/// <summary>
/// This is the taker volume for both buyers and sellers. This shows the influx and exit of funds in and out of {coin}.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="instrumentType">Instrument Type</param>
/// <param name="period">period, the default is 5m, e.g. [5m/1H/1D]</param>
/// <param name="begin">begin, e.g. 1597026383085</param>
/// <param name="end">end, e.g. 1597026383011</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <IEnumerable <OkexTakerVolume> > GetRubikTakerVolume(
string currency,
OkexInstrumentType instrumentType,
OkexPeriod period = OkexPeriod.FiveMinutes,
long?begin = null,
long?end = null,
CancellationToken ct = default) => GetRubikTakerVolume_Async(currency, instrumentType, period, begin, end, ct).Result;
/// <summary>
/// This is the taker volume for both buyers and sellers. This shows the influx and exit of funds in and out of {coin}.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="instrumentType">Instrument Type</param>
/// <param name="period">period, the default is 5m, e.g. [5m/1H/1D]</param>
/// <param name="begin">begin, e.g. 1597026383085</param>
/// <param name="end">end, e.g. 1597026383011</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual async Task <WebCallResult <IEnumerable <OkexTakerVolume> > > GetRubikTakerVolume_Async(
string currency,
OkexInstrumentType instrumentType,
OkexPeriod period = OkexPeriod.FiveMinutes,
long?begin = null,
long?end = null,
CancellationToken ct = default)
{
var parameters = new Dictionary <string, object> {
{ "ccy", currency },
{ "instType", JsonConvert.SerializeObject(instrumentType, new InstrumentTypeConverter(false)) },
{ "period", JsonConvert.SerializeObject(period, new PeriodConverter(false)) },
};
parameters.AddOptionalParameter("begin", begin?.ToString(OkexGlobals.OkexCultureInfo));
parameters.AddOptionalParameter("end", end?.ToString(OkexGlobals.OkexCultureInfo));
var result = await SendRequestAsync <OkexRestApiResponse <IEnumerable <OkexTakerVolume> > >(GetUrl(Endpoints_V5_RubikStat_TakerVolume), HttpMethod.Get, ct, parameters).ConfigureAwait(false);
if (!result.Success)
{
return(WebCallResult <IEnumerable <OkexTakerVolume> > .CreateErrorResult(result.ResponseStatusCode, result.ResponseHeaders, result.Error));
}
if (result.Data.ErrorCode > 0)
{
return(WebCallResult <IEnumerable <OkexTakerVolume> > .CreateErrorResult(result.ResponseStatusCode, result.ResponseHeaders, new ServerError(result.Data.ErrorCode, result.Data.ErrorMessage, result.Data.Data)));
}
return(new WebCallResult <IEnumerable <OkexTakerVolume> >(result.ResponseStatusCode, result.ResponseHeaders, result.Data.Data, null));
}
/// <summary>
/// This shows what option strikes are the most popular for each expiration.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="expiryTime">expiry time (Format: YYYYMMdd, for example: "20210623")</param>
/// <param name="period">period, the default is 8H. e.g. [8H/1D]</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual async Task <WebCallResult <IEnumerable <OkexInterestVolumeStrike> > > GetRubikInterestVolumeStrike_Async(
string currency,
string expiryTime,
OkexPeriod period = OkexPeriod.FiveMinutes,
CancellationToken ct = default)
{
var parameters = new Dictionary <string, object> {
{ "ccy", currency },
{ "expTime", expiryTime },
{ "period", JsonConvert.SerializeObject(period, new PeriodConverter(false)) },
};
var result = await SendRequestAsync <OkexRestApiResponse <IEnumerable <OkexInterestVolumeStrike> > >(GetUrl(Endpoints_V5_RubikStat_OptionOpenInterestVolumeStrike), HttpMethod.Get, ct, parameters).ConfigureAwait(false);
if (!result.Success)
{
return(WebCallResult <IEnumerable <OkexInterestVolumeStrike> > .CreateErrorResult(result.ResponseStatusCode, result.ResponseHeaders, result.Error));
}
if (result.Data.ErrorCode > 0)
{
