public IResponse <MarketOrderResponseModel> PostOrdersMarket(PlaceMarketOrderModel request, string apiKey)
{
return(Request.Post($"/Orders/v2/market")
.AddJsonBody(request)
.WithHeaders("api-key", apiKey)
.Build().Execute <MarketOrderResponseModel>());
}
public void GetHistoryTradeByIdTest()
{
var skip = "0";
var take = "500";
var responseBefore = hft.History.GetHistory(FirstAssetId, skip, take, ApiKey);
responseBefore.Validate.StatusCode(HttpStatusCode.OK);
var request = new PlaceMarketOrderModel()
{
Asset = SecondAssetId, AssetPairId = AssetPair, OrderAction = OrderAction.Sell, Volume = 0.2
};
var response = hft.Orders.PostOrdersMarket(request, ApiKey);
response.Validate.StatusCode(HttpStatusCode.OK);
var amount = 0.01;
//buy
var requestBuy = new PlaceMarketOrderModel()
{
Asset = FirstAssetId, AssetPairId = AssetPair, OrderAction = OrderAction.Buy, Volume = amount
};
var responseBuy = hft.Orders.PostOrdersMarket(requestBuy, ApiKey);
responseBuy.Validate.StatusCode(HttpStatusCode.OK);
var summ = responseBuy.GetResponseObject().Price;
var responseAfter = hft.History.GetHistory(FirstAssetId, skip, take, ApiKey);
responseAfter.Validate.StatusCode(HttpStatusCode.OK);
Stopwatch sw = new Stopwatch();
sw.Start();
while (sw.Elapsed < TimeSpan.FromMinutes(5))
{
var currentHistory = hft.History.GetHistory(FirstAssetId, skip, take, ApiKey);
if (currentHistory.StatusCode == HttpStatusCode.OK)
{
if (responseBefore.GetResponseObject().First().Id != hft.History.GetHistory(FirstAssetId, skip, take, ApiKey).GetResponseObject().First().Id)
{
break;
}
}
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(3));
}
sw.Stop();
var last = hft.History.GetHistory(FirstAssetId, skip, take, ApiKey);
Assert.That(responseBefore.GetResponseObject().First().Id, Does.Not.EqualTo(last.GetResponseObject().First().Id), "Orders are not present in response(they havnt been finished in 5 minutes?)");
Assert.That(() => hft.History.GetHistory(FirstAssetId, skip, take, ApiKey).GetResponseObject().Find(t => t.Amount == amount).Price, Is.EqualTo(summ).After(5 * 60 * 1000, 2 * 1000));
}
public void PostOrdersMarketWrongVolumeTest(double volume)
{
var request = new PlaceMarketOrderModel()
{
Asset = SecondAssetId, AssetPairId = AssetPair, OrderAction = OrderAction.Sell, Volume = volume
};
var response = hft.Orders.PostOrdersMarket(request, ApiKey);
response.Validate.StatusCode(HttpStatusCode.BadRequest);
}
public void PostOrdersMarketWrongAssetPairTest(string assetPair)
{
var request = new PlaceMarketOrderModel()
{
Asset = SecondAssetId, AssetPairId = assetPair, OrderAction = OrderAction.Sell, Volume = 0.5
};
var response = hft.Orders.PostOrdersMarket(request, ApiKey);
Assert.That(response.StatusCode, Is.AnyOf(HttpStatusCode.NotFound, HttpStatusCode.BadRequest));
}
public void PostOrdersMarketWrongAssetTest(string asset)
{
var request = new PlaceMarketOrderModel()
{
Asset = asset, AssetPairId = AssetPair, OrderAction = OrderAction.Sell, Volume = 0.5
};
var response = hft.Orders.PostOrdersMarket(request, ApiKey);
response.Validate.StatusCode(HttpStatusCode.BadRequest);
}
public void MOSellInvertedTest()
{
(var newMinSellPrice, var newMaxBuyPrice) = newMinMaxPrices();
(var marketSell, var marketBuy) = currentMinMaxPrices();
//
var candlesAsk1 = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Ask, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesBid1 = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Bid, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
//
var requestSell1user = new PlaceLimitOrderModel()
{
Price = newMinSellPrice, AssetPairId = AssetPairId, OrderAction = OrderAction.Sell, Volume = 0.1
};
var responseSell1user = hft.Orders.PostOrdersLimitOrder(requestSell1user, ApiKey);
responseSell1user.Validate.StatusCode(HttpStatusCode.OK);
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(7));
var requestSell = new PlaceMarketOrderModel()
{
AssetPairId = AssetPairId, OrderAction = OrderAction.Sell, Volume = tradingVolume / 2, Asset = SecondAssetId
};
var responseSell = hft.Orders.PostOrdersMarket(requestSell, SecondWalletApiKey);
