internal static void Display(AccountTrade trade)
{
lock (ConsoleSync)
{
Console.WriteLine($" {trade.Time.ToLocalTime()} - {trade.Symbol.PadLeft(8)} - {(trade.IsBuyer ? "Buy" : "Sell").PadLeft(4)} - {(trade.IsMaker ? "Maker" : "Taker")} - {trade.Quantity:0.00000000} @ {trade.Price:0.00000000}{(trade.IsBestPriceMatch ? "*" : " ")} - Fee: {trade.Commission:0.00000000} {trade.CommissionAsset.PadRight(5)} ID: {trade.Id}");
}
}
public void Throws()
{
var time = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
var symbol = Symbol.BTC_USDT;
const decimal price = 4999;
const string orderRejectedReason = OrderRejectedReason.None;
const string newClientOrderId = "new-test-order";
const long tradeId = 12345;
const long orderId = 54321;
const decimal quantity = 1;
const decimal commission = 10;
const string commissionAsset = "BNB";
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, tradeId, orderId, price, quantity, commission, commissionAsset, time, isBuyer, isMaker, isBestPriceMatch);
decimal quantityOfLastFilledTrade = 1;
Assert.Throws <ArgumentNullException>("order", () => new AccountTradeUpdateEventArgs(time, null, orderRejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade));
}
public void Serialization()
{
var symbol = Symbol.BTC_USDT;
const long id = 12345;
const long orderId = 54321;
const decimal price = 5000;
const decimal quantity = 1;
const decimal quoteQuantity = price * quantity;
const decimal commission = 10;
var commissionAsset = Asset.BNB;
var time = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, id, orderId, price, quantity, quoteQuantity, commission, commissionAsset, time, isBuyer, isMaker, isBestPriceMatch);
var json = JsonConvert.SerializeObject(trade);
trade = JsonConvert.DeserializeObject <AccountTrade>(json);
Assert.Equal(symbol, trade.Symbol);
Assert.Equal(id, trade.Id);
Assert.Equal(orderId, trade.OrderId);
Assert.Equal(price, trade.Price);
Assert.Equal(quantity, trade.Quantity);
Assert.Equal(quoteQuantity, trade.QuoteQuantity);
Assert.Equal(commission, trade.Commission);
Assert.Equal(commissionAsset, trade.CommissionAsset);
Assert.Equal(time, trade.Time);
Assert.Equal(isBuyer, trade.IsBuyer);
Assert.Equal(isMaker, trade.IsMaker);
Assert.Equal(isBestPriceMatch, trade.IsBestPriceMatch);
}
public void Equality()
{
var symbol = Symbol.BTC_USDT;
const long id = 12345;
const long orderId = 54321;
const decimal price = 5000;
const decimal quantity = 1;
const decimal quoteQuantity = price * quantity;
const decimal commission = 10;
var commissionAsset = Asset.BNB;
var time = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, id, orderId, price, quantity, quoteQuantity, commission, commissionAsset, time, isBuyer, isMaker, isBestPriceMatch);
var serializer = new AccountTradeSerializer();
var json = serializer.Serialize(trade);
var other = serializer.Deserialize(json);
Assert.True(trade.Equals(other));
}
public void Properties()
{
var symbol = Symbol.BTC_USDT;
const long id = 12345;
const long orderId = 54321;
const decimal price = 5000;
const decimal quantity = 1;
const decimal commission = 10;
var commissionAsset = Asset.BNB;
var timestamp = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, id, orderId, price, quantity, commission, commissionAsset, timestamp, isBuyer, isMaker, isBestPriceMatch);
Assert.Equal(symbol, trade.Symbol);
Assert.Equal(id, trade.Id);
Assert.Equal(orderId, trade.OrderId);
Assert.Equal(price, trade.Price);
Assert.Equal(quantity, trade.Quantity);
Assert.Equal(commission, trade.Commission);
Assert.Equal(commissionAsset, trade.CommissionAsset);
Assert.Equal(timestamp, trade.Timestamp);
Assert.Equal(isBuyer, trade.IsBuyer);
Assert.Equal(isMaker, trade.IsMaker);
Assert.Equal(isBestPriceMatch, trade.IsBestPriceMatch);
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="timestamp">The event time.</param>
/// <param name="token">The cancellation token.</param>
/// <param name="order">The order.</param>
/// <param name="rejectedReason">The order rejected reason.</param>
/// <param name="newClientOrderId">The new client order ID.</param>
/// <param name="trade">The trade.</param>
/// <param name="quantityOfLastFilledTrade">The quantity of last filled trade.</param>
public AccountTradeUpdateEventArgs(long timestamp, CancellationToken token, Order order, OrderRejectedReason rejectedReason, string newClientOrderId, AccountTrade trade, decimal quantityOfLastFilledTrade)
