private HttpRequestMessage KuCoinPrivate(String endpoint, Dictionary <string, string> parameters, HttpMethod method)
{
try
{
Uri baseAddress;
switch (server.serverType)
{
case ServerType.Debugging:
baseAddress = new Uri("https://private-f6a2b2-kucoinapidocs.apiary-proxy.com");
break;
case ServerType.Mock:
baseAddress = new Uri("https://private-f6a2b2-kucoinapidocs.apiary-mock.com");
break;
default:
baseAddress = new Uri("https://api.kucoin.com");
break;
}
HttpContent queryString = new FormUrlEncodedContent(parameters);
String strQuery = "";
foreach (String param in parameters.Keys)
{
if (strQuery.Length > 0)
{
strQuery += "&";
}
strQuery += (param + "=" + parameters[param]);
}
//splice string for signing
String nonce = CHelper.ConvertToUnixTimestamp().ToString();
// create APi Sign
String ApiForSign = endpoint + "/" + nonce + "/" + strQuery;
String Base64ForSign = CHelper.Base64Encode(ApiForSign);
// bytestring and hashing code
UTF8Encoding encoding = new System.Text.UTF8Encoding();
byte[] keyByte = encoding.GetBytes(API_SECRET);
byte[] messageBytes = encoding.GetBytes(Base64ForSign);
HMACSHA256 hmacsha256 = new HMACSHA256(keyByte);
byte[] hashmessage = hmacsha256.ComputeHash(messageBytes);
byte[] ba = hashmessage;
StringBuilder hex = new StringBuilder(ba.Length * 2);
foreach (byte b in ba)
{
hex.AppendFormat("{0:x2}", b);
}
String signatureResult = hex.ToString();
// Add a new Request Message
HttpRequestMessage requestMessage = new HttpRequestMessage(method, baseAddress + endpoint + (strQuery.Length > 0 ? "?" + strQuery : ""));
// Add our custom headers
requestMessage.Headers.Add("KC-API-SIGNATURE", signatureResult);
requestMessage.Headers.Add("KC-API-KEY", API_KEY);
requestMessage.Headers.Add("KC-API-NONCE", nonce);
return(requestMessage);
}
catch (Exception ex)
{
server.AddLog(ex.Message);
}
return(null);
}
public override async void trade(CStrategy strategy, int?leg, OrderSide?side, CProduct product, Double size, Double price)
{
try
{
String endpoint = "/v1/order";
Dictionary <string, string> parameters = new Dictionary <string, string> {
{ "amount", size.ToString() },
{ "price", price.ToString() },
{ "symbol", product.Symbol },
{ "type", side.GetValueOrDefault().ToString().ToUpper() }
};
HttpRequestMessage requestMessage = KuCoinPrivate(endpoint, parameters, HttpMethod.Post);
// Create a client
HttpClient httpClient = new HttpClient();
// Send the request to the server
HttpResponseMessage response = await httpClient.SendAsync(requestMessage);
// get json back
string json = await response.Content.ReadAsStringAsync();
// parse order String
dynamic orderData = JsonConvert.DeserializeObject(json);
String orderID;
try
{
orderID = orderData.data.orderOid;
}
catch (Exception ex)
{
server.AddLog(ex.Message);
orderID = "";
}
if (!orderID.Equals(""))
{
COrder order = new COrder(orderID);
order.Product = product;
order.Side = side.GetValueOrDefault();
order.Size = size;
order.Price = price;
String orderStatus = orderData.msg.ToString();
if (orderStatus.Equals("OK") || orderStatus.Equals("Sent"))
{
order.Status = COrder.OrderState.Sent;
}
else
{
order.Status = COrder.OrderState.Unknown;
}
order.Strategy = strategy;
order.Exchange = this;
Double timeStamp = orderData.timestamp;
order.TimeStampSent = CHelper.ConvertFromUnixTimestamp(timeStamp);
server.AddLog("Created Order " + this.Name + " " + orderID + " " + product + " " + side + " " + size + " " + price);
// add order to global Orders
