/// <summary>
/// Places a new order
/// </summary>
/// <param name="type">The type of the order</param>
/// <param name="symbol">The symbol the order is for</param>
/// <param name="amount">The amount of the order, positive for buying, negative for selling</param>
/// <param name="groupId">Group id to assign to the order</param>
/// <param name="clientOrderId">Client order id to assign to the order</param>
/// <param name="price">Price of the order</param>
/// <param name="priceTrailing">Trailing price of the order</param>
/// <param name="priceAuxiliaryLimit">Auxiliary limit price of the order</param>
/// <param name="priceOcoStop">Oco stop price of the order</param>
/// <param name="flags">Additional flags</param>
/// <returns></returns>
public async Task <CallResult <BitfinexOrder> > PlaceOrderAsync(OrderType type, string symbol, decimal amount, long?groupId = null, long?clientOrderId = null, decimal?price = null, decimal?priceTrailing = null, decimal?priceAuxiliaryLimit = null, decimal?priceOcoStop = null, OrderFlags?flags = null)
{
symbol.ValidateBitfinexSymbol();
log.Write(LogVerbosity.Info, "Going to place order");
if (clientOrderId == null)
{
clientOrderId = GenerateClientOrderId();
}
var query = new BitfinexSocketQuery(clientOrderId.ToString(), BitfinexEventType.OrderNew, new BitfinexNewOrder
{
Amount = amount,
OrderType = type,
Symbol = symbol,
Price = price,
ClientOrderId = clientOrderId,
Flags = flags,
GroupId = groupId,
PriceAuxiliaryLimit = priceAuxiliaryLimit,
PriceOCOStop = priceOcoStop,
PriceTrailing = priceTrailing
});
return(await Query <BitfinexOrder>(query, true).ConfigureAwait(false));
}
private async Task <CallResult <bool> > CancelOrdersAsync(IEnumerable <long>?orderIds = null, Dictionary <long, DateTime>?clientOrderIds = null, Dictionary <long, long?>?groupOrderIds = null)
{
if (orderIds == null && clientOrderIds == null && groupOrderIds == null)
{
throw new ArgumentException("Either orderIds, clientOrderIds or groupOrderIds should be provided");
}
log.Write(LogVerbosity.Info, "Going to cancel multiple orders");
var cancelObject = new BitfinexMultiCancel {
OrderIds = orderIds
};
if (clientOrderIds != null)
{
cancelObject.ClientIds = new object[clientOrderIds.Count][];
for (var i = 0; i < cancelObject.ClientIds.Length; i++)
{
cancelObject.ClientIds[i] = new object[]
{
clientOrderIds.ElementAt(i).Key,
clientOrderIds.ElementAt(i).Value.ToString("yyyy-MM-dd")
};
}
}
if (groupOrderIds != null)
{
cancelObject.GroupIds = new[] { groupOrderIds.Select(g => g.Key).ToArray() }
}
;
var query = new BitfinexSocketQuery(null, BitfinexEventType.OrderCancelMulti, cancelObject);
return(await Query <bool>(query, true).ConfigureAwait(false));
}
/// <inheritdoc />
public async Task <CallResult <BitfinexOrder> > PlaceOrderAsync(OrderType type, string symbol, decimal quantity, long?groupId = null, long?clientOrderId = null, decimal?price = null, decimal?priceTrailing = null, decimal?priceAuxiliaryLimit = null, decimal?priceOcoStop = null, OrderFlags?flags = null, string?affiliateCode = null)
{
symbol.ValidateBitfinexSymbol();
_log.Write(LogLevel.Information, "Going to place order");
clientOrderId ??= GenerateClientOrderId();
var affCode = affiliateCode ?? _affCode;
var query = new BitfinexSocketQuery(clientOrderId.ToString(), BitfinexEventType.OrderNew, new BitfinexNewOrder
{
Amount = quantity,
OrderType = type,
Symbol = symbol,
Price = price,
ClientOrderId = clientOrderId,
Flags = flags,
GroupId = groupId,
PriceAuxiliaryLimit = priceAuxiliaryLimit,
PriceOCOStop = priceOcoStop,
PriceTrailing = priceTrailing,
Meta = affCode == null ? null : new BitfinexMeta()
{
AffiliateCode = affCode
}
});
