private void BuyPartiallyFilled(Order order, BinanceCanceledOrder orderStatus)
{
var quantity = orderStatus.OriginalQuantity;
var executedQuantity = orderStatus.ExecutedQuantity;
var amountToPlace = quantity - executedQuantity;
var newOrder = new Order()
{
Amount = amountToPlace,
AmountUSDT = order.AmountUSDT,
BAlfa = order.BAlfa,
BAlfaUSDT = order.BAlfaUSDT,
BBeta = order.BBeta,
SAlfa = order.SAlfa,
SAlfaUSDT = order.SAlfaUSDT,
SBeta = order.SBeta,
TickUp = order.TickUp,
Processing = false,
Guid = Guid.NewGuid().ToString(),
Pair = order.Pair,
Status = Status.WaitBuy,
StartDate = DateTime.Now,
};
Add(newOrder);
}
private void SellPartiallyFilled(Order order, BinanceCanceledOrder orderStatus)
{
var buyOrder = CloneBinancePlaceOrder(order.BuyOrder);
buyOrder.OriginalQuantity = orderStatus.ExecutedQuantity;
buyOrder.ExecutedQuantity = orderStatus.ExecutedQuantity;
var newOrder = new Order()
{
Amount = orderStatus.ExecutedQuantity,
BAlfa = order.BAlfa,
BBeta = order.BBeta,
SAlfa = order.SBeta,
SBeta = order.SBeta,
TickUp = order.TickUp,
Processing = false,
Guid = Guid.NewGuid().ToString(),
BuyOrder = buyOrder,
BuyPrice = order.BuyPrice,
BuyOrderCompletedDatetime = DateTime.Now,
Pair = order.Pair,
Status = Status.WaitSell,
StartDate = DateTime.Now
};
Add(newOrder);
}
public void CancelOrder_Should_RespondWithCanceledOrder()
{
// arrange
var canceled = new BinanceCanceledOrder()
{
ClientOrderId = "test",
OrderId = 100000000000,
Symbol = "BNBBTC",
OriginalClientOrderId = "test2"
};
var client = PrepareClient(JsonConvert.SerializeObject(canceled));
// act
var result = client.CancelOrder("BNBBTC");
// assert
Assert.IsTrue(result.Success);
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(canceled, result.Data));
}
private void ManagePartiallyFilledSell(Order order, BinanceCanceledOrder orderStatus)
{
var quantity = orderStatus.OriginalQuantity;
var executedQuantity = orderStatus.ExecutedQuantity;
var amountToPlace = quantity - executedQuantity;
var buyOrder = CloneBinancePlaceOrder(order.BuyOrder);
buyOrder.ExecutedQuantity = amountToPlace;
buyOrder.OriginalQuantity = amountToPlace;
var newOrder = new Order()
{
Amount = amountToPlace,
AmountUSDT = order.AmountUSDT,
BAlfa = order.BAlfa,
BAlfaUSDT = order.BAlfaUSDT,
BBeta = order.BBeta,
SAlfa = order.SAlfa,
SAlfaUSDT = order.SAlfaUSDT,
SBeta = order.SBeta,
Processing = false,
TickUp = order.TickUp,
Guid = Guid.NewGuid().ToString(),
BuyOrder = buyOrder,
BuyPrice = buyOrder.Price,
BuyOrderCompletedDatetime = DateTime.Now,
Pair = order.Pair,
Status = Status.WaitSell,
StartDate = order.StartDate
};
Add(newOrder);
order.Amount = executedQuantity;
order.BuyOrder.ExecutedQuantity = executedQuantity;
order.BuyOrder.OriginalQuantity = executedQuantity;
order.SellOrderCompletedDatetime = DateTime.Now;
CompleteOrder(order);
}
public static ExchangeOrder ToOrder(this BinanceCanceledOrder externalOrder)
{
if (externalOrder == null)
{
return(null);
}
ExchangeOrder order = new ExchangeOrder();
order.Symbol = externalOrder.Symbol;
order.Status = externalOrder.Status.ToStatus();
order.OriginalQuantity = externalOrder.OriginalQuantity;
order.OrderId = long.Parse(externalOrder.ClientOrderId);
order.ExchangeOrderId = externalOrder.OrderId.ToString();
order.OrderSideCode = externalOrder.Side.ToCode();
order.OrderTypeCode = externalOrder.Type.ToCode();
order.FillPoliticsCode = externalOrder.TimeInForce.ToCode();
order.ExecutedQuantity = externalOrder.ExecutedQuantity;
order.Price = externalOrder.Price;
return(order);
}
public void CancelOrder_Should_RespondWithCanceledOrder()
{
// arrange
var canceled = new BinanceCanceledOrder()
{
ClientOrderId = "test",
OrderId = 100000000000,
Symbol = "BNBBTC",
OriginalClientOrderId = "test2"
};
var objects = TestHelpers.PrepareClient(() => Construct(new BinanceClientOptions()
{
ApiCredentials = new ApiCredentials("Test", "Test")
}), JsonConvert.SerializeObject(canceled));
// act
var result = objects.Client.CancelOrder("BNBBTC");
// assert
Assert.IsTrue(result.Success);
Assert.IsTrue(TestHelpers.PublicInstancePropertiesEqual(canceled, result.Data));
}
public void CancelOrder_Should_RespondWithCanceledOrder()
{
// arrange
var canceled = new BinanceCanceledOrder()
{
ClientOrderId = "test",
OrderId = 100000000000,
Symbol = "BNBBTC",
OriginalClientOrderId = "test2"
};
var client = TestHelpers.CreateResponseClient(canceled, new BinanceClientOptions()
{
ApiCredentials = new ApiCredentials("Test", "Test"),
AutoTimestamp = false
});
// act
var result = client.CancelOrder("BNBBTC", orderId: 123);
// assert
Assert.IsTrue(result.Success);
Assert.IsTrue(TestHelpers.AreEqual(canceled, result.Data));
}
private void ManagePartiallyFilledBuy(Order order, BinanceCanceledOrder orderStatus)
{
BuyPartiallyFilled(order, orderStatus);
SellPartiallyFilled(order, orderStatus);
}