = type,
Timestamp = Time,
RemainingAmount = Pending,
ExecutedVolume = Amount - Pending
});
}
public async Task <IReadOnlyCollection <string> > GetInstruments()
{
var limits = await Api.GetCurrencyLimits();
return(limits
.Select(x => CexIoInstrument.FromPair(x.Symbol1, x.Symbol2))
.Select(x => CexIoInstrument.ToLykkeInstrument(x, _currencyMapping))
.ToArray());
}
private IObservable <OrderBook> CombineWithSnapshot(
IObservable <IOrderBookMessage> changes,
string instrument)
{
return(changes.Scan(
OrderBookAggregator.CreateDefault(
_logFactory,
Name,
CexIoInstrument.ToLykkeInstrument(instrument, _orderBookSettings.CurrencyMapping)),
(context, ev) => context.ApplyChange(ev))
.Select(x => x.OrderBook));
}
public OrderModel ToOrder(CurrencyMapping mapping, string orderType)
{
var instrument = CexIoInstrument.FromPair(Symbol1, Symbol2);
return(new OrderModel
{
Id = Id,
TradeType = Enum.Parse <TradeType>(Type, true),
Price = Price,
Timestamp = Time,
RemainingAmount = Remains,
AssetPair = CexIoInstrument.ToLykkeInstrument(instrument, mapping),
OriginalVolume = Amount,
ExecutedVolume = Amount - Remains,
ExecutionStatus = Status.ToOrderStatus()
});
}
public void cex_io_instruments_to_lykke(string cexIo, string lykke)
{
Assert.Equal(lykke, CexIoInstrument.ToLykkeInstrument(cexIo, _mapping));
Assert.Equal(cexIo, CexIoInstrument.FromLykkeInstrument(lykke, _mapping));
}
