protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
if (ReadCache("GetSymbols", out List <ExchangeMarket> cachedMarkets))
{
return(cachedMarkets);
}
var markets = new List <ExchangeMarket>();
JToken allPairs = await MakeJsonRequestAsync <JToken>("/public/symbols", BaseUrl);
foreach (JToken pair in allPairs)
{
var market = new ExchangeMarket
{
IsActive = true,
MarketName = NormalizeSymbol(pair["name"].ToStringInvariant()),
};
market.MarketCurrency = pair["base_currency"].ToStringInvariant();
market.BaseCurrency = pair["quote_currency"].ToStringInvariant();
int pricePrecision = pair["price_decimal"].ConvertInvariant <int>();
market.PriceStepSize = (decimal)Math.Pow(0.1, pricePrecision);
int amountPrecision = pair["amount_decimal"].ConvertInvariant <int>();
market.QuantityStepSize = (decimal)Math.Pow(0.1, pricePrecision);
markets.Add(market);
}
WriteCache("GetSymbols", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
if (ReadCache("GetSymbols", out List <ExchangeMarket> cachedMarkets))
{
return(cachedMarkets);
}
var markets = new List <ExchangeMarket>();
JToken allPairs = await MakeJsonRequestAsync <JToken>("/public/symbol", BaseUrl);
foreach (JToken pair in allPairs)
{
var market = new ExchangeMarket
{
IsActive = true,
MarketName = pair["id"].ToStringInvariant()
};
market.MarketCurrency = pair["baseCurrency"].ToStringInvariant();
market.BaseCurrency = pair["quoteCurrency"].ToStringInvariant();
market.QuantityStepSize = pair["quantityIncrement"].ConvertInvariant <decimal>();
market.PriceStepSize = pair["tickSize"].ConvertInvariant <decimal>();
markets.Add(market);
}
WriteCache("GetSymbols", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
/// <summary>
/// Get exchange symbols including available metadata such as min trade size and whether the market is active
/// </summary>
/// <returns>Collection of ExchangeMarkets</returns>
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
var markets = new List <ExchangeMarket>();
JToken array = await MakeJsonRequestAsync <JToken>("/public/getmarkets");
// StepSize is 8 decimal places for both price and amount on everything at Bittrex
const decimal StepSize = 0.00000001m;
foreach (JToken token in array)
{
var market = new ExchangeMarket
{
BaseCurrency = token["BaseCurrency"].ToStringUpperInvariant(),
IsActive = token["IsActive"].ConvertInvariant <bool>(),
MarketCurrency = token["MarketCurrency"].ToStringUpperInvariant(),
MarketName = token["MarketName"].ToStringUpperInvariant(),
MinTradeSize = token["MinTradeSize"].ConvertInvariant <decimal>(),
MinPrice = StepSize,
PriceStepSize = StepSize,
QuantityStepSize = StepSize,
MinNotional = 0.0005m
};
markets.Add(market);
}
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
/*
* {"code":0,"data":[{"baseCurrency":1,"collect":"0","isMarginOpen":false,"listDisplay": 0,
* "marginRiskPreRatio": 0,
* "marginRiskRatio": 0,
* "marketFrom": 103,
* "maxMarginLeverage": 0,
* "maxPriceDigit": 8,
* "maxSizeDigit": 6,
* "minTradeSize": 0.00100000,
* "online": 1,
* "productId": 12,
* "quoteCurrency": 0,
* "quoteIncrement": 1E-8,
* "quotePrecision": 4,
* "sort": 10013,
* "symbol": "ltc_btc"
* },
*/
if (ReadCache("GetSymbolsMetadata", out List <ExchangeMarket> markets))
{
return(markets);
}
markets = new List <ExchangeMarket>();
JToken allSymbols = await MakeJsonRequestAsync <JToken>("/markets/products", BaseUrlV2);
foreach (JToken symbol in allSymbols)
{
var marketName = symbol["symbol"].ToStringLowerInvariant();
string[] pieces = marketName.Split('_');
var market = new ExchangeMarket
{
MarketName = marketName,
IsActive = symbol["online"].ConvertInvariant <bool>(),
BaseCurrency = pieces[1],
MarketCurrency = pieces[0],
};
//交易量精度maxSizeDigit
var maxSizeDigit = symbol["maxSizeDigit"].ConvertInvariant <double>();
var quantityStepSize = Math.Pow(10, -maxSizeDigit);
market.QuantityStepSize = quantityStepSize.ConvertInvariant <decimal>();
//价格精度maxPriceDigit
var maxPriceDigit = symbol["maxPriceDigit"].ConvertInvariant <double>();
var priceStepSize = Math.Pow(10, -maxPriceDigit);
market.PriceStepSize = priceStepSize.ConvertInvariant <decimal>();
//最小交易量限制
market.MinTradeSize = symbol["minTradeSize"].ConvertInvariant <decimal>();
markets.Add(market);
}
WriteCache("GetSymbolsMetadata", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
//https://poloniex.com/public?command=returnOrderBook¤cyPair=all&depth=0
/*
* "BTC_CLAM": {
* "asks": [],
* "bids": [],
* "isFrozen": "0",
* "seq": 37268918
* }, ...
