private MessageSymbol CreateMessageSymbol(HitSymbol hitSymbol)
{
var message = new MessageSymbol(hitSymbol.Id)
{
Name = hitSymbol.Id,
ProductAssetId = hitSymbol.BaseCurrency,
QuotingCurrencyAssetID = hitSymbol.QuoteCurrency,
SymbolType = SymbolType.Crypto,
ExchangeId = EXCHANGE_ID,
HistoryType = HistoryType.Last,
VolumeType = SymbolVolumeType.Volume,
NettingType = NettingType.Undefined,
QuotingType = SymbolQuotingType.LotSize,
DeltaCalculationType = DeltaCalculationType.TickDirection,
VariableTickList = new List <VariableTick>
{
new VariableTick(double.NegativeInfinity, double.PositiveInfinity, true, (double)hitSymbol.TickSize, 1.0)
},
LotSize = 1d,
LotStep = (double)hitSymbol.QuantityIncrement,
NotionalValueStep = (double)hitSymbol.QuantityIncrement,
MinLot = (double)hitSymbol.QuantityIncrement,
MaxLot = int.MaxValue,
AllowCalculateRealtimeChange = false,
AllowCalculateRealtimeVolume = false,
AllowCalculateRealtimeTicks = false,
AllowCalculateRealtimeTrades = false,
AllowAbbreviatePriceByTickSize = true,
SymbolAdditionalInfo = new List <AdditionalInfoItem>
{
new AdditionalInfoItem
{
GroupInfo = TRADING_INFO_GROUP,
SortIndex = 100,
Id = "Take liquidity rate",
NameKey = loc.key("Take liquidity rate"),
ToolTipKey = loc.key("Take liquidity rate"),
DataType = ComparingType.Double,
Value = (double)hitSymbol.TakeLiquidityRate,
Hidden = false
},
new AdditionalInfoItem
{
GroupInfo = TRADING_INFO_GROUP,
SortIndex = 110,
Id = "Provide liquidity rate",
NameKey = loc.key("Provide liquidity rate"),
ToolTipKey = loc.key("Provide liquidity rate"),
DataType = ComparingType.Double,
Value = (double)hitSymbol.ProvideLiquidityRate,
Hidden = false
},
new AdditionalInfoItem
{
GroupInfo = TRADING_INFO_GROUP,
SortIndex = 120,
Id = "Fee currency",
NameKey = loc.key("Fee currency"),
ToolTipKey = loc.key("Fee currency"),
DataType = ComparingType.String,
Value = hitSymbol.FeeCurrency,
Hidden = false
}
}
};
if (this.currenciesCache.TryGetValue(hitSymbol.BaseCurrency, out HitCurrency baseCurrency) &&
this.currenciesCache.TryGetValue(hitSymbol.QuoteCurrency, out HitCurrency quoteCurrency))
{
message.Description = $"{baseCurrency.FullName} vs {quoteCurrency.FullName}";
}
return(message);
}
private MessageSymbol CreateMessageSymbol(BitfinexSymbol bitfinexSymbol)
{
string baseAsset = bitfinexSymbol.Pair.Substring(0, 3);
string quoteAsset = bitfinexSymbol.Pair.Substring(3, 3);
var message = new MessageSymbol(bitfinexSymbol.Pair)
{
AllowCalculateRealtimeChange = false,
AllowCalculateRealtimeVolume = false,
AllowCalculateRealtimeTrades = false,
AllowCalculateRealtimeTicks = false,
AllowAbbreviatePriceByTickSize = true,
Description = $"{baseAsset} vs {quoteAsset}",
ExchangeId = BitfinexConsts.EXCHANGE_ID,
HistoryType = HistoryType.Last,
LotSize = 1,
LotStep = Math.Pow(10, -8),
NotionalValueStep = Math.Pow(10, -8),
MinLot = bitfinexSymbol.MinimumOrderSize,
MaxLot = bitfinexSymbol.MaximumOrderSize,
Name = bitfinexSymbol.Pair,
ProductAssetId = baseAsset,
QuotingCurrencyAssetID = quoteAsset,
SymbolType = SymbolType.Crypto,
VolumeType = SymbolVolumeType.Volume,
QuotingType = SymbolQuotingType.LotSize,
DeltaCalculationType = DeltaCalculationType.TickDirection,
VariableTickList = new List <VariableTick>
{
new VariableTick(double.NegativeInfinity, double.PositiveInfinity, true, Math.Pow(10, -8), 1.0)
}
};
message.SymbolAdditionalInfo = new List <AdditionalInfoItem>
{
new AdditionalInfoItem
{
GroupInfo = BitfinexConsts.TRADING_INFO_GROUP,
SortIndex = 100,
Id = "Allow margin trading",
NameKey = loc.key("Allow margin trading"),
ToolTipKey = loc.key("Allow margin trading"),
DataType = ComparingType.String,
Value = bitfinexSymbol.AllowMargin,
Hidden = false
},
};
if (bitfinexSymbol.AllowMargin)
{
message.SymbolAdditionalInfo.Add(new AdditionalInfoItem
{
GroupInfo = BitfinexConsts.TRADING_INFO_GROUP,
SortIndex = 110,
Id = "Initial margin",
NameKey = loc.key("Initial margin"),
ToolTipKey = loc.key("Initial margin"),
DataType = ComparingType.Double,
Value = bitfinexSymbol.InitialMargin,
Hidden = false
});
message.SymbolAdditionalInfo.Add(new AdditionalInfoItem
{
GroupInfo = BitfinexConsts.TRADING_INFO_GROUP,
SortIndex = 120,
Id = "Minimum margin",
NameKey = loc.key("Minimum margin"),
ToolTipKey = loc.key("Minimum margin"),
DataType = ComparingType.Double,
Value = bitfinexSymbol.MinimumMargin,
Hidden = false
});
}
return(message);
}