public void Init()
 {
     instance = new WalletApi();
 }
Exemplo n.º 2
0
        public void Run()
        {
            const string settle   = "usdt";
            const string contract = "BTC_USDT";

            Configuration config = new Configuration
            {
                BasePath    = _runConfig.HostUsed,
                ApiV4Key    = _runConfig.ApiKey,
                ApiV4Secret = _runConfig.ApiSecret,
            };

            FuturesApi futuresApi = new FuturesApi(config);

            // update position leverage
            const string leverage = "3";

            futuresApi.UpdatePositionLeverage(settle, contract, leverage);

            // retrieve position information
            long positionSize = 0L;

            try
            {
                Position position = futuresApi.GetPosition(settle, contract);
                positionSize = position.Size;
            }
            catch (GateApiException e)
            {
                // ignore no position error
                if (!"POSITION_NOT_FOUND".Equals(e.ErrorLabel))
                {
                    throw;
                }
            }

            // set order size
            Contract futuresContract = futuresApi.GetFuturesContract(settle, contract);
            long     orderSize       = 10L;

            if (futuresContract.OrderSizeMin > orderSize)
            {
                orderSize = futuresContract.OrderSizeMin;
            }

            if (positionSize < 0)
            {
                // if short, set size to negative
                orderSize = -orderSize;
            }

            // example to update risk limit
            string riskLimit =
                (Convert.ToDecimal(futuresContract.RiskLimitBase) + Convert.ToDecimal(futuresContract.RiskLimitStep))
                .ToString(CultureInfo.InvariantCulture);

            futuresApi.UpdatePositionRiskLimit(settle, contract, riskLimit);

            // retrieve last price to calculate margin needed
            List <FuturesTicker> tickers = futuresApi.ListFuturesTickers(settle, contract);

            Debug.Assert(tickers.Count == 1);
            string lastPrice = tickers[0].Last;

            Console.WriteLine("last price of contract {0}: {1}", contract, lastPrice);

            decimal margin = decimal.Round(orderSize * Convert.ToDecimal(lastPrice) *
                                           Convert.ToDecimal(futuresContract.QuantoMultiplier) / Convert.ToDecimal(leverage) * 1.1m, 8,
                                           MidpointRounding.AwayFromZero);

            Console.WriteLine("needs margin amount: " + margin.ToString(CultureInfo.InvariantCulture));

            // if balance not enough, transfer from spot account
            string available = "0";

            try
            {
                available = futuresApi.ListFuturesAccounts(settle).Available;
            }
            catch (GateApiException e)
            {
                if (!"USER_NOT_FOUND".Equals(e.ErrorLabel))
                {
                    throw;
                }
            }
            Console.WriteLine("Futures account available: {0} {1}", available, settle.ToUpper());
            if (Convert.ToDecimal(available).CompareTo(margin) < 0)
            {
                if (_runConfig.UseTestNet)
                {
                    Console.Error.WriteLine("TestNet account balance not enough, make a transferal on web");
                    return;
                }
                Transfer transfer = new Transfer(currency: settle.ToUpper(), amount: margin.ToString(CultureInfo.InvariantCulture))
                {
                    From = Transfer.FromEnum.Spot,
                    To   = Transfer.ToEnum.Futures,
                };
                WalletApi walletApi = new WalletApi(config);
                walletApi.Transfer(transfer);
            }

            // example to cancel all open orders in contract
            futuresApi.CancelFuturesOrders(settle, contract, "");

            FuturesOrder futuresOrder = new FuturesOrder(contract)
            {
                Size  = orderSize,
                Price = "0",
                Tif   = FuturesOrder.TifEnum.Ioc,
            };

