public CallResult <BinancePlacedOrder> PlaceOrder(string symbol, OrderSide side, OrderType type,
decimal quantity, string newClientOrderId = null,
decimal?price = null, TimeInForce?timeInForce = null, decimal?stopPrice = null,
decimal?icebergQty = null,
OrderResponseType?orderResponseType = null, int?receiveWindow = null)
{
var order = _implementation.PlaceTestOrder(symbol, side, type, quantity, newClientOrderId, price, timeInForce,
stopPrice, icebergQty, orderResponseType, receiveWindow);
if (order.Success)
{
var data = order.Data;
data.OrderId = _orderIdGenerator.Next();
// PlaceTestOrder does not propagate this data, set it manually.
data.Type = type;
data.Side = side;
var ev = new OrderUpdate(
orderId: data.OrderId,
tradeId: 0,
orderStatus: data.Type == OrderType.Market ? OrderUpdate.OrderStatus.Filled : OrderUpdate.OrderStatus.New,
orderType: BinanceUtilities.ToInternal(data.Type),
createdTimestamp: 0,
setPrice: data.Price,
side: BinanceUtilities.ToInternal(data.Side),
pair: TradingPair.Parse(symbol),
setQuantity: data.OriginalQuantity);
_parent.ScheduleObserverEvent(ev);
}
return(order);
}
public void ToExternalOrderSideConversion(OrderSide side)
{
Binance.Net.Objects.OrderSide converted = BinanceUtilities.ToExternal(side);
Binance.Net.Objects.OrderSide check = side == OrderSide.Buy
? Binance.Net.Objects.OrderSide.Buy
: Binance.Net.Objects.OrderSide.Sell;
Assert.Equal(converted, check);
}
public void ToInternalOrderUpdateConversionCreationTime()
{
var input = new BinanceStreamOrderUpdate
{
Symbol = "TRXETH",
OrderCreationTime = DateTime.UtcNow,
Side = Binance.Net.Objects.OrderSide.Buy,
};
var order = BinanceUtilities.ToInternal(input);
var diff = DateTimeOffset.Now - DateTimeOffset.FromUnixTimeMilliseconds(order.CreatedTimestamp);
Assert.True(diff.TotalSeconds < 1.0, "CreatedTimeStamp of order not parsed correctly.");
}
public void ToInternalOrderUpdateConversionNoCommission()
{
var input = new BinanceStreamOrderUpdate
{
Symbol = "TRXETH",
OrderCreationTime = DateTime.UtcNow,
CummulativeQuoteQuantity = 0,
ExecutionType = ExecutionType.Trade,
};
var order = BinanceUtilities.ToInternal(input);
Assert.Equal(0.0M, order.Commission);
Assert.Null(order.CommissionAsset);
}
public void ToInternalOrderUpdateStopPricePropagates()
{
var input = new BinanceStreamOrderUpdate
{
Symbol = "TRXETH",
OrderCreationTime = DateTime.UtcNow,
Side = Binance.Net.Objects.OrderSide.Buy,
StopPrice = 15M,
};
var order = BinanceUtilities.ToInternal(input);
Assert.Equal(15M, order.StopPrice);
Assert.Equal(0M, order.SetPrice);
}
public void ToInternalOrderUpdateDividingZeroSafe()
{
var input = new BinanceStreamOrderUpdate
{
Symbol = "TRXETH",
AccumulatedQuantityOfFilledTrades = 0,
OrderCreationTime = DateTime.UtcNow,
CummulativeQuoteQuantity = 6,
Side = Binance.Net.Objects.OrderSide.Buy,
};
var order = BinanceUtilities.ToInternal(input);
Assert.Equal(0M, order.AverageFilledPrice);
}
public void ToInternalOrderUpdateConversionCommision()
{
var input = new BinanceStreamOrderUpdate
{
Symbol = "TRXETH",
OrderCreationTime = DateTime.UtcNow,
Commission = 0.08M,
CommissionAsset = "EOS",
Side = Binance.Net.Objects.OrderSide.Buy,
};
var order = BinanceUtilities.ToInternal(input);
Assert.Equal(OrderSide.Buy, OrderSide.Buy);
Assert.Equal(0.08M, order.Commission);
Assert.Equal(new Currency("EOS"), order.CommissionAsset);
Assert.Equal(
Math.Floor(DateTimeOffset.FromFileTime(DateTime.Now.ToFileTimeUtc()).ToUnixTimeMilliseconds() / 1000.0),
Math.Floor(order.CreatedTimestamp / 1000.0));
}
public void ToInternalOrderSideConversion(Binance.Net.Objects.OrderSide side)
{
OrderSide converted = BinanceUtilities.ToInternal(side);
Assert.Equal(converted, side == Binance.Net.Objects.OrderSide.Buy ? OrderSide.Buy : OrderSide.Sell);
}
