author
int64 658
755k
| date
stringlengths 19
19
| timezone
int64 -46,800
43.2k
| hash
stringlengths 40
40
| message
stringlengths 5
490
| mods
list | language
stringclasses 20
values | license
stringclasses 3
values | repo
stringlengths 5
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stringlengths 12
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329,148 |
09.02.2018 20:35:23
| 25,200 |
be6708c58ad9086f8276b354b8a80cde8264ef73
|
Fix Binance API end points
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -28,9 +28,9 @@ namespace ExchangeSharp\n{\npublic class ExchangeBinanceAPI : ExchangeAPI\n{\n- public override string BaseUrl { get; set; } = \"https://www.binance.com/api/v1\";\n+ public override string BaseUrl { get; set; } = \"https://api.binance.com/api/v1\";\npublic override string BaseUrlWebSocket { get; set; } = \"wss://stream.binance.com:9443\";\n- public string BaseUrlPrivate { get; set; } = \"https://www.binance.com/api/v3\";\n+ public string BaseUrlPrivate { get; set; } = \"https://api.binance.com/api/v3\";\npublic override string Name => ExchangeName.Binance;\npublic override string NormalizeSymbol(string symbol)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Binance API end points
|
329,129 |
10.02.2018 16:55:07
| -3,600 |
dc05a6d7d33dc3ce14079efce7a3b3bb5417000d
|
Binance GetOpenOrders optimization
* Binance GetOpenOrderDetails optimization
the hack for Binance open order is not needed anymore, removed.
* Update ExchangeBinanceAPI.cs
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -310,60 +310,13 @@ namespace ExchangeSharp\nreturn ParseOrder(token);\n}\n- private IEnumerable<ExchangeOrderResult> GetOpenOrderDetailsForAllSymbols()\n- {\n- // TODO: This is a HACK, Binance API needs to add a single API call to get all orders for all symbols, terrible...\n- List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- Exception ex = null;\n- string failedSymbol = null;\n- Parallel.ForEach(GetSymbols().Where(s => s.IndexOf(\"BTC\", StringComparison.OrdinalIgnoreCase) >= 0), (s) =>\n- {\n- try\n- {\n- foreach (ExchangeOrderResult order in GetOpenOrderDetails(s))\n- {\n- lock (orders)\n- {\n- orders.Add(order);\n- }\n- }\n- }\n- catch (Exception _ex)\n- {\n- failedSymbol = s;\n- ex = _ex;\n- }\n- });\n-\n- if (ex != null)\n- {\n- throw new APIException(\"Failed to get open orders for symbol \" + failedSymbol, ex);\n- }\n-\n- // sort timestamp desc\n- orders.Sort((o1, o2) =>\n- {\n- return o2.OrderDate.CompareTo(o1.OrderDate);\n- });\n- foreach (ExchangeOrderResult order in orders)\n- {\n- yield return order;\n- }\n- }\n-\npublic override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n- {\n- if (string.IsNullOrWhiteSpace(symbol))\n- {\n- foreach (ExchangeOrderResult order in GetOpenOrderDetailsForAllSymbols())\n- {\n- yield return order;\n- }\n- }\n- else\n{\nDictionary<string, object> payload = GetNoncePayload();\n+ if (!string.IsNullOrWhiteSpace(symbol))\n+ {\npayload[\"symbol\"] = NormalizeSymbol(symbol);\n+ }\nJToken token = MakeJsonRequest<JToken>(\"/openOrders\", BaseUrlPrivate, payload);\nCheckError(token);\nforeach (JToken order in token)\n@@ -371,7 +324,6 @@ namespace ExchangeSharp\nyield return ParseOrder(order);\n}\n}\n- }\nprivate IEnumerable<ExchangeOrderResult> GetCompletedOrdersForAllSymbols(DateTime? afterDate)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Binance GetOpenOrders optimization (#28)
* Binance GetOpenOrderDetails optimization
the hack for Binance open order is not needed anymore, removed.
* Update ExchangeBinanceAPI.cs
|
329,148 |
10.02.2018 13:49:20
| 25,200 |
e179256138261c33a367b51443d4ec32895e5ab9
|
Remove time in force for market orders
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -284,9 +284,9 @@ namespace ExchangeSharp\npayload[\"side\"] = (order.IsBuy ? \"BUY\" : \"SELL\");\npayload[\"type\"] = order.OrderType.ToString().ToUpperInvariant();\npayload[\"quantity\"] = order.RoundAmount();\n- payload[\"timeInForce\"] = \"GTC\";\nif (order.OrderType != OrderType.Market)\n{\n+ payload[\"timeInForce\"] = \"GTC\";\npayload[\"price\"] = order.Price;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -324,12 +324,12 @@ namespace ExchangeSharp\n{ \"type\", order.OrderType.ToString().ToLowerInvariant() },\n{ \"side\", (order.IsBuy ? \"buy\" : \"sell\") },\n{ \"product_id\", symbol },\n- { \"size\", order.RoundAmount().ToStringInvariant() },\n- { \"time_in_force\", \"GTC\" } // good til cancel\n+ { \"size\", order.RoundAmount().ToStringInvariant() }\n};\nif (order.OrderType != OrderType.Market)\n{\n+ payload[\"time_in_force\"] = \"GTC\"; // good til cancel\npayload.Add(\"price\", order.Price.ToStringInvariant());\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Remove time in force for market orders
|
329,148 |
10.02.2018 13:58:02
| 25,200 |
e01dacb1df31c60e0aee1c1087e7af05b9c38e5a
|
Consistant dictionary use
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -330,7 +330,7 @@ namespace ExchangeSharp\nif (order.OrderType != OrderType.Market)\n{\npayload[\"time_in_force\"] = \"GTC\"; // good til cancel\n- payload.Add(\"price\", order.Price.ToStringInvariant());\n+ payload[\"price\"] = order.Price.ToStringInvariant();\n}\nJObject result = MakeJsonRequest<JObject>(\"/orders\", null, payload, \"POST\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Consistant dictionary use
|
329,148 |
11.02.2018 11:59:32
| 25,200 |
5ce8e759911dbb006719a3753fdf5c0e12c39a81
|
Standardize naming, add license to missing files
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -324,7 +324,7 @@ namespace ExchangeSharp\n/// A withdrawal request.\n/// </summary>\n/// <param name=\"withdrawalRequest\">The withdrawal request.</param>\n- public virtual WithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest) => throw new NotImplementedException();\n+ public virtual ExchangeWithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest) => throw new NotImplementedException();\n/// <summary>\n/// Asynchronous withdraws.\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -405,7 +405,7 @@ namespace ExchangeSharp\n}\n- public override WithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest)\n+ public override ExchangeWithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest)\n{\nDictionary<string, object> payload = GetNoncePayload();\npayload[\"asset\"] = withdrawalRequest.Asset;\n@@ -426,10 +426,10 @@ namespace ExchangeSharp\nJToken response = MakeJsonRequest<JToken>(\"/withdraw.html\", WithdrawalUrlPrivate, payload, \"POST\");\nCheckError(response);\n- WithdrawalResponse withdrawalResponse = new WithdrawalResponse\n+ ExchangeWithdrawalResponse withdrawalResponse = new ExchangeWithdrawalResponse\n{\nId = response[\"id\"].ToStringInvariant(),\n- Msg = response[\"msg\"].ToStringInvariant(),\n+ Message = response[\"msg\"].ToStringInvariant(),\n};\nif (response[\"success\"] == null || !response[\"success\"].ConvertInvariant<bool>())\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -495,7 +495,7 @@ namespace ExchangeSharp\n}\n}\n- public override WithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest)\n+ public override ExchangeWithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest)\n{\n// Example: https://bittrex.com/api/v1.1/account/withdraw?apikey=API_KEY¤cy=EAC&quantity=20.40&address=EAC_ADDRESS\n@@ -508,10 +508,10 @@ namespace ExchangeSharp\nJToken response = MakeJsonRequest<JToken>(url, null, GetNoncePayload());\nJToken result = CheckError(response);\n- WithdrawalResponse withdrawalResponse = new WithdrawalResponse\n+ ExchangeWithdrawalResponse withdrawalResponse = new ExchangeWithdrawalResponse\n{\nId = result[\"uuid\"].ToStringInvariant(),\n- Msg = result[\"msg\"].ToStringInvariant()\n+ Message = result[\"msg\"].ToStringInvariant()\n};\nreturn withdrawalResponse;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Standardize naming, add license to missing files
|
329,148 |
11.02.2018 21:35:33
| 25,200 |
8f973d5403863d72cffa2a02a35af4a2802547ed
|
Switch to one hour max for Binance historical trades
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -152,7 +152,7 @@ namespace ExchangeSharp\nif (sinceDateTime != null)\n{\nurl += \"&startTime=\" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value) +\n- \"&endTime=\" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value + TimeSpan.FromDays(1.0));\n+ \"&endTime=\" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value + TimeSpan.FromHours(1.0));\n}\nJArray obj = MakeJsonRequest<Newtonsoft.Json.Linq.JArray>(url);\nif (obj == null || obj.Count == 0)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Switch to one hour max for Binance historical trades
|
329,148 |
11.02.2018 21:48:30
| 25,200 |
70c4c5a0005795f7c0bd849fbeefd96c72724352
|
Fix Binance historical trades API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -144,16 +144,20 @@ namespace ExchangeSharp\nstring baseUrl = \"/aggTrades?symbol=\" + symbol;\nstring url;\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\n- DateTime cutoff = DateTime.UtcNow;\n-\n- while (true)\n+ DateTime cutoff;\n+ if (sinceDateTime == null)\n{\n- url = baseUrl;\n- if (sinceDateTime != null)\n+ cutoff = DateTime.UtcNow;\n+ }\n+ else\n{\n- url += \"&startTime=\" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value) +\n- \"&endTime=\" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value + TimeSpan.FromHours(1.0));\n+ cutoff = sinceDateTime.Value;\n+ sinceDateTime = DateTime.UtcNow;\n}\n+ url = baseUrl;\n+\n+ while (true)\n+ {\nJArray obj = MakeJsonRequest<Newtonsoft.Json.Linq.JArray>(url);\nif (obj == null || obj.Count == 0)\n{\n@@ -161,12 +165,17 @@ namespace ExchangeSharp\n}\nif (sinceDateTime != null)\n{\n- sinceDateTime = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(obj.Last[\"T\"].ConvertInvariant<long>());\n- if (sinceDateTime.Value > cutoff)\n+ sinceDateTime = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(obj.First[\"T\"].ConvertInvariant<long>());\n+ if (sinceDateTime.Value < cutoff)\n{\nsinceDateTime = null;\n}\n}\n+ if (sinceDateTime != null)\n+ {\n+ url = baseUrl + \"&startTime=\" + ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value - TimeSpan.FromHours(1.0))).ToStringInvariant() +\n+ \"&endTime=\" + ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value)).ToStringInvariant();\n+ }\nforeach (JToken token in obj)\n{\n// TODO: Binance doesn't provide a buy or sell type, I've put in a request for them to add this\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Binance historical trades API
|
329,148 |
12.02.2018 16:47:44
| 25,200 |
5bad38b147e289c7ff2e290b92eaa77fa12d1d88
|
Add limit param to candle API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -204,21 +204,23 @@ namespace ExchangeSharp\n/// Get candles (open, high, low, close)\n/// </summary>\n/// <param name=\"symbol\">Symbol to get candles for</param>\n- /// <param name=\"periodsSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n+ /// <param name=\"periodSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n/// <param name=\"startDate\">Optional start date to get candles for</param>\n/// <param name=\"endDate\">Optional end date to get candles for</param>\n+ /// <param name=\"limit\">Max results, can be used instead of startDate and endDate if desired</param>\n/// <returns>Candles</returns>\n- public virtual IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null) { throw new NotSupportedException(); }\n+ public virtual IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null) { throw new NotSupportedException(); }\n/// <summary>\n/// ASYNC - Get candles (open, high, low, close)\n/// </summary>\n/// <param name=\"symbol\">Symbol to get candles for</param>\n- /// <param name=\"periodsSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n+ /// <param name=\"periodSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n/// <param name=\"startDate\">Optional start date to get candles for</param>\n/// <param name=\"endDate\">Optional end date to get candles for</param>\n+ /// <param name=\"limit\">Max results, can be used instead of startDate and endDate if desired</param>\n/// <returns>Candles</returns>\n- public Task<IEnumerable<MarketCandle>> GetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null) => Task.Factory.StartNew(() => GetCandles(symbol, periodSeconds, startDate, endDate));\n+ public Task<IEnumerable<MarketCandle>> GetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null) => Task.Factory.StartNew(() => GetCandles(symbol, periodSeconds, startDate, endDate, limit));\n/// <summary>\n/// Get total amounts, symbol / amount dictionary\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -202,7 +202,7 @@ namespace ExchangeSharp\n}\n}\n- public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null)\n+ public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n/* [\n[\n@@ -225,8 +225,12 @@ namespace ExchangeSharp\nif (startDate != null)\n{\nurl += \"&startTime=\" + (long)startDate.Value.UnixTimestampFromDateTimeMilliseconds();\n+ url += \"&endTime=\" + ((endDate == null ? long.MaxValue : (long)endDate.Value.UnixTimestampFromDateTimeMilliseconds())).ToStringInvariant();\n+ }\n+ if (limit != null)\n+ {\n+ url += \"&limit=\" + (limit.Value.ToStringInvariant());\n}\n- url += \"&endTime=\" + (endDate == null ? long.MaxValue : (long)endDate.Value.UnixTimestampFromDateTimeMilliseconds());\nstring periodString = CryptoUtility.SecondsToPeriodString(periodSeconds);\nurl += \"&interval=\" + periodString;\nJToken obj = MakeJsonRequest<JToken>(url);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -249,15 +249,23 @@ namespace ExchangeSharp\n}\n}\n- public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null)\n+ public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n// https://api.bitfinex.com/v2/candles/trade:1d:btcusd/hist?start=ms_start&end=ms_end\nsymbol = NormalizeSymbol(symbol);\n+ string periodString = CryptoUtility.SecondsToPeriodString(periodSeconds).Replace(\"d\", \"D\"); // WTF Bitfinex, capital D???\n+ string url = \"/candles/trade:\" + periodString + \":t\" + symbol + \"/hist?sort=1\";\n+ if (startDate != null || endDate != null)\n+ {\nendDate = endDate ?? DateTime.UtcNow;\nstartDate = startDate ?? endDate.Value.Subtract(TimeSpan.FromDays(1.0));\n- string periodString = CryptoUtility.SecondsToPeriodString(periodSeconds).Replace(\"d\", \"D\"); // WTF Bitfinex, capital D???\n- string url = \"/candles/trade:\" + periodString + \":t\" + symbol + \"/hist?sort=1&start=\" +\n- (long)startDate.Value.UnixTimestampFromDateTimeMilliseconds() + \"&end=\" + (long)endDate.Value.UnixTimestampFromDateTimeMilliseconds();\n+ url += \"&start=\" + ((long)startDate.Value.UnixTimestampFromDateTimeMilliseconds()).ToStringInvariant();\n+ url += \"&end=\" + ((long)endDate.Value.UnixTimestampFromDateTimeMilliseconds()).ToStringInvariant();\n+ }\n+ if (limit != null)\n+ {\n+ url += \"&limit=\" + (limit.Value.ToStringInvariant());\n+ }\nJToken token = MakeJsonRequest<JToken>(url);\nCheckError(token);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -341,8 +341,13 @@ namespace ExchangeSharp\n}\n}\n- public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null)\n+ public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n+ if (limit != null)\n+ {\n+ throw new APIException(\"Limit parameter not supported\");\n+ }\n+\n// https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-WAVES&tickInterval=day\n// \"{\"success\":true,\"message\":\"\",\"result\":[{\"O\":0.00011000,\"H\":0.00060000,\"L\":0.00011000,\"C\":0.00039500,\"V\":5904999.37958770,\"T\":\"2016-06-20T00:00:00\",\"BV\":2212.16809610} ] }\"\nstring periodString;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -238,8 +238,13 @@ namespace ExchangeSharp\nreturn orders;\n}\n- public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null)\n+ public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n+ if (limit != null)\n+ {\n+ throw new APIException(\"Limit parameter not supported\");\n+ }\n+\n// /products/<product-id>/candles\n// https://api.gdax.com/products/LTC-BTC/candles?granularity=86400&start=2017-12-04T18:15:33&end=2017-12-11T18:15:33\nList<MarketCandle> candles = new List<MarketCandle>();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -261,8 +261,13 @@ namespace ExchangeSharp\n}\n}\n- public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null)\n+ public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n+ if (limit != null)\n+ {\n+ throw new APIException(\"Limit parameter not supported\");\n+ }\n+\n// https://api.kraken.com/0/public/OHLC\n// pair = asset pair to get OHLC data for, interval = time frame interval in minutes(optional):, 1(default), 5, 15, 30, 60, 240, 1440, 10080, 21600, since = return committed OHLC data since given id(optional.exclusive)\n// array of array entries(<time>, <open>, <high>, <low>, <close>, <vwap>, <volume>, <count>)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -391,8 +391,13 @@ namespace ExchangeSharp\nreturn GetHistoricalTrades(symbol);\n}\n- public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null)\n+ public override IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n+ if (limit != null)\n+ {\n+ throw new APIException(\"Limit parameter not supported\");\n+ }\n+\n// https://poloniex.com/public?command=returnChartData¤cyPair=BTC_XMR&start=1405699200&end=9999999999&period=14400\n// [{\"date\":1405699200,\"high\":0.0045388,\"low\":0.00403001,\"open\":0.00404545,\"close\":0.00435873,\"volume\":44.34555992,\"quoteVolume\":10311.88079097,\"weightedAverage\":0.00430043}]\nsymbol = NormalizeSymbol(symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -242,21 +242,23 @@ namespace ExchangeSharp\n/// Get candles (open, high, low, close)\n/// </summary>\n/// <param name=\"symbol\">Symbol to get candles for</param>\n- /// <param name=\"periodsSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n+ /// <param name=\"periodSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n/// <param name=\"startDate\">Optional start date to get candles for</param>\n/// <param name=\"endDate\">Optional end date to get candles for</param>\n+ /// <param name=\"limit\">Max results, can be used instead of startDate and endDate if desired</param>\n/// <returns>Candles</returns>\n- IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null);\n+ IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null);\n/// <summary>\n/// ASYNC - Get candles (open, high, low, close)\n/// </summary>\n/// <param name=\"symbol\">Symbol to get candles for</param>\n- /// <param name=\"periodsSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n+ /// <param name=\"periodSeconds\">Period in seconds to get candles for. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n/// <param name=\"startDate\">Optional start date to get candles for</param>\n/// <param name=\"endDate\">Optional end date to get candles for</param>\n+ /// <param name=\"limit\">Max results, can be used instead of startDate and endDate if desired</param>\n/// <returns>Candles</returns>\n- Task<IEnumerable<MarketCandle>> GetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null);\n+ Task<IEnumerable<MarketCandle>> GetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null);\n/// <summary>\n/// Get total amounts, symbol / amount dictionary\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add limit param to candle API
|
329,148 |
12.02.2018 16:49:16
| 25,200 |
7dae7d6e59a3daf557e10a9546e0916bd93f74d2
|
Tweak Binance request params to handle their buggy API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -42,9 +42,9 @@ namespace ExchangeSharp\npublic ExchangeBinanceAPI()\n{\n// give binance plenty of room to accept requests\n- RequestWindow = TimeSpan.FromDays(1.0);\n+ RequestWindow = TimeSpan.FromMinutes(15.0);\nNonceStyle = NonceStyle.UnixMilliseconds;\n- NonceOffset = TimeSpan.FromSeconds(1.0);\n+ NonceOffset = TimeSpan.FromSeconds(10.0);\n}\npublic override IEnumerable<string> GetSymbols()\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Tweak Binance request params to handle their buggy API
|
329,087 |
15.02.2018 06:11:54
| 28,800 |
5bbce43c3abeaff4ed2dac16d9a0d762f9bdec5c
|
Kraken getTickers fix
* Fix bug in binance market orders
* Fix bug in binance market orders
* Skipping delisted tickers for kraken
* Updating comments
* Move .d filter into GetSymbols call
The base implementation of GetTickers does the same thing, so let's filter GetSymbols
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -155,7 +155,7 @@ namespace ExchangeSharp\n{\nJObject json = MakeJsonRequest<JObject>(\"/0/public/AssetPairs\");\nJToken result = CheckError(json);\n- return (from prop in result.Children<JProperty>() select prop.Name).ToArray();\n+ return (from prop in result.Children<JProperty>() where !prop.Name.Contains(\".d\") select prop.Name).ToArray();\n}\npublic override ExchangeTicker GetTicker(string symbol)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Kraken getTickers fix (#35)
* Fix bug in binance market orders
* Fix bug in binance market orders
* Skipping delisted tickers for kraken
* Updating comments
* Move .d filter into GetSymbols call
The base implementation of GetTickers does the same thing, so let's filter GetSymbols
|
329,126 |
15.02.2018 21:21:11
| -3,600 |
4439bdecbb39c3f31fcdc36c2d8cb0510bf1d803
|
Implementing GetOpenOrderDetails for Kraken
* implementing GetOpenOrderDetails.
adding Price property to ExchangeOrderResult.
adding ParseOrder method for simplifying parsing orders.
* price on returned orders from exchanges.
