// extension for position holding query
public long getHoldPositionAmount(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
OkexFutureTradeDirectionType direction)
{
long positionAmount = 0;
List <OkexPositionInfo> info;
bool hold = getFuturePosition(instrument, contract, out info);
if (hold)
{
foreach (var pi in info)
{
OkexFutureContractType ct = OkexDefValueConvert.parseContractType(pi.contract_type);
if (ct == contract)
{
OkexPositionBriefInfo bi = new OkexPositionBriefInfo(pi, instrument, contract, direction);
if (bi.amount > 0)
{
positionAmount += bi.amount;
break;
}
}
}
}
return(positionAmount);
}
public void tradeAsync(OkexFutureInstrumentType instrument, OkexFutureContractType contract, double price, long amount, OkexContractTradeType tradeType,
HttpAsyncReq.ResponseCallback callback, uint leverRate = 10, bool matchPrice = false)
{
string strMatchPrice = "";
if (matchPrice)
{
strMatchPrice = "1";
}
else
{
strMatchPrice = "0";
}
if (leverRate != 10 && leverRate != 20)
{
leverRate = 10;
}
uint nType = (uint)tradeType;
postRequest.future_async_trade_ex(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract),
price.ToString(), amount.ToString(), nType.ToString(),
strMatchPrice, leverRate.ToString(), callback);
}
// 交易 开仓平仓
public long trade(OkexFutureInstrumentType instrument, OkexFutureContractType contract, double price, long amount, OkexContractTradeType tradeType,
uint leverRate = 10, bool matchPrice = false)
{
string strMatchPrice = "";
if (matchPrice)
{
strMatchPrice = "1";
}
else
{
strMatchPrice = "0";
}
if (leverRate != 10 && leverRate != 20)
{
leverRate = 10;
}
uint nType = (uint)tradeType;
string str = postRequest.future_trade_ex(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract), price.ToString(), amount.ToString(), nType.ToString(),
strMatchPrice, leverRate.ToString());
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool ret = (bool)jo["result"];
if (!ret)
{
return(0);
}
long orderID = (long)jo["order_id"];
return(orderID);
}
public bool getCurOrdersInfo(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
out List <OkexFutureOrderBriefInfo> briefInfo, bool finished = false)
{
List <OkexFutureOrderBriefInfo> ordersBriefInfo = new List <OkexFutureOrderBriefInfo>();
string strFinished = "1";
if (finished)
{
strFinished = "2";
}
string str = postRequest.future_order_info(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract), "-1", strFinished, "0", "1");
briefInfo = new List <OkexFutureOrderBriefInfo>();
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool ret = (bool)jo["result"];
if (ret)
{
JArray arr = JArray.Parse(jo["orders"].ToString());
foreach (var item in arr)
{
OkexFutureOrderBriefInfo obi = new OkexFutureOrderBriefInfo();
obi.amount = (long)item["amount"];
obi.contractName = (string)item["contract_name"];
obi.leverRate = (int)item["lever_rate"];
obi.price = (double)item["price"];
obi.tradeType = (OkexContractTradeType)int.Parse((string)item["type"]);
obi.status = (OkexOrderStatusType)int.Parse((string)item["status"]);
obi.orderID = (long)item["order_id"];
briefInfo.Add(obi);
}
}
return(ret);
}
public bool getOrderInfoByID(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
long orderID, out OkexFutureOrderBriefInfo info)
{
//List<OkexFutureOrderBriefInfo> ordersBriefInfo = new List<OkexFutureOrderBriefInfo>();
string str = postRequest.future_order_info(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract), orderID.ToString(), "1", "0", "1");
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool ret = (bool)jo["result"];
info = new OkexFutureOrderBriefInfo();
if (ret)
{
JArray arr = JArray.Parse(jo["orders"].ToString());
