/// <summary>
/// Fetch symbols, market ids and exchanger's information
/// </summary>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async Task <Markets> FetchMarkets(Dictionary <string, object> args = null)
{
var _result = new Markets();
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
{
var _params = publicClient.MergeParamsAndArgs(args);
var _json_value = await publicClient.CallApiGet1Async("/exchangeInfo", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _exchange_info = publicClient.DeserializeObject <JObject>(_json_value.Content);
var _symbols = _exchange_info["symbols"].ToObject <JArray>();
foreach (var _market in _symbols)
{
var _symbol = _market["symbol"].ToString();
if (_symbol == "123456") // "123456" is a "test symbol/market"
{
continue;
}
var _base_id = _market["baseAsset"].ToString();
var _quote_id = _market["quoteAsset"].ToString();
var _base_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_base_id);
var _quote_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_quote_id);
var _market_id = _base_name + "/" + _quote_name;
var _precision = new MarketPrecision
{
quantity = _market["baseAssetPrecision"].Value <int>(),
price = _market["quotePrecision"].Value <int>(),
amount = _market["quotePrecision"].Value <int>()
};
var _lot = (decimal)(-1.0 * Math.Log10(_precision.quantity));
var _active = _market["status"].ToString().ToUpper() == "TRADING";
var _limits = new MarketLimits
{
quantity = new MarketMinMax
{
min = (decimal)Math.Pow(10, -_precision.quantity),
max = decimal.MaxValue
},
price = new MarketMinMax
{
min = (decimal)Math.Pow(10, -_precision.price),
max = decimal.MaxValue
},
amount = new MarketMinMax
{
min = _lot,
max = decimal.MaxValue
}
};
var _entry = new MarketItem
{
marketId = _market_id,
symbol = _symbol,
baseId = _base_id,
quoteId = _quote_id,
baseName = _base_name,
quoteName = _quote_name,
lot = _lot,
active = _active,
precision = _precision,
limits = _limits
};
var _filters = _market["filters"];
{
var _price_filter = _filters.SingleOrDefault(f => f["filterType"].ToString() == "PRICE_FILTER");
if (_price_filter != null)
{
_entry.precision.price = Numerical.PrecisionFromString(_price_filter["tickSize"].ToString());
_entry.limits.price.min = _price_filter["minPrice"].Value <decimal>();
_entry.limits.price.max = _price_filter["maxPrice"].Value <decimal>();
}
var _lot_size = _filters.SingleOrDefault(f => f["filterType"].ToString() == "LOT_SIZE");
if (_lot_size != null)
{
_entry.precision.quantity = Numerical.PrecisionFromString(_lot_size["stepSize"].ToString());
_entry.limits.quantity.min = _lot_size["minQty"].Value <decimal>();
_entry.limits.quantity.max = _lot_size["maxQty"].Value <decimal>();
}
var _min_notional = _filters.SingleOrDefault(f => f["filterType"].ToString() == "MIN_NOTIONAL");
if (_min_notional != null)
{
_entry.limits.amount.min = _min_notional["minNotional"].Value <decimal>();
}
}
_result.result.Add(_entry.marketId, _entry);
}
}
_result.SetResult(_json_result);
}
return(_result);
}
/// <summary>
/// Fetch symbols, market ids and exchanger's information
/// </summary>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <Markets> FetchMarkets(Dictionary <string, object> args = null)
{
var _result = new Markets();
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
{
var _params = publicClient.MergeParamsAndArgs(args);
var _json_value = await publicClient.CallApiGet1Async("/api/v1/instrument/active", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _markets = publicClient.DeserializeObject <List <BMarketItem> >(_json_value.Content);
foreach (var _m in _markets)
{
_m.active = _m.state != "Unlisted";
if (_m.active == false)
{
continue;
}
var _base_id = _m.underlying;
var _quote_id = _m.quoteCurrency;
var _base_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_base_id);
var _quote_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_quote_id);
var _market_id = _base_name + "/" + _quote_name;
var _order_base = _base_name;
var _order_quote = _quote_name;
var _base_quote = _base_id + _quote_id;
if (_m.symbol == _base_quote)
{
_m.swap = true;
_m.type = "swap";
}
else
{
var _symbols = _m.symbol.Split('_');
if (_symbols.Length > 1)
{
_market_id = _symbols[0] + "/" + _symbols[1];
_order_base = _symbols[0];
_order_quote = _symbols[1];
}
else
{
_market_id = _m.symbol.Substring(0, 3) + "/" + _m.symbol.Substring(3);
_order_base = _m.symbol.Substring(0, 3);
_order_quote = _m.symbol.Substring(3);
}
if (_m.symbol.IndexOf("B_") >= 0)
{
_m.prediction = true;
_m.type = "prediction";
}
else
{
_m.future = true;
_m.type = "future";
}
}
_m.marketId = _market_id;
_m.baseId = (_base_name != "BTC") ? _base_id : _m.settlCurrency;
_m.quoteId = (_quote_name != "BTC") ? _quote_id : _m.settlCurrency;
_m.orderBase = _order_base;
_m.orderQuote = _order_quote;
_m.baseName = _base_name;
_m.quoteName = _quote_name;