* Fix divide by zero
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -531,7 +531,8 @@ namespace ExchangeSharp\n{\nAmount = token[\"origQty\"].ConvertInvariant<decimal>(),\nAmountFilled = token[\"executedQty\"].ConvertInvariant<decimal>(),\n- AveragePrice = token[\"price\"].ConvertInvariant<decimal>(),\n+ Price = token[\"price\"].ConvertInvariant<decimal>(),\n+ // TODO: AveragePrice should be calculated by 'fills'\nIsBuy = token[\"side\"].ToStringInvariant() == \"BUY\",\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"time\"].ConvertInvariant<long>(token[\"transactTime\"].ConvertInvariant<long>())),\nOrderId = token[\"orderId\"].ToStringInvariant(),\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -532,10 +532,12 @@ namespace ExchangeSharp\n{\ndecimal amount = order[\"original_amount\"].ConvertInvariant<decimal>();\ndecimal amountFilled = order[\"executed_amount\"].ConvertInvariant<decimal>();\n+ decimal price = order[\"price\"].ConvertInvariant<decimal>();\nreturn new ExchangeOrderResult\n{\nAmount = amount,\nAmountFilled = amountFilled,\n+ Price = price,\nAveragePrice = order[\"avg_execution_price\"].ConvertInvariant<decimal>(order[\"price\"].ConvertInvariant<decimal>()),\nMessage = string.Empty,\nOrderId = order[\"id\"].ToStringInvariant(),\n@@ -570,6 +572,7 @@ namespace ExchangeSharp\n{\nAmount = amount,\nAmountFilled = amount,\n+ Price = order[6].ConvertInvariant<decimal>(),\nAveragePrice = order[7].ConvertInvariant<decimal>(),\nIsBuy = (amount > 0m),\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(order[8].ConvertInvariant<long>()),\n@@ -605,6 +608,7 @@ namespace ExchangeSharp\n{\nExchangeOrderResult append = new ExchangeOrderResult { Symbol = kv.Key, OrderId = trade[3].ToStringInvariant() };\nappend.Amount = append.AmountFilled = Math.Abs(trade[4].ConvertInvariant<decimal>());\n+ append.Price = trade[7].ConvertInvariant<decimal>();\nappend.AveragePrice = trade[5].ConvertInvariant<decimal>();\nappend.IsBuy = trade[4].ConvertInvariant<decimal>() >= 0m;\nappend.OrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(trade[2].ConvertInvariant<long>());\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -74,6 +74,7 @@ namespace ExchangeSharp\ndecimal amountFilled = amount - remaining;\norder.Amount = amount;\norder.AmountFilled = amountFilled;\n+ order.Price = token[\"Price\"].ConvertInvariant<decimal>();\norder.AveragePrice = token[\"PricePerUnit\"].ConvertInvariant<decimal>(token[\"Price\"].ConvertInvariant<decimal>());\norder.Message = string.Empty;\norder.OrderId = token[\"OrderUuid\"].ToStringInvariant();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -39,11 +39,13 @@ namespace ExchangeSharp\ndecimal executedValue = result[\"executed_value\"].ConvertInvariant<decimal>();\ndecimal amountFilled = result[\"filled_size\"].ConvertInvariant<decimal>();\ndecimal amount = result[\"size\"].ConvertInvariant<decimal>(amountFilled);\n- decimal averagePrice = (executedValue <= 0m ? 0m : executedValue / amountFilled);\n+ decimal price = result[\"price\"].ConvertInvariant<decimal>();\n+ decimal averagePrice = (amountFilled <= 0m ? 0m : executedValue / amountFilled);\nExchangeOrderResult order = new ExchangeOrderResult\n{\nAmount = amount,\nAmountFilled = amountFilled,\n+ Price = price,\nAveragePrice = averagePrice,\nIsBuy = (result[\"side\"].ToStringInvariant() == \"buy\"),\nOrderDate = result[\"created_at\"].ConvertInvariant<DateTime>(),\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -51,7 +51,8 @@ namespace ExchangeSharp\n{\nAmount = amount,\nAmountFilled = amountFilled,\n- AveragePrice = result[\"price\"].ConvertInvariant<decimal>(),\n+ Price = result[\"price\"].ConvertInvariant<decimal>(),\n+ AveragePrice = result[\"avg_execution_price\"].ConvertInvariant<decimal>(),\nMessage = string.Empty,\nOrderId = result[\"id\"].ToStringInvariant(),\nResult = (amountFilled == amount ? ExchangeAPIOrderResult.Filled : (amountFilled == 0 ? ExchangeAPIOrderResult.Pending : ExchangeAPIOrderResult.FilledPartially)),\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -369,8 +369,32 @@ namespace ExchangeSharp\norderResult.Message = \"Unknown Error\";\nreturn orderResult;\n}\n- result = result[orderId];\n- switch (result[\"status\"].ToStringInvariant())\n+\n+ return ParseOrder(orderId, result[orderId]); ;\n+ }\n+\n+ public override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n+ {\n+ JObject json = MakeJsonRequest<JObject>(\"/0/private/OpenOrders\", null, GetNoncePayload());\n+ JToken result = CheckError(json);\n+ result = result[\"open\"];\n+\n+ symbol = NormalizeSymbol(symbol);\n+\n+ foreach (JProperty order in result)\n+ {\n+ if (symbol == null || order.Value[\"descr\"][\"pair\"].ToStringInvariant() == symbol)\n+ {\n+ yield return ParseOrder(order.Name, order.Value);\n+ }\n+ }\n+ }\n+\n+ private ExchangeOrderResult ParseOrder(string orderId, JToken order)\n+ {\n+ ExchangeOrderResult orderResult = new ExchangeOrderResult {OrderId = orderId};\n+\n+ switch (order[\"status\"].ToStringInvariant())\n{\ncase \"pending\": orderResult.Result = ExchangeAPIOrderResult.Pending; break;\ncase \"open\": orderResult.Result = ExchangeAPIOrderResult.FilledPartially; break;\n@@ -378,20 +402,16 @@ namespace ExchangeSharp\ncase \"canceled\": case \"expired\": orderResult.Result = ExchangeAPIOrderResult.Canceled; break;\ndefault: orderResult.Result = ExchangeAPIOrderResult.Error; break;\n}\n- orderResult.Message = (orderResult.Message ?? result[\"reason\"].ToStringInvariant());\n- orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(result[\"opentm\"].ConvertInvariant<double>());\n- orderResult.Symbol = result[\"descr\"][\"pair\"].ToStringInvariant();\n- orderResult.IsBuy = (result[\"descr\"][\"type\"].ToStringInvariant() == \"buy\");\n- orderResult.Amount = result[\"vol\"].ConvertInvariant<decimal>();\n- orderResult.AmountFilled = result[\"vol_exec\"].ConvertInvariant<decimal>();\n- orderResult.AveragePrice = result[\"price\"].ConvertInvariant<decimal>();\n- return orderResult;\n- }\n+ orderResult.Message = (orderResult.Message ?? order[\"reason\"].ToStringInvariant());\n+ orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order[\"opentm\"].ConvertInvariant<double>());\n+ orderResult.Symbol = order[\"descr\"][\"pair\"].ToStringInvariant();\n+ orderResult.IsBuy = (order[\"descr\"][\"type\"].ToStringInvariant() == \"buy\");\n+ orderResult.Amount = order[\"vol\"].ConvertInvariant<decimal>();\n+ orderResult.AmountFilled = order[\"vol_exec\"].ConvertInvariant<decimal>();\n+ orderResult.Price = order[\"descr\"][\"price\"].ConvertInvariant<decimal>();\n+ orderResult.AveragePrice = order[\"price\"].ConvertInvariant<decimal>();\n- public override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n- {\n- // TODO: Implement\n- return base.GetOpenOrderDetails(symbol);\n+ return orderResult;\n}\npublic override IEnumerable<ExchangeOrderResult> GetCompletedOrderDetails(string symbol = null, DateTime? afterDate = null)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -81,7 +81,8 @@ namespace ExchangeSharp\n{\norder.Amount += token[\"amount\"].ConvertInvariant<decimal>();\norder.AmountFilled = order.Amount;\n- order.AveragePrice += token[\"rate\"].ConvertInvariant<decimal>();\n+ order.Price += token[\"rate\"].ConvertInvariant<decimal>();\n+ // TODO: implement AveragePrice - should be calculated from resultingTrades?\nif (token[\"type\"].ToStringInvariant() == \"buy\")\n{\norder.IsBuy = true;\n@@ -98,7 +99,7 @@ namespace ExchangeSharp\n{\nif (result[\"rate\"] != null)\n{\n- order.AveragePrice = result[\"rate\"].ConvertInvariant<decimal>();\n+ order.Price = result[\"rate\"].ConvertInvariant<decimal>();\n}\nif (result[\"startingAmount\"] != null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -84,6 +84,11 @@ namespace ExchangeSharp\n/// </summary>\npublic decimal AmountFilled { get; set; }\n+ /// <summary>\n+ /// Price\n+ /// </summary>\n+ public decimal Price { get; set; }\n+\n/// <summary>\n/// Average price\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Implementing GetOpenOrderDetails for Kraken (#36)
* implementing GetOpenOrderDetails.
adding Price property to ExchangeOrderResult.
adding ParseOrder method for simplifying parsing orders.
* price on returned orders from exchanges.
* Fix divide by zero
|
329,148 |
15.02.2018 13:33:27
| 25,200 |
1da8fd076478786a093d21dceba561bb66b9f83f
|
Complete TODO for average prices
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -532,12 +532,12 @@ namespace ExchangeSharp\nAmount = token[\"origQty\"].ConvertInvariant<decimal>(),\nAmountFilled = token[\"executedQty\"].ConvertInvariant<decimal>(),\nPrice = token[\"price\"].ConvertInvariant<decimal>(),\n- // TODO: AveragePrice should be calculated by 'fills'\nIsBuy = token[\"side\"].ToStringInvariant() == \"BUY\",\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"time\"].ConvertInvariant<long>(token[\"transactTime\"].ConvertInvariant<long>())),\nOrderId = token[\"orderId\"].ToStringInvariant(),\nSymbol = token[\"symbol\"].ToStringInvariant()\n};\n+ result.AveragePrice = (result.AmountFilled <= 0m ? 0m : result.Price / result.AmountFilled);\nswitch (token[\"status\"].ToStringInvariant())\n{\ncase \"NEW\":\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -98,6 +98,47 @@ namespace ExchangeSharp\nreturn json[\"result\"];\n}\n+ private ExchangeOrderResult ParseOrder(string orderId, JToken order)\n+ {\n+ ExchangeOrderResult orderResult = new ExchangeOrderResult { OrderId = orderId };\n+\n+ switch (order[\"status\"].ToStringInvariant())\n+ {\n+ case \"pending\": orderResult.Result = ExchangeAPIOrderResult.Pending; break;\n+ case \"open\": orderResult.Result = ExchangeAPIOrderResult.FilledPartially; break;\n+ case \"closed\": orderResult.Result = ExchangeAPIOrderResult.Filled; break;\n+ case \"canceled\": case \"expired\": orderResult.Result = ExchangeAPIOrderResult.Canceled; break;\n+ default: orderResult.Result = ExchangeAPIOrderResult.Error; break;\n+ }\n+ orderResult.Message = (orderResult.Message ?? order[\"reason\"].ToStringInvariant());\n+ orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order[\"opentm\"].ConvertInvariant<double>());\n+ orderResult.Symbol = order[\"descr\"][\"pair\"].ToStringInvariant();\n+ orderResult.IsBuy = (order[\"descr\"][\"type\"].ToStringInvariant() == \"buy\");\n+ orderResult.Amount = order[\"vol\"].ConvertInvariant<decimal>();\n+ orderResult.AmountFilled = order[\"vol_exec\"].ConvertInvariant<decimal>();\n+ orderResult.Price = order[\"descr\"][\"price\"].ConvertInvariant<decimal>();\n+ orderResult.AveragePrice = order[\"price\"].ConvertInvariant<decimal>();\n+\n+ return orderResult;\n+ }\n+\n+ private IEnumerable<ExchangeOrderResult> QueryOrders(string symbol, string path)\n+ {\n+ JObject json = MakeJsonRequest<JObject>(path, null, GetNoncePayload());\n+ JToken result = CheckError(json);\n+ result = result[\"open\"];\n+\n+ symbol = NormalizeSymbol(symbol);\n+\n+ foreach (JProperty order in result)\n+ {\n+ if (symbol == null || order.Value[\"descr\"][\"pair\"].ToStringInvariant() == symbol)\n+ {\n+ yield return ParseOrder(order.Name, order.Value);\n+ }\n+ }\n+ }\n+\nprotected override void ProcessRequest(HttpWebRequest request, Dictionary<string, object> payload)\n{\nif (payload == null || PrivateApiKey == null || PublicApiKey == null || !payload.ContainsKey(\"nonce\"))\n@@ -375,49 +416,17 @@ namespace ExchangeSharp\npublic override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n{\n- JObject json = MakeJsonRequest<JObject>(\"/0/private/OpenOrders\", null, GetNoncePayload());\n- JToken result = CheckError(json);\n- result = result[\"open\"];\n-\n- symbol = NormalizeSymbol(symbol);\n-\n- foreach (JProperty order in result)\n- {\n- if (symbol == null || order.Value[\"descr\"][\"pair\"].ToStringInvariant() == symbol)\n- {\n- yield return ParseOrder(order.Name, order.Value);\n- }\n- }\n+ return QueryOrders(symbol, \"/0/private/OpenOrders\");\n}\n- private ExchangeOrderResult ParseOrder(string orderId, JToken order)\n+ public override IEnumerable<ExchangeOrderResult> GetCompletedOrderDetails(string symbol = null, DateTime? afterDate = null)\n{\n- ExchangeOrderResult orderResult = new ExchangeOrderResult {OrderId = orderId};\n-\n- switch (order[\"status\"].ToStringInvariant())\n+ string path = \"/0/private/ClosedOrders\";\n+ if (afterDate != null)\n{\n- case \"pending\": orderResult.Result = ExchangeAPIOrderResult.Pending; break;\n- case \"open\": orderResult.Result = ExchangeAPIOrderResult.FilledPartially; break;\n- case \"closed\": orderResult.Result = ExchangeAPIOrderResult.Filled; break;\n- case \"canceled\": case \"expired\": orderResult.Result = ExchangeAPIOrderResult.Canceled; break;\n- default: orderResult.Result = ExchangeAPIOrderResult.Error; break;\n- }\n- orderResult.Message = (orderResult.Message ?? order[\"reason\"].ToStringInvariant());\n- orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order[\"opentm\"].ConvertInvariant<double>());\n- orderResult.Symbol = order[\"descr\"][\"pair\"].ToStringInvariant();\n- orderResult.IsBuy = (order[\"descr\"][\"type\"].ToStringInvariant() == \"buy\");\n- orderResult.Amount = order[\"vol\"].ConvertInvariant<decimal>();\n- orderResult.AmountFilled = order[\"vol_exec\"].ConvertInvariant<decimal>();\n- orderResult.Price = order[\"descr\"][\"price\"].ConvertInvariant<decimal>();\n- orderResult.AveragePrice = order[\"price\"].ConvertInvariant<decimal>();\n-\n- return orderResult;\n+ path += \"?start=\" + ((long)afterDate.Value.UnixTimestampFromDateTimeMilliseconds()).ToStringInvariant();\n}\n-\n- public override IEnumerable<ExchangeOrderResult> GetCompletedOrderDetails(string symbol = null, DateTime? afterDate = null)\n- {\n- // TODO: Implement\n- return base.GetCompletedOrderDetails(symbol);\n+ return QueryOrders(symbol, path);\n}\npublic override void CancelOrder(string orderId)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -81,8 +81,7 @@ namespace ExchangeSharp\n{\norder.Amount += token[\"amount\"].ConvertInvariant<decimal>();\norder.AmountFilled = order.Amount;\n- order.Price += token[\"rate\"].ConvertInvariant<decimal>();\n- // TODO: implement AveragePrice - should be calculated from resultingTrades?\n+ order.AveragePrice += token[\"rate\"].ConvertInvariant<decimal>();\nif (token[\"type\"].ToStringInvariant() == \"buy\")\n{\norder.IsBuy = true;\n@@ -93,6 +92,9 @@ namespace ExchangeSharp\n}\n}\norder.AveragePrice /= tradeCount;\n+\n+ // Poloniex does not provide a way to get the original price\n+ order.Price = order.AveragePrice;\n}\n}\nelse\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Complete TODO for average prices
|
329,148 |
17.02.2018 22:03:44
| 25,200 |
bcc26143ac3bd147bf4513ed92c11b0331c8185e
|
Remove protected data dependancy
On Windows, data protection API is used.
On other platforms, the data is passed through as is.
|
[
{
"change_type": "MODIFY",
"old_path": "Console/ExchangeSharpConsole_Tests.cs",
"new_path": "Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -99,6 +99,13 @@ namespace ExchangeSharpConsoleApp\n{\nthrow new ApplicationException(\"AES encryption test fail\");\n}\n+\n+ byte[] protectedData = DataProtector.Protect(salt);\n+ byte[] unprotectedData = DataProtector.Unprotect(protectedData);\n+ if (!unprotectedData.SequenceEqual(salt))\n+ {\n+ throw new ApplicationException(\"Protected data API fail\");\n+ }\n}\nprivate static void TestExchanges()\n@@ -154,9 +161,9 @@ namespace ExchangeSharpConsoleApp\npublic static void RunPerformTests(Dictionary<string, string> dict)\n{\n- TestExchanges();\n- TestRateGate();\nTestEncryption();\n+ TestRateGate();\n+ TestExchanges();\n}\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/CryptoUtility.cs",
"new_path": "ExchangeSharp/CryptoUtility.cs",
"diff": "@@ -26,6 +26,14 @@ namespace ExchangeSharp\n{\npublic static class CryptoUtility\n{\n+ /// <summary>\n+ /// Static constructor\n+ /// </summary>\n+ static CryptoUtility()\n+ {\n+ IsWindows = RuntimeInformation.IsOSPlatform(OSPlatform.Windows);\n+ }\n+\n/// <summary>\n/// Convert an object to string using invariant culture\n/// </summary>\n@@ -318,6 +326,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Load protected data as strings from file. Call this function in your production environment, loading in a securely encrypted file which will stay encrypted in memory.\n+ /// On non-Windows platforms, the file is plain text and must be secured using file permissions.\n/// </summary>\n/// <param name=\"path\">Path to load from</param>\n/// <returns>Protected data</returns>\n@@ -326,7 +335,7 @@ namespace ExchangeSharp\nbyte[] bytes = File.ReadAllBytes(path);\n// while unprotectedBytes is populated, app is vulnerable - we clear this array ASAP to remove sensitive data from memory\n- byte[] unprotectedBytes = ProtectedData.Unprotect(bytes, null, DataProtectionScope.CurrentUser);\n+ byte[] unprotectedBytes = DataProtector.Unprotect(bytes);\nMemoryStream memory = new MemoryStream(unprotectedBytes);\nBinaryReader reader = new BinaryReader(memory, Encoding.UTF8);\n@@ -356,6 +365,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Save unprotected data as strings to a file, where it will be encrypted for the current user account. Call this method offline with the data you need to secure.\n/// Call CryptoUtility.LoadProtectedStringsFromFile to later load these strings from the file.\n+ /// On non-Windows platforms, the file is plain text and must be secured using file permissions.\n/// </summary>\n/// <param name=\"path\">Path to save to</param>\n/// <param name=\"strings\">Strings to save.</param>\n@@ -386,7 +396,7 @@ namespace ExchangeSharp\n}\n}\nwriter.Flush();\n- File.WriteAllBytes(path, ProtectedData.Protect(memory.ToArray(), null, DataProtectionScope.CurrentUser));\n+ File.WriteAllBytes(path, DataProtector.Protect(memory.ToArray()));\n}\n/// <summary>\n@@ -411,5 +421,7 @@ namespace ExchangeSharp\n}\nreturn Math.Floor(amount);\n}\n+\n+ public static bool IsWindows { get; private set; }\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<ItemGroup>\n<PackageReference Include=\"Microsoft.AspNet.SignalR.Client\" Version=\"2.2.2\" />\n- <PackageReference Include=\"Bittrex.Net\" Version=\"1.3.8\" />\n- <PackageReference Include=\"Newtonsoft.Json\" Version=\"10.0.3\" />\n- <PackageReference Include=\"System.Security.Cryptography.ProtectedData\" Version=\"4.4.0\" />\n+ <PackageReference Include=\"Bittrex.Net\" Version=\"1.3.10\" />\n+ <PackageReference Include=\"Newtonsoft.Json\" Version=\"11.0.1\" />\n</ItemGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -49,6 +49,7 @@ ExchangeTicker ticker = api.GetTicker(\"XXBTZUSD\");\nConsole.WriteLine(\"On the Kraken exchange, 1 bitcoin is worth {0} USD.\", ticker.Bid);\n// load API keys created from ExchangeSharpConsole.exe keys mode=create path=keys.bin keylist=public_key,private_key\n+// *** On non-Windows platforms, you must secure access to the file itself as the keys will not be encrypted, on Windows the protected data API is used ***\napi.LoadAPIKeys(\"keys.bin\");\n/// place limit order for 0.01 bitcoin at ticker.Ask USD\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Remove protected data dependancy
On Windows, data protection API is used.