foreach (var item in arr)
{
info.amount = (long)item["amount"];
info.contractName = (string)item["contract_name"];
info.leverRate = (int)item["lever_rate"];
info.price = (double)item["price"];
info.tradeType = (OkexContractTradeType)int.Parse((string)item["type"]);
info.status = (OkexOrderStatusType)int.Parse((string)item["status"]);
info.orderID = (long)item["order_id"];
break;
}
}
return(ret);
}
// 盘口信息
public OkexFutureDepthData getMarketDepthData(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
OkexFutureDepthData dd = new OkexFutureDepthData();
dd.sendTimestamp = DateUtil.getCurTimestamp();//System.Environment.TickCount;
string str = getRequest.future_depth(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract));
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
JArray bidArr = JArray.Parse(jo["bids"].ToString());
JArray askArr = JArray.Parse(jo["asks"].ToString());
for (int i = 0; i < 5; i++)
{
JArray ordArr = JArray.Parse(bidArr[i].ToString());
double p = (double)ordArr[0];
long v = (long)ordArr[1];
dd.bids[i].price = p;
dd.bids[i].volume = v;
ordArr = JArray.Parse(askArr[i].ToString());
p = (double)ordArr[0];
v = (long)ordArr[1];
dd.asks[4 - i].price = p;
dd.asks[4 - i].volume = v;
}
return(dd);
}
// 账户信息
public bool getUserInfo(out Dictionary <OkexFutureInstrumentType, OkexAccountInfo> info)
{
string str = postRequest.future_userinfo_4fix();
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool result = (bool)jo["result"];
info = new Dictionary <OkexFutureInstrumentType, OkexAccountInfo>();
if (result == true)
{
for (int i = 0; i <= (int)OkexFutureInstrumentType.FI_BCH; i++)
{
OkexFutureInstrumentType fi = (OkexFutureInstrumentType)i;
string instrumentName = OkexDefValueConvert.getCoinName(fi);
OkexAccountInfo ai = new OkexAccountInfo();
ai.balance = (double)jo["info"][instrumentName]["balance"];
ai.rights = (double)jo["info"][instrumentName]["rights"];
JArray arr = JArray.Parse(jo["info"][instrumentName]["contracts"].ToString());
foreach (var item in arr)
{
OkexContractInfo ci = (OkexContractInfo)JsonConvert.DeserializeObject(item.ToString(), typeof(OkexContractInfo));
ai.contractsInfo.Add(ci);
}
info.Add(fi, ai);
}
}
return(result);
}
public OkexPositionBriefInfo getHoldPosition(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
OkexFutureTradeDirectionType direction, uint leverRate)
{
OkexPositionBriefInfo briefInfo = null;
List <OkexPositionInfo> info;
bool hold = getFuturePosition(instrument, contract, out info);
if (hold)
{
foreach (var pi in info)
{
OkexFutureContractType ct = OkexDefValueConvert.parseContractType(pi.contract_type);
if (ct == contract && leverRate == pi.lever_rate)
{
OkexPositionBriefInfo bi = new OkexPositionBriefInfo(pi, instrument, contract, direction);
if (bi.amount > 0)
{
briefInfo = bi;
break;
}
}
}
}
return(briefInfo);
}
// 期货指数
public double getFutureIndex(OkexFutureInstrumentType instrument)
{
string str = getRequest.future_index(OkexDefValueConvert.getInstrumentStr(instrument));
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
double futureIdx = (double)jo["future_index"];
return(futureIdx);
}
public bool cancel(OkexFutureInstrumentType instrument, OkexFutureContractType contract, long orderID)
{
string str = postRequest.future_cancel(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract), orderID.ToString());
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool ret = (bool)jo["result"];
return(ret);
}
// always return 0
public double getEstimatePrice(OkexFutureInstrumentType instrument)
{
string str = getRequest.future_estimated_price(OkexDefValueConvert.getInstrumentStr(instrument));
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
