private void OXchange()
{
if (Xchange != null)
{
Xchange.Invoke(this, new EventArgs());
}
}
public SocketMsgPack(Guid id, Xchange xchange, object data, long timestamp)
{
Id = id;
Exchange = xchange;
Data = data;
Timestamp = timestamp;
}
public SetLeverage(Guid id, Xchange exchange, Guid accountID, string symbol, decimal leverage)
{
Id = id == default ? Guid.NewGuid() : id;
Exchange = exchange;
AccountId = accountID;
Symbol = symbol;
Leverage = leverage;
}
public CancelOrder(Guid id, Xchange exchange, Guid accountId, string orderId, string symbol)
{
Id = id == default ? Guid.NewGuid() : id;
Exchange = exchange;
AccountId = accountId;
OrderId = orderId;
Symbol = symbol;
}
public ApiKeySet(Guid id, Xchange exchange, string apiKey, string secret, Env env = Env.Test)
{
Id = id.ToString() == string.Empty ? Guid.NewGuid() : id;
Exchange = exchange;
ApiKey = apiKey;
ApiSecret = secret;
Env = env;
}
/// <summary>
/// Updates Instrument CacheInstances
/// </summary>
/// <param name="exchange"></param>
/// <param name="symbol"></param>
/// <param name="instrumentDto"></param>
/// <returns></returns>
public long Update(Guid id, Xchange exchange, string symbol, long timeStamp, Instrument instrumentDto)
{
var keyString = $"{exchange}{symbol}{id}";
var cacheObject = _instrumentStore.GetInstrument(keyString, id, exchange, symbol);
cacheObject.Update(timeStamp, instrumentDto);
Set(keyString, cacheObject);
return(cacheObject.Timestamp);
}
public SocketUpdatePack(Guid id, Xchange xchange, object insert, object update, object delete, long timestamp)
{
Id = id;
Exchange = xchange;
Insert = insert;
Update = update;
Delete = delete;
Timestamp = timestamp;
}
public OrderPutRequestDto(Guid accountId, Xchange exchange, string symbol, string orderId, decimal?qty, decimal?price)
{
AccountId = accountId;
Exchange = exchange;
Symbol = symbol;
OrderId = orderId;
Qty = qty;
Price = price;
}
public UpdateOrder(Guid id, Xchange exchange, Guid accountId, string orderID, string symbol, decimal?price, decimal?amount)
{
Id = id == default ? Guid.NewGuid() : id;
Exchange = exchange;
AccountId = accountId;
OrderId = orderID;
Symbol = symbol;
Price = price;
Amount = amount;
}
public OrderPostRequestDto(Guid accountId, Xchange exchange, string symbol, decimal?qty, decimal?price, OrderSide?side, OrderType ordType, TimeInForce tif, IEnumerable <ExecInst> execs)
{
AccountId = accountId;
Exchange = exchange;
Symbol = symbol;
Quantity = qty;
Price = price;
Side = side;
OrdType = ordType;
TimeInForce = tif;
Execs = execs;
}
public CreateOrder(Guid id, Xchange exchange, Guid accountId, string symbol, decimal?price, decimal?amount, OrderType?type, TimeInForce?tif, OrderSide?side = null)
{
Id = id == default ? Guid.NewGuid() : id;
Exchange = exchange;
AccountId = accountId;
Symbol = symbol;
Price = price;
Amount = amount;
OrderType = type;
TimeInForce = tif;
Side = side;
}
public long Get(Xchange exchange)
{
switch (exchange)
{
case Xchange.ByBit:
return(DateTimeOffset.UtcNow.ToUnixTimeMilliseconds());
case Xchange.BitMex:
return((long)(DateTime.UtcNow - EpochTime).TotalSeconds + LifetimeSeconds);
default:
return(DateTimeOffset.UtcNow.ToUnixTimeMilliseconds() + LifetimeSeconds);
}
}
public async Task <InstrumentDto[]> GetInstrumentAsync(Xchange exchange, string symbol = default) // wont be passed atm
{
var requestDictionary = _descriptorService.GetPublicEndPointUrl(exchange, XchangeHttpOperation.GetInstrument); //
