// Stop limit order
protected IResponse <LimitOrderResponseModel> CreateAndValidateStopLimitOrder(
string assetPairId,
OrderAction orderAction,
double volume,
double lowerLimitPrice,
double lowerPrice,
double upperLimitPrice,
double upperPrice,
string apiKey,
HttpStatusCode statusCode = HttpStatusCode.OK)
{
var request = new PlaceStopLimitOrderModel()
{
AssetPairId = AssetPair,
OrderAction = orderAction,
Volume = volume,
LowerLimitPrice = lowerLimitPrice,
LowerPrice = lowerPrice,
UpperLimitPrice = upperLimitPrice,
UpperPrice = upperPrice
};
return(hft.Orders.PostOrdersStopLimitOrder(request, apiKey)
.Validate
.StatusCode(statusCode));
}
public IResponse <LimitOrderResponseModel> PostOrdersStopLimitOrder(PlaceStopLimitOrderModel request, string apiKey)
{
return(Request.Post($"/Orders/stoplimit")
.AddJsonBody(request)
.WithHeaders("api-key", apiKey)
.Build().Execute <LimitOrderResponseModel>());
}
public void PostOrdersStopLimitBuySellTest(OrderAction orderAction)
{
var request = new PlaceStopLimitOrderModel()
{
AssetPairId = AssetPair,
OrderAction = orderAction,
Volume = 0.1,
LowerLimitPrice = 45,
LowerPrice = 46,
UpperLimitPrice = 77,
UpperPrice = 78
};
var response = hft.Orders.PostOrdersStopLimitOrder(request, ApiKey);
var orderId = response.GetResponseObject().Id.ToString();
var stopLimitOrder = hft.Orders.GetOrderById(orderId, ApiKey);
var stopLimitObj = stopLimitOrder.ResponseObject;
Assert.That(response.StatusCode, Is.EqualTo(HttpStatusCode.OK));
Assert.That(stopLimitOrder.StatusCode, Is.EqualTo(HttpStatusCode.OK));
Assert.That(stopLimitObj.AssetPairId, Is.EqualTo(AssetPair));
Assert.That(stopLimitObj.CreatedAt, Is.EqualTo(DateTime.Now).Within(3).Minutes);
Assert.That(stopLimitObj.Type, Is.EqualTo(OrderType.StopLimit));
Assert.That(stopLimitObj.Volume, Is.EqualTo(orderAction == OrderAction.Buy ? request.Volume : -request.Volume));
Assert.That(stopLimitObj.LowerLimitPrice, Is.EqualTo(request.LowerLimitPrice));
Assert.That(stopLimitObj.LowerPrice, Is.EqualTo(request.LowerPrice));
Assert.That(stopLimitObj.UpperLimitPrice, Is.EqualTo(request.UpperLimitPrice));
Assert.That(stopLimitObj.UpperPrice, Is.EqualTo(request.UpperPrice));
}
public HttpStatusCode PostOrdersStopLimitNegativeTest(bool correctAssetPair, OrderAction orderAction, double volume, double lowerLimitPrice, double lowerPrice, double upperLimitPrice, double upperPrice, string apiKey)
{
var assetPairToUse = correctAssetPair ? AssetPair : "Test$%ۤ10";
var keyToUse = apiKey == CorrectApiKey ? ApiKey : apiKey;
var request = new PlaceStopLimitOrderModel()
{
AssetPairId = assetPairToUse,
OrderAction = orderAction,
Volume = volume,
LowerLimitPrice = lowerLimitPrice,
LowerPrice = lowerPrice,
UpperLimitPrice = upperLimitPrice,
UpperPrice = upperPrice
};
return(hft.Orders.PostOrdersStopLimitOrder(request, keyToUse).StatusCode);
}
public async Task PlaceStopLimitOrder()
{
var client = GetClient <IOrdersApi>();
var order = new PlaceStopLimitOrderModel
{
AssetPairId = "BTCUSD",
OrderAction = GetRandomItem(_actions),
LowerLimitPrice = 500,
LowerPrice = 550,
UpperPrice = 600,
UpperLimitPrice = 650,
Volume = 0.001m
};
var result = await client.PlaceStopLimitOrder(order).TryExecute();
if (result.Success)
{
result.Result.Id.Should().NotBe(Guid.Empty);
}
else
{
result.Error.Should().NotBeNull();
}
if (result.Success)
{
var orderId = result.Result.Id;
