public async Task <OrderDto> PlaceOrderAsync(Instrument instrument, double price, double quantity, TradeSide side, OrderType orderType)
{
if (!ExchangeConfig.SupportedInstruments.ContainsKey(instrument))
{
_logger.Log(LogLevel.Error, $"{ExchangeConfig.ExchangeName} does not support the {instrument} instrument");
return(null);
}
if (!ExchangeConfig.SupportedOrderTypes.ContainsKey(orderType))
{
_logger.Log(LogLevel.Error, $"{ExchangeConfig.ExchangeName} does not support orders of type {orderType}");
return(null);
}
IRequest request = null;
var ot = ExchangeConfig.SupportedOrderTypes[orderType];
switch (orderType)
{
case OrderType.Market:
request = new PlaceMarketOrderRequest
{
Symbol = _exchangeApi.ToSymbol(instrument),
OrderQty = quantity,
Side = side.ToString(),
OrderType = ot
};
break;
case OrderType.Limit:
request = new PlaceLimitOrderRequest
{
Symbol = _exchangeApi.ToSymbol(instrument),
OrderQty = quantity,
Side = side.ToString(),
Price = price,
OrderType = ot
};
break;
case OrderType.LimitMarket:
break;
case OrderType.Stop:
break;
default:
throw new ArgumentOutOfRangeException(nameof(orderType), orderType, null);
}
var channelPath = ExchangeConfig.SupportedRestChannels[ExchangeChannel.Order];
return(await _exchangeApi.PostAsync <OrderDto, OrderResponse>(channelPath, request));
}
public async Task <IActionResult> PlaceMarketOrder(PlaceMarketOrderRequest request)
{
var result = await _validationService.ValidateMarketOrderAsync(request.AssetPairId, request.Volume);
if (result != null)
{
throw HftApiException.Create(result.Code, result.Message).AddField(result.FieldName);
}
var walletId = User.GetWalletId();
var order = new MarketOrderModel
{
Id = Guid.NewGuid().ToString(),
AssetPairId = request.AssetPairId,
ClientId = walletId,
Volume = (double)request.Volume,
OrderAction = request.Side,
Straight = true
};
var response = await _matchingEngineClient.HandleMarketOrderAsync(order);
if (response == null)
{
throw HftApiException.Create(HftApiErrorCode.MeRuntime, "ME not available");
}
(HftApiErrorCode code, string message) = response.Status.ToHftApiError();
if (code == HftApiErrorCode.Success)
{
return(Ok(ResponseModel <MarketOrderResponse> .Ok(new MarketOrderResponse {
OrderId = order.Id, Price = (decimal)response.Price
})));
}
throw HftApiException.Create(code, message);
}