public async Task <WrappedResponse <TradeFee> > GetTradeFee(OrderSideEnum orderSide, ISymbol symbol)
{
var relativeUrl = "TradeVolume";
var nvc = new NameValueCollection();
nvc.Add("pair", $"{Exchange.GetCurrencyCode(symbol.BaseCurrencyCode)}{Exchange.GetCurrencyCode(symbol.QuoteCurrencyCode)}");
nvc.Add("fee-info", "true");
return(await InternalRequest <KrakenTradeVolume, TradeFee>(true, relativeUrl, HttpMethod.Post, nvc));
}
public async Task <WrappedResponse <TradeFee> > GetTradeFee(OrderSideEnum orderSide, ISymbol symbol)
{
return(await Task.Run(() =>
{
return new WrappedResponse <TradeFee>
{
StatusCode = WrappedResponseStatusCode.Ok,
Data = new TradeFee
{
CurrencyCode = symbol.QuoteCurrencyCode,
Taker = 0.003m,
Maker = 0.0m
}
};
}));
}
public async Task Add(OrderSideEnum orderSide)
{
using (var context = ContextFactory.CreateDbContext(null))
{
var entity = new OrderSideEntity
{
OrderSideId = (int)orderSide,
Label = orderSide.ToString()
};
if (await context.OrderSide.FindAsync(entity.OrderSideId) == null)
{
await context.OrderSide.AddAsync(entity);
await context.SaveChangesAsync();
}
}
}
/// <summary>
/// Helper method to send orders
/// </summary>
/// <param name="point"></param>
/// <param name="side"></param>
/// <param name="size"></param>
/// <returns></returns>
protected ITransactionOrderModel CreateOrder(IPointModel point, OrderSideEnum side, double size)
{
var gateway = point.Account.Gateway;
var instrument = point.Account.Instruments[_asset];
var order = new TransactionOrderModel
{
Size = size,
Side = side,
Instrument = instrument,
Type = OrderTypeEnum.Market
};
gateway.OrderSenderStream.OnNext(new TransactionMessage <ITransactionOrderModel>
{
Action = ActionEnum.Create,
Next = order
});
return(order);
}
public async Task <WrappedResponse <CreateOrder> > CreateOrder(ISymbol symbol, OrderTypeEnum orderType, OrderSideEnum orderSide, decimal price, decimal volume)
{
var relativeUrl = "/orders";
var request = new CoinbaseProCreateOrderRequest
{
Size = volume,
Price = price,
Side = orderSide == OrderSideEnum.Buy ? "buy" : "sell",
ProductId = Exchange.EncodeProductId(symbol),
Type = orderType == OrderTypeEnum.Market ? "market" : "limit"
};
return(await InternalRequest <CoinbaseProCreateOrderResponse, CreateOrder>(true, relativeUrl, HttpMethod.Post, request));
}
public Task <WrappedResponse <CreateOrder> > CreateOrder(ISymbol symbol, OrderTypeEnum orderType, OrderSideEnum orderSide, decimal price, decimal volume)
{
throw new NotImplementedException();
}
public async Task <WrappedResponse <CreateOrder> > CreateOrder(ISymbol symbol, OrderTypeEnum orderType, OrderSideEnum orderSide, decimal price, decimal volume)
{
var relativeUrl = "v3/order";
var query = new NameValueCollection();
query.Add("symbol", Exchange.GetSymbol(symbol));
query.Add("side", orderSide.ToString().ToUpper());
query.Add("type", orderType.ToString().ToUpper());
query.Add("quantity", volume.ToString());
if (orderType == OrderTypeEnum.Limit)
{
query.Add("price", price.ToString());
query.Add("timeInForce", "GTC");
}
return(await InternalRequest <BinanceNewOrder, CreateOrder>(true, relativeUrl, HttpMethod.Post, query));
}
public async Task <WrappedResponse <CreateOrder> > CreateOrder(ISymbol symbol, OrderTypeEnum orderType, OrderSideEnum orderSide, decimal price, decimal volume)
{
Exchange.EnsureSymbol(symbol);
var relativeUrl = "AddOrder";
var nvc = new NameValueCollection();
nvc.Add("pair", $"{Exchange.GetCurrencyCode(symbol.BaseCurrencyCode)}{Exchange.GetCurrencyCode(symbol.QuoteCurrencyCode)}");
nvc.Add("type", orderSide == OrderSideEnum.Buy ? "buy" : "sell");
nvc.Add("ordertype", orderType == OrderTypeEnum.Market ? "market" : "limit");
if (orderType == OrderTypeEnum.Limit)
{
nvc.Add("price", price.ToString());
}
nvc.Add("volume", volume.ToString());
return(await InternalRequest <KrakenAddOrderResult, CreateOrder>(true, relativeUrl, HttpMethod.Post, nvc));
}
public async Task <IDataResult <PostOrderModelData> > PostStopLimitOrderAsync(BinanceTrOptions options, string symbol, OrderSideEnum side, decimal origQuoteQty, decimal limitPrice, decimal stopPrice, CancellationToken ct = default)
{
try
{
var parameters = new Dictionary <string, string>
{
{ "symbol", symbol },
{ "side", side.GetDisplayName() },
{ "type", OrderTypeEnum.STOP_LOSS_LIMIT.GetDisplayName() },
{ "quantity", origQuoteQty.ToString(CultureInfo.InvariantCulture) },
{ "stopPrice", stopPrice.ToString(CultureInfo.InvariantCulture) },
{ "price", limitPrice.ToString(CultureInfo.InvariantCulture) },
};
var result = await SendRequestAsync(HttpMethod.Post, "/open/v1/orders", options, parameters, ct).ConfigureAwait(false);
var data = CheckResult(result);
if (!BinanceTrHelper.IsJson(data))
{
return(new ErrorDataResult <PostOrderModelData>(data));
}
var model = JsonSerializer.Deserialize <PostOrderModel>(result);
return(new SuccessDataResult <PostOrderModelData>(model.Data, model.Msg, model.Code));
}
catch (Exception ex)
{
return(new ErrorDataResult <PostOrderModelData>(ex.Message));
}
}
/// <summary>
/// Helper method to send orders
/// </summary>
/// <param name="point"></param>
/// <param name="side"></param>
/// <param name="size"></param>
/// <returns></returns>
protected ITransactionOrderModel CreateOrder(IPointModel point, OrderSideEnum side, double size)
{
var gateway = point.Account.Gateway;
var instrument = point.Account.Instruments[_asset];
var order = new TransactionOrderModel
{
Size = size,
Side = side,
Instrument = instrument,
Type = OrderTypeEnum.Market
};
switch (side)
{
case OrderSideEnum.Buy:
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Sell,
Type = OrderTypeEnum.Limit,
Price = point.Ask + 2,
Instrument = instrument,
Container = order
});
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Sell,
Type = OrderTypeEnum.Stop,
Price = point.Bid - 2,
Instrument = instrument,
Container = order
});
break;
case OrderSideEnum.Sell:
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Buy,
Type = OrderTypeEnum.Stop,
Price = point.Bid + 2,
Instrument = instrument,
Container = order
});
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Buy,
Type = OrderTypeEnum.Limit,
Price = point.Ask - 2,
Instrument = instrument,
Container = order
});
break;
}
gateway.OrderSenderStream.OnNext(new TransactionMessage <ITransactionOrderModel>
{
Action = ActionEnum.Create,
Next = order
});
_date = point.Time;
return(order);
}
