private Report GenerateTradesHistoryReport(ReportRequestParameters reportRequestParameters)
{
var report = new Report();
report.AddColumn("Date", ComparingType.DateTime);
report.AddColumn("Market", ComparingType.String);
report.AddColumn("Trade id", ComparingType.Long);
report.AddColumn("Order id", ComparingType.Long);
report.AddColumn("Client order id", ComparingType.String);
report.AddColumn("Side", ComparingType.String);
report.AddColumn("Amount", ComparingType.Double);
report.AddColumn("Price", ComparingType.Double);
report.AddColumn("Total", ComparingType.String);
report.AddColumn("Fee", ComparingType.String);
report.AddColumn("Rebate", ComparingType.String);
string symbolName = null;
var settingItem = reportRequestParameters.ReportType.Settings.GetItemByName(REPORT_TYPE_PARAMETER_SYMBOL);
if (settingItem?.Value is Symbol symbol)
{
symbolName = symbol.Id;
}
if (string.IsNullOrEmpty(symbolName) || !this.symbolsCache.TryGetValue(symbolName, out var hitSymbol))
{
return(report);
}
if (!this.TryGetReportFromTo(reportRequestParameters.ReportType.Settings, out var from, out var to))
{
return(report);
}
var tradesHistory = new List <HitUserTrade>();
while (from < to)
{
var trades = this.CheckHitResponse(this.restApi.GetUserTradesHistoryByTimestampAsync(symbolName, from: from, till: to, limit: ORDERS_HISTORY_LIMIT, cancellationToken: reportRequestParameters.CancellationToken).Result, out var error);
if (trades == null || error != null || trades.Length == 0)
{
break;
}
tradesHistory.AddRange(trades);
to = trades.Last().Timestamp.AddTicks(-1);
if (trades.Length < TRADES_HISTORY_LIMIT)
{
break;
}
}
foreach (var trade in tradesHistory)
{
double fee = (double)(trade.Fee > 0 ? trade.Fee * -1m : 0m);
double rebate = (double)(trade.Fee > 0 ? 0m : trade.Fee * -1m);
double total = (double)(trade.Price * trade.Quantity);
var row = new ReportRow();
row.AddCell(trade.Timestamp, new DateTimeFormatterDescription(trade.Timestamp));
row.AddCell(trade.Symbol);
row.AddCell(trade.Id);
row.AddCell(trade.OrderId);
row.AddCell(trade.ClientOrderId);
row.AddCell(trade.Side.ToString());
row.AddCell((double)trade.Quantity, new VolumeFormattingDescription((double)trade.Quantity, trade.Symbol));
row.AddCell((double)trade.Price, new PriceFormattingDescription((double)trade.Price, trade.Symbol));
row.AddCell(total, new AssetFormattingDescription(hitSymbol.FeeCurrency, total));
row.AddCell(fee, new AssetFormattingDescription(hitSymbol.FeeCurrency, fee));
row.AddCell(rebate, new AssetFormattingDescription(hitSymbol.FeeCurrency, rebate));
report.Rows.Add(row);
}
return(report);
}
private Report GenerateTransactionsReport(ReportRequestParameters reportRequestParameters)
{
var report = new Report();
report.AddColumn("Date", ComparingType.DateTime);
report.AddColumn("Created at", ComparingType.DateTime);
report.AddColumn("Id", ComparingType.String);
report.AddColumn("Type", ComparingType.String);
report.AddColumn("Currency", ComparingType.String);
report.AddColumn("Amount", ComparingType.Double);
report.AddColumn("Fee", ComparingType.Double);
report.AddColumn("Hash", ComparingType.String);
report.AddColumn("Address", ComparingType.String);
report.AddColumn("Index", ComparingType.Long);
report.AddColumn("Status", ComparingType.String);
if (!this.TryGetReportFromTo(reportRequestParameters.ReportType.Settings, out var from, out var to))
{
return(report);
}
var transactionsHistory = new List <HitTransaction>();
while (from < to)
{
var transactions = this.CheckHitResponse(this.restApi.GetTransactionsHistoryByTimestampAsync(from: from, till: to, limit: ORDERS_HISTORY_LIMIT, cancellationToken: reportRequestParameters.CancellationToken).Result, out var error);
if (transactions == null || error != null || transactions.Length == 0)
{
break;
}
transactionsHistory.AddRange(transactions);