: base(timestamp, token, order, OrderExecutionType.Trade, rejectedReason, newClientOrderId)
{
Throw.IfNull(trade, nameof(trade));
Trade = trade;
QuantityOfLastFilledTrade = quantityOfLastFilledTrade;
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="time">The event time.</param>
/// <param name="order">The order.</param>
/// <param name="rejectedReason">The order rejected reason.</param>
/// <param name="newClientOrderId">The new client order ID.</param>
/// <param name="trade">The trade.</param>
/// <param name="quantityOfLastFilledTrade">The quantity of last filled trade.</param>
public AccountTradeUpdateEventArgs(DateTime time, Order order, string rejectedReason, string newClientOrderId, AccountTrade trade, decimal quantityOfLastFilledTrade)
: base(time, order, OrderExecutionType.Trade, rejectedReason, newClientOrderId)
{
Throw.IfNull(trade, nameof(trade));
Trade = trade;
QuantityOfLastFilledTrade = quantityOfLastFilledTrade;
}
public void Properties()
{
var time = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
var user = new BinanceApiUser("api-key");
var symbol = Symbol.BTC_USDT;
const int id = 123456;
const string clientOrderId = "test-order";
const decimal price = 4999;
const decimal originalQuantity = 1;
const decimal executedQuantity = 0.5m;
const OrderStatus status = OrderStatus.PartiallyFilled;
const TimeInForce timeInForce = TimeInForce.IOC;
const OrderType orderType = OrderType.Market;
const OrderSide orderSide = OrderSide.Sell;
const decimal stopPrice = 5000;
const decimal icebergQuantity = 0.1m;
const bool isWorking = true;
var order = new Order(user, symbol, id, clientOrderId, price, originalQuantity, executedQuantity, status, timeInForce, orderType, orderSide, stopPrice, icebergQuantity, time, isWorking);
const OrderRejectedReason orderRejectedReason = OrderRejectedReason.None;
const string newClientOrderId = "new-test-order";
const long tradeId = 12345;
const long orderId = 54321;
const decimal quantity = 1;
const decimal commission = 10;
const string commissionAsset = "BNB";
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, tradeId, orderId, price, quantity, commission, commissionAsset, time, isBuyer, isMaker, isBestPriceMatch);
const decimal quantityOfLastFilledTrade = 1;
using (var cts = new CancellationTokenSource())
{
var args = new AccountTradeUpdateEventArgs(time, cts.Token, order, orderRejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade);
Assert.Equal(time, args.Time);
Assert.Equal(order, args.Order);
Assert.Equal(OrderExecutionType.Trade, args.OrderExecutionType);
Assert.Equal(orderRejectedReason, args.OrderRejectedReason);
Assert.Equal(newClientOrderId, args.NewClientOrderId);
Assert.Equal(trade, args.Trade);
Assert.Equal(quantityOfLastFilledTrade, args.QuantityOfLastFilledTrade);
}
}
public void Throws()
{
var timestamp = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
var user = new BinanceApiUser("api-key");
var symbol = Symbol.BTC_USDT;
const int id = 123456;
const string clientOrderId = "test-order";
const decimal price = 4999;
const decimal originalQuantity = 1;
const decimal executedQuantity = 0.5m;
const OrderStatus status = OrderStatus.PartiallyFilled;
const TimeInForce timeInForce = TimeInForce.IOC;
const OrderType orderType = OrderType.Market;
const OrderSide orderSide = OrderSide.Sell;
const decimal stopPrice = 5000;
const decimal icebergQuantity = 0.1m;
const bool isWorking = true;
var order = new Order(user, symbol, id, clientOrderId, price, originalQuantity, executedQuantity, status, timeInForce, orderType, orderSide, stopPrice, icebergQuantity, timestamp, isWorking);
const OrderRejectedReason orderRejectedReason = OrderRejectedReason.None;
const string newClientOrderId = "new-test-order";
const long tradeId = 12345;
const long orderId = 54321;
const decimal quantity = 1;
const decimal commission = 10;
const string commissionAsset = "BNB";
const bool isBuyer = true;
const bool isMaker = true;
const bool isBestPriceMatch = true;
var trade = new AccountTrade(symbol, tradeId, orderId, price, quantity, commission, commissionAsset, timestamp, isBuyer, isMaker, isBestPriceMatch);
decimal quantityOfLastFilledTrade = 1;
using (var cts = new CancellationTokenSource())
{
Assert.Throws <ArgumentException>("timestamp", () => new AccountTradeUpdateEventArgs(-1, cts.Token, order, orderRejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade));
Assert.Throws <ArgumentException>("timestamp", () => new AccountTradeUpdateEventArgs(0, cts.Token, order, orderRejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade));
