public void should_amend_sell_limit_orders_bulk()
{
// arrange
var @params = new OrderBulkPOSTRequestParams
{
Orders = new[]
{
OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice + LimitPriceSubtractor, OrderSide.Sell),
OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice + LimitPriceSubtractor, OrderSide.Sell)
}
};
var result = Sut.Execute(BitmexApiUrls.Order.PostOrderBulk, @params).Result.Result;
result.Should().NotBeNull();
result.All(a => a.OrdStatus == "New").Should().BeTrue();
result.All(a => !string.IsNullOrWhiteSpace(a.OrderId)).Should().BeTrue();
var @paramsPut = new OrderBulkPUTRequestParams()
{
Orders = result.Select(a => new OrderPUTRequestParams()
{
OrderID = a.OrderId,
OrderQty = 2,
}).ToArray()
};
// act
var resultPut = Sut.Execute(BitmexApiUrls.Order.PutOrderBulk, @paramsPut).Result.Result;
// assert
resultPut.Should().NotBeNull();
resultPut.All(a => a.OrdStatus == "New").Should().BeTrue();
resultPut.All(a => a.OrderQty == 2).Should().BeTrue();
resultPut.All(a => !string.IsNullOrWhiteSpace(a.OrderId)).Should().BeTrue();
}
public void should_cancel_all_sell_limit_orders_after()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice + LimitPriceSubtractor, OrderSide.Sell);
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
result.Should().NotBeNull();
result.OrdType.Should().Be("Limit");
result.OrdStatus.Should().Be("New");
result.OrderId.Should().NotBeNull();
var paramCloseAfter = new OrderCancelAllAfterPOSTRequestParams
{
Timeout = 1000
};
// act
Sut.Execute(BitmexApiUrls.Order.PostOrderCancelAllAfter, paramCloseAfter).Wait();
Thread.Sleep(1500);
var resultCloseAfter = Sut.Execute(BitmexApiUrls.Order.GetOrder, new OrderGETRequestParams {
Symbol = "XBTUSD"
}).Result.Result;
// assert
resultCloseAfter.Should().NotBeNull();
resultCloseAfter.All(a => !string.IsNullOrWhiteSpace(a.OrderId)).Should().BeTrue();
}
public void should_delete_many_buy_orders()
{
// arrange
var @params = new OrderBulkPOSTRequestParams
{
Orders = new[]
{
OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice - LimitPriceSubtractor, OrderSide.Buy),
OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice - LimitPriceSubtractor, OrderSide.Buy)
}
};
var resultInsert = Sut.Execute(BitmexApiUrls.Order.PostOrderBulk, @params).Result.Result;
// act
var @paramsToDelete = new OrderDELETERequestParams
{
OrderID = string.Join(",", resultInsert.Select(a => a.OrderId))
};
var result = Sut.Execute(BitmexApiUrls.Order.DeleteOrder, @paramsToDelete).Result.Result;
// assert
result.Should().NotBeNull();
result.All(a => a.OrdStatus == "Canceled").Should().BeTrue();
result.All(a => !string.IsNullOrWhiteSpace(a.OrderId)).Should().BeTrue();
}
public void should_receive_limit_order_notification()
{
try
{
// arrange
var connected = Sut.Connect();
var @params = OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice - 500, OrderSide.Buy);
// act
IList <OrderDto> dtos = null;
var dataReceived = new ManualResetEvent(false);
Sut.OrderResponseReceived += (sender, args) =>
{
if (args.Response.Data.Any(b => b.Symbol == "XBTUSD") && args.Response.Action == BitmexActions.Insert)
{
dtos = args.Response.Data;
dataReceived.Set();
}
};
var subscription = new SubscriptionRequest(SubscriptionType.order);
Subscription = subscription;
Sut.Subscribe(subscription);
var result = _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
result.Should().NotBeNull();
//result.OrdType.Should().Be("Limit");
result.OrdStatus.Should().Be("New");
result.OrderId.Should().NotBeNull();
Thread.Sleep(2000);
var received = dataReceived.WaitOne(TimeSpan.FromSeconds(20));
// assert
// no exception raised
connected.Should().BeTrue();
received.Should().BeTrue();
dtos.Should().NotBeNull();
dtos.Count().Should().BeGreaterThan(0);
dtos[0].OrdType.Should().Be("Limit");
dtos[0].OrdStatus.Should().Be("New");
dtos[0].OrderId.Should().Be(result.OrderId);
}