double ep = (double)jo["forecast_price"];
return(ep);
}
// 获取当前可用合约总持仓量
public long getMarketHoldAmount(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
string str = getRequest.future_hold_amount(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract));
JArray arr = JArray.Parse(str);
JObject jo = (JObject)JsonConvert.DeserializeObject(arr[0].ToString());
long amount = (long)jo["amount"];
return(amount);
}
public void cancelAysnc(OkexCoinType commodity, OkexCoinType currency,
string orderID,
HttpAsyncReq.ResponseCallback callback)
{
string c0 = OkexDefValueConvert.getCoinName(commodity);
string c1 = OkexDefValueConvert.getCoinName(currency);
string symbol = c0 + "_" + c1;
postRequest.cancelOrderAsync(symbol, orderID, callback);
}
public void tradeAsync(OkexCoinType commodity, OkexCoinType currency,
OkexStockTradeType tradeType, double price, double amount,
HttpAsyncReq.ResponseCallback callback)
{
string c0 = OkexDefValueConvert.getCoinName(commodity);
string c1 = OkexDefValueConvert.getCoinName(currency);
string symbol = c0 + "_" + c1;
string strType = OkexDefValueConvert.getStockTradeTypeStr(tradeType);
postRequest.tradeAsync(symbol, strType, price.ToString(), amount.ToString(), callback);
}
public OkexStockMarketData getStockMarketData(OkexCoinType commodityCoin, OkexCoinType currencyCoin)
{
string c0 = OkexDefValueConvert.getCoinName(commodityCoin);
string c1 = OkexDefValueConvert.getCoinName(currencyCoin);
string str = getRequest.ticker(c0 + "_" + c1);
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
OkexStockMarketData md = JsonConvert.DeserializeObject <OkexStockMarketData>(jo["ticker"].ToString());
md.timestamp = long.Parse((string)jo["date"]);
md.receiveTimestamp = DateUtil.getCurTimestamp();
return(md);
}
// 成交信息
public List <OkexFutureTradeInfo> getTradesInfo(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
List <OkexFutureTradeInfo> trades = new List <OkexFutureTradeInfo>();
string str = getRequest.future_trades(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract));
JArray arr = JArray.Parse(str);
foreach (var item in arr)
{
OkexFutureTradeInfo ti = (OkexFutureTradeInfo)JsonConvert.DeserializeObject(item.ToString(), typeof(OkexFutureTradeInfo));
trades.Add(ti);
}
return(trades);
}
public void devolveAsync(OkexFutureInstrumentType instrument, OkexDevolveType devolveDir, double amount, HttpAsyncReq.ResponseCallback callback)
{
string symbol = OkexDefValueConvert.getInstrumentStr(instrument);
string type = "1";
if (devolveDir == OkexDevolveType.DT_Future2Stock)
{
type = "2";
}
else
{
type = "1";
}
postRequest.future_devolve_async(symbol, type, amount.ToString(), callback);
}
// 行情
public OkexFutureMarketData getMarketData(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
string str = getRequest.future_ticker(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract));
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
//if (!futureData.ContainsKey(instrument))
//{
// OkexFutureData fd = new OkexFutureData();
// futureData.Add(instrument, fd);
//}
//if (!futureData[instrument].marketData.ContainsKey(contract))
//{
// futureData[instrument].marketData.Add
//}
OkexFutureMarketData md = new OkexFutureMarketData();
md = (OkexFutureMarketData)JsonConvert.DeserializeObject(jo["ticker"].ToString(), typeof(OkexFutureMarketData));
md.timestamp = long.Parse((string)jo["date"]);
md.receiveTimestamp = DateUtil.getCurTimestamp(); //System.Environment.TickCount;
return(md);
}
// 仓位信息
public bool getFuturePosition(OkexFutureInstrumentType instrument, OkexFutureContractType contract, out List <OkexPositionInfo> info)
{
