protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
string payloadForm = CryptoUtility.GetFormForPayload(payload, false);
request.Headers["API-Key"] = PublicApiKey.ToUnsecureString();
request.Headers["Sign"] = CryptoUtility.SHA256Sign(payloadForm, PrivateApiKey.ToBytes()).ToUpperInvariant();
await request.WriteToRequestAsync(payloadForm);
}
}
protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
string form = CryptoUtility.GetFormForPayload(payload);
request.Headers["Key"] = PublicApiKey.ToUnsecureString();
request.Headers["Sign"] = CryptoUtility.SHA512Sign(form, PrivateApiKey.ToUnsecureString());
request.Method = "POST";
await CryptoUtility.WriteToRequestAsync(request, form);
}
}
protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary <string, object> payload, string method)
{
if (CanMakeAuthenticatedRequest(payload))
{
// payload is ignored, except for the nonce which is added to the url query - bittrex puts all the "post" parameters in the url query instead of the request body
var query = HttpUtility.ParseQueryString(url.Query);
string newQuery = "timestamp=" + payload["nonce"].ToStringInvariant() + (query.Count == 0 ? string.Empty : "&" + query.ToString()) +
(payload.Count > 1 ? "&" + CryptoUtility.GetFormForPayload(payload, false) : string.Empty);
string signature = CryptoUtility.SHA256Sign(newQuery, CryptoUtility.ToBytes(PrivateApiKey));
newQuery += "&signature=" + signature;
url.Query = newQuery;
return(url.Uri);
}
return(base.ProcessRequestUrl(url, payload, method));
}
protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
payload.Remove("nonce");
payload["api_key"] = PublicApiKey.ToUnsecureString();
var msg = CryptoUtility.GetFormForPayload(payload, false);
msg = string.Join("&", new SortedSet <string>(msg.Split('&'), StringComparer.Ordinal));
var sign = msg + "&secret_key=" + PrivateApiKey.ToUnsecureString();
sign = CryptoUtility.MD5Sign(sign);
msg += "&sign=" + sign;
await CryptoUtility.WriteToRequestAsync(request, msg);
}
}
protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
// Only Private APIs are POST and need Authorization
if (CanMakeAuthenticatedRequest(payload) && request.Method == "POST")
{
var msg = CryptoUtility.GetFormForPayload(payload);
var sig = CryptoUtility.SHA512Sign(msg, PrivateApiKey.ToUnsecureString());
request.Headers.Add("Key", PublicApiKey.ToUnsecureString());
request.Headers.Add("Sign", sig.ToLower());
using (Stream stream = await request.GetRequestStreamAsync())
{
byte[] content = Encoding.UTF8.GetBytes(msg);
stream.Write(content, 0, content.Length);
}
}
}
/// <summary>
/// Must pass the Original Order ID returned from PlaceOrder, not the OrderID returned from GetOrder
/// </summary>
/// <param name="orderId">The Original Order Id return from Place Order</param>
/// <returns></returns>
protected override async Task OnCancelOrderAsync(string orderId, string symbol = null)
{
// Find order detail
ExchangeOrderResult order = await GetOrderDetailsAsync(orderId, symbol);
// There is no order to be cancelled
if (order == null)
{
return;
}
var payload = await OnGetNoncePayloadAsync();
payload["orderOid"] = order.OrderId;
payload["symbol"] = order.Symbol;
payload["type"] = order.IsBuy ? "BUY" : "SELL";
JToken token = await MakeJsonRequestAsync <JToken>("/cancel-order?" + CryptoUtility.GetFormForPayload(payload, false), null, payload, "POST");
}
protected override async Task <ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
{
var payload = await OnGetNoncePayloadAsync();
payload["amount"] = order.Amount;
payload["price"] = order.Price;
payload["symbol"] = order.Symbol;
payload["type"] = order.IsBuy ? "BUY" : "SELL";
order.ExtraParameters.CopyTo(payload);
// {"orderOid": "596186ad07015679730ffa02" }
JToken token = await MakeJsonRequestAsync <JToken>("/order?" + CryptoUtility.GetFormForPayload(payload, false), null, payload, "POST");
return(new ExchangeOrderResult()
{
OrderId = token["orderOid"].ToStringInvariant()
}); // this is different than the oid created when filled
}
protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary <string, object> payload, string method)
{
if (CanMakeAuthenticatedRequest(payload))
{
if (!payload.ContainsKey("method"))
{
return(url.Uri);
}
method = payload["method"].ToStringInvariant();
payload.Remove("method");
var dict = new Dictionary <string, object>
{
["Timestamp"] = DateTime.UtcNow.ToString("s"),
["AccessKeyId"] = PublicApiKey.ToUnsecureString(),
["SignatureMethod"] = "HmacSHA256",
["SignatureVersion"] = "2"
};
string msg = null;
if (method == "GET")
{
dict = dict.Concat(payload).ToDictionary(x => x.Key, x => x.Value);
}
msg = CryptoUtility.GetFormForPayload(dict, false);
// must sort case sensitive
msg = string.Join("&", new SortedSet <string>(msg.Split('&'), StringComparer.Ordinal));
StringBuilder sb = new StringBuilder();
sb.Append(method).Append("\n")
.Append(url.Host).Append("\n")
.Append(url.Path).Append("\n")
.Append(msg);
var sig = CryptoUtility.SHA256SignBase64(sb.ToString(), PrivateApiKey.ToBytes());