Assert.Throws <ArgumentNullException>("order", () => new AccountTradeUpdateEventArgs(timestamp, cts.Token, null, orderRejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade));
}
}
private Interface.Model.AccountTrade NewAccountTrade(AccountTrade t)
{
return(new Interface.Model.AccountTrade
{
Symbol = t.Symbol,
Id = t.Id,
Price = t.Price,
Quantity = t.Quantity,
Time = t.Time,
BuyerOrderId = t.BuyerOrderId,
SellerOrderId = t.SellerOrderId,
IsBuyerMaker = t.IsBuyerMaker,
IsBestPriceMatch = t.IsBestPriceMatch,
OrderId = t.OrderId,
QuoteQuantity = t.QuoteQuantity,
Commission = t.Commission,
CommissionAsset = t.CommissionAsset,
IsBuyer = t.IsBuyer,
IsMaker = t.IsMaker
});
}
public virtual string Serialize(AccountTrade trade)
{
Throw.IfNull(trade, nameof(trade));
var jObject = new JObject
{
new JProperty(Key_Symbol, trade.Symbol),
new JProperty(Key_Id, trade.Id),
new JProperty(Key_OrderId, trade.OrderId),
new JProperty(Key_Price, trade.Price.ToString(CultureInfo.InvariantCulture)),
new JProperty(Key_Quantity, trade.Quantity.ToString(CultureInfo.InvariantCulture)),
new JProperty(Key_Commission, trade.Commission.ToString(CultureInfo.InvariantCulture)),
new JProperty(Key_CommissionAsset, trade.CommissionAsset),
new JProperty(Key_Time, trade.Timestamp),
new JProperty(Key_IsBuyer, trade.IsBuyer),
new JProperty(Key_IsMaker, trade.IsMaker),
new JProperty(Key_IsBestPriceMatch, trade.IsBestPriceMatch)
};
return(jObject.ToString(Formatting.None));
}
/// <summary>
/// Deserialize JSON and raise <see cref="UserDataEventArgs"/> event.
/// </summary>
/// <param name="json"></param>
/// <param name="token"></param>
/// <param name="callback"></param>
/// <returns></returns>
protected override void DeserializeJsonAndRaiseEvent(string json, CancellationToken token, Action <UserDataEventArgs> callback = null)
{
Throw.IfNullOrWhiteSpace(json, nameof(json));
Logger?.LogDebug($"{nameof(UserDataWebSocketClient)}: \"{json}\"");
try
{
var jObject = JObject.Parse(json);
var eventType = jObject["e"].Value <string>();
var eventTime = jObject["E"].Value <long>();
// ReSharper disable once ConvertIfStatementToSwitchStatement
if (eventType == "outboundAccountInfo")
{
var commissions = new AccountCommissions(
jObject["m"].Value <int>(), // maker
jObject["t"].Value <int>(), // taker
jObject["b"].Value <int>(), // buyer
jObject["s"].Value <int>()); // seller
var status = new AccountStatus(
jObject["T"].Value <bool>(), // can trade
jObject["W"].Value <bool>(), // can withdraw
jObject["D"].Value <bool>()); // can deposit
var balances = jObject["B"]
.Select(entry => new AccountBalance(
entry["a"].Value <string>(), // asset
entry["f"].Value <decimal>(), // free amount
entry["l"].Value <decimal>())) // locked amount
.ToList();
var eventArgs = new AccountUpdateEventArgs(eventTime, token, new AccountInfo(User, commissions, status, jObject["u"].Value <long>(), balances));
try
{
callback?.Invoke(eventArgs);
AccountUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled account update event handler exception.");
}
}
}
else if (eventType == "executionReport")
{
var order = new Order(User);
FillOrder(order, jObject);
var executionType = ConvertOrderExecutionType(jObject["x"].Value <string>());
var rejectedReason = ConvertOrderRejectedReason(jObject["r"].Value <string>());
var newClientOrderId = jObject["c"].Value <string>();
if (executionType == OrderExecutionType.Trade) // trade update event.
{
var trade = new AccountTrade(
jObject["s"].Value <string>(), // symbol
jObject["t"].Value <long>(), // ID
jObject["i"].Value <long>(), // order ID
jObject["L"].Value <decimal>(), // price (price of last filled trade)
jObject["z"].Value <decimal>(), // quantity (accumulated quantity of filled trades)
jObject["n"].Value <decimal>(), // commission
jObject["N"].Value <string>(), // commission asset
jObject["T"].Value <long>(), // timestamp
order.Side == OrderSide.Buy, // is buyer
jObject["m"].Value <bool>(), // is buyer maker
jObject["M"].Value <bool>()); // is best price
var quantityOfLastFilledTrade = jObject["l"].Value <decimal>();
var eventArgs = new AccountTradeUpdateEventArgs(eventTime, token, order, rejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade);
try
{
callback?.Invoke(eventArgs);
TradeUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled trade update event handler exception.");
}
}
}
else // order update event.
