/// <summary>
/// <para>
/// Gets the historic rates for a product. Rates are returned in grouped buckets based on requested granularity.
/// </para>
/// <para>
/// The maximum number of data points for a single request is 200 candles. If your selection of start/end time and granularity
/// will result in more than 200 data points, your request will be rejected. If you wish to retrieve fine granularity data over
/// a larger time range, you will need to make multiple requests with new start/end ranges.
/// </para>
/// </summary>
/// <remarks>
/// Historical rate data may be incomplete. No data is published for intervals where there are no ticks.
/// Historical rates should not be polled frequently. If you need real-time information, use the trade and book endpoints along with the websocket feed.
/// </remarks>
/// <param name="productId">The currency pair.</param>
/// <param name="start">Start time in ISO 8601.</param>
/// <param name="end">End time in ISO 8601.</param>
/// <param name="granularity">Desired timeslice in seconds.</param>
/// <returns></returns>
public static async Task <IList <HistoricRate> > GetHistoricRatesAsync(this GdaxClient client, String productId, DateTime?start = null, DateTime?end = null, Int32?granularity = null)
{
Check.NotNull(client, nameof(client));
Check.NotNullOrWhiteSpace(productId, nameof(productId));
var request = new GdaxRequestBuilder($"/products/{productId}/candles")
.AddParameterIfNotNull("start", start?.ToString("o"))
.AddParameterIfNotNull("end", end?.ToString("o"))
.AddParameterIfNotNull("granularity", granularity?.ToString())
.Build();
var rates = (await client.GetResponseAsync <IList <Decimal[]> >(request).ConfigureAwait(false)).Value;
var results = new List <HistoricRate>();
foreach (var rate in rates)
{
results.Add(new HistoricRate
{
Time = rate[0],
Low = rate[1],
High = rate[2],
Open = rate[3],
Close = rate[4],
Volume = rate[5],
});
}
return(results);
}
/// <summary>
/// Get a list of available currency pairs for trading.
/// </summary>
/// <returns></returns>
public static async Task <IList <Product> > GetProductsAsync(this GdaxClient client)
{
Check.NotNull(client, nameof(client));
var request = new GdaxRequestBuilder("/products")
.Build();
return((await client.GetResponseAsync <IList <Product> >(request).ConfigureAwait(false)).Value);
}
public static async Task <Time> GetServerTimeAsync(this GdaxClient client)
{
Check.NotNull(client, nameof(client));
var request = new GdaxRequestBuilder("/time")
.Build();
return((await client.GetResponseAsync <Time>(request).ConfigureAwait(false)).Value);
}
public static async Task <OrderBook> GetOrderBookAsync(this GdaxClient client, String productId, OrderBookLevel level = OrderBookLevel.Level1)
{
Check.NotNull(client, nameof(client));
Check.NotNullOrWhiteSpace(productId, nameof(productId));
var request = new GdaxRequestBuilder($"/products/{productId}/book")
.AddParameterIfNotNull("level", ((Int32)level).ToString())
.Build();
return((await client.GetResponseAsync <OrderBook>(request).ConfigureAwait(false)).Value);
}
public static async Task <PaginatedResult <Ledger> > GetAccountHistoryAsync(this GdaxClient client, Guid accountId, PaginationOptions paging = null)
{
Check.NotNull(client, nameof(client));
Check.NotEmpty(accountId, nameof(accountId));
var request = new GdaxRequestBuilder($"/accounts/{accountId}/ledger")
.SetPageOptions(paging)
.Build();
var response = await client.GetResponseAsync <IList <Ledger> >(request).ConfigureAwait(false);
return(new PaginatedResult <Ledger>(response, paging));
}
/// <summary>
/// <para>
/// Get a list of recent fills.
/// </para>
/// <para>
/// Fees are recorded in two stages. Immediately after the matching engine completes a match, the fill is inserted
/// into the datastore. Once the fill is recorded, a settlement process will settle the fill and credit both trading
/// counterparties.
/// </para>
/// </summary>
/// <remarks>
/// Fills are returned sorted by descending trade_id from the largest trade_id to the smallest trade_id.
/// </remarks>
/// <param name="orderId">Limit list of fills to this order.</param>
/// <param name="productId">Limit list of fills to this product.</param>
/// <param name="paging">The paging options.</param>
/// <returns></returns>
public static async Task <PaginatedResult <Fill> > GetFillsAsync(this GdaxClient client, String orderId = null, String productId = null, PaginationOptions paging = null)
{
Check.NotNull(client, nameof(client));
var request = new GdaxRequestBuilder("/fills")
.AddParameterIfNotNull("order_id", orderId)
.AddParameterIfNotNull("product_id", productId)
.SetPageOptions(paging)
.Build();
var response = await client.GetResponseAsync <IList <Fill> >(request).ConfigureAwait(false);
return(new PaginatedResult <Fill>(response, paging));
}
/// <summary>
/// Gets snapshot information about the last trade (tick), best bid/ask, and 24h volume.
/// </summary>
/// <remarks>
/// Polling is discouraged in favor of connecting via the websocket stream and listening for match messages.
/// </remarks>
/// <param name="productId">The product identifier.</param>
/// <returns></returns>
public static async Task <ProductTicker> GetProductTickerAsync(this GdaxClient client, String productId)
{
Check.NotNull(client, nameof(client));
Check.NotNullOrWhiteSpace(productId, nameof(productId));
var request = new GdaxRequestBuilder($"/products/{productId}/ticker")
.Build();
var response = await client.GetResponseAsync <ProductTicker>(request).ConfigureAwait(false);
if (response.Value != null)
{
response.Value.ProductId = productId;
}
return(response.Value);
}
