public string GetHyperTradeURI(ExchangeMarket symbol, int minutes)
{
string urlSymbol = $"{symbol.BaseCurrency}-{symbol.QuoteCurrency}";
string exchange = _settings.Exchange.ToLowerInvariant();
return($"hypertrader://{exchange}/{urlSymbol}/{minutes}");
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
// {
// "status": 0,
// "data": [
// {
// "name": "btcusdt",
// "base_currency": "btc",
// "quote_currency": "usdt",
// "price_decimal": 2,
// "amount_decimal": 4
// },
// {
// "name": "ethusdt",
// "base_currency": "eth",
// "quote_currency": "usdt",
// "price_decimal": 2,
// "amount_decimal": 4
// }
// ]
// }
if (ReadCache("GetSymbolsMetadata", out List <ExchangeMarket> markets))
{
return(markets);
}
markets = new List <ExchangeMarket>();
JToken allSymbols = await MakeJsonRequestAsync <JToken>("public/symbols", BaseUrl, null);
foreach (var symbol in allSymbols)
{
var marketCurrency = symbol["base_currency"].ToStringLowerInvariant();
var baseCurrency = symbol["quote_currency"].ToStringLowerInvariant();
var price_precision = symbol["price_decimal"].ConvertInvariant <double>();
var priceStepSize = Math.Pow(10, -price_precision);
var amount_precision = symbol["amount_decimal"].ConvertInvariant <double>();
var quantityStepSize = Math.Pow(10, -amount_precision);
var market = new ExchangeMarket()
{
MarketCurrency = marketCurrency,
BaseCurrency = baseCurrency,
MarketName = marketCurrency + baseCurrency,
IsActive = true,
};
market.PriceStepSize = priceStepSize.ConvertInvariant <decimal>();
market.QuantityStepSize = quantityStepSize.ConvertInvariant <decimal>();
market.MinPrice = market.PriceStepSize.Value;
market.MinTradeSize = market.QuantityStepSize.Value;
markets.Add(market);
}
WriteCache("GetSymbolsMetadata", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
protected internal override async Task <IEnumerable <ExchangeMarket> > OnGetMarketSymbolsMetadataAsync()
{
/* V3 spot sample
* [
* {
* "base_currency":"BTC",
* "instrument_id":"BTC-USDT",
* "min_size":"0.001",
* "quote_currency":"USDT",
* "size_increment":"0.00000001",
* "tick_size":"0.1"
* },
* {
* "base_currency":"OKB",
* "instrument_id":"OKB-USDT",
* "min_size":"1",
* "quote_currency":"USDT",
* "size_increment":"0.0001",
* "tick_size":"0.0001"
* }
* ]
*/
List <ExchangeMarket> markets = new List <ExchangeMarket>();
parseMarketSymbolTokens(await MakeJsonRequestAsync <JToken>(
"/spot/v3/instruments", BaseUrlV3));
if (IsFuturesAndSwapEnabled)
{
parseMarketSymbolTokens(await MakeJsonRequestAsync <JToken>(
"/futures/v3/instruments", BaseUrlV3));
parseMarketSymbolTokens(await MakeJsonRequestAsync <JToken>(
"/swap/v3/instruments", BaseUrlV3));
}
void parseMarketSymbolTokens(JToken allMarketSymbolTokens)
{
foreach (JToken marketSymbolToken in allMarketSymbolTokens)
{
var marketName = marketSymbolToken["instrument_id"].ToStringInvariant();
var market = new ExchangeMarket
{
MarketSymbol = marketName,
IsActive = true,
QuoteCurrency = marketSymbolToken["quote_currency"].ToStringInvariant(),
BaseCurrency = marketSymbolToken["base_currency"].ToStringInvariant(),
PriceStepSize = marketSymbolToken["tick_size"].ConvertInvariant <decimal>(),
MinPrice = marketSymbolToken["tick_size"].ConvertInvariant <decimal>(), // assuming that this is also the min price since it isn't provided explicitly by the exchange
MinTradeSize = marketSymbolToken["min_size"].ConvertInvariant <decimal>(),
QuantityStepSize = marketSymbolToken["size_increment"].ConvertInvariant <decimal>(),
};