{
var eventArgs = new OrderUpdateEventArgs(eventTime, token, order, executionType, rejectedReason, newClientOrderId);
try
{
callback?.Invoke(eventArgs);
OrderUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}: Unhandled order update event handler exception.");
}
}
}
}
else
{
Logger?.LogWarning($"{nameof(UserDataWebSocketClient)}.{nameof(DeserializeJsonAndRaiseEvent)}: Unexpected event type ({eventType}) - \"{json}\"");
}
}
catch (OperationCanceledException) { }
catch (Exception e)
{
if (!token.IsCancellationRequested)
{
Logger?.LogError(e, $"{nameof(UserDataWebSocketClient)}.{nameof(DeserializeJsonAndRaiseEvent)}");
}
}
}
protected override void HandleMessage(IEnumerable <Action <UserDataEventArgs> > callbacks, string stream, string json)
{
if (!Users.ContainsKey(stream))
{
Logger?.LogError($"{nameof(UserDataClient)}.{nameof(HandleMessage)}: Unknown listen key (\"{stream}\"). [thread: {Thread.CurrentThread.ManagedThreadId}]");
return; // ignore.
}
var user = Users[stream];
try
{
var jObject = JObject.Parse(json);
var eventType = jObject["e"].Value <string>();
var eventTime = jObject["E"].Value <long>().ToDateTime();
// ReSharper disable once ConvertIfStatementToSwitchStatement
if (eventType == "outboundAccountInfo")
{
var commissions = new AccountCommissions(
jObject["m"].Value <int>(), // maker
jObject["t"].Value <int>(), // taker
jObject["b"].Value <int>(), // buyer
jObject["s"].Value <int>()); // seller
var status = new AccountStatus(
jObject["T"].Value <bool>(), // can trade
jObject["W"].Value <bool>(), // can withdraw
jObject["D"].Value <bool>()); // can deposit
var balances = jObject["B"]
.Select(entry => new AccountBalance(
entry["a"].Value <string>(), // asset
entry["f"].Value <decimal>(), // free amount
entry["l"].Value <decimal>())) // locked amount
.ToList();
var eventArgs = new AccountUpdateEventArgs(eventTime, new AccountInfo(user, commissions, status, jObject["u"].Value <long>().ToDateTime(), balances));
try
{
// ReSharper disable once InconsistentlySynchronizedField
if (_accountUpdateSubscribers.TryGetValue(stream, out var subscribers))
{
foreach (var subcriber in subscribers)
{
subcriber(eventArgs);
}
}
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
AccountUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { /* ignore */ }
catch (Exception e)
{
Logger?.LogWarning(e, $"{nameof(UserDataClient)}.{nameof(HandleMessage)}: Unhandled account update event handler exception.");
}
}
else if (eventType == "executionReport")
{
var order = new Order(user);
FillOrder(order, jObject);
var executionType = ConvertOrderExecutionType(jObject["x"].Value <string>());
var rejectedReason = jObject["r"].Value <string>();
var newClientOrderId = jObject["c"].Value <string>();
if (executionType == OrderExecutionType.Trade) // trade update event.
{
var trade = new AccountTrade(
jObject["s"].Value <string>(), // symbol
jObject["t"].Value <long>(), // ID
jObject["i"].Value <long>(), // order ID
jObject["L"].Value <decimal>(), // price (price of last filled trade)
jObject["z"].Value <decimal>(), // quantity (accumulated quantity of filled trades)
jObject["n"].Value <decimal>(), // commission
jObject["N"].Value <string>(), // commission asset
jObject["T"].Value <long>()
.ToDateTime(), // time
order.Side == OrderSide.Buy, // is buyer
jObject["m"].Value <bool>(), // is buyer maker
jObject["M"].Value <bool>()); // is best price
var quantityOfLastFilledTrade = jObject["l"].Value <decimal>();
var eventArgs = new AccountTradeUpdateEventArgs(eventTime, order, rejectedReason, newClientOrderId, trade, quantityOfLastFilledTrade);
try
{
// ReSharper disable once InconsistentlySynchronizedField
if (_accountTradeUpdateSubscribers.TryGetValue(stream, out var subscribers))
{
foreach (var subcriber in subscribers)
{
subcriber(eventArgs);
}
}
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
TradeUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { /* ignore */ }
catch (Exception e)
{
Logger?.LogWarning(e, $"{nameof(UserDataClient)}.{nameof(HandleMessage)}: Unhandled trade update event handler exception.");
}
}
else // order update event.
