/// <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 void Update(IBfParentOrder order)
{
OrderId = order.OrderId;
AcceptanceId = order.AcceptanceId;
_orderMethod = order.OrderType;
ExpireDate = order.ExpireDate;
OrderDate = order.OrderDate;
// API 仕様的に実質 Active 状態しか取得できない。
switch (order.State)
{
case BfOrderState.Active:
ChangeState(BfxOrderState.Ordered);
break;
case BfOrderState.Completed:
ChangeState(BfxOrderState.Completed);
break;
case BfOrderState.Canceled:
ChangeState(BfxOrderState.Canceled);
break;
case BfOrderState.Expired:
ChangeState(BfxOrderState.Expired);
break;
default:
throw new ArgumentException("Unexpected parent order state.");
}
Update(order.Children);
}
public void Update(BfParentOrderEvent poe)
{
_orderMethod = poe.ParentOrderType;
LastUpdatedTime = poe.EventDate;
switch (poe.EventType)
{
case BfOrderEventType.Order:
OrderDate = poe.EventDate; // Is it same value to real ordered date ?
ExpireDate = poe.ExpireDate;
ChangeState(BfxOrderState.Ordered);
break;
case BfOrderEventType.OrderFailed:
ChangeState(BfxOrderState.OrderFailed);
break;
case BfOrderEventType.Cancel:
ChangeState(BfxOrderState.Canceled);
break;
case BfOrderEventType.CancelFailed:
ChangeState(BfxOrderState.CancelFailed);
break;
case BfOrderEventType.Trigger:
_childOrders[poe.ChildOrderIndex - 1].Update(poe);
break;
case BfOrderEventType.Expire:
ChangeState(BfxOrderState.Expired);
break;
case BfOrderEventType.Complete:
CompletedCount++;
Log.Trace($"BfOrderEventType.Complete received. count = {CompletedCount}");
switch (OrderType)
{
case BfOrderType.IFD:
case BfOrderType.IFDOCO:
if (CompletedCount == 2)
{
ChangeState(BfxOrderState.Completed);
}
break;
}
break;
case BfOrderEventType.Unknown:
case BfOrderEventType.Execution:
throw new NotSupportedException();
}
}
public static int GetChildCount(this BfOrderType orderType)
{
return(orderType switch
{
BfOrderType.IFDOCO => 3,
BfOrderType.IFD => 2,
BfOrderType.OCO => 2,
BfOrderType.Simple => 1,
BfOrderType.Stop => 1,
BfOrderType.StopLimit => 1,
BfOrderType.Trail => 1,
_ => 0
});
static void PlaceUnexecutableParentOrder(BfOrderType orderType, bool mte = false, bool fok = false)
{
var childOrder1 = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m);
var childOrder2 = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Buy, _market.MinimumOrderSize, _market.BestBidPrice - 50000.0m);
BfParentOrderRequest request;
switch (orderType)
{
case BfOrderType.IFD:
request = _orderFactory.CreateIFD(
childOrder1.ToParameter(),
childOrder2.ToParameter(),
mte ? TimeSpan.FromMinutes(1) : default(TimeSpan),
fok ? BfTimeInForce.FOK : BfTimeInForce.NotSpecified
);
break;
case BfOrderType.OCO:
request = _orderFactory.CreateOCO(
childOrder1.ToParameter(),
childOrder2.ToParameter(),
mte ? TimeSpan.FromMinutes(1) : default(TimeSpan),
fok ? BfTimeInForce.FOK : BfTimeInForce.NotSpecified
);
break;
default:
throw new AggregateException();
}
var transaction = _market.PlaceOrder(request).Result;
if (transaction != null)
{
_parentOrderTransaction = transaction;
Console.WriteLine("Order accepted.");
}
else
{
Console.WriteLine("Order failed.");
}
}
public BfxParentOrder(BfParentOrderRequest request)
: this(request.OrderMethod)
{
Request = request;
_orderMethod = request.OrderMethod;
_childOrders = request.Parameters.Select(e => new BfxChildOrder(e)).ToArray();
ProductCode = _childOrders[0].ProductCode;
if (request.OrderMethod == BfOrderType.Simple)
{
var childOrder = _childOrders[0];
OrderType = childOrder.OrderType;
Side = childOrder.Side;
OrderSize = childOrder.OrderSize;
OrderPrice = childOrder.OrderPrice;
TriggerPrice = childOrder.TriggerPrice;
TrailOffset = childOrder.TrailOffset;
}
else
{
OrderType = request.OrderMethod;
}
}
/// <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));
}
public BfxParentOrder(BfOrderType orderType)
{
_childOrders = new BfxChildOrder[orderType.GetChildCount()];
}
