/*public ZCurrencyPair(string symbol, CryptoExch exchange)
* {
* ExchangeSymbol = symbol;
* Exchange = exchange;
* var lr = GetLeftRight(symbol, exchange);
* Left = lr[0];
* Right = lr[1];
* }*/
// Given a currency-pair symbol and an exchange
// Return the ZCurrencyPair for that symbol/exchange combo
public static ZCurrencyPair FromSymbol(string symbol, CryptoExch exchange)
{
ZCurrencyPair zcp;
if (exchange == CryptoExch.KRAKEN)
{
zcp = ParseKrakenSymbol(symbol);
}
else if (exchange == CryptoExch.BITFLYER)
{
zcp = ParseBitFlyerSymbol(symbol);
}
else
{
var lr = GetLeftRight(symbol, exchange);
if (lr == null)
{
return(null);
}
else
{
zcp = new ZCurrencyPair();
zcp.Symbol = lr[0] + "_" + lr[1];
zcp.Left = lr[0];
zcp.Right = lr[1];
zcp.ExchangeSpecificSymbol = symbol;
zcp.ExchangeSpecificLeft = zcp.Left;
zcp.ExchangeSpecificRight = zcp.Right;
}
}
//if (zcp != null) dout("ZCurrencyPair::FromSymbol=> {0}", zcp.ToString());
return(zcp);
}
public static OrderTimeInForce TimeInForce(string s, CryptoExch exch)
{
if (exch == CryptoExch.GDAX)
{
return(s == "GTC" ? OrderTimeInForce.GTC : OrderTimeInForce.Day);
}
else if (exch == CryptoExch.BINANCE)
{
return(s == "gtc" ? OrderTimeInForce.GTC : OrderTimeInForce.Day);
}
else
{
throw new ArgumentException(string.Format("Crypto::Translate::TimeInForce=> exchange {0} not supported", exch));
}
}
public static OrderSide Side(string s, CryptoExch exch)
{
if (exch == CryptoExch.GDAX)
{
return(s == "buy" ? OrderSide.Buy : OrderSide.Sell);
}
else if (exch == CryptoExch.BINANCE)
{
return(s == "BUY" ? OrderSide.Buy : OrderSide.Sell);
}
else if (exch == CryptoExch.BITTREX)
{
return(s == "BUY" ? OrderSide.Buy : OrderSide.Sell);
}
else
{
throw new ArgumentException(string.Format("Crypto::Translate::Side=> exchange {0} not supported", exch));
}
}
public static OrderStatus Status(string s, CryptoExch exch)
{
if (exch == CryptoExch.KRAKEN)
{
return(m_statusKraken[s]);
}
else if (exch == CryptoExch.GDAX)
{
return(m_statusGDAX[s]);
}
else if (exch == CryptoExch.BINANCE)
{
return(m_statusBinance[s]);
}
else
{
return(OrderStatus.Unknown);
}
}
public TickersUpdateArgs(CryptoExch exch, Dictionary <string, ZTicker> tickers)
{
m_exch = exch;
m_tickers = tickers;
}
public TradeUpdateArgs(CryptoExch exch, ZTrade trade)
{
m_exch = exch;
m_trade = trade;
}
public ZCandlestickMap(CryptoExch exch, string symbol, string interval)
{
m_exch = exch;
m_symbol = symbol;
m_interval = interval;
}
public OrdersUpdateArgs(CryptoExch exch, ZOrderMap orders)
{
m_exch = exch;
m_orders = orders;
}
// Given a symbol (ex: "BCCUSDT") and a CryptoExch exchange enum
// Return a string[2] where string[0]=LeftCurrency and string[1]=RightCurrency
private static string[] GetLeftRight(string symbol, CryptoExch exchange)
{
string[] result = new string[2];
int i, l;
switch (exchange)
{
case CryptoExch.BINANCE:
case CryptoExch.BITFINEX:
//case CryptoExch.BITMEX:
case CryptoExch.BITSTAMP:
case CryptoExch.HITBTC:
case CryptoExch.GEMINI:
case CryptoExch.ITBIT:
l = symbol.Length;
if (symbol.ToUpper().EndsWith("USDT"))
{
result[1] = "USDT";
result[0] = symbol.Substring(0, l - 4).ToUpper();
}
else
{
result[1] = symbol.Substring(l - 3).ToUpper();
result[0] = symbol.Substring(0, l - 3).ToUpper();
}
break;
/*case CryptoExch.BITHUMB:
* i = symbol.IndexOf("/");
* result[0] = symbol.Substring(0, i).ToUpper();
* result[1] = symbol.Substring(i + 1).ToUpper();
* break;*/
case CryptoExch.BITTREX:
i = symbol.IndexOf("-");
result[1] = symbol.Substring(0, i).ToUpper();
result[0] = symbol.Substring(i + 1).ToUpper();
break;
/*case CryptoExch.BITSQUARE:
* i = symbol.IndexOf("_");
* result[0] = symbol.Substring(0, i).ToUpper();
* result[1] = symbol.Substring(i + 1).ToUpper();
* break;*/
case CryptoExch.GDAX:
i = symbol.IndexOf("-");
result[0] = symbol.Substring(0, i).ToUpper();
result[1] = symbol.Substring(i + 1).ToUpper();
break;
case CryptoExch.POLONIEX:
i = symbol.IndexOf("_");
result[1] = symbol.Substring(0, i).ToUpper();
result[0] = symbol.Substring(i + 1).ToUpper();
break;
/*case CryptoExch.KRAKEN:
* string universalSymbol = ParseKrakenSymbol(symbol, out var left, out var right);
* break;*/
default:
ErrorMessage("No valid translation for '{0}' on exchange {1}", symbol, exchange.ToString());
break;
}
return(result);
}