string str = postRequest.future_position_4fix(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract));
info = new List <OkexPositionInfo>();
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool result = (bool)jo["result"];
if (result)
{
JArray arr = JArray.Parse(jo["holding"].ToString());
foreach (var item in arr)
{
OkexPositionInfo pi = JsonConvert.DeserializeObject <OkexPositionInfo>(item.ToString());
info.Add(pi);
}
}
return(result);
}
public bool getOrderInfoByID(OkexCoinType commodity, OkexCoinType currency, long orderID, out OkexStockOrderBriefInfo info)
{
string c0 = OkexDefValueConvert.getCoinName(commodity);
string c1 = OkexDefValueConvert.getCoinName(currency);
string symbol = c0 + "_" + c1;
string str = postRequest.order_info(symbol, orderID.ToString());
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
bool ret = (bool)jo["result"];
info = new OkexStockOrderBriefInfo();
if (ret)
{
JArray arr = JArray.Parse(jo["orders"].ToString());
foreach (var item in arr)
{
info.amount = (double)item["amount"];
info.price = (double)item["price"];
info.createDate = (string)item["create_date"];
info.avgDealPrice = (double)item["avg_price"];
info.dealAmount = (double)item["deal_amount"];
string strType = (string)item["type"];
info.tradeType = OkexDefValueConvert.parseStockTradeType(strType);
int nStatus = int.Parse((string)item["status"]);
if (nStatus == 3)
{
nStatus = 4;
}
info.status = (OkexOrderStatusType)nStatus;
info.orderID = (long)item["order_id"];
info.commodity = commodity;
info.currency = currency;
break;
}
}
return(ret);
}
public OkexStockDepthData getStockDepthData(OkexCoinType commodityCoin, OkexCoinType currencyCoin, uint size = 10)
{
string c0 = OkexDefValueConvert.getCoinName(commodityCoin);
string c1 = OkexDefValueConvert.getCoinName(currencyCoin);
OkexStockDepthData dd = new OkexStockDepthData();
dd.sendTimestamp = DateUtil.getCurTimestamp();
string str = getRequest.depth(c0 + "_" + c1, size.ToString());
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
JArray bidArr = JArray.Parse(jo["bids"].ToString());
JArray askArr = JArray.Parse(jo["asks"].ToString());
int count = Math.Min(bidArr.Count, 10);
for (int i = 0; i < count; i++)
{
JArray ordArr = JArray.Parse(bidArr[i].ToString());
double p = (double)ordArr[0];
double v = (double)ordArr[1];
dd.bids[i].price = p;
dd.bids[i].volume = v;
}
count = Math.Min(askArr.Count, 10);
int last = askArr.Count - 1;
for (int i = 0; i < count; i++)
{
JArray ordArr = JArray.Parse(askArr[last - i].ToString());
double p = (double)ordArr[0];
double v = (long)ordArr[1];
dd.asks[i].price = p;
dd.asks[i].volume = v;
}
return(dd);
}
// K线
public List <OkexKLineData> getKLineData(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexKLineType klType)
{
List <OkexKLineData> kLines = new List <OkexKLineData>();
string str = getRequest.future_kline(OkexDefValueConvert.getInstrumentStr(instrument),
OkexDefValueConvert.getKLineTypeStr(klType),
OkexDefValueConvert.getContractTypeStr(contract), "", "");
JArray arr = JArray.Parse(str);
foreach (var item in arr)
{
JArray klArr = JArray.Parse(item.ToString());
OkexKLineData kld = new OkexKLineData();
kld.timestamp = (long)klArr[0];
kld.open = (double)klArr[1];
kld.high = (double)klArr[2];
kld.low = (double)klArr[3];
kld.close = (double)klArr[4];
kld.volume = (long)klArr[5];
kld.refValue = (double)klArr[6];
kLines.Add(kld);
}
return(kLines);
}
public void cancelAsync(OkexFutureInstrumentType instrument, OkexFutureContractType contract, long orderID, HttpAsyncReq.ResponseCallback callback)
{
postRequest.future_cancel_async(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract),
orderID.ToString(), callback);
}