On other platforms, the data is passed through as is.
|
329,108 |
21.02.2018 19:25:00
| -3,600 |
c0de17d68c4aa7a92e117ffee2c8543719f1bc1b
|
write exchange test results to console
|
[
{
"change_type": "MODIFY",
"old_path": "Console/ExchangeSharpConsole_Tests.cs",
"new_path": "Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -120,20 +120,25 @@ namespace ExchangeSharpConsoleApp\nIReadOnlyCollection<string> symbols = api.GetSymbols().ToArray();\nAssert(symbols != null && symbols.Count != 0 && symbols.Contains(symbol, StringComparer.OrdinalIgnoreCase));\n+ Console.WriteLine($\"API {api.Name} GetSymbols OK (default: {symbol}; {symbols.Count} symbols)\");\nExchangeTrade[] trades = api.GetHistoricalTrades(symbol).ToArray();\nAssert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);\n+ Console.WriteLine($\"API {api.Name} GetHistoricalTrades OK ({trades.Length})\");\nvar book = api.GetOrderBook(symbol);\nAssert(book.Asks.Count != 0 && book.Bids.Count != 0 && book.Asks[0].Amount > 0m &&\nbook.Asks[0].Price > 0m && book.Bids[0].Amount > 0m && book.Bids[0].Price > 0m);\n+ Console.WriteLine($\"API {api.Name} GetOrderBook OK ({book.Asks.Count} asks, {book.Bids.Count} bids)\");\ntrades = api.GetRecentTrades(symbol).ToArray();\nAssert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);\n+ Console.WriteLine($\"API {api.Name} GetRecentTrades OK ({trades.Length} trades)\");\nvar ticker = api.GetTicker(symbol);\nAssert(ticker != null && ticker.Ask > 0m && ticker.Bid > 0m && ticker.Last > 0m &&\nticker.Volume != null && ticker.Volume.PriceAmount > 0m && ticker.Volume.QuantityAmount > 0m);\n+ Console.WriteLine($\"API {api.Name} GetTicker OK (ask: {ticker.Ask}, bid: {ticker.Bid}, last: {ticker.Last})\");\ntry\n{\n@@ -142,14 +147,16 @@ namespace ExchangeSharpConsoleApp\ncandles[0].HighPrice >= candles[0].LowPrice && candles[0].HighPrice >= candles[0].ClosePrice && candles[0].HighPrice >= candles[0].OpenPrice &&\n!string.IsNullOrWhiteSpace(candles[0].Name) && candles[0].ExchangeName == api.Name && candles[0].PeriodSeconds == 86400 && candles[0].VolumePrice > 0.0 &&\ncandles[0].VolumeQuantity > 0.0 && candles[0].WeightedAverage >= 0m);\n+\n+ Console.WriteLine($\"API {api.Name} GetCandles OK ({candles.Length})\");\n}\ncatch (NotSupportedException)\n{\n-\n+ Console.WriteLine($\"API {api.Name} GetCandles not supported\");\n}\ncatch (NotImplementedException)\n{\n-\n+ Console.WriteLine($\"API {api.Name} GetCandles not implemented\");\n}\n}\ncatch (Exception ex)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
write exchange test results to console (#41)
|
329,148 |
21.02.2018 14:42:18
| 25,200 |
b2004d933578e5f6d611c8d1d9ea8f8313341364
|
Remove older tls protocols
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -174,7 +174,7 @@ namespace ExchangeSharp\n{\ntry\n{\n- ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12 | SecurityProtocolType.Tls11 | SecurityProtocolType.Tls | SecurityProtocolType.Ssl3;\n+ ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12 | SecurityProtocolType.Ssl3;\n}\ncatch\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Remove older tls protocols
|
329,148 |
21.02.2018 17:22:58
| 25,200 |
516ddc8d2f79c877fbd1fcecd03404e5a410186a
|
Add managed protection from mono
DataProtector is the common interface and should work on Windows, MAC and Linux now.
|
[
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": ""
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -5,6 +5,9 @@ using System.Text;\nnamespace ExchangeSharp\n{\n+ /// <summary>\n+ /// Allows protecting data using encryption tied to the local user account\n+ /// </summary>\npublic static class DataProtector\n{\n#region Windows\n@@ -112,24 +115,38 @@ namespace ExchangeSharp\n#endregion Windows\n+ /// <summary>\n+ /// Protected data using local user account\n+ /// </summary>\n+ /// <param name=\"data\">Data to protect</param>\n+ /// <returns>Protected data</returns>\npublic static byte[] Protect(byte[] data)\n{\n- if (!CryptoUtility.IsWindows)\n+ if (CryptoUtility.IsWindows)\n{\n- return data;\n- }\n-\nreturn CryptOperationWindows(true, data);\n}\n+ else\n+ {\n+ return ManagedProtection.Protect(data, null, ManagedProtection.DataProtectionScope.CurrentUser);\n+ }\n+ }\n+ /// <summary>\n+ /// Unprotects data using local user account\n+ /// </summary>\n+ /// <param name=\"data\">Data to unprotect</param>\n+ /// <returns>Unprotected data</returns>\npublic static byte[] Unprotect(byte[] data)\n{\n- if (!CryptoUtility.IsWindows)\n+ if (CryptoUtility.IsWindows)\n{\n- return data;\n- }\n-\nreturn CryptOperationWindows(false, data);\n}\n+ else\n+ {\n+ return ManagedProtection.Unprotect(data, null, ManagedProtection.DataProtectionScope.CurrentUser);\n+ }\n+ }\n}\n}\n"
},
{
"change_type": "RENAME",
"old_path": "ExchangeSharp/RateGate.cs",
"new_path": "ExchangeSharp/Utility/RateGate.cs",
"diff": ""
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -49,7 +49,6 @@ ExchangeTicker ticker = api.GetTicker(\"XXBTZUSD\");\nConsole.WriteLine(\"On the Kraken exchange, 1 bitcoin is worth {0} USD.\", ticker.Bid);\n// load API keys created from ExchangeSharpConsole.exe keys mode=create path=keys.bin keylist=public_key,private_key\n-// *** On non-Windows platforms, you must secure access to the file itself as the keys will not be encrypted, on Windows the protected data API is used ***\napi.LoadAPIKeys(\"keys.bin\");\n/// place limit order for 0.01 bitcoin at ticker.Ask USD\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add managed protection from mono
DataProtector is the common interface and should work on Windows, MAC and Linux now.
|
329,108 |
22.02.2018 17:37:08
| -3,600 |
268dee38a9bad091c8a55a65b0457642919bfc37
|
replace AES ciphermode CFB
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -246,7 +246,7 @@ namespace ExchangeSharp\nvar key = new Rfc2898DeriveBytes(password, salt, 1024);\nAES.Key = key.GetBytes(AES.KeySize / 8);\nAES.IV = key.GetBytes(AES.BlockSize / 8);\n- AES.Mode = CipherMode.CFB;\n+ AES.Mode = CipherMode.CBC;\nencrypted.Write(salt, 0, salt.Length);\nvar cs = new CryptoStream(encrypted, AES.CreateEncryptor(), CryptoStreamMode.Write);\ncs.Write(input, 0, input.Length);\n@@ -270,7 +270,7 @@ namespace ExchangeSharp\nvar key = new Rfc2898DeriveBytes(password, salt, 1024);\nAES.Key = key.GetBytes(AES.KeySize / 8);\nAES.IV = key.GetBytes(AES.BlockSize / 8);\n- AES.Mode = CipherMode.CFB;\n+ AES.Mode = CipherMode.CBC;\nMemoryStream encrypted = new MemoryStream(input);\nbyte[] saltMatch = new byte[salt.Length];\nif (encrypted.Read(saltMatch, 0, saltMatch.Length) != salt.Length || !salt.SequenceEqual(saltMatch))\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
replace AES ciphermode CFB (#42)
|
329,148 |
22.02.2018 10:20:09
| 25,200 |
1a6dfbd2d991d12dc2fce7f0e0411b6d4e6c5449
|
Update nuget and fix comment
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -30,10 +30,9 @@ namespace ExchangeSharp\npublic string BaseUrl2 { get; set; } = \"https://bittrex.com/api/v2.0\";\nprivate BittrexSocketClient socketClient;\n- private readonly object socketClientLock = new object();\n/// <summary>\n- /// Gets the singleton BittrexSocketClient\n+ /// Gets the BittrexSocketClient for this API\n/// </summary>\nprivate BittrexSocketClient SocketClient\n{\n@@ -41,7 +40,7 @@ namespace ExchangeSharp\n{\nif (this.socketClient == null)\n{\n- lock (this.socketClientLock)\n+ lock (this)\n{\nif (this.socketClient == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<ItemGroup>\n<PackageReference Include=\"Microsoft.AspNet.SignalR.Client\" Version=\"2.2.2\" />\n- <PackageReference Include=\"Bittrex.Net\" Version=\"1.3.10\" />\n+ <PackageReference Include=\"Bittrex.Net\" Version=\"1.3.15\" />\n<PackageReference Include=\"Newtonsoft.Json\" Version=\"11.0.1\" />\n</ItemGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update nuget and fix comment
|
329,108 |
22.02.2018 21:07:05
| -3,600 |
d586594a08d1c6340085fa27a4161869a8cbcdb6
|
RSACryptoServiceProvider does not support CspParameters outside of windows
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/ManagedProtection.cs",
"new_path": "ExchangeSharp/Utility/ManagedProtection.cs",
"diff": "@@ -279,9 +279,9 @@ namespace ExchangeSharp\n{\nlock (user_lock)\n{\n- CspParameters csp = new CspParameters();\n- csp.KeyContainerName = \"DAPI\";\n- user = new RSACryptoServiceProvider(1536, csp);\n+ // CspParameters csp = new CspParameters();\n+ // csp.KeyContainerName = \"DAPI\";\n+ user = new RSACryptoServiceProvider(1536);\n}\n}\nreturn user;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
RSACryptoServiceProvider does not support CspParameters outside of windows
|
329,148 |
22.02.2018 13:52:13
| 25,200 |
be0a8bf7a9f705d4e0bb6687189ee39c193ef67e
|
Add mono boolean
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -32,6 +32,7 @@ namespace ExchangeSharp\nstatic CryptoUtility()\n{\nIsWindows = RuntimeInformation.IsOSPlatform(OSPlatform.Windows);\n+ IsMono = (Type.GetType(\"Mono.Runtime\") != null);\n}\n/// <summary>\n@@ -423,5 +424,6 @@ namespace ExchangeSharp\n}\npublic static bool IsWindows { get; private set; }\n+ public static bool IsMono { get; private set; }\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add mono boolean
|
329,148 |
22.02.2018 13:54:10
| 25,200 |
a9c00524c5094bfbd8fbd43f7d24cece91d2bc27
|
Keep csp under Mono
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/ManagedProtection.cs",
"new_path": "ExchangeSharp/Utility/ManagedProtection.cs",
"diff": "@@ -279,22 +279,36 @@ namespace ExchangeSharp\n{\nlock (user_lock)\n{\n- // CspParameters csp = new CspParameters();\n- // csp.KeyContainerName = \"DAPI\";\n+ if (CryptoUtility.IsMono)\n+ {\n+ CspParameters csp = new CspParameters();\n+ csp.KeyContainerName = \"DAPI\";\n+ user = new RSACryptoServiceProvider(1536, csp);\n+ }\n+ else\n+ {\nuser = new RSACryptoServiceProvider(1536);\n}\n}\n+ }\nreturn user;\ncase DataProtectionScope.LocalMachine:\nif (machine == null)\n{\nlock (machine_lock)\n+ {\n+ if (CryptoUtility.IsMono)\n{\nCspParameters csp = new CspParameters();\ncsp.KeyContainerName = \"DAPI\";\ncsp.Flags = CspProviderFlags.UseMachineKeyStore;\nmachine = new RSACryptoServiceProvider(1536, csp);\n}\n+ else\n+ {\n+ machine = new RSACryptoServiceProvider(1536);\n+ }\n+ }\n}\nreturn machine;\ndefault:\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Keep csp under Mono
|
329,148 |
22.02.2018 19:26:09
| 25,200 |
227f7f57252186178fd798b5fcac9e685ec3ef12
|
Remove un-needed allocations
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -90,37 +90,29 @@ namespace ExchangeSharp\nprivate static byte[] CryptOperationWindows(bool protect, byte[] data, byte[] optionalEntropy, DataProtectionScope scope)\n{\nGCHandle handle = GCHandle.Alloc(data, GCHandleType.Pinned);\n+ GCHandle handleEntropy = (optionalEntropy != null && optionalEntropy.Length != 0 ? GCHandle.Alloc(optionalEntropy, GCHandleType.Pinned) : new GCHandle());\ntry\n{\n- DATA_BLOB blob = new DATA_BLOB { cbData = data.Length, pbData = handle.AddrOfPinnedObject() };\n- DATA_BLOB entropy = new DATA_BLOB();\n- DATA_BLOB dataOut = new DATA_BLOB();\n- CRYPTPROTECT_PROMPTSTRUCT prompt = new CRYPTPROTECT_PROMPTSTRUCT();\n-\n- if (optionalEntropy != null && optionalEntropy.Length != 0)\n+ DATA_BLOB dataIn = new DATA_BLOB\n{\n- entropy.pbData = Marshal.AllocHGlobal(optionalEntropy.Length);\n- entropy.cbData = optionalEntropy.Length;\n- Marshal.Copy(optionalEntropy, 0, entropy.pbData, optionalEntropy.Length);\n- }\n- try\n+ cbData = data.Length,\n+ pbData = handle.AddrOfPinnedObject()\n+ };\n+ DATA_BLOB entropy = new DATA_BLOB\n{\n+ cbData = (optionalEntropy == null ? 0 : optionalEntropy.Length),\n+ pbData = (handleEntropy.IsAllocated ? handleEntropy.AddrOfPinnedObject() : IntPtr.Zero)\n+ };\n+ DATA_BLOB dataOut = new DATA_BLOB();\n+ CRYPTPROTECT_PROMPTSTRUCT prompt = new CRYPTPROTECT_PROMPTSTRUCT();\nCryptProtectFlags flags = (scope == DataProtectionScope.CurrentUser ? CryptProtectFlags.CRYPTPROTECT_NONE : CryptProtectFlags.CRYPTPROTECT_LOCAL_MACHINE);\nif (protect)\n{\n- CryptProtectData(ref blob, null, ref entropy, IntPtr.Zero, ref prompt, flags, ref dataOut);\n+ CryptProtectData(ref dataIn, null, ref entropy, IntPtr.Zero, ref prompt, flags, ref dataOut);\n}\nelse\n{\n- CryptUnprotectData(ref blob, null, ref entropy, IntPtr.Zero, ref prompt, flags, ref dataOut);\n- }\n- }\n- finally\n- {\n- if (optionalEntropy != null && optionalEntropy.Length != 0)\n- {\n- Marshal.FreeHGlobal(entropy.pbData);\n- }\n+ CryptUnprotectData(ref dataIn, null, ref entropy, IntPtr.Zero, ref prompt, flags, ref dataOut);\n}\nif (dataOut.cbData == 0)\n{\n@@ -134,6 +126,10 @@ namespace ExchangeSharp\nfinally\n{\nhandle.Free();\n+ if (handleEntropy.IsAllocated)\n+ {\n+ handleEntropy.Free();\n+ }\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Remove un-needed allocations
|
329,148 |
22.02.2018 19:27:39
| 25,200 |
f04a267b8f30f9f43211de541ad0fc1cbc793af5
|
Fix code overwritten in merge
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -405,23 +405,39 @@ namespace ExchangeSharp\nif (user == null)\n{\nlock (user_lock)\n+ {\n+ if (CryptoUtility.IsMono)\n{\nCspParameters csp = new CspParameters();\ncsp.KeyContainerName = \"DAPI\";\nuser = new RSACryptoServiceProvider(1536, csp);\n}\n+ else\n+ {\n+ user = RSA.Create();\n+ user.KeySize = 1536;\n+ }\n+ }\n}\nreturn user;\ncase DataProtectionScope.LocalMachine:\nif (machine == null)\n{\nlock (machine_lock)\n+ {\n+ if (CryptoUtility.IsMono)\n{\nCspParameters csp = new CspParameters();\ncsp.KeyContainerName = \"DAPI\";\ncsp.Flags = CspProviderFlags.UseMachineKeyStore;\nmachine = new RSACryptoServiceProvider(1536, csp);\n}\n+ else\n+ {\n+ machine = RSA.Create();\n+ machine.KeySize = 1536;\n+ }\n+ }\n}\nreturn machine;\ndefault:\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix code overwritten in merge
|
329,148 |
22.02.2018 19:31:45
| 25,200 |
bd1d226c267648b401674628da8751058d74fa14
|
Move user and machine to static constructor
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -174,6 +174,31 @@ namespace ExchangeSharp\n// * SHA256 digest to ensure integrity\ninternal static class ManagedProtection\n{\n+ private static readonly RSA user;\n+ private static readonly RSA machine;\n+\n+ static ManagedProtection()\n+ {\n+ if (CryptoUtility.IsMono)\n+ {\n+ CspParameters csp = new CspParameters();\n+ csp.KeyContainerName = \"DAPI\";\n+ user = new RSACryptoServiceProvider(1536, csp);\n+\n+ csp = new CspParameters();\n+ csp.KeyContainerName = \"DAPI\";\n+ csp.Flags = CspProviderFlags.UseMachineKeyStore;\n+ machine = new RSACryptoServiceProvider(1536, csp);\n+ }\n+ else\n+ {\n+ user = RSA.Create();\n+ user.KeySize = 1536;\n+ machine = RSA.Create();\n+ machine.KeySize = 1536;\n+ }\n+ }\n+\n// FIXME [KeyContainerPermission (SecurityAction.Assert, KeyContainerName = \"DAPI\",\n// Flags = KeyContainerPermissionFlags.Open | KeyContainerPermissionFlags.Create)]\npublic static byte[] Protect(byte[] userData, byte[] optionalEntropy, DataProtectionScope scope)\n@@ -390,56 +415,16 @@ namespace ExchangeSharp\nreturn decdata;\n}\n- // private stuff\n-\n- private static RSA user;\n- private static RSA machine;\n- private readonly static object user_lock = new object();\n- private readonly static object machine_lock = new object();\n-\nprivate static RSA GetKey(DataProtectionScope scope)\n{\nswitch (scope)\n{\ncase DataProtectionScope.CurrentUser:\n- if (user == null)\n- {\n- lock (user_lock)\n- {\n- if (CryptoUtility.IsMono)\n- {\n- CspParameters csp = new CspParameters();\n- csp.KeyContainerName = \"DAPI\";\n- user = new RSACryptoServiceProvider(1536, csp);\n- }\n- else\n- {\n- user = RSA.Create();\n- user.KeySize = 1536;\n- }\n- }\n- }\nreturn user;\n+\ncase DataProtectionScope.LocalMachine:\n- if (machine == null)\n- {\n- lock (machine_lock)\n- {\n- if (CryptoUtility.IsMono)\n- {\n- CspParameters csp = new CspParameters();\n- csp.KeyContainerName = \"DAPI\";\n- csp.Flags = CspProviderFlags.UseMachineKeyStore;\n- machine = new RSACryptoServiceProvider(1536, csp);\n- }\n- else\n- {\n- machine = RSA.Create();\n- machine.KeySize = 1536;\n- }\n- }\n- }\nreturn machine;\n+\ndefault:\nthrow new CryptographicException(\"Invalid scope.\");\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Move user and machine to static constructor
|
329,148 |
23.02.2018 15:39:20
| 25,200 |
bbbad659fb9d8000a8aabbb42a78084c656b256c
|
Attempt to use full managed API, fallback to temp key
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -179,21 +179,26 @@ namespace ExchangeSharp\nstatic ManagedProtection()\n{\n- if (CryptoUtility.IsMono)\n+ try\n{\nCspParameters csp = new CspParameters();\ncsp.KeyContainerName = \"DAPI\";\nuser = new RSACryptoServiceProvider(1536, csp);\n-\n- csp = new CspParameters();\n+ }\n+ catch\n+ {\n+ user = RSA.Create();\n+ user.KeySize = 1536;\n+ }\n+ try\n+ {\n+ CspParameters csp = new CspParameters();\ncsp.KeyContainerName = \"DAPI\";\ncsp.Flags = CspProviderFlags.UseMachineKeyStore;\nmachine = new RSACryptoServiceProvider(1536, csp);\n}\n- else\n+ catch\n{\n- user = RSA.Create();\n- user.KeySize = 1536;\nmachine = RSA.Create();\nmachine.KeySize = 1536;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Attempt to use full managed API, fallback to temp key
|
329,108 |
24.02.2018 13:27:15
| -3,600 |
abccf3bbe752240203c9c4ae50efd52ce7f4f5e7
|
create keystore test
|
[
{
"change_type": "MODIFY",
"old_path": "Console/ExchangeSharpConsole_Tests.cs",
"new_path": "Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -80,7 +80,7 @@ namespace ExchangeSharpConsoleApp\n}\n}\n- private static void TestEncryption()\n+ private static void TestAESEncryption()\n{\nbyte[] salt = new byte[] { 65, 61, 53, 222, 105, 5, 199, 241, 213, 56, 19, 120, 251, 37, 66, 185 };\nbyte[] data = new byte[255];\n@@ -108,6 +108,39 @@ namespace ExchangeSharpConsoleApp\n}\n}\n+ private static void TestKeyStore() {\n+ try {\n+ // store keys\n+ var path = \"keystore.test.bin\";\n+ if (!CryptoUtility.IsWindows) {\n+ path = \"/tmp/\" + path;\n+ }\n+\n+ var publicKey = \"public key test aa45c0\";\n+ var privateKey = \"private key test bb270a\";\n+\n+ var keys = new string[] {\n+ publicKey,\n+ privateKey\n+ };\n+\n+ CryptoUtility.SaveUnprotectedStringsToFile(path, keys);\n+\n+ // read keys\n+ var keysRead = CryptoUtility.LoadProtectedStringsFromFile(path);\n+ var publicKeyRead = CryptoUtility.SecureStringToString(keysRead[0]);\n+ var privateKeyRead = CryptoUtility.SecureStringToString(keysRead[1]);\n+\n+ if(privateKeyRead != privateKey || publicKeyRead != publicKey) {\n+ Console.WriteLine(\"TestKeyStore failed (mismatch)\");\n+ } else {\n+ Console.WriteLine(\"TestKeyStore OK\");\n+ }\n+ } catch (Exception ex) {\n+ Console.WriteLine($\"TestKeyStore failed ({ex.GetType().Name}: {ex.Message})\");\n+ }\n+ }\n+\nprivate static void TestExchanges()\n{\nIExchangeAPI[] apis = ExchangeAPI.GetExchangeAPIDictionary().Values.ToArray();\n@@ -168,7 +201,8 @@ namespace ExchangeSharpConsoleApp\npublic static void RunPerformTests(Dictionary<string, string> dict)\n{\n- TestEncryption();\n+ TestAESEncryption();\n+ TestKeyStore();\nTestRateGate();\nTestExchanges();\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
create keystore test (#44)
|
329,148 |
24.02.2018 06:22:13
| 25,200 |
bc3bad6a74cf9451d1fa0d6cebd3f5c986c86a62
|
.NET core non Windows RSA fallback
|
[
{
"change_type": "MODIFY",
"old_path": "Console/ExchangeSharpConsole_Tests.cs",
