public KrakenOrder CreateClosingOrder(KrakenOrder orderToClose, decimal limitPrice, bool validateOnly = false)
{
KrakenOrder order = new KrakenOrder();
order.Pair = orderToClose.Pair;
order.Type = (orderToClose.Type == "buy") ? "sell" : "buy";
order.OrderType = (KrakenOrderType.stop_loss).ToString().Replace("_", "-");
order.Price = limitPrice;
order.Volume = orderToClose.Volume;
order.OFlags = orderToClose.OFlags;
order.Validate = validateOnly;
return(order);
}
public JsonObject AddOrder(KrakenOrder krakenOrder)
{
return(AddOrder(pair: krakenOrder.Pair,
type: krakenOrder.Type,
ordertype: krakenOrder.OrderType,
volume: krakenOrder.Volume,
price: krakenOrder.Price,
price2: krakenOrder.Price2,
leverage: krakenOrder.Leverage ?? "none",
position: krakenOrder.Position ?? string.Empty,
oflags: krakenOrder.OFlags ?? string.Empty,
starttm: krakenOrder.Starttm ?? string.Empty,
expiretm: krakenOrder.Expiretm ?? string.Empty,
userref: krakenOrder.Userref ?? string.Empty,
validate: krakenOrder.Validate,
close: krakenOrder.Close));
}
public KrakenOrder CreateOpeningOrder(OrderType type, KrakenOrderType orderType, decimal enteringPrice, decimal volume, string pair = "XXBTZEUR", bool viqc = false, bool validateOnly = false)
{
KrakenOrder order = new KrakenOrder();
order.Pair = pair;
order.Type = type.ToString();
order.OrderType = orderType.ToString().Replace("_", "-");
order.Price = enteringPrice;
order.Volume = volume;
if (viqc)
{
order.OFlags = OFlag.viqc.ToString();
}
order.Validate = validateOnly;
return(order);
}
/// <summary>
/// Cancels the order
/// </summary>
/// <param name="order">Order to cancel</param>
/// <returns>CancelOrderResult containing info about eventual success or failure of the request</returns>
public CancelOrderResult CancelOrder(ref KrakenOrder order)
{
CancelOrderResult cancelOrderResult = new CancelOrderResult();
try
{
JsonObject res = client.CancelOrder(order.TxId);
JsonArray error = (JsonArray)res["error"];
if (error.Count() > 0)
{
cancelOrderResult.ResultType = CancelOrderResultType.error;
List <string> errorList = new List <string>();
foreach (var item in error)
{
errorList.Add(item.ToString());
}
cancelOrderResult.Errors = errorList;
return(cancelOrderResult);
}
else
{
JsonObject result = (JsonObject)res["result"];
var count = int.Parse(result["count"].ToString());
var pending = (string)result["pending"];
RefreshOrder(ref order);
cancelOrderResult.ResultType = CancelOrderResultType.success;
cancelOrderResult.OrdersCanceled = count;
cancelOrderResult.OrdersPending = pending;
return(cancelOrderResult);
}
}
catch (Exception ex)
{
cancelOrderResult.ResultType = CancelOrderResultType.exception;
cancelOrderResult.Exception = ex;
return(cancelOrderResult);
}
}
public KrakenOrder CreateOpeningOrder2(OrderType type, KrakenOrderType orderType, decimal enteringPrice, decimal volume, decimal stopPrice, string pair = "XXBTZEUR", bool viqc = false, bool validateOnly = false)
{
KrakenOrder order = new KrakenOrder();
order.Pair = pair;
order.Type = type.ToString();
order.OrderType = orderType.ToString().Replace("_", "-");
order.Price = enteringPrice;
order.Volume = volume;
if (viqc)
{
order.OFlags = OFlag.viqc.ToString();
}
order.Validate = validateOnly;
var closeDictionary = new Dictionary <string, string>();
closeDictionary.Add("ordertype", "stop-loss");
closeDictionary.Add("price", stopPrice.ToString());
closeDictionary.Add("price2", null);
order.Close = closeDictionary;
return(order);
}
public string SellAtLimit()
{
//Checking if the context is correct
if(!playerState.HasFlag(PlayerState.ToSell))
{
return null;
}
//SendingRateCheck
SRM.RateAddition(1);
// change this method if it is different
analysier.SellAverageAndStandardDeviation();
analysier.GetVolumeToSell();
// create the order
KrakenOrder order = new KrakenOrder();
order.Pair = "XBTEUR";
order.Type = "sell";
order.OrderType = "limit";
order.Price = Math.Round(Convert.ToDecimal(analysier.PriceToSellProfit, NumberProvider), 3);
order.Volume = Convert.ToDecimal(analysier.VolumeToSell,NumberProvider);
Console.WriteLine("Sell !!! price:" + order.Price + " ; volume:" + order.Volume);
//Console.ReadKey();
string response = client.AddOrder(order).ToString();
//Get order id from response
// Check response if no error and change status, don't change status otherwise
if(GetOrderIdFromResponse(response) != null)
{
playerState = PlayerState.Selling;
analysier.recorder.GetOpenOrders();
}
return response;
}
/// <summary>
/// Submit an order to Kraken. The order passed by reference will be updated with info set by Kraken.