responseSell.Validate.StatusCode(HttpStatusCode.OK);
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(7));
var candlesTrades = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Trades, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesAsk = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Ask, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesBid = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Bid, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var prices = new List <decimal>();
candlesTrades.History.ForEach(p => {
prices.Add(Decimal(p.Close));
prices.Add(Decimal(p.Open));
prices.Add(Decimal(p.High));
prices.Add(Decimal(p.Low));
});
Assert.Multiple(() =>
{
Assert.That(prices, Does.Contain(Decimal(newMinSellPrice)), "Close price does not contain new min sell price");
Assert.That(candlesTrades.History.Select(c => Decimal(c.TradingOppositeVolume)), Does.Contain(Decimal(tradingVolume / 2)), "does not contain trading volume");
});
}
public async Task <IActionResult> PlaceMarketOrderOld(PlaceMarketOrderModel order)
{
var result = await PlaceMarketOrder(order);
if (!(result is OkObjectResult okResult))
{
return(result);
}
var response = (MarketOrderResponseModel)okResult.Value;
return(Ok(response.Price));
}
public async Task <IActionResult> PlaceMarketOrder(PlaceMarketOrderModel 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 baseAsset = _assetsReadModel.TryGetIfEnabled(assetPair.BaseAssetId);
var quotingAsset = _assetsReadModel.TryGetIfEnabled(assetPair.QuotingAssetId);
if (!_requestValidator.ValidateAsset(assetPair, order.Asset, baseAsset, quotingAsset, out badRequestModel))
{
return(BadRequest(badRequestModel));
}
var straight = order.Asset == baseAsset.Id || order.Asset == baseAsset.DisplayId;
var asset = straight ? baseAsset : quotingAsset;
var volume = order.Volume;
var minVolume = straight ? assetPair.MinVolume : assetPair.MinInvertedVolume;
if (!_requestValidator.ValidateVolume(volume, minVolume, asset.DisplayId, out badRequestModel))
{
return(BadRequest(badRequestModel));
}
var walletId = User.GetUserId();
var response = await _matchingEngineAdapter.PlaceMarketOrderAsync(
clientId : walletId,
assetPair : assetPair,
orderAction : order.OrderAction,
volume : volume,
straight : straight,
reservedLimitVolume : null);
if (response.Error != null)
{
return(BadRequest(response));
}
return(Ok(response.Result));
}
public void MONumerousTradesCandleTest()
{
(var newMinSellPrice, var newMaxBuyPrice) = newMinMaxPrices();
for (var i = 0; i < partialCount; i++)
{
var requestSell = new PlaceLimitOrderModel()
{
Price = newMinSellPrice + i / Math.Pow(10, 5), AssetPairId = AssetPairId, OrderAction = OrderAction.Sell, Volume = tradingVolume
};
var responseSell = hft.Orders.PostOrdersLimitOrder(requestSell, ApiKey);
responseSell.Validate.StatusCode(HttpStatusCode.OK);
}
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(7));
hft.OrderBooks.GetOrderBooks(AssetPairId);
var requestBuy = new PlaceMarketOrderModel()
{
AssetPairId = AssetPairId, OrderAction = OrderAction.Buy, Volume = tradingVolume * partialCount, Asset = FirstAssetId
};
var responseBuy = hft.Orders.PostOrdersMarket(requestBuy, SecondWalletApiKey);
responseBuy.Validate.StatusCode(HttpStatusCode.OK);
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(7));
var candlesTrades = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Trades, CandleTimeInterval.Minute, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesAsk = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Ask, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesBid = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Bid, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
Assert.Multiple(() =>
{
Assert.That(candlesTrades.History.Select(c => Decimal(c.High)), Does.Contain(Decimal(newMinSellPrice) + Decimal((partialCount - 1) / Math.Pow(10, 5))), "Unexpected max price");
Assert.That(candlesTrades.History.Select(c => Decimal(c.Low)), Does.Contain(Decimal(newMinSellPrice)), "Unexpected low price");