"new_path": "Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -16,6 +16,7 @@ using System.Diagnostics;\nusing System.IO;\nusing System.Linq;\nusing System.Security;\n+using System.Security.Cryptography;\nusing ExchangeSharp;\n@@ -142,6 +143,24 @@ namespace ExchangeSharpConsoleApp\n}\n}\n+ private static void TestRSAFromFile()\n+ {\n+ byte[] originalValue = new byte[256];\n+ new System.Random().NextBytes(originalValue);\n+\n+ for (int i = 0; i < 4; i++)\n+ {\n+ DataProtector.DataProtectionScope scope = (i < 2 ? DataProtector.DataProtectionScope.CurrentUser : DataProtector.DataProtectionScope.LocalMachine);\n+ RSA rsa = DataProtector.RSAFromFile(scope);\n+ byte[] encrypted = rsa.Encrypt(originalValue, RSAEncryptionPadding.Pkcs1);\n+ byte[] decrypted = rsa.Decrypt(encrypted, RSAEncryptionPadding.Pkcs1);\n+ if (!originalValue.SequenceEqual(decrypted))\n+ {\n+ Console.WriteLine(\"TestRSAFromFile failure, original value not equal to decrypted value, scope: {0}\", scope);\n+ }\n+ }\n+ }\n+\nprivate static void TestExchanges()\n{\nIExchangeAPI[] apis = ExchangeAPI.GetExchangeAPIDictionary().Values.ToArray();\n@@ -202,6 +221,7 @@ namespace ExchangeSharpConsoleApp\npublic static void RunPerformTests(Dictionary<string, string> dict)\n{\n+ TestRSAFromFile();\nTestAESEncryption();\nTestKeyStore();\nTestRateGate();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/DataProtector.cs",
"new_path": "ExchangeSharp/Utility/DataProtector.cs",
"diff": "@@ -187,8 +187,7 @@ namespace ExchangeSharp\n}\ncatch\n{\n- user = RSA.Create();\n- user.KeySize = 1536;\n+ user = RSAFromFile(DataProtectionScope.CurrentUser);\n}\ntry\n{\n@@ -199,8 +198,7 @@ namespace ExchangeSharp\n}\ncatch\n{\n- machine = RSA.Create();\n- machine.KeySize = 1536;\n+ machine = RSAFromFile(DataProtectionScope.LocalMachine);\n}\n}\n@@ -454,6 +452,35 @@ namespace ExchangeSharp\nCurrentUser\n};\n+ /// <summary>\n+ /// Store an encrypted key file for user or machine level usage\n+ /// </summary>\n+ /// <param name=\"scope\">Scope</param>\n+ /// <returns>RSA key</returns>\n+ public static RSA RSAFromFile(DataProtectionScope scope)\n+ {\n+ byte[] esp = new byte[] { 69, 155, 31, 254, 7, 18, 99, 187 };\n+ byte[] esl = new byte[] { 101, 5, 79, 221, 48, 42, 26, 123 };\n+ string xmlFile = (scope == DataProtectionScope.CurrentUser ? Path.Combine(System.Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), \"esku_123_abc.bin\") :\n+ Path.Combine(System.Environment.GetFolderPath(Environment.SpecialFolder.UserProfile), \"eskm_123_abc.bin\"));\n+ RSACryptoServiceProvider rsa;\n+ if (File.Exists(xmlFile))\n+ {\n+ byte[] xmlBytes = File.ReadAllBytes(xmlFile);\n+ xmlBytes = CryptoUtility.AesDecryption(xmlBytes, esp, esl);\n+ rsa = new RSACryptoServiceProvider();\n+ rsa.FromXmlString(System.Text.Encoding.ASCII.GetString(xmlBytes));\n+ }\n+ else\n+ {\n+ rsa = new RSACryptoServiceProvider(4096);\n+ byte[] xmlBytes = System.Text.Encoding.ASCII.GetBytes(rsa.ToXmlString(true));\n+ xmlBytes = CryptoUtility.AesEncryption(xmlBytes, esp, esl);\n+ File.WriteAllBytes(xmlFile, xmlBytes);\n+ }\n+ return rsa;\n+ }\n+\n/// <summary>\n/// Protected data using local user account\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
.NET core non Windows RSA fallback
|
329,148 |
24.02.2018 09:24:51
| 25,200 |
c1626112a390d4c50fef2ce8c67be77c899e6b5f
|
Fix warning, add build instructions
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp.sln",
"new_path": "ExchangeSharp.sln",
"diff": "@@ -7,6 +7,15 @@ Project(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharp\", \"ExchangeSh\nEndProject\nProject(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharpConsole\", \"ExchangeSharpConsole\\ExchangeSharpConsole.csproj\", \"{D7F9477D-8A6C-4FEE-826E-FE29C42CB5B9}\"\nEndProject\n+Project(\"{2150E333-8FDC-42A3-9474-1A3956D46DE8}\") = \"SolutionItems\", \"SolutionItems\", \"{1AA29282-C764-47CA-83AB-A6017E941D76}\"\n+ ProjectSection(SolutionItems) = preProject\n+ CODE_OF_CONDUCT.md = CODE_OF_CONDUCT.md\n+ CONTRIBUTING.md = CONTRIBUTING.md\n+ ISSUE_TEMPLATE.md = ISSUE_TEMPLATE.md\n+ LICENSE.txt = LICENSE.txt\n+ README.md = README.md\n+ EndProjectSection\n+EndProject\nGlobal\nGlobalSection(SolutionConfigurationPlatforms) = preSolution\nDebug|Any CPU = Debug|Any CPU\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -174,7 +174,13 @@ namespace ExchangeSharp\n{\ntry\n{\n+\n+#pragma warning disable CS0618\n+\nServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12 | SecurityProtocolType.Ssl3;\n+\n+#pragma warning restore CS0618\n+\n}\ncatch\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -40,6 +40,10 @@ Please send pull requests if you have made a change that you feel is worthwhile.\nNuget package: https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/\n+**Building**\n+Windows: Open ExchangeSharp.sln in Visual Studio and build/run\n+Other Platforms: dotnet build ExchangeSharp.sln -f netcoreapp2.0\n+\n---\nSimple example:\n---\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix warning, add build instructions
|
329,148 |
24.02.2018 09:35:37
| 25,200 |
b1eace6b5ba8da567d270cb6ca2744f184b6d2b0
|
More test summaries
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -50,6 +50,8 @@ namespace ExchangeSharpConsoleApp\n}\nprivate static void TestRateGate()\n+ {\n+ try\n{\nint timesPerPeriod = 1;\nint ms = 500;\n@@ -81,9 +83,17 @@ namespace ExchangeSharpConsoleApp\n}\n}\n}\n+ Console.WriteLine(\"TestRateGate OK\");\n+ }\n+ catch (Exception ex)\n+ {\n+ Console.WriteLine(\"TestRateGate fail: {0}\", ex);\n+ }\n}\nprivate static void TestAESEncryption()\n+ {\n+ try\n{\nbyte[] salt = new byte[] { 65, 61, 53, 222, 105, 5, 199, 241, 213, 56, 19, 120, 251, 37, 66, 185 };\nbyte[] data = new byte[255];\n@@ -109,6 +119,12 @@ namespace ExchangeSharpConsoleApp\n{\nthrow new ApplicationException(\"Protected data API fail\");\n}\n+ Console.WriteLine(\"TestAESEncryption OK\");\n+ }\n+ catch (Exception ex)\n+ {\n+ Console.WriteLine(\"TestAESEncryption failed: {0}\", ex);\n+ }\n}\nprivate static void TestKeyStore()\n@@ -130,7 +146,7 @@ namespace ExchangeSharpConsoleApp\nif (privateKeyRead != privateKey || publicKeyRead != publicKey)\n{\n- Console.WriteLine(\"TestKeyStore failed (mismatch)\");\n+ throw new InvalidDataException(\"TestKeyStore failed (mismatch)\");\n}\nelse\n{\n@@ -144,6 +160,8 @@ namespace ExchangeSharpConsoleApp\n}\nprivate static void TestRSAFromFile()\n+ {\n+ try\n{\nbyte[] originalValue = new byte[256];\nnew System.Random().NextBytes(originalValue);\n@@ -156,8 +174,15 @@ namespace ExchangeSharpConsoleApp\nbyte[] decrypted = rsa.Decrypt(encrypted, RSAEncryptionPadding.Pkcs1);\nif (!originalValue.SequenceEqual(decrypted))\n{\n- Console.WriteLine(\"TestRSAFromFile failure, original value not equal to decrypted value, scope: {0}\", scope);\n+ throw new InvalidDataException(\"TestRSAFromFile failure, original value not equal to decrypted value, scope: \" + scope);\n+ }\n}\n+\n+ Console.WriteLine(\"TestRSAFromFile OK\");\n+ }\n+ catch (Exception ex)\n+ {\n+ Console.WriteLine(\"TestRSAFromFile failed: {0}\", ex);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -41,8 +41,11 @@ Please send pull requests if you have made a change that you feel is worthwhile.\nNuget package: https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/\n**Building**\n+```\nWindows: Open ExchangeSharp.sln in Visual Studio and build/run\nOther Platforms: dotnet build ExchangeSharp.sln -f netcoreapp2.0\n+Ubuntu Release Example: dotnet build ExchangeSharp.sln -f netcoreapp2.0 -c Release -r ubuntu.16.10-x64\n+```\n---\nSimple example:\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
More test summaries
|
329,140 |
03.03.2018 01:35:38
| -7,200 |
1c9f1c630ce42701ba681cd9753655d698703730
|
Fixed wrong calculation of AveragePrice
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -623,7 +623,7 @@ namespace ExchangeSharp\nOrderId = token[\"orderId\"].ToStringInvariant(),\nSymbol = token[\"symbol\"].ToStringInvariant()\n};\n- result.AveragePrice = (result.AmountFilled <= 0m ? 0m : result.Price / result.AmountFilled);\n+ result.AveragePrice = result.Price;\nswitch (token[\"status\"].ToStringInvariant())\n{\ncase \"NEW\":\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fixed wrong calculation of AveragePrice (#46)
|
329,148 |
06.03.2018 16:03:08
| 25,200 |
c36c5c4ebc28271735806251bef84d612b635c97
|
Update Bittrex.NET API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -254,7 +254,7 @@ namespace ExchangeSharp\nreturn null;\n}\n- BittrexApiResult<int> result = this.SocketClient.SubscribeToAllMarketDeltaStream\n+ CryptoExchange.Net.CallResult<int> result = this.SocketClient.SubscribeToAllMarketDeltaStream\n(\nsummaries =>\n{\n@@ -285,7 +285,7 @@ namespace ExchangeSharp\n);\nif (result.Success)\n{\n- streamId = result.Result;\n+ streamId = result.Data;\n}\nreturn this.SocketClient;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<ItemGroup>\n<PackageReference Include=\"Microsoft.AspNet.SignalR.Client\" Version=\"2.2.2\" />\n- <PackageReference Include=\"Bittrex.Net\" Version=\"1.3.15\" />\n+ <PackageReference Include=\"Bittrex.Net\" Version=\"2.0.2\" />\n<PackageReference Include=\"Newtonsoft.Json\" Version=\"11.0.1\" />\n</ItemGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update Bittrex.NET API
|
329,148 |
10.03.2018 15:40:56
| 25,200 |
d51225e715e65645f88eb58161fc13039a217af1
|
Add decimal version of moving average calculator
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Traders/MovingAverageCalculator.cs",
"new_path": "ExchangeSharp/Traders/MovingAverageCalculator.cs",
"diff": "@@ -33,11 +33,30 @@ namespace ExchangeSharp\nprivate double _previousMovingAverage;\nprivate double _previousExponentialMovingAverage;\n+ /// <summary>\n+ /// Current moving average\n+ /// </summary>\npublic double MovingAverage { get; private set; }\n+\n+ /// <summary>\n+ /// Current slope\n+ /// </summary>\npublic double Slope { get; private set; }\n+\n+ /// <summary>\n+ /// Current exponential moving average\n+ /// </summary>\npublic double ExponentialMovingAverage { get; private set; }\n+\n+ /// <summary>\n+ /// Current exponential slope\n+ /// </summary>\npublic double ExponentialSlope { get; private set; }\n+ /// <summary>\n+ /// ToString\n+ /// </summary>\n+ /// <returns>String</returns>\npublic override string ToString()\n{\nreturn string.Format(\"{0}:{1}, {2}:{3}\", MovingAverage, Slope, ExponentialMovingAverage, ExponentialSlope);\n@@ -51,7 +70,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Constructor\n/// </summary>\n- /// <param name=\"windowSize\"></param>\n+ /// <param name=\"windowSize\">Number of items until the calculator matures</param>\npublic MovingAverageCalculator(int windowSize)\n{\nReset(windowSize);\n@@ -104,7 +123,7 @@ namespace ExchangeSharp\nelse\n{\nExponentialMovingAverage = nextValue;\n- ExponentialSlope = 0.0f;\n+ ExponentialSlope = 0.0;\n_previousExponentialMovingAverage = ExponentialMovingAverage;\n}\n}\n@@ -129,11 +148,149 @@ namespace ExchangeSharp\n{\n_windowSize = windowSize;\n_values = new double[_windowSize];\n- _weightingMultiplier = 2.0f / (_values.Length + 1);\n+ _weightingMultiplier = 2.0 / (_values.Length + 1);\n_nextValueIndex = 0;\n_sum = 0;\n_valuesIn = 0;\n_previousExponentialMovingAverage = double.MinValue;\n}\n}\n+\n+ /// <summary>\n+ /// Calculates a moving average value over a specified window using decimal instead of double\n+ /// </summary>\n+ public sealed class MovingAverageCalculatorDecimal\n+ {\n+ private int _windowSize;\n+ private decimal[] _values;\n+ private int _nextValueIndex;\n+ private decimal _sum;\n+ private int _valuesIn;\n+\n+ private decimal _weightingMultiplier;\n+ private decimal _previousMovingAverage;\n+ private decimal _previousExponentialMovingAverage;\n+\n+ /// <summary>\n+ /// Current moving average\n+ /// </summary>\n+ public decimal MovingAverage { get; private set; }\n+\n+ /// <summary>\n+ /// Current slope\n+ /// </summary>\n+ public decimal Slope { get; private set; }\n+\n+ /// <summary>\n+ /// Current exponential moving average\n+ /// </summary>\n+ public decimal ExponentialMovingAverage { get; private set; }\n+\n+ /// <summary>\n+ /// Current exponential slope\n+ /// </summary>\n+ public decimal ExponentialSlope { get; private set; }\n+\n+ /// <summary>\n+ /// ToString\n+ /// </summary>\n+ /// <returns>String</returns>\n+ public override string ToString()\n+ {\n+ return string.Format(\"{0}:{1}, {2}:{3}\", MovingAverage, Slope, ExponentialMovingAverage, ExponentialSlope);\n+ }\n+\n+ /// <summary>\n+ /// Constructor - must call Reset before use\n+ /// </summary>\n+ public MovingAverageCalculatorDecimal() { }\n+\n+ /// <summary>\n+ /// Constructor\n+ /// </summary>\n+ /// <param name=\"windowSize\">Number of items until the calculator matures</param>\n+ public MovingAverageCalculatorDecimal(int windowSize)\n+ {\n+ Reset(windowSize);\n+ }\n+\n+ /// <summary>\n+ /// Updates the moving average with its next value.\n+ /// When IsMature is true and NextValue is called, a previous value will 'fall out' of the\n+ /// moving average.\n+ /// </summary>\n+ /// <param name=\"nextValue\">The next value to be considered within the moving average.</param>\n+ public void NextValue(decimal nextValue)\n+ {\n+ // add new value to the sum\n+ _sum += nextValue;\n+\n+ if (_valuesIn < _windowSize)\n+ {\n+ // we haven't yet filled our window\n+ _valuesIn++;\n+ }\n+ else\n+ {\n+ // remove oldest value from sum\n+ _sum -= _values[_nextValueIndex];\n+ }\n+\n+ // store the value\n+ _values[_nextValueIndex] = nextValue;\n+\n+ // progress the next value index pointer\n+ _nextValueIndex++;\n+ if (_nextValueIndex == _windowSize)\n+ {\n+ _nextValueIndex = 0;\n+ }\n+ MovingAverage = _sum / _valuesIn;\n+ Slope = MovingAverage - _previousMovingAverage;\n+ _previousMovingAverage = MovingAverage;\n+\n+ // exponential moving average\n+ if (_previousExponentialMovingAverage != decimal.MinValue)\n+ {\n+ ExponentialMovingAverage = ((nextValue - _previousExponentialMovingAverage) * _weightingMultiplier) + _previousExponentialMovingAverage;\n+ ExponentialSlope = ExponentialMovingAverage - _previousExponentialMovingAverage;\n+\n+ //update previous average\n+ _previousExponentialMovingAverage = ExponentialMovingAverage;\n+ }\n+ else\n+ {\n+ ExponentialMovingAverage = nextValue;\n+ ExponentialSlope = 0.0m;\n+ _previousExponentialMovingAverage = ExponentialMovingAverage;\n+ }\n+ }\n+\n+ /// <summary>\n+ /// Gets a value indicating whether enough values have been provided to fill the\n+ /// specified window size. Values returned from NextValue may still be used prior\n+ /// to IsMature returning true, however such values are not subject to the intended\n+ /// smoothing effect of the moving average's window size.\n+ /// </summary>\n+ public bool IsMature\n+ {\n+ get { return _valuesIn == _windowSize; }\n+ }\n+\n+ /// <summary>\n+ /// Clears any accumulated state and resets the calculator to its initial configuration.\n+ /// Calling this method is the equivalent of creating a new instance.\n+ /// Must be called before first use\n+ /// </summary>\n+ public void Reset(int windowSize)\n+ {\n+ _windowSize = windowSize;\n+ _values = new decimal[_windowSize];\n+ _weightingMultiplier = 2.0m / (_values.Length + 1);\n+ _nextValueIndex = 0;\n+ _sum = 0;\n+ _valuesIn = 0;\n+ _previousExponentialMovingAverage = decimal.MinValue;\n+ }\n+ }\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add decimal version of moving average calculator
|
329,148 |
10.03.2018 15:48:00
| 25,200 |
5c1f9d6b971537f14eaee30cfaae4d1f580b1d0f
|
Common base class for moving averages
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Traders/MovingAverageCalculator.cs",
"new_path": "ExchangeSharp/Traders/MovingAverageCalculator.cs",
"diff": "@@ -18,40 +18,37 @@ using System.Threading.Tasks;\nnamespace ExchangeSharp\n{\n- /// <summary>\n- /// Calculates a moving average value over a specified window\n- /// </summary>\n- public sealed class MovingAverageCalculator\n+ public abstract class MovingAverageCalculatorBase<T>\n{\n- private int _windowSize;\n- private double[] _values;\n- private int _nextValueIndex;\n- private double _sum;\n- private int _valuesIn;\n+ protected int _windowSize;\n+ protected T[] _values;\n+ protected int _nextValueIndex;\n+ protected T _sum;\n+ protected int _valuesIn;\n- private double _weightingMultiplier;\n- private double _previousMovingAverage;\n- private double _previousExponentialMovingAverage;\n+ protected T _weightingMultiplier;\n+ protected T _previousMovingAverage;\n+ protected T _previousExponentialMovingAverage;\n/// <summary>\n/// Current moving average\n/// </summary>\n- public double MovingAverage { get; private set; }\n+ public T MovingAverage { get; protected set; }\n/// <summary>\n/// Current slope\n/// </summary>\n- public double Slope { get; private set; }\n+ public T Slope { get; protected set; }\n/// <summary>\n/// Current exponential moving average\n/// </summary>\n- public double ExponentialMovingAverage { get; private set; }\n+ public T ExponentialMovingAverage { get; protected set; }\n/// <summary>\n/// Current exponential slope\n/// </summary>\n- public double ExponentialSlope { get; private set; }\n+ public T ExponentialSlope { get; protected set; }\n/// <summary>\n/// ToString\n@@ -61,17 +58,18 @@ namespace ExchangeSharp\n{\nreturn string.Format(\"{0}:{1}, {2}:{3}\", MovingAverage, Slope, ExponentialMovingAverage, ExponentialSlope);\n}\n+ }\n/// <summary>\n- /// Constructor - must call Reset before use\n+ /// Calculates a moving average value over a specified window\n/// </summary>\n- public MovingAverageCalculator() { }\n-\n+ public sealed class MovingAverageCalculator : MovingAverageCalculatorBase<double>\n+ {\n/// <summary>\n/// Constructor\n/// </summary>\n/// <param name=\"windowSize\">Number of items until the calculator matures</param>\n- public MovingAverageCalculator(int windowSize)\n+ public MovingAverageCalculator(int windowSize = 10)\n{\nReset(windowSize);\n}\n@@ -159,57 +157,13 @@ namespace ExchangeSharp\n/// <summary>\n/// Calculates a moving average value over a specified window using decimal instead of double\n/// </summary>\n- public sealed class MovingAverageCalculatorDecimal\n- {\n- private int _windowSize;\n- private decimal[] _values;\n- private int _nextValueIndex;\n- private decimal _sum;\n- private int _valuesIn;\n-\n- private decimal _weightingMultiplier;\n- private decimal _previousMovingAverage;\n- private decimal _previousExponentialMovingAverage;\n-\n- /// <summary>\n- /// Current moving average\n- /// </summary>\n- public decimal MovingAverage { get; private set; }\n-\n- /// <summary>\n- /// Current slope\n- /// </summary>\n- public decimal Slope { get; private set; }\n-\n- /// <summary>\n- /// Current exponential moving average\n- /// </summary>\n- public decimal ExponentialMovingAverage { get; private set; }\n-\n- /// <summary>\n- /// Current exponential slope\n- /// </summary>\n- public decimal ExponentialSlope { get; private set; }\n-\n- /// <summary>\n- /// ToString\n- /// </summary>\n- /// <returns>String</returns>\n- public override string ToString()\n+ public sealed class MovingAverageCalculatorDecimal : MovingAverageCalculatorBase<decimal>\n{\n- return string.Format(\"{0}:{1}, {2}:{3}\", MovingAverage, Slope, ExponentialMovingAverage, ExponentialSlope);\n- }\n-\n- /// <summary>\n- /// Constructor - must call Reset before use\n- /// </summary>\n- public MovingAverageCalculatorDecimal() { }\n-\n/// <summary>\n/// Constructor\n/// </summary>\n/// <param name=\"windowSize\">Number of items until the calculator matures</param>\n- public MovingAverageCalculatorDecimal(int windowSize)\n+ public MovingAverageCalculatorDecimal(int windowSize = 10)\n{\nReset(windowSize);\n}\n@@ -266,17 +220,6 @@ namespace ExchangeSharp\n}\n}\n- /// <summary>\n- /// Gets a value indicating whether enough values have been provided to fill the\n- /// specified window size. Values returned from NextValue may still be used prior\n- /// to IsMature returning true, however such values are not subject to the intended\n- /// smoothing effect of the moving average's window size.\n- /// </summary>\n- public bool IsMature\n- {\n- get { return _valuesIn == _windowSize; }\n- }\n-\n/// <summary>\n/// Clears any accumulated state and resets the calculator to its initial configuration.\n/// Calling this method is the equivalent of creating a new instance.\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Common base class for moving averages
|
329,140 |
13.03.2018 03:35:00
| -7,200 |
49a947582473145c10660b291e369dfac1755689
|
Added QuantityStep and PriceStep to market metadata
* Fixed wrong calculation of AveragePrice
* Added QuantityStep and PriceStep to market metadata
Added QuantityStepSize and PriceStepSize to ExchangeMarket.