*/
var markets = new List <ExchangeMarket>();
Dictionary <string, JToken> lookup = await MakeJsonRequestAsync <Dictionary <string, JToken> >("/public?command=returnOrderBook¤cyPair=all&depth=0");
// StepSize is 8 decimal places for both price and amount on everything at Polo
const decimal StepSize = 0.00000001m;
const decimal minTradeSize = 0.0001m;
foreach (var kvp in lookup)
{
var market = new ExchangeMarket {
MarketName = kvp.Key, IsActive = false
};
string isFrozen = kvp.Value["isFrozen"].ToStringInvariant();
if (string.Equals(isFrozen, "0"))
{
market.IsActive = true;
}
string[] pairs = kvp.Key.Split('_');
if (pairs.Length == 2)
{
market.BaseCurrency = pairs[0];
market.MarketCurrency = pairs[1];
market.PriceStepSize = StepSize;
market.QuantityStepSize = StepSize;
market.MinPrice = StepSize;
market.MinTradeSize = minTradeSize;
}
markets.Add(market);
}
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
if (ReadCache("GetSymbols", out List <ExchangeMarket> cachedMarkets))
{
return(cachedMarkets);
}
var markets = new List <ExchangeMarket>();
JToken allPairs = await MakeJsonRequestAsync <JToken>("/symbols_details", BaseUrlV1);
Match m;
foreach (JToken pair in allPairs)
{
var market = new ExchangeMarket
{
IsActive = true,
MarketName = NormalizeSymbol(pair["pair"].ToStringInvariant()),
MinTradeSize = pair["minimum_order_size"].ConvertInvariant <decimal>()
};
m = Regex.Match(market.MarketName, "^(BTC|USD|ETH|GBP|JPY|EUR|EOS)");
if (m.Success)
{
market.MarketCurrency = m.Value;
market.BaseCurrency = market.MarketName.Substring(m.Length);
}
else
{
m = Regex.Match(market.MarketName, "(BTC|USD|ETH|GBP|JPY|EUR|EOS)$");
if (m.Success)
{
market.MarketCurrency = market.MarketName.Substring(0, m.Index);
market.BaseCurrency = m.Value;
}
else
{
throw new System.IO.InvalidDataException("Unexpected market name: " + market.MarketName);
}
}
int pricePrecision = pair["price_precision"].ConvertInvariant <int>();
market.PriceStepSize = (decimal)Math.Pow(0.1, pricePrecision);
markets.Add(market);
}
WriteCache("GetSymbols", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
List <ExchangeMarket> markets = new List <ExchangeMarket>();
// [ { "coinType": "KCS", "trading": true, "lastDealPrice": 4500,"buy": 4120, "sell": 4500, "coinTypePair": "BTC", "sort": 0,"feeRate": 0.001,"volValue": 324866889, "high": 6890, "datetime": 1506051488000, "vol": 5363831663913, "low": 4500, "changeRate": -0.3431 }, ... ]
JToken token = await MakeJsonRequestAsync <JToken>("/market/open/symbols");
foreach (JToken symbol in token)
{
ExchangeMarket market = new ExchangeMarket()
{
IsActive = symbol["trading"].ConvertInvariant <bool>(),
MarketCurrency = symbol["coinType"].ToStringInvariant(),
BaseCurrency = symbol["coinTypePair"].ToStringInvariant(),
};
market.MarketName = market.MarketCurrency + "-" + market.BaseCurrency;
markets.Add(market);
}
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
var markets = new List <ExchangeMarket>();
JToken products = await MakeJsonRequestAsync <JToken>("/products");
foreach (JToken product in products)
{
var market = new ExchangeMarket
{
MarketName = product["id"].ToStringUpperInvariant(),
BaseCurrency = product["quote_currency"].ToStringUpperInvariant(),
MarketCurrency = product["base_currency"].ToStringUpperInvariant(),