markets.Add(market);
}
}
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
var exchangeOkexApi = this;
if (exchangeOkexApi.ReadCache("GetSymbolsMetadata", out List <ExchangeMarket> markets))
{
return(markets);
}
markets = new List <ExchangeMarket>();
foreach (var jtoken in await exchangeOkexApi.MakeJsonRequestAsync <JToken>(
"/markets/products",
exchangeOkexApi.BaseUrlV2,
null,
null))
{
var stringLowerInvariant = jtoken["symbol"].ToStringLowerInvariant();
var strArray = stringLowerInvariant.Split('_', StringSplitOptions.None);
var exchangeMarket = new ExchangeMarket
{
MarketName = stringLowerInvariant,
IsActive = jtoken["online"].ConvertInvariant(false),
BaseCurrency = strArray[1],
MarketCurrency = strArray[0]
};
var num1 = Math.Pow(10.0, -jtoken["quotePrecision"].ConvertInvariant(0.0));
exchangeMarket.QuantityStepSize = num1.ConvertInvariant(new decimal());
var num2 = Math.Pow(10.0, jtoken["maxSizeDigit"].ConvertInvariant(0.0));
exchangeMarket.MaxTradeSize = num2.ConvertInvariant(new decimal()) - new decimal(10, 0, 0, false, 1);
exchangeMarket.MinTradeSize = jtoken["minTradeSize"].ConvertInvariant(new decimal());
exchangeMarket.PriceStepSize = jtoken["quoteIncrement"].ConvertInvariant(new decimal());
exchangeMarket.MinPrice = exchangeMarket.PriceStepSize.Value;
var num3 = Math.Pow(10.0, jtoken["maxPriceDigit"].ConvertInvariant(0.0));
exchangeMarket.MaxPrice = num3.ConvertInvariant(new decimal()) - new decimal(10, 0, 0, false, 1);
markets.Add(exchangeMarket);
}
exchangeOkexApi.WriteCache("GetSymbolsMetadata", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
{
/*
* {
"symbol": "ETHBTC",
"status": "TRADING",
"baseAsset": "ETH",
"baseAssetPrecision": 8,
"quoteAsset": "BTC",
"quotePrecision": 8,
"orderTypes": [
"LIMIT",
"MARKET",
"STOP_LOSS",
"STOP_LOSS_LIMIT",
"TAKE_PROFIT",
"TAKE_PROFIT_LIMIT",
"LIMIT_MAKER"
],
"icebergAllowed": false,
"filters": [
{
"filterType": "PRICE_FILTER",
"minPrice": "0.00000100",
"maxPrice": "100000.00000000",
"tickSize": "0.00000100"
},
{
"filterType": "LOT_SIZE",
"minQty": "0.00100000",
"maxQty": "100000.00000000",
"stepSize": "0.00100000"
},
{
"filterType": "MIN_NOTIONAL",
"minNotional": "0.00100000"
}
]
},
*/
var markets = new List<ExchangeMarket>();
JToken obj = await MakeJsonRequestAsync<JToken>("/exchangeInfo");
JToken allSymbols = obj["symbols"];
foreach (JToken marketSymbolToken in allSymbols)
{
var market = new ExchangeMarket
{
MarketSymbol = marketSymbolToken["symbol"].ToStringUpperInvariant(),
IsActive = ParseMarketStatus(marketSymbolToken["status"].ToStringUpperInvariant()),
QuoteCurrency = marketSymbolToken["quoteAsset"].ToStringUpperInvariant(),
BaseCurrency = marketSymbolToken["baseAsset"].ToStringUpperInvariant()
};
// "LOT_SIZE"
JToken filters = marketSymbolToken["filters"];
JToken? lotSizeFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "LOT_SIZE"));
if (lotSizeFilter != null)
{
market.MaxTradeSize = lotSizeFilter["maxQty"].ConvertInvariant<decimal>();
market.MinTradeSize = lotSizeFilter["minQty"].ConvertInvariant<decimal>();
market.QuantityStepSize = lotSizeFilter["stepSize"].ConvertInvariant<decimal>();
}
// PRICE_FILTER
JToken? priceFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "PRICE_FILTER"));
if (priceFilter != null)
{
market.MaxPrice = priceFilter["maxPrice"].ConvertInvariant<decimal>();
market.MinPrice = priceFilter["minPrice"].ConvertInvariant<decimal>();
market.PriceStepSize = priceFilter["tickSize"].ConvertInvariant<decimal>();
}
// MIN_NOTIONAL