msg += "&Signature=" + Uri.EscapeDataString(sig);
url.Query = msg;
}
return(url.Uri);
}
protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
// ensure nonce is the last parameter
string nonce = payload["nonce"].ToStringInvariant();
payload.Remove("nonce");
var msg = CryptoUtility.GetFormForPayload(payload) + "&nonce=" + nonce;
var sig = CryptoUtility.SHA512Sign(msg, CryptoUtility.ToBytes(PrivateApiKey)).ToLower();
request.Headers.Add("Sign", sig);
request.Headers.Add("Key", PublicApiKey.ToUnsecureString());
using (Stream stream = await request.GetRequestStreamAsync())
{
byte[] content = Encoding.UTF8.GetBytes(msg);
stream.Write(content, 0, content.Length);
}
}
}
protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetCompletedOrderDetailsAsync(string symbol = null, DateTime?afterDate = null)
{
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
// "datas": [ {"createdAt": 1508219588000, "amount": 92.79323381, "dealValue": 0.00927932, "dealPrice": 0.0001, "fee": 1e-8,"feeRate": 0, "oid": "59e59ac49bd8d31d09f85fa8", "orderOid": "59e59ac39bd8d31d093d956a", "coinType": "KCS", "coinTypePair": "BTC", "direction": "BUY", "dealDirection": "BUY" }, ... ]
var payload = await OnGetNoncePayloadAsync();
if (symbol != null)
{
payload["symbol"] = symbol;
}
JToken token = await MakeJsonRequestAsync <JToken>("/order/dealt?" + CryptoUtility.GetFormForPayload(payload, false), null, payload);
if (token != null && token.HasValues)
{
foreach (JToken order in token["datas"])
{
orders.Add(ParseCompletedOrder(order));
}
}
return(orders);
}
protected override async Task ProcessRequestAsync(HttpWebRequest request, Dictionary <string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
request.Headers.Add("KC-API-KEY", PublicApiKey.ToUnsecureString());
request.Headers.Add("KC-API-NONCE", payload["nonce"].ToStringInvariant());
var endpoint = request.RequestUri.AbsolutePath;
var message = string.Format("{0}/{1}/{2}", endpoint, payload["nonce"], CryptoUtility.GetFormForPayload(payload, false));
var sig = CryptoUtility.SHA256Sign(Convert.ToBase64String(Encoding.UTF8.GetBytes(message)), PrivateApiKey.ToUnsecureString());
request.Headers.Add("KC-API-SIGNATURE", sig);
if (request.Method == "POST")
{
string msg = CryptoUtility.GetFormForPayload(payload, false);
using (Stream stream = await request.GetRequestStreamAsync())
{
byte[] content = Encoding.UTF8.GetBytes(msg);
stream.Write(content, 0, content.Length);
}
}
}
}
protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetOpenOrderDetailsAsync(string symbol = null)
{
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
// { "SELL": [{ "oid": "59e59b279bd8d31d093d956e", "type": "SELL", "userOid": null, "coinType": "KCS", "coinTypePair": "BTC", "direction": "SELL","price": 0.1,"dealAmount": 0,"pendingAmount": 100, "createdAt": 1508219688000, "updatedAt": 1508219688000 } ... ],
// "BUY": [{ "oid": "59e42bf09bd8d374c9956caa", "type": "BUY", "userOid": null, "coinType": "KCS", "coinTypePair": "BTC", "direction": "BUY", "price": 0.00009727,"dealAmount": 31.14503, "pendingAmount": 16.94827, "createdAt": 1508125681000, "updatedAt": 1508125681000 } ... ]
var payload = await OnGetNoncePayloadAsync();
if (symbol != null)
{
payload["symbol"] = symbol;
}
JToken token = await MakeJsonRequestAsync <JToken>("/order/active-map?" + CryptoUtility.GetFormForPayload(payload, false), null, payload);
if (token != null && token.HasValues)
{
foreach (JToken order in token["BUY"])
{
orders.Add(ParseOpenOrder(order));
}
foreach (JToken order in token["SELL"])
{
orders.Add(ParseOpenOrder(order));
}
}
return(orders);
}
/// <summary>
/// This is a private call on Kucoin and therefore requires an API Key + API Secret. Calling this without authorization will cause an exception
/// </summary>
/// <param name="symbol"></param>
/// <param name="periodSeconds"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="limit"></param>
/// <returns></returns>
protected override async Task <IEnumerable <MarketCandle> > OnGetCandlesAsync(string symbol, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null, int?limit = null)
{
List <MarketCandle> candles = new List <MarketCandle>();
string periodString;
if (periodSeconds <= 60)
{
periodString = "1"; periodSeconds = 60;
}
else if (periodSeconds <= 300)
{
periodString = "5"; periodSeconds = 300;
}
else if (periodSeconds <= 900)
{
periodString = "15"; periodSeconds = 900;
}
else if (periodSeconds <= 1800)
{
periodString = "30"; periodSeconds = 1800;
}
else if (periodSeconds <= 3600)
{
periodString = "60"; periodSeconds = 3600;
}
else if (periodSeconds <= 86400)
{
periodString = "D"; periodSeconds = 86400;
}
else
{
periodString = "W"; periodSeconds = 604800;
}
endDate = endDate ?? DateTime.UtcNow;
startDate = startDate ?? DateTime.UtcNow.AddDays(-1);
// this is a little tricky. The call is private, but not a POST. We need the payload for the sig, but also for the uri
// so, we'll do both... This is the only ExchangeAPI public call (private on Kucoin) like this.