/// </summary>
/// <param name="order">Order to submit.</param>
/// <param name="wait">If set to true, the function will wait until the order is closed or canceled.</param>
/// <returns>PlaceOrderResult containing info about eventual success or failure of the request</returns>
public PlaceOrderResult PlaceOrder(ref KrakenOrder order, bool wait)
{
PlaceOrderResult placeOrderResult = new PlaceOrderResult();
try
{
JsonObject res = client.AddOrder(order);
JsonArray error = (JsonArray)res["error"];
if (error.Count() > 0)
{
placeOrderResult.ResultType = PlaceOrderResultType.error;
List <string> errorList = new List <string>();
foreach (var item in error)
{
errorList.Add(item.ToString());
}
placeOrderResult.Errors = errorList;
return(placeOrderResult);
}
else
{
JsonObject result = (JsonObject)res["result"];
JsonObject descr = (JsonObject)result["descr"];
JsonArray txid = (JsonArray)result["txid"];
if (txid == null)
{
placeOrderResult.ResultType = PlaceOrderResultType.txid_null;
return(placeOrderResult);
}
else
{
string transactionIds = "";
foreach (var item in txid)
{
transactionIds += item.ToString() + ",";
}
transactionIds = transactionIds.TrimEnd(',');
order.TxId = transactionIds;
if (wait)
{
#region Repeatedly check order status by calling RefreshOrder
bool keepSpinning = true;
while (keepSpinning)
{
RefreshOrderResult refreshOrderResult = RefreshOrder(ref order);
switch (refreshOrderResult.ResultType)
{
case RefreshOrderResultType.success:
switch (order.Status)
{
case "closed":
placeOrderResult.ResultType = PlaceOrderResultType.success;
return(placeOrderResult);
case "pending":
break;
case "open":
break;
case "canceled":
if (order.VolumeExecuted > 0)
{
placeOrderResult.ResultType = PlaceOrderResultType.partial;
return(placeOrderResult);
}
else
{
placeOrderResult.ResultType = PlaceOrderResultType.canceled_not_partial;
return(placeOrderResult);
}
default:
throw new Exception(string.Format("Unknown type of order status: {0}", order.Status));
}
break;
case RefreshOrderResultType.error:
throw new Exception(string.Format("An error occured while trying to refresh the order.\nError List: {0}", refreshOrderResult.Errors.ToString()));
case RefreshOrderResultType.order_not_found:
throw new Exception("An error occured while trying to refresh the order.\nOrder not found");
case RefreshOrderResultType.exception:
throw new Exception("An unexpected exception occured while trying to refresh the order.", refreshOrderResult.Exception);
default:
keepSpinning = false;
break;
}
Thread.Sleep(5000);
}
#endregion
}
placeOrderResult.ResultType = PlaceOrderResultType.success;
return(placeOrderResult);
}
}
}
catch (Exception ex)
{
placeOrderResult.ResultType = PlaceOrderResultType.exception;
placeOrderResult.Exception = ex;
return(placeOrderResult);
}
}
public GetOrderResult GetOpenOrders()
{
GetOrderResult getOrderResult = new GetOrderResult();
try
{
JsonObject res = client.GetOpenOrders();
JsonArray error = (JsonArray)res["error"];
if (error.Count() > 0)
{
getOrderResult.ResultType = GetOrderResultType.error;
List <string> errorList = new List <string>();
foreach (var item in error)
{
errorList.Add(item.ToString());
}
getOrderResult.Errors = errorList;
return(getOrderResult);
}
else
{
JsonObject result = (JsonObject)res["result"];
JsonObject openOrders = (JsonObject)result["open"];
var orderIds = openOrders.Names;
List <KrakenOrder> orderList = new List <KrakenOrder>();
foreach (var id in orderIds)
{
JsonObject orderDetails = (JsonObject)openOrders[id.ToString()];
if (orderDetails == null)
{
getOrderResult.ResultType = GetOrderResultType.error;
return(getOrderResult);
}
else
{
//string pair = orderDetails["pair"].ToString();
string txid = id.ToString();
JsonObject descr = (JsonObject)orderDetails["descr"];
string pair = descr["pair"].ToString();
string type = descr["type"].ToString();
string ordertype = descr["ordertype"].ToString();
string price = descr["price"].ToString();
string price2 = descr["price2"].ToString();
string leverage = descr["leverage"].ToString();
string status = (orderDetails["status"] != null) ? orderDetails["status"].ToString() : null;
string reason = (orderDetails["reason"] != null) ? orderDetails["reason"].ToString() : null;
string openTime = (orderDetails["opentm"] != null) ? orderDetails["opentm"].ToString() : null;
string closeTime = (orderDetails["closetm"] != null) ? orderDetails["closetm"].ToString() : null;
string vol_exec = (orderDetails["vol_exec"] != null) ? orderDetails["vol_exec"].ToString() : null;
string cost = (orderDetails["cost"] != null) ? orderDetails["cost"].ToString() : null;
string fee = (orderDetails["fee"] != null) ? orderDetails["fee"].ToString() : null;
string averagePrice = (orderDetails["price"] != null) ? orderDetails["price"].ToString() : null;
string misc = (orderDetails["misc"] != null) ? orderDetails["misc"].ToString() : null;
string oflags = (orderDetails["oflags"] != null) ? orderDetails["oflags"].ToString() : null;
JsonArray tradesArray = (JsonArray)orderDetails["trades"];
string trades = null;
if (tradesArray != null)
{
foreach (var trade in tradesArray)
{
trades += trade.ToString() + ",";
}
trades = trades.TrimEnd(',');
}
KrakenOrder order = new KrakenOrder();
order.Status = status;
order.Reason = reason;
order.OpenTime = openTime;
order.CloseTime = closeTime;
order.VolumeExecuted = double.Parse(vol_exec);
order.Cost = decimal.Parse(cost);
order.Fee = decimal.Parse(fee);
order.AveragePrice = decimal.Parse(averagePrice);
order.Info = misc;
order.OFlags = oflags;
order.Trades = trades;
orderList.Add(order);
}
}
getOrderResult.Order = orderList.FirstOrDefault();;
getOrderResult.ResultType = GetOrderResultType.success;
return(getOrderResult);
}
}
catch (Exception ex)
{
getOrderResult.ResultType = GetOrderResultType.exception;
getOrderResult.Exception = ex;
return(getOrderResult);
}
}
/// <summary>
/// Call Kraken to update info about order execution.