            FuturesOrder orderResponse;

            try
            {
                orderResponse = futuresApi.CreateFuturesOrder(settle, futuresOrder);
            }
            catch (GateApiException e)
            {
                Console.Error.WriteLine(e);
                return;
            }
            Console.WriteLine("Order {0} created with status {1}", orderResponse.Id, orderResponse.Status);
            if (FuturesOrder.StatusEnum.Open.Equals(orderResponse.Status))
            {
                FuturesOrder order = futuresApi.GetFuturesOrder(settle, orderResponse.Id.ToString());
                Console.WriteLine("Order {0} status {1}, total size {2}, left {3}", order.Id, order.Status, order.Size,
                                  order.Left);
                futuresApi.CancelFuturesOrder(settle, order.Id.ToString());
                Console.WriteLine("order {0} cancelled", order.Id);
            }
            else
            {
                List <MyFuturesTrade> orderTrades = futuresApi.GetMyTrades(settle, contract, orderResponse.Id);
                Debug.Assert(orderTrades.Count > 0);
                long tradeSize = 0L;
                foreach (MyFuturesTrade t in orderTrades)
                {
                    Debug.Assert(t.OrderId != null && t.OrderId.Equals(orderResponse.Id.ToString()));
                    tradeSize += t.Size;
                    Console.WriteLine("order {0} filled size {1} with price {2}", t.OrderId, t.Size, t.Price);
                }
                Debug.Assert(tradeSize == orderSize);

                // example to update position margin
                futuresApi.UpdatePositionMargin(settle, contract, "0.01");
            }
        }
 public HomeController(WalletApi walletApi, InterestCalculatorApi interestApi, IDictionary <string, decimal> interestRates)
 {
     _walletApi     = walletApi;
     _interestApi   = interestApi;
     _interestRates = interestRates;
 }
Exemplo n.º 4
0
        public void Run()
        {
            const string currencyPair = "BTC_USDT";
            string       currency     = currencyPair.Split('_')[1];

            Configuration config = new Configuration
            {
                // Setting basePath is optional. It defaults to https://api.gateio.ws/api/v4
                BasePath    = _runConfig.HostUsed,
                ApiV4Key    = _runConfig.ApiKey,
                ApiV4Secret = _runConfig.ApiSecret,
            };

            SpotApi   spotApi   = new SpotApi(config);
            MarginApi marginApi = new MarginApi(config);
            WalletApi walletApi = new WalletApi(config);

            List <Ticker> tickers = spotApi.ListTickers(currencyPair);

            Debug.Assert(tickers.Count == 1);
            string lastPrice = tickers[0].Last;

            Debug.Assert(lastPrice != null);
            Console.WriteLine("currency pair {0} last price: {1}", currencyPair, lastPrice);

            List <MarginCurrencyPair> pairs = marginApi.ListMarginCurrencyPairs();
            MarginCurrencyPair        pair  = pairs.Find(p => currencyPair.Equals(p.Id));
            decimal loanAmount = pair.MinQuoteAmount == null ? 0 : Convert.ToDecimal(pair.MinQuoteAmount);

            if (pair.MinBaseAmount != null)
            {
                decimal minLoanAmount = Convert.ToDecimal(pair.MinBaseAmount) * Convert.ToDecimal(lastPrice);
                if (loanAmount.CompareTo(minLoanAmount) < 0)
                {
                    loanAmount = minLoanAmount;
                }
            }
            Console.WriteLine("minimum loan amount in currency pair {0}: {1} {2}", currencyPair, loanAmount, currency);

            // example to lend
            Random random = new Random();
            List <FundingAccount> fundingAccounts = marginApi.ListFundingAccounts(currency);
            decimal lendAmount = decimal.Round(loanAmount + Convert.ToDecimal(random.NextDouble()), 8,
                                               MidpointRounding.AwayFromZero);

            if (fundingAccounts.Count == 1 && Convert.ToDecimal(fundingAccounts[0].Available).CompareTo(lendAmount) >= 0)
            {
                // lend with maximum rate
                Loan lendingLoan = new Loan(currency: currency, amount: lendAmount.ToString(CultureInfo.InvariantCulture))
                {
                    AutoRenew = false,
                    Days      = 10,
                    Rate      = "0.002",
                    Side      = Loan.SideEnum.Lend,
                };
                Loan createdLoan = marginApi.CreateLoan(lendingLoan);
                Console.WriteLine("place a lending loan {0} with currency {1}, rate {2}, amount {3}", createdLoan.Id,
                                  createdLoan.Currency, createdLoan.Rate, createdLoan.Amount);