Asigned their values in GetSymbolsMetadata method where possible: Binance, Bitfinex, Gdax
* Update ExchangeBinanceAPI.cs
* Update ExchangeMarket.cs
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -127,8 +127,15 @@ namespace ExchangeSharp\nif (lotSizeFilter != null)\n{\nmarket.MinTradeSize = lotSizeFilter[\"minQty\"].ConvertInvariant<decimal>();\n+ market.QuantityStepSize = lotSizeFilter[\"stepSize\"].ConvertInvariant<decimal>();\n}\n+ // PRICE_FILTER\n+ JToken priceFilter = filters?.FirstOrDefault(x => string.Equals(x[\"filterType\"].ToStringUpperInvariant(), \"PRICE_FILTER\"));\n+ if (priceFilter != null)\n+ {\n+ market.PriceStepSize = priceFilter[\"tickSize\"].ConvertInvariant<decimal>();\n+ }\nmarkets.Add(market);\n}\n@@ -743,9 +750,11 @@ namespace ExchangeSharp\ncase 0:\ntransaction.Status = TransactionStatus.Processing;\nbreak;\n+\ncase 1:\ntransaction.Status = TransactionStatus.Complete;\nbreak;\n+\ndefault:\n// If new states are added, see https://github.com/binance-exchange/binance-official-api-docs/blob/master/wapi-api.md\ntransaction.Status = TransactionStatus.Unknown;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -149,6 +149,8 @@ namespace ExchangeSharp\nthrow new System.IO.InvalidDataException(\"Unexpected market name: \" + market.MarketName);\n}\n}\n+ int pricePrecision = pair[\"price_precision\"].ConvertInvariant<int>();\n+ market.PriceStepSize = (decimal)Math.Pow(0.1, pricePrecision);\nmarkets.Add(market);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -147,7 +147,7 @@ namespace ExchangeSharp\nmarket.MarketCurrency = product[\"base_currency\"].ToStringUpperInvariant();\nmarket.IsActive = string.Equals(product[\"status\"].ToStringInvariant(), \"online\", StringComparison.OrdinalIgnoreCase);\nmarket.MinTradeSize = product[\"base_min_size\"].ConvertInvariant<decimal>();\n-\n+ market.PriceStepSize = product[\"quote_increment\"].ConvertInvariant<decimal>();\nmarkets.Add(market);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeMarket.cs",
"new_path": "ExchangeSharp/Model/ExchangeMarket.cs",
"diff": "@@ -32,6 +32,20 @@ namespace ExchangeSharp\n/// <summary>In a pair like ZRX/BTC, ZRX is the market currency.</summary>\npublic string MarketCurrency { get; set; }\n+ /// <summary>\n+ /// Defines the intervals that a quantity can be increased/decreased by.\n+ /// The following must be true for quantity: (Quantity-MinTradeSize) % QuantityStepSize == 0\n+ /// Null if unknown or not applicable.\n+ /// </summary>\n+ public decimal? QuantityStepSize { get; set; }\n+\n+ /// <summary>\n+ /// Defines the intervals that a price can be increased/decreased by.\n+ /// The following must be true for price: Price % PriceStepSize == 0\n+ /// Null if unknown or not applicable.\n+ /// </summary>\n+ public decimal? PriceStepSize { get; set; }\n+\npublic override string ToString()\n{\nreturn $\"{MarketName}, {MarketCurrency}-{BaseCurrency}\";\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added QuantityStep and PriceStep to market metadata (#57)
* Fixed wrong calculation of AveragePrice
* Added QuantityStep and PriceStep to market metadata
Added QuantityStepSize and PriceStepSize to ExchangeMarket.
Asigned their values in GetSymbolsMetadata method where possible: Binance, Bitfinex, Gdax
* Update ExchangeBinanceAPI.cs
* Update ExchangeMarket.cs
|
329,092 |
13.03.2018 07:34:54
| 18,000 |
7e4dd782f7972a89bb7b8b82cef59dd89398d1fa
|
Name is required for Binance withdrawals
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -494,17 +494,31 @@ namespace ExchangeSharp\nCheckError(token);\n}\n+ /// <summary>A withdrawal request. Fee is automatically subtracted from the amount.</summary>\n+ /// <param name=\"withdrawalRequest\">The withdrawal request.</param>\n+ /// <returns>Withdrawal response from Binance</returns>\npublic override ExchangeWithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest)\n{\n+ if (string.IsNullOrWhiteSpace(withdrawalRequest.Symbol))\n+ {\n+ throw new APIException(\"Symbol must be provided for Withdraw\");\n+ }\n+\n+ if (string.IsNullOrWhiteSpace(withdrawalRequest.Address))\n+ {\n+ throw new APIException(\"Address must be provided for Withdraw\");\n+ }\n+\n+ if (withdrawalRequest.Amount <= 0)\n+ {\n+ throw new APIException(\"Withdrawal amount must be positive and non-zero\");\n+ }\n+\nDictionary<string, object> payload = GetNoncePayload();\npayload[\"asset\"] = withdrawalRequest.Symbol;\npayload[\"address\"] = withdrawalRequest.Address;\npayload[\"amount\"] = withdrawalRequest.Amount;\n-\n- if (!string.IsNullOrWhiteSpace(withdrawalRequest.Description))\n- {\n- payload[\"name\"] = withdrawalRequest.Description;\n- }\n+ payload[\"name\"] = withdrawalRequest.Description ?? \"apiwithdrawal\"; // Contrary to what the API docs say, name is required\nif (!string.IsNullOrWhiteSpace(withdrawalRequest.AddressTag))\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Name is required for Binance withdrawals (#59)
|
329,148 |
14.03.2018 09:35:07
| 21,600 |
05c7cec46da3dc97f004d885fd074a87e3542b6a
|
Fix Binance API check error from bad pull request
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -540,16 +540,18 @@ namespace ExchangeSharp\nprivate void CheckError(JToken result)\n{\n- if (result != null && !(result is JArray) && result[\"status\"] != null && result[\"code\"] != null)\n+ if (result != null && !(result is JArray))\n+ {\n+ if (result[\"status\"] != null && result[\"code\"] != null)\n{\nthrow new APIException(result[\"code\"].ToStringInvariant() + \": \" + (result[\"msg\"] != null ? result[\"msg\"].ToStringInvariant() : \"Unknown Error\"));\n}\n-\n- if (result[\"success\"] != null && !result[\"success\"].ConvertInvariant<bool>())\n+ else if (result[\"success\"] != null && !result[\"success\"].ConvertInvariant<bool>())\n{\nthrow new APIException(\"Success: false. Message: \" + result[\"msg\"].ToStringInvariant());\n}\n}\n+ }\nprivate ExchangeTicker ParseTicker(string symbol, JToken token)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Binance API check error from bad pull request
|
329,141 |
14.03.2018 22:43:11
| -3,600 |
f059894c1694f8dd9aeaeb40c7df6664660364cf
|
Implementation Fees Property in
* ExchangeOrderResult add Fees property
ExchangePoloniexAPI add Fees calculation in ParseOrder, ParseOrderFromTrades
* Update ExchangeOrderResult.cs
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -86,6 +86,15 @@ namespace ExchangeSharp\n{\norder.IsBuy = true;\n}\n+ // fee is a percentage taken from the traded amount rounded to 8 decimals\n+ if (order.IsBuy)\n+ {\n+ order.Fees += Math.Round(token[\"amount\"].ConvertInvariant<decimal>() * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n+ }\n+ else\n+ {\n+ order.Fees += Math.Round(token[\"amount\"].ConvertInvariant<decimal>() * token[\"rate\"].ConvertInvariant<decimal>() * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n+ }\nif (order.OrderDate == DateTime.MinValue)\n{\norder.OrderDate = token[\"date\"].ConvertInvariant<DateTime>();\n@@ -119,6 +128,19 @@ namespace ExchangeSharp\n{\norder.OrderDate = result[\"date\"].ConvertInvariant<DateTime>();\n}\n+ // fee is a percentage taken from the traded amount rounded to 8 decimals\n+ if (result[\"type\"] != null && result[\"amount\"] != null && result[\"rate\"] != null)\n+ {\n+ if (order.IsBuy)\n+ {\n+ order.Fees += Math.Round(result[\"amount\"].ConvertInvariant<decimal>() * result[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n+ }\n+ else\n+ {\n+ order.Fees += Math.Round(result[\"amount\"].ConvertInvariant<decimal>() * result[\"rate\"].ConvertInvariant<decimal>() * result[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n+ }\n+ }\n+\n}\nreturn order;\n}\n@@ -137,6 +159,15 @@ namespace ExchangeSharp\nsubOrder.AveragePrice = token[\"rate\"].ConvertInvariant<decimal>();\nsubOrder.IsBuy = token[\"type\"].ToStringInvariant() != \"sell\";\nsubOrder.OrderDate = token[\"date\"].ConvertInvariant<DateTime>();\n+ // fee is a percentage taken from the traded amount rounded to 8 decimals\n+ if (subOrder.IsBuy)\n+ {\n+ subOrder.Fees += Math.Round(token[\"amount\"].ConvertInvariant<decimal>() * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n+ }\n+ else\n+ {\n+ subOrder.Fees += Math.Round(token[\"amount\"].ConvertInvariant<decimal>() * token[\"rate\"].ConvertInvariant<decimal>() * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n+ }\nsubOrder.OrderId = token[\"orderNumber\"].ToStringInvariant();\nsubOrder.Result = ExchangeAPIOrderResult.Filled;\nsubOrder.Symbol = symbol;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -108,6 +108,7 @@ namespace ExchangeSharp\n/// Whether the order is a buy or sell\n/// </summary>\npublic bool IsBuy { get; set; }\n+ public decimal Fees { get; set; }\n/// <summary>\n/// Append another order to this order - order id and type must match\n@@ -124,6 +125,7 @@ namespace ExchangeSharp\ndecimal baseAmount = Amount;\nAmount += other.Amount;\nAmountFilled += other.AmountFilled;\n+ Fees += other.Fees;\nAveragePrice = (AveragePrice * (baseAmount / tradeSum)) + (other.AveragePrice * (other.Amount / tradeSum));\nOrderId = other.OrderId;\nOrderDate = (OrderDate == default(DateTime)) ? other.OrderDate : OrderDate;\n@@ -137,7 +139,7 @@ namespace ExchangeSharp\n/// <returns>String</returns>\npublic override string ToString()\n{\n- return string.Format(\"[{0}], {1} {2} of {3} {4} filled at {5}\", OrderDate, (IsBuy ? \"Buy\" : \"Sell\"), AmountFilled, Amount, Symbol, AveragePrice);\n+ return string.Format(\"[{0}], {1} {2} of {3} {4} filled at {5}, fees paid {6}\", OrderDate, (IsBuy ? \"Buy\" : \"Sell\"), AmountFilled, Amount, Symbol, AveragePrice, Fees);\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Implementation Fees Property in (#62)
* ExchangeOrderResult add Fees property
ExchangePoloniexAPI add Fees calculation in ParseOrder, ParseOrderFromTrades
* Update ExchangeOrderResult.cs
|
329,148 |
14.03.2018 15:57:22
| 21,600 |
dce72a235eb06d4b242f994bfc634a6dce5c8d0a
|
Tweaks from Bitstamp pull request
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -24,11 +24,19 @@ namespace ExchangeSharp\n{\npublic override string BaseUrl { get; set; } = \"https://www.bitstamp.net/api/v2\";\npublic override string Name => ExchangeName.Bitstamp;\n- public string CustomerId { get; set; }\n+\n+ /// <summary>\n+ /// Bitstamp private API requires a customer id. Internally this is secured in the PassPhrase property.\n+ /// </summary>\n+ public string CustomerId\n+ {\n+ get { return Passphrase.ToUnsecureString(); }\n+ set { Passphrase = value.ToSecureString(); }\n+ }\n/// <summary>\n/// In order to use private functions of the API, you must set CustomerId by calling constructor with parameter,\n- /// or setting it later in the ExchangeBitstampAPI object\n+ /// or setting it later in the ExchangeBitstampAPI object.\n/// </summary>\npublic ExchangeBitstampAPI()\n{\n@@ -38,7 +46,7 @@ namespace ExchangeSharp\n/// <summary>\n/// In order to use private functions of the API, you must set CustomerId by calling this constructor with parameter,\n- /// or setting it later in the ExchangeBitstampAPI object\n+ /// or setting it later in the ExchangeBitstampAPI object.\n/// </summary>\n/// <param name=\"customerId\">Customer Id can be found by the link \"https://www.bitstamp.net/account/balance/\"</param>\npublic ExchangeBitstampAPI(string customerId) : this()\n@@ -50,13 +58,13 @@ namespace ExchangeSharp\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n- if (string.IsNullOrWhiteSpace(this.CustomerId))\n+ if (string.IsNullOrWhiteSpace(CustomerId))\n{\nthrow new APIException(\"Customer ID is not set for Bitstamp\");\n}\n// messageToSign = nonce + customer_id + api_key\n- string messageToSign = string.Format(\"{0}{1}{2}\", payload[\"nonce\"].ToString(), CustomerId, CryptoUtility.SecureStringToString(PublicApiKey));\n+ string messageToSign = payload[\"nonce\"].ToStringInvariant() + CustomerId + PublicApiKey.ToUnsecureString();\nstring signature = CryptoUtility.SHA256Sign(messageToSign, PrivateApiKey.ToUnsecureString()).ToUpperInvariant();\npayload[\"signature\"] = signature;\npayload[\"key\"] = CryptoUtility.SecureStringToString(PublicApiKey);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -103,6 +103,10 @@ namespace ExchangeSharp\npublic static string SecureStringToString(SecureString s)\n{\n+ if (s == null)\n+ {\n+ return null;\n+ }\nIntPtr valuePtr = IntPtr.Zero;\ntry\n{\n@@ -133,6 +137,10 @@ namespace ExchangeSharp\npublic static SecureString StringToSecureString(string unsecure)\n{\n+ if (unsecure == null)\n+ {\n+ return null;\n+ }\nSecureString secure = new SecureString();\nforeach (char c in unsecure)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -23,7 +23,7 @@ The following cryptocurrency exchanges are supported:\n- Binance (public REST, basic private REST, public web socket (tickers))\n- Bitfinex (public REST, basic private REST, public web socket (tickers), private web socket (orders))\n- Bithumb (public REST)\n-- Bitstamp (public REST)\n+- Bitstamp (public REST, basic private REST)\n- Bittrex (public REST, basic private REST, public web socket (tickers))\n- Gemini (public REST, basic private REST)\n- GDAX (public REST, basic private REST)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Tweaks from Bitstamp pull request
|
329,148 |
14.03.2018 16:02:52
| 21,600 |
cfd98dac6dd80c208b1a19dfbb82b7282d31e74d
|
A few more Bitstamp refactorings
Extension methods do not need the null check
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -17,7 +17,6 @@ using System.Linq;\nusing System.Net;\nusing Newtonsoft.Json.Linq;\n-\nnamespace ExchangeSharp\n{\npublic class ExchangeBitstampAPI : ExchangeAPI\n@@ -64,10 +63,11 @@ namespace ExchangeSharp\n}\n// messageToSign = nonce + customer_id + api_key\n- string messageToSign = payload[\"nonce\"].ToStringInvariant() + CustomerId + PublicApiKey.ToUnsecureString();\n+ string apiKey = PublicApiKey.ToUnsecureString();\n+ string messageToSign = payload[\"nonce\"].ToStringInvariant() + CustomerId + apiKey;\nstring signature = CryptoUtility.SHA256Sign(messageToSign, PrivateApiKey.ToUnsecureString()).ToUpperInvariant();\npayload[\"signature\"] = signature;\n- payload[\"key\"] = CryptoUtility.SecureStringToString(PublicApiKey);\n+ payload[\"key\"] = apiKey;\nWritePayloadToRequest(request, payload);\n}\n}\n@@ -78,13 +78,13 @@ namespace ExchangeSharp\n{\nthrow new APIException(\"Null result\");\n}\n- if (token is JObject && token[\"status\"] != null && token[\"status\"].ToString().Equals(\"error\"))\n+ if (token is JObject && token[\"status\"] != null && token[\"status\"].ToStringInvariant().Equals(\"error\"))\n{\n- throw new APIException(token[\"reason\"]?.ToString());\n+ throw new APIException(token[\"reason\"].ToStringInvariant());\n}\nif (token is JObject && token[\"error\"] != null)\n{\n- throw new APIException(token[\"error\"]?.ToString());\n+ throw new APIException(token[\"error\"].ToStringInvariant());\n}\nreturn token;\n}\n@@ -210,17 +210,18 @@ namespace ExchangeSharp\nstring symbol = NormalizeSymbol(orderRequest.Symbol);\nstring url = orderRequest.IsBuy ? string.Format(\"/buy/{0}/\", symbol) : string.Format(\"/sell/{0}/\", symbol);\nDictionary<string, object> payload = GetNoncePayload();\n- payload[\"price\"] = orderRequest.Price.ToString(CultureInfo.InvariantCulture.NumberFormat);\n- payload[\"amount\"] = orderRequest.Amount.ToString(CultureInfo.InvariantCulture.NumberFormat);\n+ payload[\"price\"] = orderRequest.Price.ToStringInvariant();\n+ payload[\"amount\"] = orderRequest.Amount.ToStringInvariant();\nJObject responseObject = MakeJsonRequest<JObject>(url, null, payload, \"POST\");\nCheckError(responseObject);\n- ExchangeOrderResult order = new ExchangeOrderResult();\n- order.OrderDate = DateTime.UtcNow;\n- order.OrderId = responseObject[\"id\"].ToStringInvariant();\n- order.IsBuy = orderRequest.IsBuy;\n- order.Symbol = orderRequest.Symbol;\n- return order;\n+ return new ExchangeOrderResult\n+ {\n+ OrderDate = DateTime.UtcNow,\n+ OrderId = responseObject[\"id\"].ToStringInvariant(),\n+ IsBuy = orderRequest.IsBuy,\n+ Symbol = orderRequest.Symbol\n+ };\n}\npublic override ExchangeOrderResult GetOrderDetails(string orderId)\n@@ -249,7 +250,6 @@ namespace ExchangeSharp\nJObject result = MakeJsonRequest<JObject>(url, null, payload, \"POST\");\nCheckError(result);\n- //string status = result[\"status\"].ToStringInvariant();\n// status can be 'In Queue', 'Open' or 'Finished'\nJArray transactions = result[\"transactions\"] as JArray;\n// empty transaction array means that order is InQueue or Open and AmountFilled == 0\n@@ -289,21 +289,21 @@ namespace ExchangeSharp\nprice = t[\"price\"].ConvertInvariant<decimal>();\n}\n}\n- ExchangeOrderResult order = new ExchangeOrderResult()\n+\n+ // No way to know if order IsBuy, Amount, OrderDate\n+ return new ExchangeOrderResult()\n{\nAmountFilled = amountFilled,\nSymbol = symbol,\nAveragePrice = spentBaseCurrency / amountFilled,\nPrice = price,\n};\n- //No way to know if order IsBuy, Amount, OrderDate\n- return order;\n}\npublic override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n{\nsymbol = NormalizeSymbol(symbol);\n- //Bitstamp bug: bad request if url contains symbol, so temporarily using url for all symbols\n+ // TODO: Bitstamp bug: bad request if url contains symbol, so temporarily using url for all symbols\n// string url = string.IsNullOrWhiteSpace(symbol) ? \"/open_orders/all/\" : \"/open_orders/\" + symbol;\nstring url = \"/open_orders/all/\";\nJArray result = MakeJsonRequest<JArray>(url, null, GetNoncePayload(), \"POST\");\n@@ -311,7 +311,7 @@ namespace ExchangeSharp\nforeach (JToken token in result)\n{\n//This request doesn't give info about amount filled, use GetOrderDetails(orderId)\n- string tokenSymbol = token[\"currency_pair\"]?.ToStringLowerInvariant().Replace(\"/\", \"\");\n+ string tokenSymbol = token[\"currency_pair\"].ToStringLowerInvariant().Replace(\"/\", \"\");\nif (!string.IsNullOrWhiteSpace(tokenSymbol) && !string.IsNullOrWhiteSpace(symbol) && !tokenSymbol.Equals(symbol, StringComparison.InvariantCultureIgnoreCase))\n{\ncontinue;\n@@ -331,7 +331,7 @@ namespace ExchangeSharp\npublic override IEnumerable<ExchangeOrderResult> GetCompletedOrderDetails(string symbol = null, DateTime? afterDate = null)\n{\nsymbol = NormalizeSymbol(symbol);\n- //Bitstamp bug: bad request if url contains symbol, so temporarily using url for all symbols\n+ // TODO: Bitstamp bug: bad request if url contains symbol, so temporarily using url for all symbols\n// string url = string.IsNullOrWhiteSpace(symbol) ? \"/user_transactions/\" : \"/user_transactions/\" + symbol;\nstring url = \"/user_transactions/\";\nJToken result = MakeJsonRequest<JToken>(url, null, GetNoncePayload(), \"POST\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
A few more Bitstamp refactorings
Extension methods do not need the null check
|
329,145 |
16.03.2018 15:28:59
| -3,600 |
1fd8afc954446a898360e39222ff005e55b53793
|
Master
* Added support for xrp withdraw on bitstamp exchange
* added bch_withrawel
* Added support for withdrawel of BCH,LTC,ETH
For bitcoin also reverting to old v1 api because V2 not supporting it yet
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -391,5 +391,52 @@ namespace ExchangeSharp\nJToken obj = MakeJsonRequest<JToken>(\"/cancel_order/\", null, payload, \"POST\");\nCheckError(obj);\n}\n+\n+ /// <summary>\n+ /// Function to withdraw from Bitsamp exchange. At the moment only XRP is supported.\n+ /// </summary>\n+ /// <param name=\"withdrawalRequest\"></param>\n+ /// <returns></returns>\n+ public override ExchangeWithdrawalResponse Withdraw(ExchangeWithdrawalRequest withdrawalRequest)\n+ {\n+ string baseurl = null;\n+ string url = \"\";\n+ switch (withdrawalRequest.Symbol)\n+ {\n+ case \"XRP\":\n+ url = \"/xrp_withdrawal/\";\n+ break;\n+ case \"BCH\":\n+ url = \"/bch_withdrawal/\";\n+ break;\n+ case \"LTC\":\n+ url = \"/ltc_withdrawal/\";\n+ break;\n+ case \"ETH\":\n+ url = \"/eth_withdrawal/\";\n+ break;\n+ case \"BTC\":\n+ baseurl = \"https://www.bitstamp.net/api/\";\n+ url = \"/bitcoin_withdrawal/\";\n+\n+ break;\n+ default:\n+ throw new NotImplementedException();\n+ }\n+\n+ Dictionary<string, object> payload = GetNoncePayload();\n+ payload[\"address\"] = withdrawalRequest.Address.ToStringInvariant();\n+ payload[\"amount\"] = withdrawalRequest.Amount.ToStringInvariant();\n+ payload[\"destination_tag\"] = withdrawalRequest.AddressTag.ToStringInvariant();\n+\n+ JObject responseObject = MakeJsonRequest<JObject>(url, baseurl, payload, \"POST\");\n+ CheckError(responseObject);\n+ return new ExchangeWithdrawalResponse()\n+ {\n+ Id = responseObject[\"id\"].ToStringInvariant(),\n+ Message = responseObject[\"message\"].ToStringInvariant(),\n+ Success = (bool)responseObject[\"success\"]\n+ };\n+ }\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Master (#66)
* Added support for xrp withdraw on bitstamp exchange
* added bch_withrawel
* Added support for withdrawel of BCH,LTC,ETH
For bitcoin also reverting to old v1 api because V2 not supporting it yet
|
329,148 |
16.03.2018 08:33:29
| 21,600 |
256deca3376de291d1b7311007babc4954d25fb1
|
Cleanup pull request