{
var eventArgs = new OrderUpdateEventArgs(eventTime, order, executionType, rejectedReason, newClientOrderId);
try
{
// ReSharper disable once InconsistentlySynchronizedField
if (_orderUpdateSubscribers.TryGetValue(stream, out var subscribers))
{
foreach (var subcriber in subscribers)
{
subcriber(eventArgs);
}
}
if (callbacks != null)
{
foreach (var callback in callbacks)
{
callback(eventArgs);
}
}
OrderUpdate?.Invoke(this, eventArgs);
}
catch (OperationCanceledException) { /* ignore */ }
catch (Exception e)
{
Logger?.LogWarning(e, $"{nameof(UserDataClient)}.{nameof(HandleMessage)}: Unhandled order update event handler exception.");
}
}
}
else
{
Logger?.LogWarning($"{nameof(UserDataClient)}.{nameof(HandleMessage)}: Unexpected event type ({eventType}).");
}
}
catch (OperationCanceledException) { /* ignore */ }
catch (Exception e)
{
Logger?.LogError(e, $"{nameof(UserDataClient)}.{nameof(HandleMessage)}");
}
}
static void Main(string[] args)
{
CX cx = new CX(CX.Production); //Create CX instance.
//Subscribe to GetProducts response.
cx.OnGetProducts += (sender, e) => {
foreach (Product product in e.Products)
Console.WriteLine(
$"{product.ProductId, -2} " +
$"{product.Symbol, -4} " +
$"{product.ProductFullName, -20} " +
$"{product.ProductType, -20} " +
$"{product.DecimalPlaces, -2}"
);
};
//Subscribe to GetInstruments response.
cx.OnGetInstruments += (sender, e) =>
{
foreach (Instrument instrument in e.Instruments)
Console.WriteLine(
$"{instrument.InstrumentId, -2} " +
$"{instrument.Symbol, -4} " +
$"{instrument.Product1, -2} " +
$"{instrument.Product1Symbol, -4} " +
$"{instrument.Product2, -2} " +
$"{instrument.Product2Symbol, -4} " +
$"{instrument.InstrumentType, -10}"
);
};
//Subscribe to WebAuthenticateuser response.
cx.OnWebAuthenticateUser += (sender, e) =>
{
Console.WriteLine(e.Authenticated);
Console.WriteLine(e.SessionToken);
Console.WriteLine(e.UserId);
Console.WriteLine(e.ErrorMessage);
};
//Subscribe to GetUserAccounts response.
cx.OnGetUserAccounts += (sender, e) =>
{
foreach (var account in e.AccountIds)
Console.WriteLine(account);
};
//Subscribe to GetAccountTransaction response.
cx.OnGetAccountTransactions += (sender, e) =>
{
foreach (AccountTransaction transaction in e.Transactions)
Console.WriteLine(
$"{transaction.TransactionId, -4} " +
$"{transaction.AccountId, -2} " +
$"{transaction.Cr, -5} " +
$"{transaction.Dr, -5} " +
$"{transaction.TransactionType, -6}" +
$" {transaction.ReferenceId, -4} " +
$"{transaction.ProductId, -2} " +
$"{transaction.Balance, -7} " +
$"{transaction.ReferenceType, -14} " +
$"{transaction.TimeStamp, -15}"
);
};
//Subscribe to GetAccountPosition response.
cx.OnGetAccountPositions += (sender, e) =>
{
foreach (AccountPosition position in e.Positions)
Console.WriteLine(
$"{position.AccountId, -2} " +
$"{position.ProductId, -2} " +
$"{position.ProductSymbol, -4} " +
$"{position.Amount, -10} " +
$"{position.Hold, -10} " +
$"{position.PendingDeposits, -10} " +
$"{position.PendingWithdraws, -10}"
);
};
//Subscribe to GetAccountTrades response.
cx.OnGetAccountTrades += (sender, e) =>
{
foreach (AccountTrade trade in e.Trades)
Console.WriteLine(
$"{trade.TradeId, -4} " +
$"{trade.OrderId, -5} " +
$"{trade.AccountId, -2} " +
$"{trade.ClientOrderId, -4} " +
$"{trade.InstrumentId, -2} " +
$"{trade.Side, -5} " +
$"{trade.Quantity, -7} " +
$"{trade.Price, -7} " +
$"{trade.Value, -7} " +
$"{trade.TradeTime, -15}"
);
};
//Subscribe to SendOrder response.