                Loan loanResult = marginApi.GetLoan(createdLoan.Id, "lend");
                if (Loan.StatusEnum.Loaned.Equals(loanResult.Status))
                {
                    List <LoanRecord> records = marginApi.ListLoanRecords(loanResult.Id);
                    foreach (LoanRecord r in records)
                    {
                        Console.WriteLine("Loan {0} is borrowed with record ID {1}, amount {2}, current status: {3}",
                                          r.LoanId, r.Id, r.Amount, r.Status);
                    }
                }
                else
                {
                    marginApi.CancelLoan(createdLoan.Id, currency);
                    Console.WriteLine("Lending loan {0} is cancelled", createdLoan.Id);
                }
            }

            decimal margin = decimal.Round(loanAmount / (Convert.ToDecimal(pair.Leverage) - 1), 8,
                                           MidpointRounding.AwayFromZero);
            List <MarginAccount> accounts = marginApi.ListMarginAccounts(currencyPair);

            Debug.Assert(accounts.Count == 1);
            decimal available = Convert.ToDecimal(accounts[0].Quote.Available);

            Console.WriteLine("Available margin balance of currency {0} in currency pair {1}: {2}", currency, currencyPair, available);

            if (margin.CompareTo(available) > 0)
            {
                // margin balance not enough, transfer to margin account
                Transfer transfer = new Transfer(currency: currency, amount: (margin - available).ToString(CultureInfo.InvariantCulture))
                {
                    CurrencyPair = currencyPair,
                    Currency     = currency,
                    From         = Transfer.FromEnum.Spot,
                    To           = Transfer.ToEnum.Margin,
                };
                walletApi.Transfer(transfer);
                Console.WriteLine("Transferred {0} {1} to margin account in currency pair {2}", transfer.Amount,
                                  transfer.Currency, transfer.CurrencyPair);
            }

            // find minimum rate available
            decimal minRate = marginApi.ListFundingBook(currency)
                              .FindAll(x => loanAmount.CompareTo(Convert.ToDecimal(x.Amount)) < 0)
                              .Min(x => Convert.ToDecimal(x.Rate));
            // example to borrow with minimum loan rate
            decimal borrowAmount = decimal.Round(loanAmount + Convert.ToDecimal(random.NextDouble()), 8,
                                                 MidpointRounding.AwayFromZero);
            Loan loan = new Loan(currency: currency, amount: borrowAmount.ToString(CultureInfo.InvariantCulture))
            {
                Side         = Loan.SideEnum.Borrow,
                Rate         = minRate.ToString(CultureInfo.InvariantCulture),
                Days         = 10,
                CurrencyPair = currencyPair,
            };
            Loan borrowed = marginApi.CreateLoan(loan);

            Console.WriteLine("Borrowed {0} {1} in currency pair {2} with rate {3}, id {4}", borrowed.Amount,
                              borrowed.Currency, borrowed.CurrencyPair, borrowed.Rate, borrowed.Id);
            Debug.Assert(borrowed.Status == Loan.StatusEnum.Loaned);

            // create margin order
            string orderAmount = spotApi.GetCurrencyPair(currencyPair).MinQuoteAmount;
            Order  order       = new Order(currencyPair: currencyPair, amount: orderAmount ?? "1", price: lastPrice)
            {
                Account    = Order.AccountEnum.Margin,
                AutoBorrow = false,
                Side       = Order.SideEnum.Sell,
            };

            try
            {
                Order createdOrder = spotApi.CreateOrder(order);
                Console.WriteLine("order created with id {0}, status {1}", createdOrder.Id, createdOrder.Status);
            }
            catch (GateApiException e)
            {
                Console.Error.WriteLine("failed to create margin order: {0}", e);
            }

            RepayRequest repayRequest = new RepayRequest(currencyPair, currency, RepayRequest.ModeEnum.All);

            marginApi.RepayLoan(borrowed.Id, repayRequest);
            foreach (Repayment r in marginApi.ListLoanRepayments(borrowed.Id))
            {
                Console.WriteLine("loan {0} repaid {1} with interest {2}", borrowed.Id, r.Principal, r.Interest);
            }
        }
 public HomeController()
 {
     _api = new WalletApi();
 }