JToken? minNotionalFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "MIN_NOTIONAL"));
if (minNotionalFilter != null)
{
market.MinTradeSizeInQuoteCurrency = minNotionalFilter["minNotional"].ConvertInvariant<decimal>();
}
markets.Add(market);
}
return markets;
}
public virtual decimal ClampOrderPrice(string pair, decimal price)
{
ExchangeMarket market = Api.GetExchangeMarketFromCache(pair);
return(market == null ? price : CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, price));
}
public virtual decimal ClampOrderAmount(string pair, decimal amount)
{
ExchangeMarket market = Api.GetExchangeMarketFromCache(pair);
return(market == null ? amount : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, amount));
}
public FixExchange[] GetFixExchangeInfo()
{
List <FixExchange> exchanges = new List <FixExchange>();
string query = "select * from exchanges";
DBManager db = new DBManager(DataProvider.SqlServer, SystemConfigurations.GetConnectionString("BasicDataDBConnectionString"));
db.Open();
DataSet ds = db.ExecuteDataSet(System.Data.CommandType.Text, query);
//string today = DateTime.Today.DayOfWeek.ToString();
foreach (DataRow rowExchange in ds.Tables[0].Rows)
{
FixExchange exchange = new FixExchange();
exchange.ExchangeID = rowExchange["ExchangeID"].ToString();
exchange.NameAr = rowExchange["NameAr"].ToString();
exchange.NameEn = rowExchange["NameEn"].ToString();
List <ExchangeMarket> markets = new List <ExchangeMarket>();
string queryMarkets = string.Format("select * from Exchanges_Markets where exchangeid = '{0}'", exchange.ExchangeID);
DataTable dtMarkets = db.ExecuteDataSet(System.Data.CommandType.Text, queryMarkets).Tables[0];
foreach (DataRow rowMarket in dtMarkets.Rows)
{
ExchangeMarket market = new ExchangeMarket();
market.ExchangeID = exchange.ExchangeID;
market.MarketID = rowMarket["MarketID"].ToString();
market.NameAr = rowMarket["NameAr"].ToString();
market.NameEn = rowMarket["NameEn"].ToString();
string queryGroups = string.Format("select * from Markets_Groups where exchangeid = '{0}' and marketid = '{1}';", exchange.ExchangeID, market.MarketID);
DataTable dtGroups = db.ExecuteDataSet(System.Data.CommandType.Text, queryGroups).Tables[0];
List <MarketGroup> groups = new List <MarketGroup>();
foreach (DataRow rowGroup in dtGroups.Rows)
{
MarketGroup group = new MarketGroup();
group.ExchangeID = exchange.ExchangeID;
group.MarketID = market.MarketID;
group.GroupID = rowGroup["GroupID"].ToString();
List <GroupSession> sessions = new List <GroupSession>();
string querySessions = string.Format("select * from Markets_Groups_Sessions where exchangeid = '{0}' and marketid = '{1}' and groupid = '{2}';", exchange.ExchangeID, market.MarketID, group.GroupID);
DataTable dtSessions = db.ExecuteDataSet(System.Data.CommandType.Text, querySessions).Tables[0];
foreach (DataRow rowSessions in dtSessions.Rows)
{
GroupSession session = new GroupSession();
session.ExchangeID = exchange.ExchangeID;
session.GroupID = group.GroupID;
session.MarketID = market.MarketID;
session.SessionStartTime = (DateTime)rowSessions["SessionStartTime"];
session.SessionEndTime = (DateTime)rowSessions["SessionEndTime"];
session.WorkingDays = rowSessions["WorkingDays"].ToString();
sessions.Add(session);
}
group.Sessions = sessions.ToArray();
groups.Add(group);
}
market.Groups = groups.ToArray();
markets.Add(market);
}
exchange.Markets = markets.ToArray();
exchanges.Add(exchange);
}
db.Close();
db = null;
return(exchanges.ToArray());
}
