public void should_receive_position_change_notification()
{
// arrange
var connected = Sut.Connect();
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Buy);
// act
IList <PositionDto> dtos = null;
var dataReceived = new ManualResetEvent(false);
Sut.Subscribe(BitmexApiSubscriptionInfo <IEnumerable <PositionDto> > .Create(SubscriptionType.position, a =>
{
dtos = a.ToList();
dataReceived.Set();
}));
var result = _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, @params).Result;
result.Should().NotBeNull();
result.OrdType.Should().Be("Market");
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
var received = dataReceived.WaitOne(TimeSpan.FromSeconds(20));
// assert
// no exception raised
connected.Should().BeTrue();
received.Should().BeTrue("data hasn't received");
dtos.Should().NotBeNull();
dtos.Count().Should().BeGreaterThan(0);
}
public void should_close_short_martket_position_by_limit()
{
// arrange
DeleteAllOrders();
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Sell);
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result;
result.Should().NotBeNull();
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
// act
var @paramsClosePosition = new OrderClosePositionPOSTRequestParams
{
Symbol = "XBTUSD",
Price = _xbtAvgPrice - 500
};
var resultClosePostion = Sut.Execute(BitmexApiUrls.Order.PostOrderClosePosition, @paramsClosePosition).Result;
Thread.Sleep(1000);
// assert
resultClosePostion.Should().NotBeNull();
resultClosePostion.OrderId.Should().NotBeNull();
}
public void should_throw_bitmex_exception_with_deserialized_data_when_post()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleMarket("SymbolWhichDoesNotExist", 3, OrderSide.Buy);
// act
Action action = () => { var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result; };
// assert
action.Should().Throw <BitmexApiException>().Which.Error?.Error.Should().NotBeNull();
}
public void should_place_sell_market_order()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Sell);
// act
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
// assert
result.Should().NotBeNull();
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
}
public void should_close_long_market_position_by_limit()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Buy);
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
result.Should().NotBeNull();
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
// act
var resultClosePostion = Sut.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.ClosePositionByLimit("XBTUSD", _xbtAvgPrice + LimitPriceSubtractor)).Result.Result;
// assert
resultClosePostion.Should().NotBeNull();
resultClosePostion.OrderId.Should().NotBeNull();
}
public void should_close_short_martket_position_by_market()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Sell);
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
result.Should().NotBeNull();
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
// act
var resultClosePostion = Sut.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.ClosePositionByMarket("XBTUSD")).Result.Result;
// assert
resultClosePostion.Should().NotBeNull();
resultClosePostion.OrderId.Should().NotBeNull();
}
public void should_receive_market_buy_order_notification()
{
try
{
// arrange
var connected = Sut.Connect();
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Buy);
// act
IList <OrderDto> dtos = null;
var dataReceived = new ManualResetEvent(false);
Sut.OrderResponseReceived += (sender, args) =>
{
if (args.Response.Data.Any(b => b.Symbol == "XBTUSD") && args.Response.Action == BitmexActions.Insert)
{
dtos = args.Response.Data.ToList();
dataReceived.Set();
}
};
var subscription = new SubscriptionRequest(SubscriptionType.order);
Subscription = subscription;
Sut.Subscribe(subscription);
var result = _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
result.Should().NotBeNull();
result.OrdType.Should().Be("Market");
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
var received = dataReceived.WaitOne(TimeSpan.FromSeconds(20));
// assert
// no exception raised
connected.Should().BeTrue();
received.Should().BeTrue();
dtos.Should().NotBeNull();
dtos.Count().Should().BeGreaterThan(0);
dtos[0].OrderId.Should().Be(result.OrderId);
}