var payload = await OnGetNoncePayloadAsync();
payload.Add("symbol", symbol);
payload.Add("resolution", periodString);
payload.Add("from", (long)startDate.Value.UnixTimestampFromDateTimeSeconds()); // the nonce is milliseconds, this is seconds without decimal
payload.Add("to", (long)endDate.Value.UnixTimestampFromDateTimeSeconds()); // the nonce is milliseconds, this is seconds without decimal
var addPayload = CryptoUtility.GetFormForPayload(payload, false);
// The results of this Kucoin API call are also a mess. 6 different arrays (c,t,v,h,l,o) with the index of each shared for the candle values
// It doesn't use their standard error format...
JToken token = await MakeJsonRequestAsync <JToken>("/open/chart/history?" + addPayload, null, payload);
if (token != null && token.HasValues && token["s"].ToStringInvariant() == "ok")
{
int childCount = token["c"].Count();
for (int i = 0; i < childCount; i++)
{
candles.Add(new MarketCandle
{
ExchangeName = this.Name,
Name = symbol,
PeriodSeconds = periodSeconds,
Timestamp = DateTimeOffset.FromUnixTimeSeconds(token["t"][i].ConvertInvariant <long>()).DateTime,
ClosePrice = token["c"][i].ConvertInvariant <decimal>(),
HighPrice = token["h"][i].ConvertInvariant <decimal>(),
LowPrice = token["l"][i].ConvertInvariant <decimal>(),
OpenPrice = token["o"][i].ConvertInvariant <decimal>(),
ConvertedVolume = token["v"][i].ConvertInvariant <decimal>(),
BaseVolume = token["v"][i].ConvertInvariant <decimal>() * token["c"][i].ConvertInvariant <decimal>()
});
}
}
return(candles);
}
protected override async Task <IEnumerable <ExchangeTransaction> > OnGetDepositHistoryAsync(string symbol)
{
symbol = NormalizeSymbol(symbol);
List <ExchangeTransaction> deposits = new List <ExchangeTransaction>();
var payload = await OnGetNoncePayloadAsync();
payload.Add("start", DateTime.UtcNow.AddYears(-1).UnixTimestampFromDateTimeMilliseconds()); // required. Arbitrarily going with 1 year
payload.Add("end", DateTime.UtcNow.UnixTimestampFromDateTimeMilliseconds()); // also required
payload.Add("types", "DEPOSIT,WITHDRAWAL"); // opting to return both deposits and withdraws.
// We can also include trades and orders with this call (which makes 3 ways to return the same data)
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/payment/history/transactions?" + CryptoUtility.GetFormForPayload(payload, false), null, await OnGetNoncePayloadAsync());
foreach (JToken tx in token)
{
deposits.Add(ParseTransaction(tx));
}
return(deposits);
}
/// <summary>
/// Limited to the last 100 open orders
/// </summary>
/// <param name="symbol"></param>
/// <returns></returns>
protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetOpenOrderDetailsAsync(string symbol = null)
{
symbol = NormalizeSymbol(symbol);
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
var payload = await OnGetNoncePayloadAsync();
payload.Add("openClosed", "OPEM");
if (symbol != null)
{
payload.Add("currencyPair", symbol);
}
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/client_orders?" + CryptoUtility.GetFormForPayload(payload, false), null, await OnGetNoncePayloadAsync());
foreach (JToken order in token)
{
orders.Add(ParseClientOrder(order));
}
return(orders);
}
protected override async Task <IEnumerable <ExchangeOrderResult> > OnGetCompletedOrderDetailsAsync(string symbol = null, DateTime?afterDate = null)
{
symbol = NormalizeSymbol(symbol);
// We can increase the number of orders returned by including a limit parameter if desired
List <ExchangeOrderResult> orders = new List <ExchangeOrderResult>();
var payload = await OnGetNoncePayloadAsync();
payload.Add("openClosed", "CLOSED"); // returns both closed and cancelled
if (symbol != null)
{
payload.Add("currencyPair", symbol);
}
if (afterDate != null)
{
payload.Add("issuedFrom", ((DateTime)afterDate).UnixTimestampFromDateTimeMilliseconds());
}
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/client_orders?" + CryptoUtility.GetFormForPayload(payload, false), null, await OnGetNoncePayloadAsync());
foreach (JToken order in token)
{
orders.Add(ParseClientOrder(order));
}
return(orders);
}