_m.lot = _m.lotSize;
_m.precision = new MarketPrecision()
{
quantity = Numerical.PrecisionFromString(Numerical.TruncateToString(_m.lotSize, 16)),
price = Numerical.PrecisionFromString(Numerical.TruncateToString(_m.tickSize, 16)),
amount = Numerical.PrecisionFromString(Numerical.TruncateToString(_m.tickSize, 16))
};
var _lot_size = _m.lotSize;
var _max_order_qty = _m.maxOrderQty;
var _tick_size = _m.tickSize;
var _max_price = _m.maxPrice;
_m.limits = new MarketLimits
{
quantity = new MarketMinMax
{
min = _lot_size,
max = _max_order_qty
},
price = new MarketMinMax
{
min = _tick_size,
max = _max_price
},
amount = new MarketMinMax
{
min = _lot_size * _tick_size,
max = _max_order_qty * _max_price
}
};
if (_m.initMargin != 0)
{
_m.maxLeverage = (int)(1 / _m.initMargin);
}
_result.result.Add(_m.marketId, _m);
}
}
_result.SetResult(_json_result);
}
return(_result);
}
/// <summary>
/// Fetch symbols, market ids and exchanger's information
/// </summary>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async Task <Markets> FetchMarkets(Dictionary <string, object> args = null)
{
var _result = new Markets();
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
{
var _params = publicClient.MergeParamsAndArgs(args);
var _json_value = await publicClient.CallApiGet1Async("/currency_limits", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <JObject>(_json_value.Content);
var _pairs = _json_data["data"]["pairs"];
foreach (var _market in _pairs)
{
var _base_id = _market["symbol1"].ToString();
var _quote_id = _market["symbol2"].ToString();
var _symbol = _base_id + "/" + _quote_id;
var _base_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_base_id);
var _quote_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_quote_id);
var _market_id = _base_name + "/" + _quote_name;
var _lot = _market["minLotSize"].Value <decimal>();
var _maxLot = (_market["maxLotSize"].HasValues) ? _market["maxLotSize"].Value <decimal>() : decimal.MaxValue;
var _precision = new MarketPrecision
{
quantity = (int)(-1 * Math.Log10((double)_lot)),
price = Numerical.PrecisionFromString(_market["minPrice"].Value <string>()),
amount = Numerical.PrecisionFromString(_market["minPrice"].Value <string>())
};
var _limits = new MarketLimits
{
quantity = new MarketMinMax
{
min = _market["minLotSize"].Value <decimal>(),
max = _maxLot
},
price = new MarketMinMax
{
min = _market["minPrice"].Value <decimal>(),
max = _market["maxPrice"].Value <decimal>()
},
amount = new MarketMinMax
{
min = _market["minLotSizeS2"].Value <decimal>(),
max = decimal.MaxValue
}
};
var _entry = new MarketItem
{
marketId = _market_id,
symbol = _symbol,
baseId = _base_id,
quoteId = _quote_id,
baseName = _base_name,
quoteName = _quote_name,
lot = _lot,
active = true,
precision = _precision,
limits = _limits
};
_result.result.Add(_entry.marketId, _entry);
}
}
_result.SetResult(_json_result);
}
return(_result);
}
/// <summary>
/// Fetch symbols, market ids and exchanger's information
/// </summary>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <Markets> FetchMarketsAsync(Dictionary <string, object> args = null)
{
var _result = new Markets();
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
{
var _params = publicClient.MergeParamsAndArgs(args);
var _json_value = await publicClient.CallApiGet1Async("/products", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _products = publicClient.DeserializeObject <List <JObject> >(_json_value.Content);
foreach (var _market in _products)
{
var _symbol = _market["id"].ToString();
var _base_id = _market["base_currency"].ToString();
var _quote_id = _market["quote_currency"].ToString();
var _base_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_base_id);
var _quote_name = publicClient.ExchangeInfo.GetCommonCurrencyName(_quote_id);
var _market_id = _base_name + "/" + _quote_name;
var _precision = new MarketPrecision
{
quantity = 8,
price = Numerical.PrecisionFromString(_market["quote_increment"].Value <string>()),
amount = 0
};
var _lot = (decimal)Math.Pow(10, -(double)_precision.quantity);
var _active = _market["status"].ToString() == "online";
var _limits = new MarketLimits
{
quantity = new MarketMinMax
{
min = _market["base_min_size"].Value <decimal>(),
max = _market["base_max_size"].Value <decimal>()
},
price = new MarketMinMax
{
min = _market["quote_increment"].Value <decimal>(),
max = decimal.MaxValue
},
amount = new MarketMinMax
{
min = _market["min_market_funds"].Value <decimal>(),
max = _market["max_market_funds"].Value <decimal>()
}
};
var _entry = new MarketItem
{
marketId = _market_id,
symbol = _symbol,
baseId = _base_id,
quoteId = _quote_id,
baseName = _base_name,
quoteName = _quote_name,
lot = _lot,
active = _active,
precision = _precision,
limits = _limits
};
_result.result.Add(_entry.marketId, _entry);
}
}
_result.SetResult(_json_result);
}
return(_result);
}