cx.OnSendOrder += (sender, e) =>
{
Console.WriteLine(e.Status);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.OrderId);
};
//Send SendOrder request.
cx.SendOrder(new Order {
AccountId = 4,
ClientOrderId = 99,
OMSId = 1,
UseDisplayQuantity = true,
Quantity = 1,
DisplayQuantity = 0,
LimitPrice = 95,
OrderIdOCO = 0,
OrderType = 2, // 1 (Market), 2 (Limit), 3 (StopMarket), 4 (StopLimit), 5 (TrailingStopMarket), 6 (TrailingStopLimit)
PegPriceType = 1, // 1 (Last), 2 (Bid), 3 (Ask)
InstrumentId = 1,
TrailingAmount = 1,
LimitOffset = 2,
Side = 0, // 0 (Buy) or 1 (Sell)
StopPrice = 96,
TimeInForce = 1, // 1 (Good 'til Canceled), 3 (Immediate or Cancel), 4 (Fill or Kill)
});
//Subscribe to CancelOrder response.
cx.OnCancelOrder += (sender, e) =>
{
Console.WriteLine(e.Status);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.Detail);
Console.WriteLine(e.ErrorCode);
};
//Subscribe to GetOrderStatus response.
cx.OnGetOrderStatus += (sender, e) =>
{
OrderStatus orderStatus = e.OrderStatus;
Console.WriteLine(orderStatus.Account);
Console.WriteLine(orderStatus.Quantity);
Console.WriteLine(orderStatus.OrderType);
Console.WriteLine(orderStatus.Instrument); // 1 (Market), 2 (Limit), 3 (StopMarket), 4 (StopLimit), 5 (TrailingStopMarket), 6 (TrailingStopLimit)
Console.WriteLine(orderStatus.Side);
Console.WriteLine(orderStatus.OrderId);
Console.WriteLine(orderStatus.Price);
Console.WriteLine(orderStatus.OrderState);
Console.WriteLine(orderStatus.OrigQuantity);
Console.WriteLine(orderStatus.QuantityExecuted);
Console.WriteLine(orderStatus.RejectReason);
Console.WriteLine(orderStatus.OrigOrderId);
Console.WriteLine(orderStatus.OrigClOrdId);
Console.WriteLine(orderStatus.ReceiveTime);
};
//Subscribe to GetOrderFee
cx.OnGetOrderFee += (sender, e) =>
{
Console.WriteLine(e.OrderFee);
Console.WriteLine(e.ProductId);
};
//Subscribe to GetOrderHistory
cx.OnGetOrderHistory += (sender, e) =>
{
foreach (OrderStatus order in e.Orders)
Console.WriteLine(
$"{order.Account, -5} " +
$"{order.ClientOrderId, -3} " +
$"{order.Quantity, -2} " +
$"{order.OrderType, -2} " +
$"{order.Instrument, -2} " +
$"{order.Side, -5}" +
$"{order.OrderId, -4} " +
$"{order.Price, -5} " +
$"{order.OrderState, -15} " +
$"{order.Quantity, -3} " +
$"{order.QuantityExecuted, -3}" +
$"{order.RejectReason, -10} " +
$"{order.OrigOrderId, -5} " +
$"{order.OrigClOrdId, -2} " +
$"{order.ReceiveTime, -15}"
);
};
//Subscribe to GetOpenOrders response.
cx.OnGetOpenOrders += (sender, e) =>
{
foreach (OrderStatus order in e.Orders)
Console.WriteLine(
$"{order.Account, -5} " +
$"{order.ClientOrderId, -3} " +
$"{order.Quantity, -2} " +
$"{order.OrderType, -2} " +
$"{order.Instrument, -2} " +
$"{order.Side, -5}" +
$"{order.OrderId, -4} " +
$"{order.Price, -5} " +
$"{order.OrderState, -15} " +
$"{order.Quantity, -3} " +
$"{order.QuantityExecuted, -3}" +
$"{order.RejectReason, -10} " +
$"{order.OrigOrderId, -5} " +
$"{order.OrigClOrdId, -2} " +
$"{order.ReceiveTime, -15}"
);
};
//Subscribe to CreateWithdrawTicket response.
cx.OnCreateWithdrawTicket += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
};
//Subscribe to SubscribeLevel 1 response.