IsActive = string.Equals(product["status"].ToStringInvariant(), "online", StringComparison.OrdinalIgnoreCase),
MinTradeSize = product["base_min_size"].ConvertInvariant <decimal>(),
PriceStepSize = product["quote_increment"].ConvertInvariant <decimal>()
};
markets.Add(market);
}
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
List <ExchangeMarket> markets = new List <ExchangeMarket>();
// {"success": true,"minBtcVolume": 0.0005,"restrictions": [{"currencyPair": "BTC/USD","priceScale": 5}, ... ]}
JToken token = await MakeJsonRequestAsync <JToken>("/exchange/restrictions");
foreach (JToken market in token["restrictions"])
{
var split = market["currencyPair"].ToStringInvariant().Split('/');
var exchangeMarket = new ExchangeMarket
{
MarketName = market["currencyPair"].ToStringInvariant(),
BaseCurrency = split[1],
MarketCurrency = split[0],
IsActive = true,
MinTradeSize = (decimal)market["minLimitQuantity"],
PriceStepSize = (decimal?)(1 / Math.Pow(10, (int)market["priceScale"]))
};
markets.Add(exchangeMarket);
}
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
/*
* {
* "status"
* :
* "ok", "data"
* :
* [{
* "base-currency": "btc",
* "quote-currency": "usdt",
* "price-precision": 2,
* "amount-precision": 4,
* "symbol-partition": "main"
* }, {
* "base-currency": "bch",
* "quote-currency": "usdt",
* "price-precision": 2,
* "amount-precision": 4,
* "symbol-partition": "main"
* },
*
*/
if (ReadCache("GetSymbolsMetadata", out List <ExchangeMarket> markets))
{
return(markets);
}
markets = new List <ExchangeMarket>();
JToken allSymbols = await MakeJsonRequestAsync <JToken>("/common/symbols", BaseUrlV1, null);
//List<HuoBiTradeCoinLimitModel> cacheLimits = IOCacheHelper.Deserialize<List<HuoBiTradeCoinLimitModel>>("HB_TradeCoin_Limits.json") ?? new List<HuoBiTradeCoinLimitModel>();
foreach (var symbol in allSymbols)
{
var marketCurrency = symbol["base-currency"].ToStringLowerInvariant();
var baseCurrency = symbol["quote-currency"].ToStringLowerInvariant();
var price_precision = symbol["price-precision"].ConvertInvariant <double>();
var priceStepSize = Math.Pow(10, -price_precision);
var amount_precision = symbol["amount-precision"].ConvertInvariant <double>();
var quantityStepSize = Math.Pow(10, -amount_precision);
string symStr = $"{marketCurrency.ToLower()}{baseCurrency.ToLower()}";
//HuoBiTradeCoinLimitModel orderRule = cacheLimits?.FirstOrDefault(q => q.data.symbol.Equals(symStr));
// if (orderRule == null)
//{
// orderRule = await MakeJsonRequestAsync<HuoBiTradeCoinLimitModel>($"/common/exchange?symbol={symStr}", BaseUrlV1, null);
// cacheLimits.Add(orderRule);
// Console.WriteLine($"{symbol["symbol"]}限制条件Get！");
//}
//limitOrder
var limitOrder = new ExchangeMarket()
{
OrderType = MarketOrderType.LimitBuy | MarketOrderType.LimitSell,
MarketCurrency = marketCurrency,
BaseCurrency = baseCurrency,
MarketName = marketCurrency + baseCurrency,
IsActive = true,
PriceStepSize = priceStepSize.ConvertInvariant <decimal>(),
QuantityStepSize = quantityStepSize.ConvertInvariant <decimal>(),
//MinTradeSize = orderRule.data.limit_order_must_greater_than.ConvertInvariant<decimal>(),
//MaxTradeSize = orderRule.data.limit_order_must_less_than.ConvertInvariant<decimal>()
};
//var marketBuy = new ExchangeMarket()
//{
// OrderType = MarketOrderType.MarketBuy,
// MarketCurrency = marketCurrency,
// BaseCurrency = baseCurrency,