var res = await _restRequestService.SendGetAsync(requestDictionary).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <InstrumentDto[]>(res.Result);
result.Each(f =>
{
f.Exchange = exchange;
f.Timestamp = res.Timestamp;
});
return(result);
}
public async Task <PositionDto> GetPositionAsync(Guid accountId, Xchange exchange, string symbol, CancellationToken token = default)
{
var requestObject = _descriptorService.RequestDictionary(exchange, XchangeHttpOperation.GetPosition, new ObjectDictionary()
{
{ IXchangeDescriptorService.SymbolString, symbol }
});
var response = await _restRequestService.SendRequestObjectAsync(accountId, requestObject, token).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <PositionDto>(response.Result);
result.AccountId = accountId;
result.Exchange = exchange;
result.Timestamp = result.Timestamp;
return(result);
}
public async Task <LeverageDto[]> GetLeverageAsync(Guid accountId, Xchange exchange, CancellationToken token = default)
{
var requestObject = _descriptorService.RequestDictionary(exchange, XchangeHttpOperation.GetLeverage);
var response = await _restRequestService.SendRequestObjectAsync(accountId, requestObject, token).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <LeverageDto[]>(response.Result);
result.Each(p =>
{
p.AccountId = accountId;
p.Exchange = exchange;
p.Timestamp = response.Timestamp;
});
return(result);
}
public async Task UpdateAsync(Guid id, Xchange exchange, string symbol, long timeStamp, OrderBook[] inserts, OrderBook[] updates, OrderBook[] deletes)
{
var keyString = CreateKeyString(id, exchange, symbol);
var cacheObject = Update(keyString: keyString,
id: id,
exchange: exchange,
symbol: symbol,
timeStamp: timeStamp,
inserts: inserts,
updates: updates,
deletes: deletes);
await SetAsync(keyString, cacheObject);
return;
}
public async Task <LeverageDto> PostLeverageAsync(Guid accountId, Xchange exchange, string symbol, decimal leverage, CancellationToken token = default)
{
var route = _descriptorService.RequestDictionary(exchange, XchangeHttpOperation.PostLeverage, new ObjectDictionary()
{
{ IXchangeDescriptorService.LeverageString, (int)leverage },
{ IXchangeDescriptorService.SymbolString, symbol }
});
var response = await _restRequestService.SendRequestObjectAsync(accountId, route, token).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <LeverageDto>(response.Result);
result.AccountId = accountId;
result.Exchange = exchange;
result.Timestamp = result.Timestamp;
return(result);
}
public async Task <MarginDto[]> GetMarginAsync(Guid accountId, Xchange exchange, string currency, CancellationToken token = default)
{
var route = _descriptorService.RequestDictionary(exchange, XchangeHttpOperation.GetMargin, new ObjectDictionary()
{
{ _currencyString, currency }
});
var response = await _restRequestService.SendRequestObjectAsync(accountId, route, token).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <MarginDto[]>(response.Result);
result.Each(p =>
{
p.AccountId = accountId;
p.Exchange = exchange;
p.Timestamp = response.Timestamp;
});
return(result);
}
public async Task <OrderDto[]> DeleteAllOrdersAsync(Xchange exchange, Guid accountId, string symbol, CancellationToken token = default)
{
var route = _descriptorService.RequestDictionary(exchange, XchangeHttpOperation.PostCancelAllOrder, new ObjectDictionary()
{
{ IXchangeDescriptorService.SymbolString, symbol }
});
var res = await _restRequestService.SendRequestObjectAsync(accountId, route, token).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <OrderDto[]>(res.Result);
