public MainWindow()
{
InitializeComponent();
this.generalApi = new GeneralApi(this.apiKey, this.secret, this.passPhrase);
this.futureApi = new FuturesApi(this.apiKey, this.secret, this.passPhrase);
this.accountApi = new AccountApi(this.apiKey, this.secret, this.passPhrase);
this.DataContext = new MainViewModel();
}
public void Run()
{
const string settle = "usdt";
const string contract = "BTC_USDT";
Configuration config = new Configuration
{
BasePath = _runConfig.HostUsed,
ApiV4Key = _runConfig.ApiKey,
ApiV4Secret = _runConfig.ApiSecret,
};
FuturesApi futuresApi = new FuturesApi(config);
// update position leverage
const string leverage = "3";
futuresApi.UpdatePositionLeverage(settle, contract, leverage);
// retrieve position information
long positionSize = 0L;
try
{
Position position = futuresApi.GetPosition(settle, contract);
positionSize = position.Size;
}
catch (GateApiException e)
{
// ignore no position error
if (!"POSITION_NOT_FOUND".Equals(e.ErrorLabel))
{
throw;
}
}
// set order size
Contract futuresContract = futuresApi.GetFuturesContract(settle, contract);
long orderSize = 10L;
if (futuresContract.OrderSizeMin > orderSize)
{
orderSize = futuresContract.OrderSizeMin;
}
if (positionSize < 0)
{
// if short, set size to negative
orderSize = -orderSize;
}
// example to update risk limit
string riskLimit =
(Convert.ToDecimal(futuresContract.RiskLimitBase) + Convert.ToDecimal(futuresContract.RiskLimitStep))
.ToString(CultureInfo.InvariantCulture);
futuresApi.UpdatePositionRiskLimit(settle, contract, riskLimit);
// retrieve last price to calculate margin needed
List <FuturesTicker> tickers = futuresApi.ListFuturesTickers(settle, contract);
Debug.Assert(tickers.Count == 1);
string lastPrice = tickers[0].Last;
Console.WriteLine("last price of contract {0}: {1}", contract, lastPrice);
decimal margin = decimal.Round(orderSize * Convert.ToDecimal(lastPrice) *
Convert.ToDecimal(futuresContract.QuantoMultiplier) / Convert.ToDecimal(leverage) * 1.1m, 8,
MidpointRounding.AwayFromZero);
Console.WriteLine("needs margin amount: " + margin.ToString(CultureInfo.InvariantCulture));
// if balance not enough, transfer from spot account
string available = "0";
try
{
available = futuresApi.ListFuturesAccounts(settle).Available;
}
catch (GateApiException e)
{
if (!"USER_NOT_FOUND".Equals(e.ErrorLabel))
{
throw;
}
}
Console.WriteLine("Futures account available: {0} {1}", available, settle.ToUpper());
if (Convert.ToDecimal(available).CompareTo(margin) < 0)
{
if (_runConfig.UseTestNet)
{
Console.Error.WriteLine("TestNet account balance not enough, make a transferal on web");
return;
}
Transfer transfer = new Transfer(currency: settle.ToUpper(), amount: margin.ToString(CultureInfo.InvariantCulture))
{
From = Transfer.FromEnum.Spot,
To = Transfer.ToEnum.Futures,
};
WalletApi walletApi = new WalletApi(config);
walletApi.Transfer(transfer);
}
// example to cancel all open orders in contract
futuresApi.CancelFuturesOrders(settle, contract, "");
FuturesOrder futuresOrder = new FuturesOrder(contract)
{
Size = orderSize,
Price = "0",
Tif = FuturesOrder.TifEnum.Ioc,
};
FuturesOrder orderResponse;
try
{
orderResponse = futuresApi.CreateFuturesOrder(settle, futuresOrder);
}
catch (GateApiException e)
{
Console.Error.WriteLine(e);
return;
}
Console.WriteLine("Order {0} created with status {1}", orderResponse.Id, orderResponse.Status);
if (FuturesOrder.StatusEnum.Open.Equals(orderResponse.Status))
{
FuturesOrder order = futuresApi.GetFuturesOrder(settle, orderResponse.Id.ToString());
Console.WriteLine("Order {0} status {1}, total size {2}, left {3}", order.Id, order.Status, order.Size,
order.Left);
futuresApi.CancelFuturesOrder(settle, order.Id.ToString());
Console.WriteLine("order {0} cancelled", order.Id);
}
else
{
List <MyFuturesTrade> orderTrades = futuresApi.GetMyTrades(settle, contract, orderResponse.Id);
Debug.Assert(orderTrades.Count > 0);
long tradeSize = 0L;
foreach (MyFuturesTrade t in orderTrades)
{
Debug.Assert(t.OrderId != null && t.OrderId.Equals(orderResponse.Id.ToString()));
tradeSize += t.Size;
Console.WriteLine("order {0} filled size {1} with price {2}", t.OrderId, t.Size, t.Price);
}
Debug.Assert(tradeSize == orderSize);
// example to update position margin
futuresApi.UpdatePositionMargin(settle, contract, "0.01");
}
}