public static MeNewLimitOrderModel ToNewMeModel(this StopLimitOrderModel model)
{
return(MeNewLimitOrderModel.CreateMeStopLimitOrder(
model.Id,
model.ClientId,
model.AssetPairId,
model.OrderAction,
model.Volume,
model.CancelPreviousOrders,
model.Fee?.ToMeModel(),
model.Fees?.Select(item => item.ToMeModel()).ToArray(),
model.LowerLimitPrice,
model.LowerPrice,
model.UpperLimitPrice,
model.UpperPrice));
}
///<inheritdoc cref="IMatchingEngineClient"/>
public Task <MeResponseModel> PlaceStopLimitOrderAsync(StopLimitOrderModel model,
CancellationToken cancellationToken = default)
{
if (model == null)
{
throw new ArgumentNullException(nameof(model));
}
return(SendData(
model.ToNewMeModel(),
_newTasksManager,
x => x.ToDomainModel(),
_meResponsePolicy,
cancellationToken,
model.Id,
$"{model.OrderAction} {model.AssetPairId}"
));
}
public async Task <ResponseModel <LimitOrderResponseModel> > PlaceStopLimitOrderAsync(
string clientId, AssetPair assetPair, OrderAction orderAction, decimal volume,
decimal?lowerPrice, decimal?lowerLimitPrice, decimal?upperPrice, decimal?upperLimitPrice, bool cancelPreviousOrders = false)
{
var requestId = GetNextRequestId();
var fees = _calculateOrderFees
? await _feeCalculator.GetLimitOrderFees(clientId, assetPair, orderAction)
: Array.Empty <LimitOrderFeeModel>();
var order = new StopLimitOrderModel
{
Id = requestId.ToString(),
AssetPairId = assetPair.Id,
ClientId = clientId,
LowerPrice = (double?)lowerPrice,
LowerLimitPrice = (double?)lowerLimitPrice,
UpperPrice = (double?)upperPrice,
UpperLimitPrice = (double?)upperLimitPrice,
CancelPreviousOrders = cancelPreviousOrders,
Volume = (double)Math.Abs(volume),
OrderAction = orderAction.ToMeOrderAction(),
Fees = fees
};
var response = await _matchingEngineClient.PlaceStopLimitOrderAsync(order);
CheckResponseAndThrowIfNull(response);
var result = new LimitOrderResponseModel
{
Id = requestId
};
return(ConvertToApiModel(response.Status, result));
}
public async Task PlaceStopLimitOrder()
{
var client = CreateConnection(Url);
var model = new StopLimitOrderModel
{
Id = GenerateUid(),
ClientId = ClientId,
CancelPreviousOrders = true,
AssetPairId = "BTCUSD",
OrderAction = OrderAction.Buy,
LowerLimitPrice = 450,
LowerPrice = 500,
UpperLimitPrice = 650,
UpperPrice = 600,
Volume = 0.001
};
// Check that valid request is accepted
var response = await client.Retry(x => x.PlaceStopLimitOrderAsync(model));
ValidateResponse(response, MeStatusCodes.Ok);
// Check that resend results in duplicate
response = await client.Retry(x => x.PlaceStopLimitOrderAsync(model));
ValidateResponse(response, MeStatusCodes.Duplicate);
// Check that sending only upper prices is fine
model.Id = GenerateUid();
model.LowerLimitPrice = null;
model.LowerPrice = null;
model.UpperLimitPrice = 650;
model.UpperPrice = 600;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.Ok);
// Check that sending only upper limit price is wrong
model.Id = GenerateUid();
model.LowerLimitPrice = null;
model.LowerPrice = null;
model.UpperLimitPrice = 650;
model.UpperPrice = null;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.InvalidPrice);
// Check that sending only upper price is wrong
model.Id = GenerateUid();
model.LowerLimitPrice = null;
model.LowerPrice = null;
model.UpperLimitPrice = null;
model.UpperPrice = 600;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.InvalidPrice);
// Check that sending only lower prices is fine
model.Id = GenerateUid();
model.LowerLimitPrice = 450;
model.LowerPrice = 500;
model.UpperLimitPrice = null;
model.UpperPrice = null;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.Ok);
// Check that sending only lower limit price is wrong
model.Id = GenerateUid();
model.LowerLimitPrice = 450;
model.LowerPrice = null;
model.UpperLimitPrice = null;
model.UpperPrice = null;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.InvalidPrice);
// Check that sending only lower price is wrong
model.Id = GenerateUid();
model.LowerLimitPrice = null;
model.LowerPrice = 500;
model.UpperLimitPrice = null;
model.UpperPrice = null;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.InvalidPrice);
// Check that missing price gives InvalidPrice
model.Id = GenerateUid();
model.LowerLimitPrice = null;
model.LowerPrice = null;
model.UpperLimitPrice = null;
model.UpperPrice = null;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.InvalidPrice);
// Check that negative prices gives InvalidPrice
model.Id = GenerateUid();
model.LowerLimitPrice = -1;
model.LowerPrice = -1;
model.UpperLimitPrice = -1;
model.UpperPrice = -1;
response = await client.PlaceStopLimitOrderAsync(model);
ValidateResponse(response, MeStatusCodes.InvalidPrice);
}