result.Each(p =>
{
p.AccountId = accountId;
p.Exchange = exchange;
p.Timestamp = res.Timestamp;
});
return(result);
}
public XchangeRequestObject(XchangeDescriptor descriptor, EndPoint endPoint, ObjectDictionary paramDictionary = default)
{
Exchange = (Xchange)descriptor.Id;
Url = endPoint.Url;
Method = endPoint.Method;
ApiKeyString = descriptor.ApiKeyString;
TimeStampString = descriptor.TimeStampString;
SignString = descriptor.SignString;
RequestParameter = new SortedDictionary <string, object>();
if (paramDictionary == default)
{
return;
}
foreach (var p in paramDictionary)
{
Add(endPoint.Parameter[p.Key], paramDictionary[p.Key]);//p.Key is DomainName
}
}
public async Task <OrderDto> DeleteOrderAsync(Xchange exchange, Guid accountId, string symbol, string orderId, CancellationToken token = default)
{
var route = _descriptorService.RequestDictionary(exchange: exchange,
routeKey: XchangeHttpOperation.PostCancelOrder,
paramObjDict: new ObjectDictionary()
{
{ IXchangeDescriptorService.OrderIdString, orderId },
{ IXchangeDescriptorService.SymbolString, symbol }
});
var res = await _restRequestService.SendRequestObjectAsync(accountId, route, token).ConfigureAwait(false);
var result = TypeSerializer.DeserializeFromString <OrderDto>(res.Result);
result.AccountId = accountId;
result.Exchange = exchange;
result.Timestamp = result.Timestamp;
return(result);
}
public Dictionary <long, OrderBook> Get(Guid id, Xchange exchange, string symbol)
=> _orderBookStore.GetOrderBook(key: CreateKeyString(id, exchange, symbol),
id: id,
exchange: exchange,
symbol: symbol)?.OrderBook;
public async Task <Instrument> GetInstrumentAsync(Guid id, Xchange exchange, string symbol)
=> (await GetAsync($"{id}{exchange}{symbol}")).Instrument;
/// <summary>
/// Updates Instrument CacheInstances
/// </summary>
/// <param name="exchange"></param>
/// <param name="symbol"></param>
/// <param name="orderBookDto"></param>
/// <returns></returns>
private OrderBookCacheObject Update(string keyString, Guid id, Xchange exchange, string symbol, long timeStamp, OrderBook[] inserts, OrderBook[] updates, OrderBook[] deletes)
=> _orderBookStore.GetOrderBook(key: keyString, id, exchange, symbol)
.Update(timeStamp: timeStamp,
insert: inserts,
update: updates,
delete: deletes);
public InstrumentCacheObject GetInstrument(string key, Guid id, Xchange exchange, string symbol) => _instrumentCacheObjects.GetValueOrDefault(key, new InstrumentCacheObject(id, exchange, symbol));
private OrderBookCacheObject Insert(string keyString, Guid id, Xchange exchange, string symbol, long timeStamp, OrderBook[] insert) => _orderBookStore.GetOrderBook(key: keyString, id, exchange, symbol) .Insert(timeStamp, insert);
public OrderBookCacheObject(Guid id, Xchange exchange, string symbol)
{
Id = id;
Exchange = exchange;
Symbol = symbol;
}
public void Insert(Guid id, Xchange exchange, string symbol, long timeStamp, OrderBook[] snapShot) => Insert(CreateKeyString(id, exchange, symbol), id, exchange, symbol, timeStamp, snapShot);
public async Task <Dictionary <long, OrderBook> > GetAsync(Guid id, Xchange exchange, string symbol) => (await GetAsync(CreateKeyString(id, exchange, symbol)))?.OrderBook;
public void Update(Guid id, Xchange exchange, string symbol, long timeStamp, OrderBook[] insert, OrderBook[] update, OrderBook[] delete) => Update(CreateKeyString(id, exchange, symbol), id, exchange, symbol, timeStamp, insert, update, delete);