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -403,25 +403,15 @@ namespace ExchangeSharp\nstring url = \"\";\nswitch (withdrawalRequest.Symbol)\n{\n- case \"XRP\":\n- url = \"/xrp_withdrawal/\";\n- break;\n- case \"BCH\":\n- url = \"/bch_withdrawal/\";\n- break;\n- case \"LTC\":\n- url = \"/ltc_withdrawal/\";\n- break;\n- case \"ETH\":\n- url = \"/eth_withdrawal/\";\n- break;\ncase \"BTC\":\n+ // use old API for Bitcoin withdraw\nbaseurl = \"https://www.bitstamp.net/api/\";\nurl = \"/bitcoin_withdrawal/\";\n-\nbreak;\ndefault:\n- throw new NotImplementedException();\n+ // this will work for some currencies and fail for others, caller must be aware of the supported currencies\n+ url = \"/\" + withdrawalRequest.Symbol.ToLowerInvariant() + \"_withdrawal/\";\n+ break;\n}\nDictionary<string, object> payload = GetNoncePayload();\n@@ -435,7 +425,7 @@ namespace ExchangeSharp\n{\nId = responseObject[\"id\"].ToStringInvariant(),\nMessage = responseObject[\"message\"].ToStringInvariant(),\n- Success = (bool)responseObject[\"success\"]\n+ Success = responseObject[\"success\"].ConvertInvariant<bool>()\n};\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<TargetFrameworks>netstandard2.0;netcoreapp2.0;net47</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>Exchange Sharp - C# API for cryptocurrency, stock and other exchanges</Title>\n- <PackageVersion>0.2.8.0</PackageVersion>\n+ <PackageVersion>0.2.9.0</PackageVersion>\n<Authors>jjxtra</Authors>\n<Description>ExchangeSharp is a C# API for working with various exchanges for stocks and cryptocurrency. Binance, Bitfinex, Bithumb, Bitstamp, Bittrex, Gemini, GDAX, Kraken and Poloniex are supported. Web sockets are also supported and being enhanced.</Description>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n- <PackageReleaseNotes>Data protection API does not crash on .NET core anymore</PackageReleaseNotes>\n+ <PackageReleaseNotes>Bitstamp private API thanks to pull request by TarasMi</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n<PackageTags>C# API bitcoin btc exchange cryptocurrency stock trade trader coin litecoin ethereum gdax cash poloniex gemini bitfinex kraken bittrex binance iota mana cardano eos cordana ripple xrp tron socket web socket websocket</PackageTags>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,5 +31,5 @@ using System.Runtime.InteropServices;\n//\n// You can specify all the values or you can default the Build and Revision Numbers\n// by using the '*' as shown below:\n-[assembly: AssemblyVersion(\"0.2.8.0\")]\n-[assembly: AssemblyFileVersion(\"0.2.8.0\")]\n+[assembly: AssemblyVersion(\"0.2.9.0\")]\n+[assembly: AssemblyFileVersion(\"0.2.9.0\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<PropertyGroup>\n<OutputType>Exe</OutputType>\n<TargetFramework>netcoreapp2.0</TargetFramework>\n+ <AssemblyVersion>0.2.9.0</AssemblyVersion>\n+ <FileVersion>0.2.9.0</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Cleanup pull request
|
329,148 |
21.03.2018 09:27:29
| 21,600 |
054b6766e9916ee6a9d0a7a36ecd5fd218c5a534
|
Pass extra order params to the rest of exchanges that support orders
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -378,6 +378,10 @@ namespace ExchangeSharp\npayload[\"timeInForce\"] = \"GTC\";\npayload[\"price\"] = order.Price;\n}\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ payload[kv.Key] = kv.Value;\n+ }\nJToken token = MakeJsonRequest<JToken>(\"/order\", BaseUrlPrivate, payload, \"POST\");\nCheckError(token);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -443,6 +443,10 @@ namespace ExchangeSharp\n{\npayload[\"price\"] = order.Price.ToStringInvariant();\n}\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ payload[kv.Key] = kv.Value;\n+ }\nJToken obj = MakeJsonRequest<JToken>(\"/order/new\", BaseUrlV1, payload);\nCheckError(obj);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -205,13 +205,17 @@ namespace ExchangeSharp\nreturn balances;\n}\n- public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest orderRequest)\n+ public override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)\n{\n- string symbol = NormalizeSymbol(orderRequest.Symbol);\n- string url = orderRequest.IsBuy ? string.Format(\"/buy/{0}/\", symbol) : string.Format(\"/sell/{0}/\", symbol);\n+ string symbol = NormalizeSymbol(order.Symbol);\n+ string url = order.IsBuy ? string.Format(\"/buy/{0}/\", symbol) : string.Format(\"/sell/{0}/\", symbol);\nDictionary<string, object> payload = GetNoncePayload();\n- payload[\"price\"] = orderRequest.Price.ToStringInvariant();\n- payload[\"amount\"] = orderRequest.Amount.ToStringInvariant();\n+ payload[\"price\"] = order.Price.ToStringInvariant();\n+ payload[\"amount\"] = order.Amount.ToStringInvariant();\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ payload[kv.Key] = kv.Value;\n+ }\nJObject responseObject = MakeJsonRequest<JObject>(url, null, payload, \"POST\");\nCheckError(responseObject);\n@@ -219,8 +223,8 @@ namespace ExchangeSharp\n{\nOrderDate = DateTime.UtcNow,\nOrderId = responseObject[\"id\"].ToStringInvariant(),\n- IsBuy = orderRequest.IsBuy,\n- Symbol = orderRequest.Symbol\n+ IsBuy = order.IsBuy,\n+ Symbol = order.Symbol\n};\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -578,6 +578,10 @@ namespace ExchangeSharp\ndecimal amount = order.RoundAmount();\nstring url = (order.IsBuy ? \"/market/buylimit\" : \"/market/selllimit\") + \"?market=\" + symbol + \"&quantity=\" +\namount.ToStringInvariant() + \"&rate=\" + order.Price.ToStringInvariant();\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ url += \"&\" + WebUtility.UrlEncode(kv.Key) + \"=\" + WebUtility.UrlEncode(kv.Value.ToStringInvariant());\n+ }\nJObject obj = MakeJsonRequest<JObject>(url, null, GetNoncePayload());\nJToken result = CheckError(obj);\nstring orderId = result[\"uuid\"].ToStringInvariant();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -370,6 +370,11 @@ namespace ExchangeSharp\npayload[\"price\"] = order.Price.ToStringInvariant();\n}\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ payload[kv.Key] = kv.Value;\n+ }\n+\nJObject result = MakeJsonRequest<JObject>(\"/orders\", null, payload, \"POST\");\nreturn ParseOrder(result);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -240,6 +240,11 @@ namespace ExchangeSharp\n{ \"side\", (order.IsBuy ? \"buy\" : \"sell\") },\n{ \"type\", \"exchange limit\" }\n};\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ payload[kv.Key] = kv.Value;\n+ }\n+\nJToken obj = MakeJsonRequest<JToken>(\"/order/new\", null, payload);\nCheckError(obj);\nreturn ParseOrder(obj);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -371,11 +371,14 @@ namespace ExchangeSharp\n{ \"volume\", order.RoundAmount().ToStringInvariant() },\n{ \"nonce\", GenerateNonce() }\n};\n-\nif (order.OrderType != OrderType.Market)\n{\npayload.Add(\"price\", order.Price.ToStringInvariant());\n}\n+ foreach (var kv in order.ExtraParameters)\n+ {\n+ payload[kv.Key] = kv.Value;\n+ }\nJObject obj = MakeJsonRequest<JObject>(\"/0/private/AddOrder\", null, payload);\nJToken token = CheckError(obj);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pass extra order params to the rest of exchanges that support orders
|
329,148 |
25.03.2018 07:52:51
| 21,600 |
a55ce45c223ec2d8daadde1082a9fd34efbc04ab
|
Fix poloniex orders broken in an earlier pull request
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -183,9 +183,8 @@ namespace ExchangeSharp\nreturn order;\n}\n- private List<ExchangeOrderResult> ParseOrderFromTrades(JArray trades, string symbol)\n+ private List<ExchangeOrderResult> ParseOrderFromTrades(List<ExchangeOrderResult> orders, JArray trades, string symbol)\n{\n- var orders = new List<ExchangeOrderResult>();\nDictionary<string, ExchangeOrderResult> orderLookup = new Dictionary<string, ExchangeOrderResult>(StringComparer.OrdinalIgnoreCase);\nforeach (JToken token in trades)\n{\n@@ -668,7 +667,8 @@ namespace ExchangeSharp\nif (result != null && result.HasValues)\n{\nstring tickerSymbol = result[0][\"currencyPair\"].ToStringInvariant();\n- List<ExchangeOrderResult> orders = ParseOrderFromTrades(resultArray, tickerSymbol);\n+ List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n+ ParseOrderFromTrades(orders, resultArray, tickerSymbol);\nif (orders.Count != 1)\n{\nthrow new APIException($\"ReturnOrderTrades for a single orderNumber returned {orders.Count} orders. Expected 1.\");\n@@ -685,23 +685,22 @@ namespace ExchangeSharp\n{\nsymbol = string.IsNullOrWhiteSpace(symbol) ? \"all\" : NormalizeSymbol(symbol);\n- List<ExchangeOrderResult> orders = null;\n+ List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\nafterDate = afterDate ?? DateTime.UtcNow.Subtract(TimeSpan.FromDays(365.0));\nlong afterTimestamp = (long)afterDate.Value.UnixTimestampFromDateTimeSeconds();\nJToken result = this.MakePrivateAPIRequest(\"returnTradeHistory\", new object[] { \"currencyPair\", symbol, \"limit\", 10000, \"start\", afterTimestamp });\nCheckError(result);\nif (symbol != \"all\")\n{\n- orders = ParseOrderFromTrades(result as JArray, symbol);\n+ ParseOrderFromTrades(orders, result as JArray, symbol);\n}\nelse\n{\nforeach (JProperty prop in result)\n{\n- orders = ParseOrderFromTrades(prop.Value as JArray, prop.Name);\n+ ParseOrderFromTrades(orders, prop.Value as JArray, prop.Name);\n}\n}\n-\nreturn orders;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix poloniex orders broken in an earlier pull request
|
329,116 |
25.03.2018 09:22:52
| 21,600 |
29567a99967e0ba2e6a982c11ecd81b140fa6f09
|
Added basic Gdax support for GetTickersWebSocket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -24,6 +24,7 @@ namespace ExchangeSharp\npublic class ExchangeGdaxAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://api.gdax.com\";\n+ public override string BaseUrlWebSocket { get; set; } = \"wss://ws-feed.gdax.com\";\npublic override string Name => ExchangeName.GDAX;\n/// <summary>\n@@ -195,6 +196,65 @@ namespace ExchangeSharp\n};\n}\n+ public override IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ {\n+ if (callback == null) return null;\n+\n+ var wrapper = ConnectWebSocket(\"/\", (msg, _socket) =>\n+ {\n+ try\n+ {\n+ JToken token = JToken.Parse(msg);\n+ if (token[\"type\"].ToStringInvariant() != \"ticker\") return;\n+ ExchangeTicker ticker = ParseTickerWebSocket(token);\n+ callback(new List<KeyValuePair<string, ExchangeTicker>>() { new KeyValuePair<string, ExchangeTicker>(token[\"product_id\"].ToStringInvariant(), ticker) });\n+ }\n+ catch\n+ {\n+ }\n+ }) as WebSocketWrapper;\n+\n+ var symbols = GetSymbols();\n+\n+ var subscribeRequest = new\n+ {\n+ type = \"subscribe\",\n+ product_ids = symbols,\n+ channels = new object[]\n+ {\n+ new {\n+ name = \"ticker\",\n+ product_ids = symbols\n+ }\n+ }\n+ };\n+ wrapper.SendMessage(Newtonsoft.Json.JsonConvert.SerializeObject(subscribeRequest));\n+\n+ return wrapper;\n+ }\n+\n+ private ExchangeTicker ParseTickerWebSocket(JToken token)\n+ {\n+ var price = token[\"price\"].ConvertInvariant<decimal>();\n+ var lastSize = token[\"last_size\"].ConvertInvariant<decimal>();\n+ var symbol = token[\"product_id\"].ToStringInvariant();\n+ var time = token[\"time\"] == null ? DateTime.Now.ToUniversalTime() : Convert.ToDateTime(token[\"time\"].ToStringInvariant());\n+ return new ExchangeTicker\n+ {\n+ Ask = token[\"best_ask\"].ConvertInvariant<decimal>(),\n+ Bid = token[\"best_bid\"].ConvertInvariant<decimal>(),\n+ Last = price,\n+ Volume = new ExchangeVolume\n+ {\n+ PriceAmount = lastSize * price,\n+ PriceSymbol = symbol.Split(new char[] { '-' })[1],\n+ QuantityAmount = lastSize,\n+ QuantitySymbol = symbol.Split(new char[] { '-' })[0],\n+ Timestamp = time\n+ }\n+ };\n+ }\n+\npublic override IEnumerable<ExchangeTrade> GetHistoricalTrades(string symbol, DateTime? sinceDateTime = null)\n{\nstring baseUrl = \"/products/\" + symbol.ToUpperInvariant() + \"/candles?granularity=\" + (sinceDateTime == null ? \"3600.0\" : \"60.0\");\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -30,7 +30,7 @@ The following cryptocurrency exchanges are supported:\n- Bitstamp (public REST, basic private REST)\n- Bittrex (public REST, basic private REST, public web socket (tickers))\n- Gemini (public REST, basic private REST)\n-- GDAX (public REST, basic private REST)\n+- GDAX (public REST, basic private REST, public web socket (tickers))\n- Kraken (public REST, basic private REST)\n- Okex (basic public REST)\n- Poloniex (public REST, basic private REST, public web socket (tickers))\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added basic Gdax support for GetTickersWebSocket (#76)
|
329,092 |
28.03.2018 23:14:28
| 18,000 |
9b84114c769d483f10f7de4e29f100ed3960ad7d
|
* Begin work to standardize what all the elements of an ExchangeOrderResult mean.
* Process individual trades in a Binance order to determine the total fees and
currency of the fees.
* Fix Bittrex to populate the correct value for "Price" and include fees paid.
* Code cleanup in ExchangeOrderResult class
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -400,7 +400,37 @@ namespace ExchangeSharp\npayload[\"orderId\"] = pieces[1];\nJToken token = MakeJsonRequest<JToken>(\"/order\", BaseUrlPrivate, payload);\nCheckError(token);\n- return ParseOrder(token);\n+ ExchangeOrderResult result = ParseOrder(token);\n+\n+ // Add up the fees from each trade in the order\n+ Dictionary<string, object> feesPayload = GetNoncePayload();\n+ feesPayload[\"symbol\"] = pieces[0];\n+ JToken feesToken = MakeJsonRequest<JToken>(\"/myTrades\", BaseUrlPrivate, feesPayload);\n+ CheckError(feesToken);\n+ ParseFees(feesToken, result);\n+\n+ return result;\n+ }\n+\n+ /// <summary>Process the trades that executed as part of your order and sum the fees.</summary>\n+ /// <param name=\"feesToken\">The trades executed for a specific currency pair.</param>\n+ /// <param name=\"result\">The result object to append to.</param>\n+ private static void ParseFees(JToken feesToken, ExchangeOrderResult result)\n+ {\n+ var tradesInOrder = feesToken.Where(x => x[\"orderId\"].ToStringInvariant() == result.OrderId);\n+\n+ bool currencySet = false;\n+ foreach (var trade in tradesInOrder)\n+ {\n+ result.Fees += trade[\"commission\"].ConvertInvariant<decimal>();\n+\n+ // TODO: Not sure how to handle commissions in different currencies, for example if you run out of BNB mid-trade\n+ if (!currencySet)\n+ {\n+ result.FeesCurrency = trade[\"commissionAsset\"].ToStringInvariant();\n+ currencySet = true;\n+ }\n+ }\n}\npublic override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -116,13 +116,25 @@ namespace ExchangeSharp\ndecimal amountFilled = amount - remaining;\norder.Amount = amount;\norder.AmountFilled = amountFilled;\n- order.Price = token[\"Price\"].ConvertInvariant<decimal>();\n- order.AveragePrice = token[\"PricePerUnit\"].ConvertInvariant<decimal>(token[\"Price\"].ConvertInvariant<decimal>());\n+ order.AveragePrice = token[\"PricePerUnit\"].ConvertInvariant<decimal>();\n+ order.Price = token[\"Limit\"].ConvertInvariant<decimal>(order.AveragePrice);\norder.Message = string.Empty;\norder.OrderId = token[\"OrderUuid\"].ToStringInvariant();\n- order.Result = (amountFilled == amount ? ExchangeAPIOrderResult.Filled : (amountFilled == 0 ? ExchangeAPIOrderResult.Pending : ExchangeAPIOrderResult.FilledPartially));\n+ order.Result = amountFilled == amount ? ExchangeAPIOrderResult.Filled : (amountFilled == 0 ? ExchangeAPIOrderResult.Pending : ExchangeAPIOrderResult.FilledPartially);\norder.OrderDate = token[\"Opened\"].ConvertInvariant<DateTime>(token[\"TimeStamp\"].ConvertInvariant<DateTime>());\norder.Symbol = token[\"Exchange\"].ToStringInvariant();\n+ order.Fees = token[\"CommissionPaid\"].ConvertInvariant<decimal>(); // This is always in the base pair (e.g. BTC, ETH, USDT)\n+\n+ string exchangePair = token[\"Exchange\"].ToStringInvariant();\n+ if (!string.IsNullOrWhiteSpace(exchangePair))\n+ {\n+ string[] pairs = exchangePair.Split('-');\n+ if (pairs.Length == 2)\n+ {\n+ order.FeesCurrency = pairs[0];\n+ }\n+ }\n+\nstring type = token[\"OrderType\"].ToStringInvariant();\nif (string.IsNullOrWhiteSpace(type))\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -10,136 +10,80 @@ The above copyright notice and this permission notice shall be included in all c\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n*/\n-using System;\n-using System.Collections.Generic;\n-using System.Linq;\n-using System.Text;\n-using System.Threading.Tasks;\n-\nnamespace ExchangeSharp\n{\n- /// <summary>\n- /// Result of exchange order\n- /// </summary>\n- public enum ExchangeAPIOrderResult\n- {\n- /// <summary>\n- /// Order status is unknown\n- /// </summary>\n- Unknown,\n-\n- /// <summary>\n- /// Order has been filled completely\n- /// </summary>\n- Filled,\n-\n- /// <summary>\n- /// Order partially filled\n- /// </summary>\n- FilledPartially,\n-\n- /// <summary>\n- /// Order is pending or open but no amount has been filled yet\n- /// </summary>\n- Pending,\n-\n- /// <summary>\n- /// Error\n- /// </summary>\n- Error,\n-\n- /// <summary>\n- /// Order was cancelled\n- /// </summary>\n- Canceled\n- }\n+ using System;\n- /// <summary>\n- /// Result of an exchange order\n- /// </summary>\n+ /// <summary>Result of an exchange order</summary>\npublic class ExchangeOrderResult\n{\n- /// <summary>\n- /// Order id\n- /// </summary>\n+ /// <summary>Order id</summary>\npublic string OrderId { get; set; }\n- /// <summary>\n- /// Result of the order\n- /// </summary>\n+ /// <summary>Result of the order</summary>\npublic ExchangeAPIOrderResult Result { get; set; }\n- /// <summary>\n- /// Message if any\n- /// </summary>\n+ /// <summary>Message if any</summary>\npublic string Message { get; set; }\n- /// <summary>\n- /// Original order amount\n- /// </summary>\n+ /// <summary>Original order amount in the market currency.\n+ /// E.g. ADA/BTC would be ADA</summary>\npublic decimal Amount { get; set; }\n- /// <summary>\n- /// Amount filled\n- /// </summary>\n+ /// <summary>Amount filled in the market currency.</summary>\npublic decimal AmountFilled { get; set; }\n- /// <summary>\n- /// Price\n- /// </summary>\n+ /// <summary>The limit price on the order in the ratio of base/market currency.\n+ /// E.g. 0.000342 ADA/ETH</summary>\npublic decimal Price { get; set; }\n- /// <summary>\n- /// Average price\n- /// </summary>\n+ /// <summary>Price per unit in the ratio of base/market currency.\n+ /// E.g. 0.000342 ADA/ETH</summary>\npublic decimal AveragePrice { get; set; }\n- /// <summary>\n- /// Order date\n- /// </summary>\n+ /// <summary>Order datetime in UTC</summary>\npublic DateTime OrderDate { get; set; }\n- /// <summary>\n- /// Symbol\n- /// </summary>\n+ /// <summary>Symbol. E.g. ADA/ETH</summary>\npublic string Symbol { get; set; }\n- /// <summary>\n- /// Whether the order is a buy or sell\n- /// </summary>\n+ /// <summary>Whether the order is a buy or sell</summary>\npublic bool IsBuy { get; set; }\n+\n+ /// <summary>The fees on the order (not a percent).\n+ /// E.g. 0.0025 ETH</summary>\npublic decimal Fees { get; set; }\n- /// <summary>\n- /// Append another order to this order - order id and type must match\n- /// </summary>\n+ /// <summary>The currency the fees are in.\n+ /// If not set, this is probably the base currency</summary>\n+ public string FeesCurrency { get; set; }\n+\n+ /// <summary>Append another order to this order - order id and type must match</summary>\n/// <param name=\"other\">Order to append</param>\npublic void AppendOrderWithOrder(ExchangeOrderResult other)\n{\n- if (OrderId != null && Symbol != null && (OrderId != other.OrderId || IsBuy != other.IsBuy || Symbol != other.Symbol))\n+ if ((this.OrderId != null) && (this.Symbol != null) && ((this.OrderId != other.OrderId) || (this.IsBuy != other.IsBuy) || (this.Symbol != other.Symbol)))\n{\nthrow new InvalidOperationException(\"Appending orders requires order id, symbol and is buy to match\");\n}\n- decimal tradeSum = Amount + other.Amount;\n- decimal baseAmount = Amount;\n- Amount += other.Amount;\n- AmountFilled += other.AmountFilled;\n- Fees += other.Fees;\n- AveragePrice = (AveragePrice * (baseAmount / tradeSum)) + (other.AveragePrice * (other.Amount / tradeSum));\n- OrderId = other.OrderId;\n- OrderDate = (OrderDate == default(DateTime)) ? other.OrderDate : OrderDate;\n- Symbol = other.Symbol;\n- IsBuy = other.IsBuy;\n+ decimal tradeSum = this.Amount + other.Amount;\n+ decimal baseAmount = this.Amount;\n+ this.Amount += other.Amount;\n+ this.AmountFilled += other.AmountFilled;\n+ this.Fees += other.Fees;\n+ this.AveragePrice = (this.AveragePrice * (baseAmount / tradeSum)) + (other.AveragePrice * (other.Amount / tradeSum));\n+ this.OrderId = other.OrderId;\n+ this.OrderDate = this.OrderDate == default(DateTime) ? other.OrderDate : this.OrderDate;\n+ this.Symbol = other.Symbol;\n+ this.IsBuy = other.IsBuy;\n}\n- /// <summary>\n- /// ToString\n- /// </summary>\n- /// <returns>String</returns>\n+ /// <summary>Returns a string that represents this instance.</summary>\n+ /// <returns>A string that represents this instance.</returns>\npublic override string ToString()\n{\n- return string.Format(\"[{0}], {1} {2} of {3} {4} filled at {5}, fees paid {6}\", OrderDate, (IsBuy ? \"Buy\" : \"Sell\"), AmountFilled, Amount, Symbol, AveragePrice, Fees);\n+ return $\"[{this.OrderDate}], {(this.IsBuy ? \"Buy\" : \"Sell\")} {this.AmountFilled} of {this.Amount} {this.Symbol} filled at {this.AveragePrice}, fees paid {this.Fees} {this.FeesCurrency}\";\n}\n}\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
* Begin work to standardize what all the elements of an ExchangeOrderResult mean. (#80)
* Process individual trades in a Binance order to determine the total fees and
currency of the fees.