var saved = await client.GetOrder(orderId);
saved.AssetPairId.Should().Be(order.AssetPairId);
saved.Type.Should().Be(OrderType.StopLimit);
saved.LowerLimitPrice.Should().Be(order.LowerLimitPrice);
saved.LowerPrice.Should().Be(order.LowerPrice);
saved.UpperPrice.Should().Be(order.UpperPrice);
saved.UpperLimitPrice.Should().Be(order.UpperLimitPrice);
saved.Volume.Should().Be(order.Volume);
}
}
public async Task <IActionResult> PlaceStopLimitOrder([FromBody] PlaceStopLimitOrderModel order)
{
var assetPair = _assetPairsReadModel.TryGetIfEnabled(order.AssetPairId);
if (assetPair == null)
{
return(NotFound($"Asset-pair {order.AssetPairId} could not be found or is disabled."));
}
if (!_requestValidator.ValidateAssetPair(order.AssetPairId, assetPair, out var badRequestModel))
{
return(BadRequest(badRequestModel));
}
var asset = _assetsReadModel.TryGetIfEnabled(assetPair.BaseAssetId);
if (asset == null)
{
throw new InvalidOperationException($"Base asset '{assetPair.BaseAssetId}' for asset pair '{assetPair.Id}' not found.");
}
var lowerPrice = order.LowerPrice;
if (lowerPrice.HasValue && !_requestValidator.ValidatePrice(lowerPrice.Value, out badRequestModel, nameof(PlaceStopLimitOrderModel.LowerPrice)))
{
return(BadRequest(badRequestModel));
}
var lowerLimitPrice = order.LowerLimitPrice;
if (lowerLimitPrice.HasValue && !_requestValidator.ValidatePrice(lowerLimitPrice.Value, out badRequestModel, nameof(PlaceStopLimitOrderModel.LowerLimitPrice)))
{
return(BadRequest(badRequestModel));
}
if ((lowerPrice.HasValue && !lowerLimitPrice.HasValue) ||
(!lowerPrice.HasValue && lowerLimitPrice.HasValue))
{
return(BadRequest(ResponseModel.CreateInvalidFieldError(nameof(order.LowerPrice), "When lower price is send then also lower limit price is required and vice versa.")));
}
var upperPrice = order.UpperPrice;
if (upperPrice.HasValue && !_requestValidator.ValidatePrice(upperPrice.Value, out badRequestModel, nameof(PlaceStopLimitOrderModel.UpperPrice)))
{
return(BadRequest(badRequestModel));
}
var upperLimitPrice = order.UpperLimitPrice;
if (upperLimitPrice.HasValue && !_requestValidator.ValidatePrice(upperLimitPrice.Value, out badRequestModel, nameof(PlaceStopLimitOrderModel.UpperLimitPrice)))
{
return(BadRequest(badRequestModel));
}
if ((upperPrice.HasValue && !upperLimitPrice.HasValue) ||
(!upperPrice.HasValue && upperLimitPrice.HasValue))
{
return(BadRequest(ResponseModel.CreateInvalidFieldError(nameof(order.UpperPrice), "When upper price is send then also upper limit price is required and vice versa.")));
}
if (new[] { lowerPrice, lowerLimitPrice, upperPrice, upperLimitPrice }.All(x => !x.HasValue))
{
return(BadRequest(ResponseModel.CreateFail(ErrorCodeType.Rejected,
"At least lower or upper prices are needed for a stop order.")));
}
var volume = order.Volume;
var minVolume = assetPair.MinVolume;
if (!_requestValidator.ValidateVolume(volume, minVolume, asset.DisplayId, out badRequestModel))
{
return(BadRequest(badRequestModel));
}
var walletId = User.GetUserId();
var response = await _matchingEngineAdapter.PlaceStopLimitOrderAsync(
clientId : walletId,
assetPair : assetPair,
orderAction : order.OrderAction,
volume : volume,
lowerPrice : lowerPrice,
lowerLimitPrice : lowerLimitPrice,
upperPrice : upperPrice,
upperLimitPrice : upperLimitPrice);
if (response.Error != null)
{
return(BadRequest(response));
}
return(Ok(response.Result));
}