server.colServerOrders.Add(order);
server.dctIdToOrder[orderID] = order;
// add order to strategy orders
strategy.DctStrategyOrders[orderID] = order;
if (leg != null)
{
strategy.DctLegToOrder[(int)leg] = order;
}
// cleanup
order.updateGUI();
server.AddLog(json);
}
}
catch (Exception ex)
{
server.AddLog(ex.Message);
}
}
public override async void pollOrders(object source, ElapsedEventArgs e)
{
if (pollingOrders)
{
return;
}
else
{
pollingOrders = true;
}
try
{
HttpClient httpClient = new HttpClient();
foreach (CProduct product in dctExchangeProducts.Values)
{
for (int active_dealt = 0; active_dealt < 2; active_dealt++)
{
String endpoint;
Dictionary <string, string> parameters;
if (active_dealt == 1)
{
endpoint = "/v1/order/dealt";
parameters = new Dictionary <string, string> {
{ "symbol", product.Symbol }
};
}
else
{
endpoint = "/v1/order/active";
parameters = new Dictionary <string, string> {
{ "symbol", product.Symbol }
};
}
HttpRequestMessage requestMessage = KuCoinPrivate(endpoint, parameters, HttpMethod.Get);
// Send the request to the server
HttpResponseMessage response = await httpClient.SendAsync(requestMessage);
// Just as an example I'm turning the response into a string here
string json = await response.Content.ReadAsStringAsync();
dynamic orderData = JsonConvert.DeserializeObject(json);
var orders = orderData.data;
if (orders != null)
{
if (active_dealt == 1)
{
var orderDealtAll = orders.datas;
foreach (var orderDealt in orderDealtAll)
{
String oid = orderDealt.oid;
String orderOid = orderDealt.orderOid;
Double dealPrice = orderDealt.dealPrice;
Double fee = orderDealt.fee;
Double feeRate = orderDealt.feeRate;
Double amount = orderDealt.amount;
Double dealValue = orderDealt.dealValue;
COrder order = null;
if (server.dctIdToOrder.ContainsKey(oid))
{
order = server.dctIdToOrder[oid];
}
else if (server.dctIdToOrder.ContainsKey(orderOid))
{
order = server.dctIdToOrder[orderOid];
}
/*
* if (order == null)
* {
* order = new COrder(orderOid);
* //Server.colOrders.Add(order);
* Server.dctIdToOrder.Add(orderOid, order);
* }
*/
if (order != null)
{
order.OID = oid;
order.DealPrice = dealPrice;
order.Fee = fee;
order.FeeRate = feeRate;
order.DealValue = dealValue;
order.Filled = amount;
order.Status = COrder.OrderState.Filled;
order.TimeStampFilled = DateTime.Now;
order.updateGUI();
}
}
}
else
{
foreach (var orderSideSet in orders)
{
String name = orderSideSet.Name;
foreach (var orderSideSetOrders in orderSideSet)
{
foreach (var orderSideSetOrder in orderSideSetOrders)
{
int iAttrCount = 0;
Double filled = 0;
Double timeStamp = 0;
String orderID = null;
foreach (var orderSideSetOrderAttr in orderSideSetOrder)
{
// timestamp, side, price, size, executed, orderID
switch (++iAttrCount)
{
case 1:
timeStamp = orderSideSetOrderAttr;
break;
case 5:
filled = orderSideSetOrderAttr;
break;
case 6:
orderID = orderSideSetOrderAttr;
break;
}
}
if (orderID != null && server.dctIdToOrder.ContainsKey(orderID))
{
COrder order = server.dctIdToOrder[orderID];
if (filled > 0)
{
order.Filled = filled;
order.TimeStampFilled = DateTime.Now;
if (order.Filled < order.Size)
{
order.Status = COrder.OrderState.Partial;
}
}
order.Status = COrder.OrderState.Queued;
order.TimeStampSent = CHelper.ConvertFromUnixTimestamp(timeStamp);
order.TimeStampLastUpdate = DateTime.Now;
order.updateGUI();
}
}
}
}
}
}
}
}
}
catch (Exception ex)
{
server.AddLog(ex.Message);
}
pollingOrders = false;
}