return(WebCallResult <IEnumerable <OkexInterestVolumeStrike> > .CreateErrorResult(result.ResponseStatusCode, result.ResponseHeaders, new ServerError(result.Data.ErrorCode, result.Data.ErrorMessage, result.Data.Data)));
}
return(new WebCallResult <IEnumerable <OkexInterestVolumeStrike> >(result.ResponseStatusCode, result.ResponseHeaders, result.Data.Data, null));
}
/// <summary>
/// This shows the relative buy/sell volume for calls and puts. It shows whether traders are bullish or bearish on price and volatility.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="period">period, the default is 8H. e.g. [8H/1D]</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <OkexTakerFlow> GetRubikTakerFlow(
string currency,
OkexPeriod period = OkexPeriod.FiveMinutes,
CancellationToken ct = default) => GetRubikTakerFlow_Async(currency, period, ct).Result;
/// <summary>
/// This shows the relative buy/sell volume for calls and puts. It shows whether traders are bullish or bearish on price and volatility.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="period">period, the default is 8H. e.g. [8H/1D]</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <IEnumerable <OkexPutCallRatio> > GetRubikPutCallRatio(
string currency,
OkexPeriod period = OkexPeriod.FiveMinutes,
CancellationToken ct = default) => GetRubikPutCallRatio_Async(currency, period, ct).Result;
/// <summary>
/// This shows what option strikes are the most popular for each expiration.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="expiryTime">expiry time (Format: YYYYMMdd, for example: "20210623")</param>
/// <param name="period">period, the default is 8H. e.g. [8H/1D]</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <IEnumerable <OkexInterestVolumeStrike> > GetRubikInterestVolumeStrike(
string currency,
string expiryTime,
OkexPeriod period = OkexPeriod.FiveMinutes,
CancellationToken ct = default) => GetRubikInterestVolumeStrike_Async(currency, expiryTime, period, ct).Result;
/// <summary>
/// Open interest is the sum of all long and short futures and perpetual swap positions.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="period">period, the default is 5m, e.g. [5m/1H/1D]</param>
/// <param name="begin">begin, e.g. 1597026383085</param>
/// <param name="end">end, e.g. 1597026383011</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <IEnumerable <OkexInterestVolume> > GetRubikContractSummary(
string currency,
OkexPeriod period = OkexPeriod.FiveMinutes,
long?begin = null,
long?end = null,
CancellationToken ct = default) => GetRubikContractSummary_Async(currency, period, begin, end, ct).Result;
/// <summary>
/// This shows the sum of all open positions and how much total trading volume has taken place.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="period">period, the default is 8H. e.g. [8H/1D]</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <IEnumerable <OkexInterestVolume> > GetRubikOptionsSummary(
string currency,
OkexPeriod period = OkexPeriod.FiveMinutes,
CancellationToken ct = default) => GetRubikOptionsSummary_Async(currency, period, ct).Result;
/// <summary>
/// This is the ratio of users with net long vs short positions. It includes data from futures and perpetual swaps.
/// </summary>
/// <param name="currency">Currency</param>
/// <param name="period">period, the default is 5m, e.g. [5m/1H/1D]</param>
/// <param name="begin">begin, e.g. 1597026383085</param>
/// <param name="end">end, e.g. 1597026383011</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual WebCallResult <IEnumerable <OkexRatio> > GetRubikLongShortRatio(
string currency,
OkexPeriod period = OkexPeriod.FiveMinutes,
long?begin = null,
long?end = null,
CancellationToken ct = default) => GetRubikLongShortRatio_Async(currency, period, begin, end, ct).Result;
/// <summary>
/// Retrieve the candlesticks data of the index. Data will be pushed every 500 ms.