// MarketName = marketCurrency + baseCurrency,
// IsActive = true,
// PriceStepSize = null,
// QuantityStepSize = null,
// MinTradeSize = orderRule.data.market_buy_order_must_greater_than.ConvertInvariant<decimal>(),
// MaxTradeSize = orderRule.data.market_buy_order_must_less_than.ConvertInvariant<decimal>()
//};
//var marketSell = new ExchangeMarket()
//{
// OrderType = MarketOrderType.MarketSell,
// MarketCurrency = marketCurrency,
// BaseCurrency = baseCurrency,
// MarketName = marketCurrency + baseCurrency,
// IsActive = true,
// PriceStepSize = null,
// QuantityStepSize = quantityStepSize.ConvertInvariant<decimal>(),
// MinTradeSize = orderRule.data.market_sell_order_must_greater_than.ConvertInvariant<decimal>(),
// MaxTradeSize = orderRule.data.market_sell_order_must_less_than.ConvertInvariant<decimal>()
//};
markets.Add(limitOrder);
//markets.Add(marketBuy);
//markets.Add(marketSell);
}
//IOCacheHelper.SerializeToFile(cacheLimits, "HB_TradeCoin_Limits.json");
WriteCache("GetSymbolsMetadata", TimeSpan.FromMinutes(60.0), markets);
return(markets);
}
protected override async Task <IEnumerable <ExchangeMarket> > OnGetSymbolsMetadataAsync()
{
/*
* {
* "symbol": "QTUMETH",
* "status": "TRADING",
* "baseAsset": "QTUM",
* "baseAssetPrecision": 8,
* "quoteAsset": "ETH",
* "quotePrecision": 8,
* "orderTypes": [
* "LIMIT",
* "LIMIT_MAKER",
* "MARKET",
* "STOP_LOSS_LIMIT",
* "TAKE_PROFIT_LIMIT"
* ],
* "icebergAllowed": true,
* "filters": [
* {
* "filterType": "PRICE_FILTER",
* "minPrice": "0.00000100",
* "maxPrice": "100000.00000000",
* "tickSize": "0.00000100"
* },
* {
* "filterType": "LOT_SIZE",
* "minQty": "0.01000000",
* "maxQty": "90000000.00000000",
* "stepSize": "0.01000000"
* },
* {
* "filterType": "MIN_NOTIONAL",
* "minNotional": "0.01000000"
* }
* ]
* },
*/
var markets = new List <ExchangeMarket>();
JToken obj = await MakeJsonRequestAsync <JToken>("/exchangeInfo");
JToken allSymbols = obj["symbols"];
foreach (JToken symbol in allSymbols)
{
var market = new ExchangeMarket
{
MarketName = symbol["symbol"].ToStringUpperInvariant(),
IsActive = ParseMarketStatus(symbol["status"].ToStringUpperInvariant()),
BaseCurrency = symbol["quoteAsset"].ToStringUpperInvariant(),
MarketCurrency = symbol["baseAsset"].ToStringUpperInvariant()
};
// "LOT_SIZE"
JToken filters = symbol["filters"];
JToken lotSizeFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "LOT_SIZE"));
if (lotSizeFilter != null)
{
market.MaxTradeSize = lotSizeFilter["maxQty"].ConvertInvariant <decimal>();
market.MinTradeSize = lotSizeFilter["minQty"].ConvertInvariant <decimal>();
market.QuantityStepSize = lotSizeFilter["stepSize"].ConvertInvariant <decimal>();
}
// PRICE_FILTER
JToken priceFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "PRICE_FILTER"));
if (priceFilter != null)
{
market.MaxPrice = priceFilter["maxPrice"].ConvertInvariant <decimal>();
market.MinPrice = priceFilter["minPrice"].ConvertInvariant <decimal>();
market.PriceStepSize = priceFilter["tickSize"].ConvertInvariant <decimal>();
}
// PRICE_FILTER
JToken notionalFilter = filters?.FirstOrDefault(x => string.Equals(x["filterType"].ToStringUpperInvariant(), "MIN_NOTIONAL"));
if (notionalFilter != null)
{
market.MinNotional = notionalFilter["minNotional"].ConvertInvariant <decimal>();
}
markets.Add(market);
}
return(markets);
}