cx.OnSubscribeLevel1 += (sender, e) =>
{
MarketDataLevel1 marketData = e.MarketData;
Console.WriteLine(marketData.InstrumentId);
Console.WriteLine(marketData.BestBid);
Console.WriteLine(marketData.BestOffer);
Console.WriteLine(marketData.LastTradedPx);
Console.WriteLine(marketData.LastTradedQty);
Console.WriteLine(marketData.LastTradeTime);
Console.WriteLine(marketData.SessionOpen);
Console.WriteLine(marketData.SessionHigh);
Console.WriteLine(marketData.SessionLow);
Console.WriteLine(marketData.SessionClose);
Console.WriteLine(marketData.Volume);
Console.WriteLine(marketData.CurrentDayVolume);
Console.WriteLine(marketData.CurrentDayNumTrades);
Console.WriteLine(marketData.CurrentDayPxChange);
Console.WriteLine(marketData.Rolling24HrVolume);
Console.WriteLine(marketData.Rolling24NumTrades);
Console.WriteLine(marketData.Rolling24HrPxChange);
Console.WriteLine(marketData.TimeStamp);
};
//Subscribe to Level1UpdateEvent event.
cx.Level1UpdateEvent += (sender, e) =>
{
MarketDataLevel1 marketData = e.MarketData;
Console.WriteLine(marketData.InstrumentId);
Console.WriteLine(marketData.BestBid);
Console.WriteLine(marketData.BestOffer);
Console.WriteLine(marketData.LastTradedPx);
Console.WriteLine(marketData.LastTradedQty);
Console.WriteLine(marketData.LastTradeTime);
Console.WriteLine(marketData.SessionOpen);
Console.WriteLine(marketData.SessionHigh);
Console.WriteLine(marketData.SessionLow);
Console.WriteLine(marketData.SessionClose);
Console.WriteLine(marketData.Volume);
Console.WriteLine(marketData.CurrentDayVolume);
Console.WriteLine(marketData.CurrentDayNumTrades);
Console.WriteLine(marketData.CurrentDayPxChange);
Console.WriteLine(marketData.Rolling24HrVolume);
Console.WriteLine(marketData.Rolling24NumTrades);
Console.WriteLine(marketData.Rolling24HrPxChange);
Console.WriteLine(marketData.TimeStamp);
};
//Subscribe to UnsubscribeLevel1 response.
cx.OnUnsubscribeLevel1 += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
//Subscribe to Subscribelevel2 response.
cx.OnSubscribeLevel2 += (sender, e) =>
{
foreach (MarketDataLevel2 marketData in e.MarketData)
{
Console.WriteLine(
$"{marketData.SequenceNumber,-7} " +
$"{marketData.NumTraders - 7} " +
$"{marketData.Timestamp,-15} " +
$"{marketData.ChangeType,-7} " + // 0 (New), 1 (Update), 2 (Delete)
$"{marketData.LastTradedPx,-7} " +
$"{marketData.NumOrders,-7} " +
$"{marketData.Price,-7} " +
$"{marketData.InstrumenId,-2} " +
$"{marketData.Quantity,-7} " +
$"{marketData.Side,-5} " // 0 (Buy), 1 (Sell)
);
}
};
//Subscribe to Level2UpdateEvent event.
cx.Level2UpdateEvent += (sender, e) =>
{
foreach (MarketDataLevel2 marketData in e.MarketData)
{
Console.WriteLine(
$"{marketData.SequenceNumber, -7} " +
$"{marketData.NumTraders -7} " +
$"{marketData.Timestamp, -15} " +
$"{marketData.ChangeType, -7} " + // 0 (New), 1 (Update), 2 (Delete)
$"{marketData.LastTradedPx, -7} " +
$"{marketData.NumOrders, -7} " +
$"{marketData.Price, -7} " +
$"{marketData.InstrumenId, -2} " +
$"{marketData.Quantity, -7} " +
$"{marketData.Side, -5} " // 0 (Buy), 1 (Sell)
);
}
};
//Subscribe to UnsubscribeLevel2 response.
cx.OnUnsubscribeLevel2 += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
//Subscribe to SubscribeTrades response.
cx.OnSubscribeTrades += (sender, e) =>
{
foreach (MarketTrade trade in e.MarketTrades)
{
Console.WriteLine(
$"{trade.TradeId, -4} " +
$"{trade.InstrumentId, -2} " +
$"{trade.Quantity, -7} " +
$"{trade.Price, -7} " +
$"{trade.Timestamp, -15} " +
$"{trade.Direction, -10} " + //0 (NoChange), 1 (Uptick), 2 (Downtick)
$"{trade.TakerSide, -7} "
);
}
};
//Subscribe to TradeDataUpdateEvent event.
cx.TradeDataUpdateEvent += (sender, e) =>
{
foreach (MarketTrade trade in e.MarketTrades)
{
Console.WriteLine(
$"{trade.TradeId,-4} " +
$"{trade.InstrumentId,-2} " +
$"{trade.Quantity,-7} " +
$"{trade.Price,-7} " +
$"{trade.Timestamp,-15} " +
$"{trade.Direction,-10} " + //0 (NoChange), 1 (Uptick), 2 (Downtick)
$"{trade.TakerSide,-7} "
);
}
};
//Subscribe to UnsubscribeTrades response.