to = transactions.Last().CreatedAt.AddTicks(-1);
if (transactions.Length < TRANSACTIONS_HISTORY_LIMIT)
{
break;
}
}
foreach (var transaction in transactionsHistory)
{
string type = "";
switch (transaction.Type)
{
case HitTransactionType.BankToExchange:
type = "Transfer to trading account";
break;
case HitTransactionType.ExchangeToBank:
type = "Transfer to main accout";
break;
default:
type = transaction.Type.ToString();
break;
}
var row = new ReportRow();
row.AddCell(transaction.UpdatedAt, new DateTimeFormatterDescription(transaction.UpdatedAt));
row.AddCell(transaction.CreatedAt, new DateTimeFormatterDescription(transaction.CreatedAt));
row.AddCell(transaction.Id);
row.AddCell(type);
row.AddCell(transaction.Currency);
row.AddCell((double)transaction.Amount);
row.AddCell((double)transaction.Fee);
row.AddCell(transaction.Hash);
row.AddCell(transaction.Address);
row.AddCell(transaction.Index);
row.AddCell(transaction.Status.ToString());
report.Rows.Add(row);
}
return(report);
}
private Report GenerateOrdersHistoryReport(ReportRequestParameters reportRequestParameters)
{
var report = new Report();
report.AddColumn("Date", ComparingType.DateTime);
report.AddColumn("Created", ComparingType.DateTime);
report.AddColumn("Market", ComparingType.String);
report.AddColumn("Order id", ComparingType.Long);
report.AddColumn("Client order id", ComparingType.String);
report.AddColumn("Side", ComparingType.String);
report.AddColumn("Order type", ComparingType.String);
report.AddColumn("Price", ComparingType.Double);
report.AddColumn("Stop price", ComparingType.Double);
report.AddColumn("Amount", ComparingType.Double);
report.AddColumn("Executed", ComparingType.Double);
report.AddColumn("Time in force", ComparingType.String);
report.AddColumn("Status", ComparingType.String);
string symbolName = null;
var settingItem = reportRequestParameters.ReportType.Settings.GetItemByName(REPORT_TYPE_PARAMETER_SYMBOL);
if (settingItem?.Value is Symbol symbol)
{
symbolName = symbol.Id;
}
if (!this.TryGetReportFromTo(reportRequestParameters.ReportType.Settings, out var from, out var to))
{
return(report);
}
var ordersHistory = new List <HitOrder>();
while (from < to)
{
var orders = this.CheckHitResponse(this.restApi.GetOrdersHistoryAsync(symbolName, from: from, till: to, limit: ORDERS_HISTORY_LIMIT, cancellationToken: reportRequestParameters.CancellationToken).Result, out var error);
if (orders == null || error != null || orders.Length == 0)
{
break;
}
ordersHistory.AddRange(orders);
to = orders.Last().CreatedAt.AddTicks(-1);
if (orders.Length < ORDERS_HISTORY_LIMIT)
{
break;
}
}
foreach (var order in ordersHistory)
{
double price = 0d;
double stopPrice = 0d;
if (order.OrderType == HitOrderType.Limit || order.OrderType == HitOrderType.StopLimit)
{
price = (double)order.Price;
}
if (order.OrderType == HitOrderType.StopMarket || order.OrderType == HitOrderType.StopLimit)
{
stopPrice = (double)order.StopPrice;
}
var row = new ReportRow();
row.AddCell(order.UpdatedAt, new DateTimeFormatterDescription(order.UpdatedAt));
row.AddCell(order.CreatedAt, new DateTimeFormatterDescription(order.CreatedAt));
row.AddCell(order.Symbol);
row.AddCell(order.Id);
row.AddCell(order.ClientOrderId);
row.AddCell(order.Side.ToString());
row.AddCell(this.ConvertOrderType(order.OrderType));
row.AddCell(price, new PriceFormattingDescription(price, order.Symbol));
row.AddCell(stopPrice, new PriceFormattingDescription(stopPrice, order.Symbol));
row.AddCell(order.Quantity, new VolumeFormattingDescription((double)order.Quantity, order.Symbol));
row.AddCell(order.CumulativeQuantity, new VolumeFormattingDescription((double)order.CumulativeQuantity, order.Symbol));
row.AddCell(this.ConvertTimeInForce(order.TimeInForce).ToString());
row.AddCell(this.ConvertOrderStatus(order.Status).ToString());
report.Rows.Add(row);
}
return(report);
}