public async Task PlaceBulkOrder()
{
var client = GetClient <IOrdersApi>();
var order = new PlaceBulkOrderModel
{
AssetPairId = "BTCUSD",
CancelPreviousOrders = true,
Orders = Enumerable.Range(0, 10).Select(x => new BulkOrderItemModel
{
OrderAction = OrderAction.Buy,
Price = 500 + x,
Volume = 0.001m
})
};
var result = await client.PlaceBulkOrder(order).TryExecute();
if (result.Success)
{
result.Result.Should().NotBeNull();
result.Result.Statuses.Should().HaveCount(10);
result.Result.Statuses.Should().NotContain(x => x.Id == Guid.Empty);
}
else
{
result.Error.Should().NotBeNull();
}
}
public async Task <IActionResult> PlaceBulkOrder([FromBody] PlaceBulkOrderModel order)
{
var assetPair = _assetPairsReadModel.TryGetIfEnabled(order.AssetPairId);
if (assetPair == null)
{
return(NotFound($"Asset-pair {order.AssetPairId} could not be found or is disabled."));
}
if (!_requestValidator.ValidateAssetPair(order.AssetPairId, assetPair, out var badRequestModel))
{
return(BadRequest(badRequestModel));
}
var asset = _assetsReadModel.TryGetIfEnabled(assetPair.BaseAssetId);
if (asset == null)
{
throw new InvalidOperationException($"Base asset '{assetPair.BaseAssetId}' for asset pair '{assetPair.Id}' not found.");
}
var items = order.Orders?.ToArray() ?? new BulkOrderItemModel[0];
foreach (var item in items)
{
var price = item.Price;
if (!_requestValidator.ValidatePrice(price, out badRequestModel))
{
return(BadRequest(badRequestModel));
}
var volume = item.Volume;
var minVolume = assetPair.MinVolume;
if (!_requestValidator.ValidateVolume(volume, minVolume, asset.DisplayId, out badRequestModel))
{
return(BadRequest(badRequestModel));
}
item.Price = price;
item.Volume = volume;
}
var walletId = User.GetUserId();
var response = await _matchingEngineAdapter.PlaceBulkLimitOrderAsync(
clientId : walletId,
assetPair : assetPair,
items : items,
cancelPrevious : order.CancelPreviousOrders,
cancelMode : order.CancelMode
);
if (response.Error != null)
{
return(BadRequest(response));
}
return(Ok(response.Result));
}
public async Task ReplaceBulkOrder()
{
var assetPair = "BTCUSD";
var client = GetClient <IOrdersApi>();
await client.CancelAll();
var order = new PlaceBulkOrderModel
{
AssetPairId = assetPair,
Orders = Enumerable.Range(0, 2).Select(x => new BulkOrderItemModel
{
OrderAction = OrderAction.Buy,
Price = 500 + x,
Volume = 0.0001m
})
};
var first = await client.PlaceBulkOrder(order);
await Task.Delay(TimeSpan.FromSeconds(1));
order = new PlaceBulkOrderModel
{
AssetPairId = assetPair,
Orders = first.Statuses
.Where(x => x.Error == null)
.Select(x => new BulkOrderItemModel
{
OrderAction = OrderAction.Buy,
OldId = x.Id.ToString(),
Price = 1m + x.Price,
Volume = 0.0001m
})
};
var result = await client.PlaceBulkOrder(order);
await Task.Delay(TimeSpan.FromSeconds(1));
foreach (var old in first.Statuses)
{
var current = await client.GetOrder(old.Id);
current.Status.Should().Be(OrderStatus.Replaced);
}
foreach (var item in result.Statuses)
{
var current = await client.GetOrder(item.Id);
current.Status.Should().Be(OrderStatus.Placed);
}
}
