// K线
public List <OkexKLineData> getKLineData(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexKLineType klType)
{
List <OkexKLineData> kLines = new List <OkexKLineData>();
string str = getRequest.future_kline(OkexDefValueConvert.getInstrumentStr(instrument),
OkexDefValueConvert.getKLineTypeStr(klType),
OkexDefValueConvert.getContractTypeStr(contract), "", "");
JArray arr = JArray.Parse(str);
foreach (var item in arr)
{
JArray klArr = JArray.Parse(item.ToString());
OkexKLineData kld = new OkexKLineData();
kld.timestamp = (long)klArr[0];
kld.open = (double)klArr[1];
kld.high = (double)klArr[2];
kld.low = (double)klArr[3];
kld.close = (double)klArr[4];
kld.volume = (long)klArr[5];
kld.refValue = (double)klArr[6];
kLines.Add(kld);
}
return(kLines);
}
protected long getPositionByContract(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexFutureTradeDirectionType direction)
{
return(OkexFutureTrader.Instance.getHoldPositionAmount(instrument, contract, direction));
}
public void cancelAsync(OkexFutureInstrumentType instrument, OkexFutureContractType contract, long orderID, HttpAsyncReq.ResponseCallback callback)
{
postRequest.future_cancel_async(OkexDefValueConvert.getInstrumentStr(instrument), OkexDefValueConvert.getContractTypeStr(contract),
orderID.ToString(), callback);
}
public static string getCoinName(OkexFutureInstrumentType instrument)
{
return(coinName[(int)instrument]);
}
public static string getInstrumentStr(OkexFutureInstrumentType instrument)
{
return(instrumentQuotationName[(int)instrument]);
}
public MarketDataUpdater(OkexFutureInstrumentType inst, OkexFutureContractType cntr)
{
m_instrument = inst;
m_contract = cntr;
}
public void trade(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
double price, long volume, OkexContractTradeType type, uint leverRate = 10)
{
FutureTradeMgr.Instance.trade(this, instrument, contract, price, volume, type, leverRate);
}
private int genTargetID(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
return((int)instrument * 10000 + (int)contract);
}
public FutureTradeEntity(OkexFutureInstrumentType instrument, OkexFutureContractType contract, long queryInterval = 1000) : base(queryInterval)
{
m_instrument = instrument;
m_contract = contract;
}