/// </summary>
/// <param name="order">Order to update</param>
/// <returns>RefreshOrderResult containing info about eventual success or failure of the request</returns>
public RefreshOrderResult RefreshOrder(ref KrakenOrder order)
{
RefreshOrderResult refreshOrderResult = new RefreshOrderResult();
try
{
JsonObject res = client.QueryOrders(order.TxId);
JsonArray error = (JsonArray)res["error"];
if (error.Count() > 0)
{
refreshOrderResult.ResultType = RefreshOrderResultType.error;
List <string> errorList = new List <string>();
foreach (var item in error)
{
errorList.Add(item.ToString());
}
refreshOrderResult.Errors = errorList;
return(refreshOrderResult);
}
else
{
JsonObject result = (JsonObject)res["result"];
JsonObject orderDetails = (JsonObject)result[order.TxId];
if (orderDetails == null)
{
refreshOrderResult.ResultType = RefreshOrderResultType.order_not_found;
return(refreshOrderResult);
}
else
{
string status = (orderDetails["status"] != null) ? orderDetails["status"].ToString() : null;
string reason = (orderDetails["reason"] != null) ? orderDetails["reason"].ToString() : null;
string openTime = (orderDetails["opentm"] != null) ? orderDetails["opentm"].ToString() : null;
string closeTime = (orderDetails["closetm"] != null) ? orderDetails["closetm"].ToString() : null;
string vol_exec = (orderDetails["vol_exec"] != null) ? orderDetails["vol_exec"].ToString() : null;
string cost = (orderDetails["cost"] != null) ? orderDetails["cost"].ToString() : null;
string fee = (orderDetails["fee"] != null) ? orderDetails["fee"].ToString() : null;
string price = (orderDetails["price"] != null) ? orderDetails["price"].ToString() : null;
string misc = (orderDetails["misc"] != null) ? orderDetails["misc"].ToString() : null;
string oflags = (orderDetails["oflags"] != null) ? orderDetails["oflags"].ToString() : null;
JsonArray tradesArray = (JsonArray)orderDetails["trades"];
string trades = null;
if (tradesArray != null)
{
foreach (var item in tradesArray)
{
trades += item.ToString() + ",";
}
trades = trades.TrimEnd(',');
}
order.Status = status;
order.Reason = reason;
order.OpenTime = openTime;
order.CloseTime = closeTime;
order.VolumeExecuted = double.Parse(vol_exec);
order.Cost = decimal.Parse(cost);
order.Fee = decimal.Parse(fee);
order.AveragePrice = decimal.Parse(price);
order.Info = misc;
order.OFlags = oflags;
order.Trades = trades;
refreshOrderResult.ResultType = RefreshOrderResultType.success;
return(refreshOrderResult);
}
}
}
catch (Exception ex)
{
refreshOrderResult.ResultType = RefreshOrderResultType.exception;
refreshOrderResult.Exception = ex;
return(refreshOrderResult);
}
}
public JsonObject AddOrder(KrakenOrder krakenOrder)
{
return AddOrder(pair : krakenOrder.Pair,
type : krakenOrder.Type,
ordertype : krakenOrder.OrderType,
volume : krakenOrder.Volume,
price : krakenOrder.Price,
price2 : krakenOrder.Price2,
leverage : krakenOrder.Leverage??"none",
position : krakenOrder.Position??string.Empty,
oflags : krakenOrder.OFlags??string.Empty,
starttm: krakenOrder.Starttm ?? string.Empty,
expiretm: krakenOrder.Expiretm ?? string.Empty,
userref: krakenOrder.Userref ?? string.Empty,
validate : krakenOrder.Validate,
close : krakenOrder.Close);
}