catch (BitmexWebSocketLimitReachedException)
{
Assert.Fail("connection limit reached");
}
}
public void should_place_sell_market_orders_bulk()
{
// arrange
var @params = new OrderBulkPOSTRequestParams
{
Orders = new[]
{
OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Sell),
OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Sell)
}
};
// act
var result = Sut.Execute(BitmexApiUrls.Order.PostOrderBulk, @params).Result;
// assert
result.Should().NotBeNull();
result.All(a => a.OrdStatus == "Filled").Should().BeTrue();
result.All(a => !string.IsNullOrWhiteSpace(a.OrderId)).Should().BeTrue();
}
public void should_receive_position_change_notification()
{
try
{
// arrange
var connected = Sut.Connect();
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Buy);
IList <PositionDto> dtos = null;
var dataReceived = new ManualResetEvent(false);
var subscription = BitmetSocketSubscriptions.CreatePositionSubsription(a =>
{
dtos = a.Data.ToList();
dataReceived.Set();
});
Subscription = subscription;
// act
Sut.Subscribe(subscription);
var result = _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
result.Should().NotBeNull();
result.OrdType.Should().Be("Market");
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
var received = dataReceived.WaitOne(TimeSpan.FromSeconds(20));
// assert
// no exception raised
connected.Should().BeTrue();
received.Should().BeTrue("data hasn't received");
dtos.Should().NotBeNull();
dtos.Count().Should().BeGreaterThan(0);
}
catch (BitmexWebSocketLimitReachedException)
{
Assert.Inconclusive("connection limit reached");
}
}
public void should_subscribe_on_executions()
{
try
{
// arrange
var connected = Sut.Connect();
IEnumerable <ExecutionDto> dtos = null;
var dataReceived = new ManualResetEvent(false);
Sut.ExecutionResponseReceived += (sender, args) =>
{
if (args.Response.Data.Any())
{
dtos = args.Response.Data;
dataReceived.Set();
}
};
var subscription = new SubscriptionRequest(SubscriptionType.execution);
Subscription = subscription;
// act
Sut.Subscribe(subscription);
_bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder,
OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 10, OrderSide.Buy)).Wait();
var received = dataReceived.WaitOne(TimeSpan.FromSeconds(30));
// assert
// no exception raised
connected.Should().BeTrue();
received.Should().BeTrue();
dtos.Should().NotBeNull();
dtos.Count().Should().BeGreaterThan(0);
}
catch (BitmexWebSocketLimitReachedException)
{
Assert.Fail("connection limit reached");
}
}
public void should_close_long_market_position_by_market()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", 3, OrderSide.Buy);
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result;
result.Should().NotBeNull();
result.OrdStatus.Should().Be("Filled");
result.OrderId.Should().NotBeNull();
// act
var @paramsClosePosition = new OrderClosePositionPOSTRequestParams
{
Symbol = "XBTUSD"
};
var resultClosePostion = Sut.Execute(BitmexApiUrls.Order.PostOrderClosePosition, @paramsClosePosition).Result;
// assert
resultClosePostion.Should().NotBeNull();
resultClosePostion.OrderId.Should().NotBeNull();
}
private async void Buy()
{
var posOrderParams = OrderPOSTRequestParams.CreateSimpleMarket(_pair, Size, OrderSide.Buy);
var bitmexApiService = BitmexApiService.CreateDefaultApi(_bitmexAuthorization);
await bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, posOrderParams).ContinueWith(ProcessPostOrderResult);
}
private async void Buy()
{
var posOrderParams = OrderPOSTRequestParams.CreateSimpleMarket("XBTUSD", Size, OrderSide.Buy);
await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, posOrderParams).ContinueWith(ProcessPostOrderResult);
}
private async Task <OrderDto> ExecuteMarketOrder(TradeInfo tradeInfo)
{
var orderParams = OrderPOSTRequestParams.CreateSimpleMarket(tradeInfo.Symbol, tradeInfo.Quantity / 4, tradeInfo.EntryOrder.ToBitmexOrder());
return(await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, orderParams));
}
private async Task <BitmexApiResult <OrderDto> > SellByMarketInternal(string symbol, int amount)
{
var posOrderParams = OrderPOSTRequestParams.CreateSimpleMarket(symbol, amount, OrderSide.Sell);
return(await _client.Execute(BitmexApiUrls.Order.PostOrder, posOrderParams));
}