* Fix Bittrex to populate the correct value for "Price" and include fees paid.
* Code cleanup in ExchangeOrderResult class
|
329,148 |
29.03.2018 14:40:08
| 21,600 |
b5d1f7bb6224508723f0ca19330fde720d70b4db
|
Fix unit test compile, switch them to .NET core
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp.sln",
"new_path": "ExchangeSharp.sln",
"diff": "@@ -16,7 +16,7 @@ Project(\"{2150E333-8FDC-42A3-9474-1A3956D46DE8}\") = \"SolutionItems\", \"SolutionIt\nREADME.md = README.md\nEndProjectSection\nEndProject\n-Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharpTests\", \"ExchangeSharpTests\\ExchangeSharpTests.csproj\", \"{0C95A616-9157-4A52-AA89-83E058FE1075}\"\n+Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharpTests\", \"ExchangeSharpTests\\ExchangeSharpTests.csproj\", \"{85BBD19C-5702-4394-BD7C-CE08309F6F49}\"\nEndProject\nGlobal\nGlobalSection(SolutionConfigurationPlatforms) = preSolution\n@@ -32,10 +32,10 @@ Global\n{D7F9477D-8A6C-4FEE-826E-FE29C42CB5B9}.Debug|Any CPU.Build.0 = Debug|Any CPU\n{D7F9477D-8A6C-4FEE-826E-FE29C42CB5B9}.Release|Any CPU.ActiveCfg = Release|Any CPU\n{D7F9477D-8A6C-4FEE-826E-FE29C42CB5B9}.Release|Any CPU.Build.0 = Release|Any CPU\n- {0C95A616-9157-4A52-AA89-83E058FE1075}.Debug|Any CPU.ActiveCfg = Debug|Any CPU\n- {0C95A616-9157-4A52-AA89-83E058FE1075}.Debug|Any CPU.Build.0 = Debug|Any CPU\n- {0C95A616-9157-4A52-AA89-83E058FE1075}.Release|Any CPU.ActiveCfg = Release|Any CPU\n- {0C95A616-9157-4A52-AA89-83E058FE1075}.Release|Any CPU.Build.0 = Release|Any CPU\n+ {85BBD19C-5702-4394-BD7C-CE08309F6F49}.Debug|Any CPU.ActiveCfg = Debug|Any CPU\n+ {85BBD19C-5702-4394-BD7C-CE08309F6F49}.Debug|Any CPU.Build.0 = Debug|Any CPU\n+ {85BBD19C-5702-4394-BD7C-CE08309F6F49}.Release|Any CPU.ActiveCfg = Release|Any CPU\n+ {85BBD19C-5702-4394-BD7C-CE08309F6F49}.Release|Any CPU.Build.0 = Release|Any CPU\nEndGlobalSection\nGlobalSection(SolutionProperties) = preSolution\nHideSolutionNode = FALSE\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix unit test compile, switch them to .NET core
|
329,148 |
29.03.2018 17:03:32
| 21,600 |
86e52966a783edbaabdffc3e482405f76d41d52f
|
Refactor code and fix unit tests
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -402,10 +402,10 @@ namespace ExchangeSharp\nif (market != null)\n{\n// Binance has strict rules on which quantities are allowed. They have to match the rules defined in the market definition.\n- outputQuantity = CryptoUtility.ClampQuantity(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, order.RoundAmount());\n+ outputQuantity = CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, order.RoundAmount());\n// Binance has strict rules on which prices are allowed. They have to match the rules defined in the market definition.\n- outputPrice = CryptoUtility.ClampPrice(market.MinPrice, market.MaxPrice, market.PriceStepSize, order.Price);\n+ outputPrice = CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, order.Price);\n}\npayload[\"quantity\"] = outputQuantity;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -149,43 +149,24 @@ namespace ExchangeSharp\nreturn secure;\n}\n- public static decimal ClampQuantity(decimal minQuantity, decimal maxQuantity, decimal? stepSize, decimal quantity)\n+ public static decimal ClampDecimal(decimal minValue, decimal maxValue, decimal? stepSize, decimal value)\n{\n- if(minQuantity < 0) throw new ArgumentOutOfRangeException(nameof(minQuantity));\n- if (maxQuantity < 0) throw new ArgumentOutOfRangeException(nameof(maxQuantity));\n- if (quantity < 0) throw new ArgumentOutOfRangeException(nameof(quantity));\n- if (minQuantity > maxQuantity) throw new ArgumentOutOfRangeException(nameof(minQuantity));\n+ if(minValue < 0) throw new ArgumentOutOfRangeException(nameof(minValue));\n+ if (maxValue < 0) throw new ArgumentOutOfRangeException(nameof(maxValue));\n+ if (value < 0) throw new ArgumentOutOfRangeException(nameof(value));\n+ if (minValue > maxValue) throw new ArgumentOutOfRangeException(nameof(minValue));\nif (stepSize.HasValue)\n{\nif (stepSize < 0) throw new ArgumentOutOfRangeException(nameof(stepSize));\n- quantity = Math.Min(maxQuantity, quantity);\n- quantity = Math.Max(minQuantity, quantity);\n- quantity -= quantity % stepSize.Value;\n- quantity = RoundDown(quantity);\n+ value = Math.Min(maxValue, value);\n+ value = Math.Max(minValue, value);\n+ decimal mod = value % stepSize.Value;\n+ value -= mod;\n}\n- return quantity;\n- }\n-\n- public static decimal ClampPrice(decimal minPrice, decimal maxPrice, decimal? tickSize, decimal price)\n- {\n- if (minPrice < 0) throw new ArgumentOutOfRangeException(nameof(minPrice));\n- if (maxPrice < 0) throw new ArgumentOutOfRangeException(nameof(maxPrice));\n- if (price < 0) throw new ArgumentOutOfRangeException(nameof(price));\n- if(minPrice > maxPrice) throw new ArgumentOutOfRangeException(nameof(minPrice));\n-\n- if (tickSize.HasValue)\n- {\n- if (tickSize < 0) throw new ArgumentOutOfRangeException(nameof(tickSize));\n-\n- price = Math.Min(maxPrice, price);\n- price = Math.Max(minPrice, price);\n- price -= price % tickSize.Value;\n- price = RoundDown(price);\n- }\n- return price;\n+ return value;\n}\npublic static DateTime UnixTimeStampToDateTimeSeconds(this double unixTimeStampSeconds)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"new_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"diff": "@@ -38,56 +38,56 @@ namespace ExchangeSharpTests\n[TestMethod]\npublic void ClampPrice()\n{\n- CryptoUtility.ClampPrice(0.00000100m, 100000.00000000m, 0.00000100m, 0.05507632m).Should().Be(0.055076m);\n- CryptoUtility.ClampPrice(0.00000010m, 100000.00000000m, 0.00000010m, 0.00052286m).Should().Be(0.0005228m);\n- CryptoUtility.ClampPrice(0.00001000m, 100000.00000000m, 0.00001000m, 0.02525215m).Should().Be(0.025252m);\n- CryptoUtility.ClampPrice(0.00001000m, 100000.00000000m, null, 0.00401212m).Should().Be(0.00401212m);\n+ CryptoUtility.ClampDecimal(0.00000100m, 100000.00000000m, 0.00000100m, 0.05507632m).Should().Be(0.055076m);\n+ CryptoUtility.ClampDecimal(0.00000010m, 100000.00000000m, 0.00000010m, 0.00052286m).Should().Be(0.0005228m);\n+ CryptoUtility.ClampDecimal(0.00001000m, 100000.00000000m, 0.00001000m, 0.02525215m).Should().Be(0.02525m);\n+ CryptoUtility.ClampDecimal(0.00001000m, 100000.00000000m, null, 0.00401212m).Should().Be(0.00401212m);\n}\n[TestMethod]\npublic void ClampPriceOutOfRange()\n{\n- void a() => CryptoUtility.ClampPrice(-0.00000100m, 100000.00000000m, 0.00000100m, 0.05507632m);\n+ void a() => CryptoUtility.ClampDecimal(-0.00000100m, 100000.00000000m, 0.00000100m, 0.05507632m);\nInvoking(a).Should().Throw<ArgumentOutOfRangeException>();\n- void b() => CryptoUtility.ClampPrice(0.00000100m, -100000.00000000m, 0.00000100m, 0.05507632m);\n+ void b() => CryptoUtility.ClampDecimal(0.00000100m, -100000.00000000m, 0.00000100m, 0.05507632m);\nInvoking(b).Should().Throw<ArgumentOutOfRangeException>();\n- void c() => CryptoUtility.ClampPrice(0.00000100m, 100000.00000000m, 0.00000100m, -0.05507632m);\n+ void c() => CryptoUtility.ClampDecimal(0.00000100m, 100000.00000000m, 0.00000100m, -0.05507632m);\nInvoking(c).Should().Throw<ArgumentOutOfRangeException>();\n- void d() => CryptoUtility.ClampPrice(0.00000100m, 100000.00000000m, -0.00000100m, 0.05507632m);\n+ void d() => CryptoUtility.ClampDecimal(0.00000100m, 100000.00000000m, -0.00000100m, 0.05507632m);\nInvoking(d).Should().Throw<ArgumentOutOfRangeException>();\n- void e() => CryptoUtility.ClampPrice(100000.00000000m, 0.00000100m, -0.00000100m, 0.05507632m);\n+ void e() => CryptoUtility.ClampDecimal(100000.00000000m, 0.00000100m, -0.00000100m, 0.05507632m);\nInvoking(e).Should().Throw<ArgumentOutOfRangeException>();\n}\n[TestMethod]\npublic void ClampQuantity()\n{\n- CryptoUtility.ClampQuantity(0.01000000m, 90000000.00000000m, 0.01000000m, 34.55215m).Should().Be(34.55m);\n- CryptoUtility.ClampQuantity(0.00100000m, 90000000.00000000m, 0.00100000m, 941.4192m).Should().Be(941.419m);\n- CryptoUtility.ClampQuantity(0.00000100m, 90000000.00000000m, 0.00000100m, 172.94102192m).Should().Be(172.941021m);\n- CryptoUtility.ClampQuantity(0.00010000m, 90000000.00000000m, null, 1837.31935m).Should().Be(1837.31935m);\n+ CryptoUtility.ClampDecimal(0.01000000m, 90000000.00000000m, 0.01000000m, 34.55215m).Should().Be(34.55m);\n+ CryptoUtility.ClampDecimal(0.00100000m, 90000000.00000000m, 0.00100000m, 941.4192m).Should().Be(941.419m);\n+ CryptoUtility.ClampDecimal(0.00000100m, 90000000.00000000m, 0.00000100m, 172.94102192m).Should().Be(172.941021m);\n+ CryptoUtility.ClampDecimal(0.00010000m, 90000000.00000000m, null, 1837.31935m).Should().Be(1837.31935m);\n}\n[TestMethod]\npublic void ClampQuantityOutOfRange()\n{\n- void a() => CryptoUtility.ClampQuantity(-0.00010000m, 900000.00000000m, 0.00010000m, 33.393832m);\n+ void a() => CryptoUtility.ClampDecimal(-0.00010000m, 900000.00000000m, 0.00010000m, 33.393832m);\nInvoking(a).Should().Throw<ArgumentOutOfRangeException>();\n- void b() => CryptoUtility.ClampQuantity(0.00010000m, -900000.00000000m, 0.00010000m, 33.393832m);\n+ void b() => CryptoUtility.ClampDecimal(0.00010000m, -900000.00000000m, 0.00010000m, 33.393832m);\nInvoking(b).Should().Throw<ArgumentOutOfRangeException>();\n- void c() => CryptoUtility.ClampQuantity(0.00010000m, 900000.00000000m, 0.00010000m, -33.393832m);\n+ void c() => CryptoUtility.ClampDecimal(0.00010000m, 900000.00000000m, 0.00010000m, -33.393832m);\nInvoking(c).Should().Throw<ArgumentOutOfRangeException>();\n- void d() => CryptoUtility.ClampQuantity(0.00010000m, 900000.00000000m, -0.00010000m, 33.393832m);\n+ void d() => CryptoUtility.ClampDecimal(0.00010000m, 900000.00000000m, -0.00010000m, 33.393832m);\nInvoking(d).Should().Throw<ArgumentOutOfRangeException>();\n- void e() => CryptoUtility.ClampQuantity(900000.00000000m, 0.00010000m, -0.00010000m, 33.393832m);\n+ void e() => CryptoUtility.ClampDecimal(900000.00000000m, 0.00010000m, -0.00010000m, 33.393832m);\nInvoking(e).Should().Throw<ArgumentOutOfRangeException>();\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Refactor code and fix unit tests
|
329,092 |
30.03.2018 22:47:06
| 18,000 |
cfaeef570565e101a1b36cbe821da36193c35859
|
Added FeesCurrency to PoloniexAPI. Refactor duplicate code. (There's still lots of order parsing duplication)
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -106,11 +106,12 @@ namespace ExchangeSharp\n{\nOrderId = result[\"orderNumber\"].ToStringInvariant()\n};\n+\nJToken trades = result[\"resultingTrades\"];\nif (trades != null && trades.Children().Count() != 0)\n{\nint tradeCount = trades.Children().Count();\n- if (tradeCount != 0m)\n+ if (tradeCount != 0)\n{\nforeach (JToken token in trades)\n{\n@@ -120,19 +121,11 @@ namespace ExchangeSharp\norder.Amount += tradeAmt;\norder.AmountFilled = order.Amount;\norder.AveragePrice += tradeRate;\n- if (token[\"type\"].ToStringInvariant() == \"buy\")\n- {\n- order.IsBuy = true;\n- }\n+ order.IsBuy = result[\"type\"].ToStringLowerInvariant() != \"sell\";\n+\n// fee is a percentage taken from the traded amount rounded to 8 decimals\n- if (order.IsBuy)\n- {\n- order.Fees += Math.Round(tradeAmt * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n- }\n- else\n- {\n- order.Fees += Math.Round(tradeAmt * tradeRate * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n- }\n+ order.Fees += CalculateFees(tradeAmt, tradeRate, order.IsBuy, token[\"fee\"].ConvertInvariant<decimal>());\n+\nif (order.OrderDate == DateTime.MinValue)\n{\norder.OrderDate = token[\"date\"].ConvertInvariant<DateTime>();\n@@ -146,44 +139,28 @@ namespace ExchangeSharp\n}\nelse\n{\n- if (result[\"rate\"] != null)\n- {\n+ decimal amount = result[\"amount\"].ConvertInvariant<decimal>();\n+\norder.Price = result[\"rate\"].ConvertInvariant<decimal>();\n- }\n- if (result[\"startingAmount\"] != null)\n- {\norder.Amount = result[\"startingAmount\"].ConvertInvariant<decimal>();\n- }\n- if (result[\"amount\"] != null)\n- {\n- order.AmountFilled = result[\"amount\"].ConvertInvariant<decimal>() - order.Amount;\n- }\n- if (result[\"type\"] != null)\n- {\n- order.IsBuy = (result[\"type\"].ToString() != \"sell\");\n- }\n- if (result[\"date\"] != null)\n- {\n+ order.AmountFilled = amount - order.Amount; // Is this right?\n+ order.IsBuy = result[\"type\"].ToStringLowerInvariant() != \"sell\";\norder.OrderDate = result[\"date\"].ConvertInvariant<DateTime>();\n- }\n+\n// fee is a percentage taken from the traded amount rounded to 8 decimals\n- if (result[\"type\"] != null && result[\"amount\"] != null && result[\"rate\"] != null)\n- {\n- if (order.IsBuy)\n- {\n- order.Fees += Math.Round(result[\"amount\"].ConvertInvariant<decimal>() * result[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n- }\n- else\n- {\n- order.Fees += Math.Round(result[\"amount\"].ConvertInvariant<decimal>() * result[\"rate\"].ConvertInvariant<decimal>() * result[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n- }\n- }\n+ order.Fees += CalculateFees(amount, order.Price, order.IsBuy, result[\"fee\"].ConvertInvariant<decimal>());\n}\nreturn order;\n}\n- private List<ExchangeOrderResult> ParseOrderFromTrades(List<ExchangeOrderResult> orders, JArray trades, string symbol)\n+ private static decimal CalculateFees(decimal tradeAmt, decimal tradeRate, bool isBuy, decimal fee)\n+ {\n+ decimal amount = isBuy ? tradeAmt * fee : tradeAmt * tradeRate * fee;\n+ return Math.Round(amount, 8, MidpointRounding.AwayFromZero);\n+ }\n+\n+ private void ParseOrderFromTrades(List<ExchangeOrderResult> orders, JArray trades, string symbol)\n{\nDictionary<string, ExchangeOrderResult> orderLookup = new Dictionary<string, ExchangeOrderResult>(StringComparer.OrdinalIgnoreCase);\nforeach (JToken token in trades)\n@@ -191,25 +168,20 @@ namespace ExchangeSharp\n// { \"globalTradeID\": 25129732, \"tradeID\": \"6325758\", \"date\": \"2016-04-05 08:08:40\", \"rate\": \"0.02565498\", \"amount\": \"0.10000000\", \"total\": \"0.00256549\", \"fee\": \"0.00200000\", \"orderNumber\": \"34225313575\", \"type\": \"sell\", \"category\": \"exchange\" }\nExchangeOrderResult subOrder = new ExchangeOrderResult\n{\n- Amount = token[\"amount\"].ConvertInvariant<decimal>()\n+ Amount = token[\"amount\"].ConvertInvariant<decimal>(),\n+ AveragePrice = token[\"rate\"].ConvertInvariant<decimal>(),\n+ IsBuy = token[\"type\"].ToStringInvariant() != \"sell\",\n+ OrderDate = token[\"date\"].ConvertInvariant<DateTime>(),\n+ OrderId = token[\"orderNumber\"].ToStringInvariant(),\n+ Result = ExchangeAPIOrderResult.Filled,\n+ Symbol = symbol\n};\n- subOrder.AmountFilled = subOrder.Amount;\n- subOrder.AveragePrice = token[\"rate\"].ConvertInvariant<decimal>();\n- subOrder.IsBuy = token[\"type\"].ToStringInvariant() != \"sell\";\n- subOrder.OrderDate = token[\"date\"].ConvertInvariant<DateTime>();\n+\n// fee is a percentage taken from the traded amount rounded to 8 decimals\n- if (subOrder.IsBuy)\n- {\n- subOrder.Fees += Math.Round(token[\"amount\"].ConvertInvariant<decimal>() * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n- }\n- else\n- {\n- subOrder.Fees += Math.Round(token[\"amount\"].ConvertInvariant<decimal>() * token[\"rate\"].ConvertInvariant<decimal>() * token[\"fee\"].ConvertInvariant<decimal>(), 8, MidpointRounding.AwayFromZero);\n- }\n+ subOrder.AmountFilled = subOrder.Amount;\n+ subOrder.FeesCurrency = ParseFeesCurrency(subOrder.IsBuy, symbol);\n+ subOrder.Fees += CalculateFees(subOrder.Amount, subOrder.AveragePrice, subOrder.IsBuy, token[\"fee\"].ConvertInvariant<decimal>());\n- subOrder.OrderId = token[\"orderNumber\"].ToStringInvariant();\n- subOrder.Result = ExchangeAPIOrderResult.Filled;\n- subOrder.Symbol = symbol;\nif (orderLookup.TryGetValue(subOrder.OrderId, out ExchangeOrderResult baseOrder))\n{\nbaseOrder.AppendOrderWithOrder(subOrder);\n@@ -220,8 +192,13 @@ namespace ExchangeSharp\n}\n}\n+ foreach (ExchangeOrderResult order in orderLookup.Values)\n+ {\n+ // Polo does not provide the original price on the order\n+ order.Price = order.AveragePrice;\n+ }\n+\norders.AddRange(orderLookup.Values);\n- return orders;\n}\nprivate ExchangeTicker ParseTickerWebSocket(string symbol, JToken token)\n@@ -623,7 +600,23 @@ namespace ExchangeSharp\n}\nJToken result = MakePrivateAPIRequest(order.IsBuy ? \"buy\" : \"sell\", orderParams);\n- return ParseOrder(result);\n+ ExchangeOrderResult exchangeOrderResult = this.ParseOrder(result);\n+ exchangeOrderResult.Symbol = symbol;\n+ exchangeOrderResult.FeesCurrency = ParseFeesCurrency(order.IsBuy, symbol);\n+ return exchangeOrderResult;\n+ }\n+\n+ private static string ParseFeesCurrency(bool isBuy, string symbol)\n+ {\n+ string feesCurrency = null;\n+ string[] currencies = symbol.Split('_');\n+ if (currencies.Length == 2)\n+ {\n+ // fees are in the \"To\" currency\n+ feesCurrency = isBuy ? currencies[1] : currencies[0];\n+ }\n+\n+ return feesCurrency;\n}\npublic override IEnumerable<ExchangeOrderResult> GetOpenOrderDetails(string symbol = null)\n@@ -633,8 +626,8 @@ namespace ExchangeSharp\n{\nsymbol = \"all\";\n}\n- JToken result;\n- result = MakePrivateAPIRequest(\"returnOpenOrders\", new object[] { \"currencyPair\", symbol });\n+\n+ JToken result = this.MakePrivateAPIRequest(\"returnOpenOrders\", new object[] { \"currencyPair\", symbol });\nCheckError(result);\nif (symbol == \"all\")\n{\n@@ -668,13 +661,14 @@ namespace ExchangeSharp\n{\nstring tickerSymbol = result[0][\"currencyPair\"].ToStringInvariant();\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- ParseOrderFromTrades(orders, resultArray, tickerSymbol);\n+ this.ParseOrderFromTrades(orders, resultArray, tickerSymbol);\nif (orders.Count != 1)\n{\nthrow new APIException($\"ReturnOrderTrades for a single orderNumber returned {orders.Count} orders. Expected 1.\");\n}\norders[0].OrderId = orderId;\n+ orders[0].Price = orders[0].AveragePrice;\nreturn orders[0];\n}\n@@ -692,13 +686,13 @@ namespace ExchangeSharp\nCheckError(result);\nif (symbol != \"all\")\n{\n- ParseOrderFromTrades(orders, result as JArray, symbol);\n+ this.ParseOrderFromTrades(orders, result as JArray, symbol);\n}\nelse\n{\nforeach (JProperty prop in result)\n{\n- ParseOrderFromTrades(orders, prop.Value as JArray, prop.Name);\n+ this.ParseOrderFromTrades(orders, prop.Value as JArray, prop.Name);\n}\n}\nreturn orders;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -72,6 +72,7 @@ namespace ExchangeSharp\nthis.Amount += other.Amount;\nthis.AmountFilled += other.AmountFilled;\nthis.Fees += other.Fees;\n+ this.FeesCurrency = other.FeesCurrency;\nthis.AveragePrice = (this.AveragePrice * (baseAmount / tradeSum)) + (other.AveragePrice * (other.Amount / tradeSum));\nthis.OrderId = other.OrderId;\nthis.OrderDate = this.OrderDate == default(DateTime) ? other.OrderDate : this.OrderDate;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added FeesCurrency to PoloniexAPI. Refactor duplicate code. (There's still lots of order parsing duplication) (#82)