return(await _baseClient.QueryInternalAsync <BitfinexOrder>(this, query, true).ConfigureAwait(false));
}
/// <summary>
/// Cancels an order
/// </summary>
/// <param name="orderId">The id of the order to cancel</param>
/// <returns></returns>
public async Task <CallResult <BitfinexOrder> > CancelOrderAsync(long orderId)
{
log.Write(LogVerbosity.Info, "Going to cancel order " + orderId);
var query = new BitfinexSocketQuery(orderId.ToString(), BitfinexEventType.OrderCancel, new JObject {
["id"] = orderId
});
return(await Query <BitfinexOrder>(query, true).ConfigureAwait(false));
}
///// <summary>
///// Cancel all open orders
///// </summary>
///// <returns></returns>
//public CallResult<bool> CancelAllOrders() => CancelAllOrdersAsync().Result;
///// <summary>
///// Cancel all open orders
///// </summary>
///// <returns></returns>
//public async Task<CallResult<bool>> CancelAllOrdersAsync()
//{
// // Doesn't seem to work even though it is implemented as described at https://docs.bitfinex.com/v2/reference#ws-input-order-cancel-multi
// log.Write(LogLevel.Information, "Going to cancel all orders");
// var query = new BitfinexSocketQuery(null, BitfinexEventType.OrderCancelMulti, new BitfinexMultiCancel { All = true });
// return await Query<bool>(query, true).ConfigureAwait(false);
//}
/// <inheritdoc />
public async Task <CallResult <BitfinexOrder> > CancelOrderAsync(long orderId)
{
_log.Write(LogLevel.Information, "Going to cancel order " + orderId);
var query = new BitfinexSocketQuery(orderId.ToString(CultureInfo.InvariantCulture), BitfinexEventType.OrderCancel, new JObject {
["id"] = orderId
});
return(await _baseClient.QueryInternalAsync <BitfinexOrder>(this, query, true).ConfigureAwait(false));
}
/// <summary>
/// Updates an order
/// </summary>
/// <param name="orderId">The id of the order to update</param>
/// <param name="price">The new price of the order</param>
/// <param name="amount">The new amount of the order</param>
/// <param name="delta">The delta to change</param>
/// <param name="priceAuxiliaryLimit">the new aux limit price</param>
/// <param name="priceTrailing">The new trailing price</param>
/// <param name="flags">The new flags</param>
/// <returns></returns>
public async Task <CallResult <BitfinexOrder> > UpdateOrderAsync(long orderId, decimal?price = null, decimal?amount = null, decimal?delta = null, decimal?priceAuxiliaryLimit = null, decimal?priceTrailing = null, OrderFlags?flags = null)
{
log.Write(LogVerbosity.Info, "Going to update order " + orderId);
var query = new BitfinexSocketQuery(orderId.ToString(), BitfinexEventType.OrderUpdate, new BitfinexUpdateOrder
{
OrderId = orderId,
Amount = amount,
Price = price,
Flags = flags,
PriceAuxiliaryLimit = priceAuxiliaryLimit?.ToString(CultureInfo.InvariantCulture),
PriceTrailing = priceTrailing?.ToString(CultureInfo.InvariantCulture)
});
return(await Query <BitfinexOrder>(query, true).ConfigureAwait(false));
}
/// <inheritdoc />
public async Task <CallResult <BitfinexOrder> > UpdateOrderAsync(long orderId, decimal?price = null, decimal?quantity = null, decimal?delta = null, decimal?priceAuxiliaryLimit = null, decimal?priceTrailing = null, OrderFlags?flags = null)
{
_log.Write(LogLevel.Information, "Going to update order " + orderId);
var query = new BitfinexSocketQuery(orderId.ToString(CultureInfo.InvariantCulture), BitfinexEventType.OrderUpdate, new BitfinexUpdateOrder
{
OrderId = orderId,
Amount = quantity,
Price = price,
Flags = flags,
PriceAuxiliaryLimit = priceAuxiliaryLimit?.ToString(CultureInfo.InvariantCulture),
PriceTrailing = priceTrailing?.ToString(CultureInfo.InvariantCulture)
});
return(await _baseClient.QueryInternalAsync <BitfinexOrder>(this, query, true).ConfigureAwait(false));
}