Assert.That(candlesTrades.History.Select(c => Decimal(c.TradingVolume)), Does.Contain(Decimal(tradingVolume) * Decimal(partialCount)), "does not contain trading volume");
});
}
public void PostOrdersMarketBuyTest()
{
var request = new PlaceLimitOrderModel()
{
Price = 100, AssetPairId = AssetPair, OrderAction = OrderAction.Sell, Volume = 3.2
};
var response = hft.Orders.PostOrdersLimitOrder(request, SecondWalletApiKey);
response.Validate.StatusCode(HttpStatusCode.OK);
var requestBuy = new PlaceMarketOrderModel()
{
Asset = FirstAssetId, AssetPairId = AssetPair, OrderAction = OrderAction.Buy, Volume = 3.1
};
var responseBuy = hft.Orders.PostOrdersMarket(requestBuy, ApiKey);
Assert.That(responseBuy.GetResponseObject().Price, Is.Not.Null);
}
public void PostOrdersMarketTest()
{
var request = new PlaceLimitOrderModel()
{
Price = 10, AssetPairId = AssetPair, OrderAction = OrderAction.Sell, Volume = 3.2
};
var response = hft.Orders.PostOrdersLimitOrder(request, SecondWalletApiKey);
response.Validate.StatusCode(HttpStatusCode.OK);
var requestSell = new PlaceMarketOrderModel()
{
Asset = FirstAssetId, AssetPairId = AssetPair, OrderAction = OrderAction.Buy, Volume = 2.3
};
var responseSell = hft.Orders.PostOrdersMarket(requestSell, ApiKey);
responseSell.Validate.StatusCode(HttpStatusCode.OK);
}
// Market order
protected IResponse <MarketOrderResponseModel> CreateAndValidateMarketOrder(
string assetId,
string assetPairId,
OrderAction orderAction,
double volume,
string apiKey,
HttpStatusCode statusCode = HttpStatusCode.OK)
{
var request = new PlaceMarketOrderModel()
{
Asset = assetId,
AssetPairId = assetPairId,
OrderAction = orderAction,
Volume = volume
};
return(hft.Orders.PostOrdersMarket(request, apiKey)
.Validate
.StatusCode(statusCode));
}
public void LOSellPartiallyMarketOrderExecutionCandleTest()
{
(var newMinSellPrice, var newMaxBuyPrice) = newMinMaxPrices();
var requestSell = new PlaceLimitOrderModel()
{
Price = newMinSellPrice, AssetPairId = AssetPairId, OrderAction = OrderAction.Sell, Volume = tradingVolume * partialCount
};
var responseSell = hft.Orders.PostOrdersLimitOrder(requestSell, ApiKey);
responseSell.Validate.StatusCode(HttpStatusCode.OK);
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(7));
var requestBuy = new PlaceMarketOrderModel()
{
AssetPairId = AssetPairId, OrderAction = OrderAction.Buy, Volume = tradingVolume, Asset = FirstAssetId
};
for (var i = 0; i < partialCount; i++)
{
var responseBuy = hft.Orders.PostOrdersMarket(requestBuy, SecondWalletApiKey);
responseBuy.Validate.StatusCode(HttpStatusCode.OK);
}
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(7));
var candlesTrades = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Trades, CandleTimeInterval.Minute, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesAsk = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Ask, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
var candlesBid = lykkeApi.CandleHistory.GetCandleHistory(AssetPairId, CandlePriceType.Bid, CandleTimeInterval.Sec, fromMoment, DateTime.Now.ToUniversalTime()).GetResponseObject();
Assert.Multiple(() =>
{
Assert.That(candlesTrades.History.Select(c => Decimal(c.Close)), Does.Contain(Decimal(newMinSellPrice)), "Close price does not contain new min sell price");
Assert.That(candlesTrades.History.Select(c => Decimal(c.TradingVolume)), Does.Contain(Decimal(tradingVolume) * Decimal(partialCount)), "does not contain trading volume");
Assert.That(candlesTrades.History.Select(c => Decimal(c.TradingOppositeVolume)), Does.Contain((Decimal(tradingVolume) * Decimal(newMinSellPrice) * partialCount)), "does not contain trading volume * sell price");
});
}
public async Task PlaceMarketOrder()
{
var client = GetClient <IOrdersApi>();
var order = new PlaceMarketOrderModel
{
Asset = "BTC",
AssetPairId = "BTCUSD",
OrderAction = GetRandomItem(_actions),
Volume = 0.001m
};
var result = await client.PlaceMarketOrder(order).TryExecute();
if (result.Success)
{
result.Result.Price.Should().BeGreaterThan(0d);
}
else
{
result.Error.Should().NotBeNull();
}
}