catch (BitmexWebSocketLimitReachedException)
{
Assert.Fail("connection limit reached");
}
}
public void should_place_buy_limit_order()
{
// arrange
var @params = OrderPOSTRequestParams.CreateSimpleHidenLimit("XBTUSD", 3, _xbtAvgPrice - LimitPriceSubtractor, OrderSide.Buy);
// act
var result = Sut.Execute(BitmexApiUrls.Order.PostOrder, @params).Result.Result;
// assert
result.Should().NotBeNull();
result.OrdType.Should().Be("Limit");
result.OrdStatus.Should().Be("New");
result.OrderId.Should().NotBeNull();
}
public async Task <string> GoLong(MarketInfo marketInfo)
{
await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.ClosePositionByMarket(marketInfo.Market));
await SetLeverage(marketInfo.Market, marketInfo.Leverage);
var buyPrice = await GetCurrentPrice(marketInfo.Market);
var orderDto = await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder,
OrderPOSTRequestParams.CreateSimpleLimit(marketInfo.Market, marketInfo.Quantity, buyPrice, OrderSide.Buy));
var stopPrice = Math.Round((decimal)orderDto.Price * 1.005M, 0);
//await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.CreateSimpleHidenLimit(marketInfo.Market, marketInfo.Quantity, buyPrice - 50, OrderSide.Buy));
await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.CreateSimpleHidenLimit(marketInfo.Market, marketInfo.Quantity, stopPrice, OrderSide.Sell));
return($"Bought {orderDto.OrderQty} {marketInfo.Market} at {orderDto.Price}, stop order set to {stopPrice}");
}
private static async Task PlayWithBitmex()
{
try
{
const string market = "XBTUSD";
var bitmexAuthorization = new BitmexAuthorization();
bitmexAuthorization.BitmexEnvironment = BitmexEnvironment.Test;
bitmexAuthorization.Key = "wcZtcAiFMff8kLWaSLl8U877";
bitmexAuthorization.Secret = "uOtP5-0sEtiis5d1_Qv1-LW8FLsV3qW9Qsmsf_OWBXVzw-c3";
_bitmexApiService = BitmexApiService.CreateDefaultApi(bitmexAuthorization);
await _bitmexApiService.Execute(BitmexApiUrls.Order.DeleteOrderAll, new OrderAllDELETERequestParams
{
Symbol = "BCHU18"
});
var bitcoinOrderBook = await _bitmexApiService.Execute(BitmexApiUrls.OrderBook.GetOrderBookL2,
new OrderBookL2GETRequestParams { Depth = 1, Symbol = market });
var currentPrice = Math.Round((bitcoinOrderBook[0].Price + bitcoinOrderBook[1].Price) / 2);
var stopSellOrder = await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.CreateLimitStopOrder(market, 1500, 6500, 6467, OrderSide.Buy));
var positions = await _bitmexApiService.Execute(BitmexApiUrls.Position.GetPosition, new PositionGETRequestParams { Count = 50 });
var positionLeveragePostRequestParams = new PositionLeveragePOSTRequestParams();
positionLeveragePostRequestParams.Leverage = 50;
positionLeveragePostRequestParams.Symbol = market;
/*var positionDto = await bitmexApiService.Execute(BitmexApiUrls.Position.PostPositionLeverage,
* positionLeveragePostRequestParams);*/
foreach (var position in positions)
{
await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.ClosePositionByMarket(market));
}
var positionDto = await _bitmexApiService.Execute(BitmexApiUrls.Position.PostPositionLeverage, positionLeveragePostRequestParams);
var initialOrder = await CreateLimitOrder(market, 1500, currentPrice, OrderSide.Sell);
var round = Math.Round((decimal)initialOrder.Price * 0.9M, 0);
var stopOrder = await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, OrderPOSTRequestParams.CreateSimpleHidenLimit(market, 1500, round, OrderSide.Buy));
var stopLoss = await CreateLimitOrder(market, 1500, currentPrice + 40, OrderSide.Sell);
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
private async Task <OrderDto> ExecuteLimitOrder(TradeInfo tradeInfo, decimal limit)
{
var orderParams = OrderPOSTRequestParams.CreateSimpleHidenLimit(tradeInfo.Symbol, (int)(tradeInfo.Quantity * 0.75), limit, tradeInfo.EntryOrder.ToBitmexOrder());
return(await _bitmexApiService.Execute(BitmexApiUrls.Order.PostOrder, orderParams));
}