cx.OnUnsubscribeTrades += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
//Subscribe to AccountPositionEvent
cx.AccountPositionEvent += (sender, e) =>
{
AccountPosition position = e.Position;
Console.WriteLine(
$"{position.AccountId, -2} " +
$"{position.ProductId, -2} " +
$"{position.ProductSymbol, -4} " +
$"{position.Amount, -7} " +
$"{position.Hold, -7} " +
$"{position.PendingDeposits, -7} " +
$"{position.PendingWithdraws, -7} " +
$"{position.TotalDayDeposits, -7} " +
$"{position.TotalDayWithdraws , -7} "
);
};
//Subscribe to OrderStateEvent
cx.OrderStateEvent += (sender, e) =>
{
OrderStatus order = e.OrderStatus;
Console.WriteLine(
$"{order.Account, -2} " +
$"{order.ClientOrderId, -2} " +
$"{order.Quantity, -7} " +
$"{order.OrderType, -15}" + // 1 (Market), 2 (Limit), 3 (StopMarket), 4 (StopLimit), 5 (TrailingStopMarket), 6 (TrailingStopLimit)
$"{order.Instrument, -2} " +
$"{order.Side, -5} " +
$"{order.OrderId, -4} " +
$"{order.Price, -4} " +
$"{order.OrderState, -14} " +
$"{order.QuantityExecuted, -7} " +
$"{order.ChangeReason, -42} " +
$"{order.ReceiveTime, -15} "
);
};
//Subscribe OrderTradeEvent
cx.OrderTradeEvent += (sender, e) =>
{
AccountTrade trade = e.Trade;
Console.WriteLine(
$"{trade.TradeId, -4} " +
$"{trade.OrderId, -5} " +
$"{trade.AccountId, -2} " +
$"{trade.ClientOrderId, -4} " +
$"{trade.InstrumentId, -2} " +
$"{trade.Side, -5} " +
$"{trade.Quantity, -7} " +
$"{trade.Price, -7} " +
$"{trade.Value, -7} " +
$"{trade.TradeTime, -15}"
);
};
//Subscribe NewOrderRejectEvent
cx.NewOrderRejectEvent += (sender, e) =>
{
Console.WriteLine(e.AccountId);
Console.WriteLine(e.ClientOrderId);
Console.WriteLine(e.Status);
Console.WriteLine(e.RejectReason);
};
//Subscribe CancelOrderRejectEvent
cx.CancelOrderRejectEvent += (sender, e) =>
{
Console.WriteLine(e.AccountId);
Console.WriteLine(e.OrderId);
Console.WriteLine(e.OrderRevision);
Console.WriteLine(e.OrderType);
Console.WriteLine(e.InstrumentId);
Console.WriteLine(e.Status);
Console.WriteLine(e.RejectReason);
};
//Subscribe MarketStateUpdate
cx.MarketStateUpdate += (sender, e) =>
{
Console.WriteLine(e.EchangeId);
Console.WriteLine(e.VenueAdapterId);
Console.WriteLine(e.Action);
Console.WriteLine(e.PreviousStatus);
Console.WriteLine(e.NewStatus);
Console.WriteLine(e.ExchangeDateTime);
};
//Subscribe to SubscribeAccountEvents response.
cx.OnSubscribeAccountEvents += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
while (true)
{
var command = Console.ReadLine();
switch (command)
{
case "get products":
cx.GetProducts();
break;
case "get instruments":
cx.GetInstruments();
break;
case "web authenticate user":
Console.Write("web authenticate user > enter username : "******"web authenticate user > enter password : "******"get user accounts":
cx.GetUserAccounts();
break;
case "get account transactions":
Console.Write("get account transactions > account id : ");
int accountId = int.Parse(Console.ReadLine());
cx.GetAccountTransactions(accountId, 10);
break;
case "help":
case "/?":
default:
Console.WriteLine("C# Coins Pro Command Line 0.0.1");
Console.WriteLine();
Console.WriteLine($"{"help",-25} {"Prints the help."}");
Console.WriteLine($"{"/?",-25} {"Prints the help."}");
Console.WriteLine($"{"get products",-25} {"Send request to get products."}");
Console.WriteLine($"{"get instruments",-25} {"Send request to get instruments."}");
Console.WriteLine($"{"web authenticate user",-25} {"Send request to log in to API."}");
Console.WriteLine($"{"get user accounts",-25} {"Send request to get user accounts."}");
break;
}
}
}