/// </summary>
/// <param name="intrumentId">Instrument ID</param>
/// <param name="period">Period</param>
/// <param name="onData">On Data Handler</param>
/// <returns></returns>
public virtual async Task <CallResult <UpdateSubscription> > SubscribeToIndexCandlesticks_Async(string intrumentId, OkexPeriod period, Action <OkexCandlestick> onData)
{
var internalHandler = new Action <DataEvent <OkexSocketUpdateResponse <IEnumerable <OkexCandlestick> > > >(data =>
{
foreach (var d in data.Data.Data)
{
d.Instrument = intrumentId;
onData(d);
}
});
var jc = JsonConvert.SerializeObject(period, new PeriodConverter(false));
var request = new OkexSocketRequest(OkexSocketOperation.Subscribe, "index-candle" + jc, intrumentId);
return(await SubscribeAsync(request, null, false, internalHandler).ConfigureAwait(false));
}
/// <summary> /// Retrieve the candlesticks data of the index. Data will be pushed every 500 ms. /// </summary> /// <param name="intrumentId">Instrument ID</param> /// <param name="period">Period</param> /// <param name="onData">On Data Handler</param> /// <returns></returns> public virtual CallResult <UpdateSubscription> SubscribeToIndexCandlesticks(string intrumentId, OkexPeriod period, Action <OkexCandlestick> onData) => SubscribeToIndexCandlesticks_Async(intrumentId, period, onData).Result;
/// <summary>
/// Retrieve the candlestick charts of mark price. This endpoint can retrieve the latest 1,440 data entries. Charts are returned in groups based on the requested bar.
/// </summary>
/// <param name="instrumentId">Instrument ID</param>
/// <param name="period">Bar size, the default is 1m</param>
/// <param name="after">Pagination of data to return records earlier than the requested ts, Unix timestamp format in milliseconds, e.g. 1597026383085</param>
/// <param name="before">Pagination of data to return records newer than the requested ts, Unix timestamp format in milliseconds, e.g. 1597026383085</param>
/// <param name="limit">Number of results per request. The maximum is 100; the default is 100.</param>
/// <param name="ct">Cancellation Token</param>
/// <returns></returns>
public virtual async Task <WebCallResult <IEnumerable <OkexCandlestick> > > GetMarkPriceCandlesticks_Async(string instrumentId, OkexPeriod period, long?after = null, long?before = null, int limit = 100, CancellationToken ct = default)
{
if (limit < 1 || limit > 100)
{
throw new ArgumentException("Limit can be between 1-100.");
}
var parameters = new Dictionary <string, object>
{
{ "instId", instrumentId },
{ "bar", JsonConvert.SerializeObject(period, new PeriodConverter(false)) },
};
parameters.AddOptionalParameter("after", after?.ToString());
parameters.AddOptionalParameter("before", before?.ToString());
parameters.AddOptionalParameter("limit", limit.ToString());
var result = await SendRequestAsync <OkexRestApiResponse <IEnumerable <OkexCandlestick> > >(GetUrl(Endpoints_V5_Market_MarkPriceCandles), HttpMethod.Get, ct, parameters).ConfigureAwait(false);
if (!result.Success)
{
return(WebCallResult <IEnumerable <OkexCandlestick> > .CreateErrorResult(result.ResponseStatusCode, result.ResponseHeaders, result.Error));
}
if (result.Data.ErrorCode > 0)
{
return(WebCallResult <IEnumerable <OkexCandlestick> > .CreateErrorResult(result.ResponseStatusCode, result.ResponseHeaders, new ServerError(result.Data.ErrorCode, result.Data.ErrorMessage, result.Data.Data)));
}
foreach (var candle in result.Data.Data)
{
candle.Instrument = instrumentId;
}
return(new WebCallResult <IEnumerable <OkexCandlestick> >(result.ResponseStatusCode, result.ResponseHeaders, result.Data.Data, null));
}
/// <summary> /// Retrieve the candlestick charts of mark price. This endpoint can retrieve the latest 1,440 data entries. Charts are returned in groups based on the requested bar. /// </summary> /// <param name="instrumentId">Instrument ID</param> /// <param name="period">Bar size, the default is 1m</param> /// <param name="after">Pagination of data to return records earlier than the requested ts, Unix timestamp format in milliseconds, e.g. 1597026383085</param> /// <param name="before">Pagination of data to return records newer than the requested ts, Unix timestamp format in milliseconds, e.g. 1597026383085</param> /// <param name="limit">Number of results per request. The maximum is 100; the default is 100.</param> /// <param name="ct">Cancellation Token</param> /// <returns></returns> public virtual WebCallResult <IEnumerable <OkexCandlestick> > GetMarkPriceCandlesticks(string instrumentId, OkexPeriod period, long?after = null, long?before = null, int limit = 100, CancellationToken ct = default) => GetMarkPriceCandlesticks_Async(instrumentId, period, after, before, limit, ct).Result;