|
329,092 |
31.03.2018 10:20:18
| 18,000 |
669fc4240feddbc12c03baed22c206ec033f1f23
|
Binance: Parse fees from fills when placing an order that fills instantly
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -372,15 +372,14 @@ namespace ExchangeSharp\npublic override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)\n{\n- decimal outputQuantity, outputPrice;\nstring symbol = NormalizeSymbol(order.Symbol);\nDictionary<string, object> payload = GetNoncePayload();\npayload[\"symbol\"] = symbol;\n- payload[\"side\"] = (order.IsBuy ? \"BUY\" : \"SELL\");\n+ payload[\"side\"] = order.IsBuy ? \"BUY\" : \"SELL\";\npayload[\"type\"] = order.OrderType.ToString().ToUpperInvariant();\n- outputQuantity = order.RoundAmount();\n- outputPrice = order.Price;\n+ decimal outputQuantity = order.RoundAmount();\n+ decimal outputPrice = order.Price;\n// Get the exchange markets if we haven't gotten them yet.\n@@ -409,6 +408,7 @@ namespace ExchangeSharp\n}\npayload[\"quantity\"] = outputQuantity;\n+ payload[\"newOrderRespType\"] = \"FULL\";\nif (order.OrderType != OrderType.Market)\n{\n@@ -711,7 +711,39 @@ namespace ExchangeSharp\n\"status\": \"NEW\",\n\"timeInForce\": \"GTC\",\n\"type\": \"LIMIT\",\n- \"side\": \"SELL\"\n+ \"side\": \"SELL\",\n+ \"fills\": [\n+ {\n+ \"price\": \"4000.00000000\",\n+ \"qty\": \"1.00000000\",\n+ \"commission\": \"4.00000000\",\n+ \"commissionAsset\": \"USDT\"\n+ },\n+ {\n+ \"price\": \"3999.00000000\",\n+ \"qty\": \"5.00000000\",\n+ \"commission\": \"19.99500000\",\n+ \"commissionAsset\": \"USDT\"\n+ },\n+ {\n+ \"price\": \"3998.00000000\",\n+ \"qty\": \"2.00000000\",\n+ \"commission\": \"7.99600000\",\n+ \"commissionAsset\": \"USDT\"\n+ },\n+ {\n+ \"price\": \"3997.00000000\",\n+ \"qty\": \"1.00000000\",\n+ \"commission\": \"3.99700000\",\n+ \"commissionAsset\": \"USDT\"\n+ },\n+ {\n+ \"price\": \"3995.00000000\",\n+ \"qty\": \"1.00000000\",\n+ \"commission\": \"3.99500000\",\n+ \"commissionAsset\": \"USDT\"\n+ }\n+ ]\n*/\nExchangeOrderResult result = new ExchangeOrderResult\n{\n@@ -749,9 +781,30 @@ namespace ExchangeSharp\nresult.Result = ExchangeAPIOrderResult.Error;\nbreak;\n}\n+\n+ ParseFeesFromFills(result, token[\"fills\"]);\n+\nreturn result;\n}\n+ private void ParseFeesFromFills(ExchangeOrderResult result, JToken fillsToken)\n+ {\n+ bool currencySet = false;\n+ if (fillsToken is JArray)\n+ {\n+ foreach (var fill in fillsToken)\n+ {\n+ if (!currencySet)\n+ {\n+ result.FeesCurrency = fill[\"commissionAsset\"].ToStringInvariant();\n+ currencySet = true;\n+ }\n+\n+ result.Fees += fill[\"commission\"].ConvertInvariant<decimal>();\n+ }\n+ }\n+ }\n+\nprotected override void ProcessRequest(HttpWebRequest request, Dictionary<string, object> payload)\n{\nif (CanMakeAuthenticatedRequest(payload))\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -84,7 +84,7 @@ namespace ExchangeSharp\n/// <returns>A string that represents this instance.</returns>\npublic override string ToString()\n{\n- return $\"[{this.OrderDate}], {(this.IsBuy ? \"Buy\" : \"Sell\")} {this.AmountFilled} of {this.Amount} {this.Symbol} filled at {this.AveragePrice}, fees paid {this.Fees} {this.FeesCurrency}\";\n+ return $\"[{this.OrderDate}], {(this.IsBuy ? \"Buy\" : \"Sell\")} {this.AmountFilled} of {this.Amount} {this.Symbol} {this.Result} at {this.AveragePrice}, fees paid {this.Fees} {this.FeesCurrency}\";\n}\n}\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Binance: Parse fees from fills when placing an order that fills instantly (#83)
|
329,147 |
03.04.2018 20:33:31
| -3,600 |
8c5df9365d56f820e9b5b55b2f14074559fd2d28
|
JPY and GBP pairs in Bitfinex
Since this family pairs have been included, GetSymbols() were throwing error.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -129,7 +129,7 @@ namespace ExchangeSharp\npublic override IEnumerable<string> GetSymbols()\n{\n- return this.GetSymbolsMetadata().Select(x => x.MarketName);\n+ return this.GetSymbolsMetadata().Select(x => x.MarketName).ToArray();\n}\npublic override IEnumerable<ExchangeMarket> GetSymbolsMetadata()\n@@ -152,7 +152,7 @@ namespace ExchangeSharp\nMarketName = NormalizeSymbol(pair[\"pair\"].ToStringInvariant()),\nMinTradeSize = pair[\"minimum_order_size\"].ConvertInvariant<decimal>()\n};\n- m = Regex.Match(market.MarketName, \"^(BTC|USD|ETH|EUR)\");\n+ m = Regex.Match(market.MarketName, \"^(BTC|USD|ETH|GBP|JPY|EUR)\");\nif (m.Success)\n{\nmarket.MarketCurrency = m.Value;\n@@ -160,7 +160,7 @@ namespace ExchangeSharp\n}\nelse\n{\n- m = Regex.Match(market.MarketName, \"(BTC|USD|ETH|EUR)$\");\n+ m = Regex.Match(market.MarketName, \"(BTC|USD|ETH|GBP|JPY|EUR)$\");\nif (m.Success)\n{\nmarket.MarketCurrency = market.MarketName.Substring(0, m.Index);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
JPY and GBP pairs in Bitfinex (#87)
Since this family pairs have been included, GetSymbols() were throwing error.
|
329,092 |
05.04.2018 10:59:00
| 18,000 |
ad6a87f63d5865be7be315ad5246a92253744b5b
|
Clamp Bittrex prices and quantities
* Pull up ClampOrderPrice/ClampOrderQuantity so that others sites may use it.
Add clamping to Bittrex.
Code cleanup in ExchangeMarket.
Add CalculatePrecision method to CryptoUtilities to assist in counting digits
after the decimal point.
* Return original order price/quantity if clamp can't find the market
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -24,6 +24,8 @@ namespace ExchangeSharp\n{\nprivate static readonly Dictionary<string, IExchangeAPI> apis = new Dictionary<string, IExchangeAPI>(StringComparer.OrdinalIgnoreCase);\n+ private IEnumerable<ExchangeMarket> exchangeMarkets;\n+\n/// <summary>\n/// Static constructor\n/// </summary>\n@@ -382,6 +384,43 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"withdrawalRequest\">The withdrawal request.</param>\npublic Task WithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest) => Task.Factory.StartNew(() => Withdraw(withdrawalRequest));\n+\n+ /// <summary>Gets the exchange market from this exchange's SymbolsMetadata cache.</summary>\n+ /// <param name=\"symbol\">The symbol. Ex. ADA/BTC</param>\n+ /// <returns>The ExchangeMarket or null if it doesn't exist</returns>\n+ protected ExchangeMarket GetExchangeMarket(string symbol)\n+ {\n+ this.PopulateExchangeMarkets();\n+ return this.exchangeMarkets.FirstOrDefault(x => x.MarketName == symbol);\n+ }\n+\n+ /// <summary>Call GetSymbolsMetadata and store the results.</summary>\n+ private void PopulateExchangeMarkets()\n+ {\n+ // Get the exchange markets if we haven't gotten them yet.\n+ if (this.exchangeMarkets == null)\n+ {\n+ lock (this)\n+ {\n+ if (this.exchangeMarkets == null)\n+ {\n+ this.exchangeMarkets = this.GetSymbolsMetadata();\n+ }\n+ }\n+ }\n+ }\n+\n+ protected decimal ClampOrderPrice(string symbol, decimal outputPrice)\n+ {\n+ ExchangeMarket market = this.GetExchangeMarket(symbol);\n+ return market == null ? outputPrice : CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, outputPrice);\n+ }\n+\n+ protected decimal ClampOrderQuantity(string symbol, decimal outputQuantity)\n+ {\n+ ExchangeMarket market = this.GetExchangeMarket(symbol);\n+ return market == null ? outputQuantity : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, outputQuantity);\n+ }\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -30,8 +30,6 @@ namespace ExchangeSharp\npublic string WithdrawalUrlPrivate { get; set; } = \"https://api.binance.com/wapi/v3\";\npublic override string Name => ExchangeName.Binance;\n- private IEnumerable<ExchangeMarket> _exchangeMarkets;\n-\npublic override string NormalizeSymbol(string symbol)\n{\nif (symbol != null)\n@@ -378,34 +376,9 @@ namespace ExchangeSharp\npayload[\"side\"] = order.IsBuy ? \"BUY\" : \"SELL\";\npayload[\"type\"] = order.OrderType.ToString().ToUpperInvariant();\n- decimal outputQuantity = order.RoundAmount();\n- decimal outputPrice = order.Price;\n-\n- // Get the exchange markets if we haven't gotten them yet.\n-\n- if (_exchangeMarkets == null)\n- {\n- lock (this)\n- {\n- if (_exchangeMarkets == null)\n- {\n- _exchangeMarkets = GetSymbolsMetadata();\n- }\n- }\n- }\n-\n- // Check if the current market is in our definitions.\n- ExchangeMarket market = _exchangeMarkets.FirstOrDefault(x => x.MarketName == symbol);\n-\n- // If a definition is found, we can update the quantity and price to match the rules imposed by Binance.\n- if (market != null)\n- {\n- // Binance has strict rules on which quantities are allowed. They have to match the rules defined in the market definition.\n- outputQuantity = CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, order.RoundAmount());\n-\n- // Binance has strict rules on which prices are allowed. They have to match the rules defined in the market definition.\n- outputPrice = CryptoUtility.ClampDecimal(market.MinPrice, market.MaxPrice, market.PriceStepSize, order.Price);\n- }\n+ // Binance has strict rules on which prices and quantities are allowed. They have to match the rules defined in the market definition.\n+ decimal outputQuantity = this.ClampOrderQuantity(symbol, order.Amount);\n+ decimal outputPrice = this.ClampOrderPrice(symbol, order.Price);\npayload[\"quantity\"] = outputQuantity;\npayload[\"newOrderRespType\"] = \"FULL\";\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -10,19 +10,18 @@ The above copyright notice and this permission notice shall be included in all c\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n*/\n+namespace ExchangeSharp\n+{\nusing Bittrex.Net;\nusing Bittrex.Net.Objects;\nusing Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\n+ using System.Linq;\nusing System.Net;\nusing System.Threading.Tasks;\nusing System.Web;\n-namespace ExchangeSharp\n-{\n- using System.Linq;\n-\npublic class ExchangeBittrexAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://bittrex.com/api/v1.1\";\n@@ -208,17 +207,23 @@ namespace ExchangeSharp\nvar markets = new List<ExchangeMarket>();\nJObject obj = MakeJsonRequest<JObject>(\"/public/getmarkets\");\nJToken result = CheckError(obj);\n+\n+ // StepSize is 8 decimal places for both price and amount on everything at Bittrex\n+ const decimal StepSize = 0.00000001m;\nif (result is JArray array)\n{\nforeach (JToken token in array)\n{\nvar market = new ExchangeMarket\n{\n- MarketName = token[\"MarketName\"].ToStringUpperInvariant(),\n+ BaseCurrency = token[\"BaseCurrency\"].ToStringUpperInvariant(),\nIsActive = token[\"IsActive\"].ConvertInvariant<bool>(),\n+ MarketCurrency = token[\"MarketCurrency\"].ToStringUpperInvariant(),\n+ MarketName = token[\"MarketName\"].ToStringUpperInvariant(),\nMinTradeSize = token[\"MinTradeSize\"].ConvertInvariant<decimal>(),\n- BaseCurrency = token[\"BaseCurrency\"].ToStringUpperInvariant(),\n- MarketCurrency = token[\"MarketCurrency\"].ToStringUpperInvariant()\n+ MinPrice = StepSize,\n+ PriceStepSize = StepSize,\n+ QuantityStepSize = StepSize\n};\nmarkets.Add(market);\n@@ -228,7 +233,6 @@ namespace ExchangeSharp\nreturn markets;\n}\n-\npublic override IEnumerable<string> GetSymbols()\n{\nreturn this.GetSymbolsMetadata().Select(x => x.MarketName);\n@@ -587,9 +591,12 @@ namespace ExchangeSharp\n}\nstring symbol = NormalizeSymbol(order.Symbol);\n- decimal amount = order.RoundAmount();\n+\n+ decimal orderAmount = this.ClampOrderQuantity(symbol, order.Amount);\n+ decimal orderPrice = this.ClampOrderPrice(symbol, order.Price);\n+\nstring url = (order.IsBuy ? \"/market/buylimit\" : \"/market/selllimit\") + \"?market=\" + symbol + \"&quantity=\" +\n- amount.ToStringInvariant() + \"&rate=\" + order.Price.ToStringInvariant();\n+ orderAmount.ToStringInvariant() + \"&rate=\" + orderPrice.ToStringInvariant();\nforeach (var kv in order.ExtraParameters)\n{\nurl += \"&\" + WebUtility.UrlEncode(kv.Key) + \"=\" + WebUtility.UrlEncode(kv.Value.ToStringInvariant());\n@@ -597,7 +604,7 @@ namespace ExchangeSharp\nJObject obj = MakeJsonRequest<JObject>(url, null, GetNoncePayload());\nJToken result = CheckError(obj);\nstring orderId = result[\"uuid\"].ToStringInvariant();\n- return new ExchangeOrderResult { Amount = amount, IsBuy = order.IsBuy, OrderDate = DateTime.UtcNow, OrderId = orderId, Result = ExchangeAPIOrderResult.Pending, Symbol = symbol };\n+ return new ExchangeOrderResult { Amount = orderAmount, IsBuy = order.IsBuy, OrderDate = DateTime.UtcNow, OrderId = orderId, Result = ExchangeAPIOrderResult.Pending, Symbol = symbol };\n}\npublic override ExchangeOrderResult GetOrderDetails(string orderId)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeMarket.cs",
"new_path": "ExchangeSharp/Model/ExchangeMarket.cs",
"diff": "@@ -12,6 +12,7 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\nnamespace ExchangeSharp\n{\n+ /// <summary>Representation of a market on an exchange.</summary>\npublic class ExchangeMarket\n{\n/// <summary>Gets or sets the name of the market.</summary>\n@@ -20,50 +21,37 @@ namespace ExchangeSharp\n/// <summary>A value indicating whether the market is active.</summary>\npublic bool IsActive { get; set; }\n- /// <summary>\n- /// The minimum size of the trade in the unit of \"MarketCurrency\".\n- /// For example, in DOGE/BTC the MinTradeSize is currently 423.72881356 DOGE\n- /// </summary>\n- public decimal MinTradeSize { get; set; }\n-\n- /// <summary>\n- /// The maximum size of the trade in the unit of \"MarketCurrency\".\n- /// </summary>\n- public decimal MaxTradeSize { get; set; }\n-\n/// <summary>In a pair like ZRX/BTC, BTC is the base currency.</summary>\npublic string BaseCurrency { get; set; }\n/// <summary>In a pair like ZRX/BTC, ZRX is the market currency.</summary>\npublic string MarketCurrency { get; set; }\n- /// <summary>\n- /// Defines the intervals that a quantity can be increased/decreased by.\n- /// The following must be true for quantity: (Quantity-MinTradeSize) % QuantityStepSize == 0\n- /// Null if unknown or not applicable.\n- /// </summary>\n- public decimal? QuantityStepSize { get; set; }\n+ /// <summary>The minimum size of the trade in the unit of \"MarketCurrency\". For example, in\n+ /// DOGE/BTC the MinTradeSize is currently 423.72881356 DOGE</summary>\n+ public decimal MinTradeSize { get; set; }\n+\n+ /// <summary>The maximum size of the trade in the unit of \"MarketCurrency\".</summary>\n+ public decimal MaxTradeSize { get; set; } = decimal.MaxValue;\n- /// <summary>\n- /// The minimum price of the pair.\n- /// </summary>\n+ /// <summary>The minimum price of the pair.</summary>\npublic decimal MinPrice { get; set; }\n- /// <summary>\n- /// The maximum price of the pair.\n- /// </summary>\n- public decimal MaxPrice { get; set; }\n+ /// <summary>The maximum price of the pair.</summary>\n+ public decimal MaxPrice { get; set; } = decimal.MaxValue;\n- /// <summary>\n- /// Defines the intervals that a price can be increased/decreased by.\n- /// The following must be true for price: Price % PriceStepSize == 0\n- /// Null if unknown or not applicable.\n- /// </summary>\n+ /// <summary>Defines the intervals that a price can be increased/decreased by. The following\n+ /// must be true for price: Price % PriceStepSize == 0 Null if unknown or not applicable.</summary>\npublic decimal? PriceStepSize { get; set; }\n+ /// <summary>Defines the intervals that a quantity can be increased/decreased by. The\n+ /// following must be true for quantity: (Quantity-MinTradeSize) % QuantityStepSize == 0 Null\n+ /// if unknown or not applicable.</summary>\n+ public decimal? QuantityStepSize { get; set; }\n+\npublic override string ToString()\n{\n- return $\"{MarketName}, {MarketCurrency}-{BaseCurrency}\";\n+ return $\"{this.MarketName}, {this.MarketCurrency}-{this.BaseCurrency}\";\n}\n}\n}\n\\ No newline at end of file\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -64,7 +64,7 @@ namespace ExchangeSharp\n/// <returns>Rounded amount or amount if no rounding is needed</returns>\npublic decimal RoundAmount()\n{\n- return (ShouldRoundAmount ? CryptoUtility.RoundAmount(Amount) : Amount);\n+ return this.ShouldRoundAmount ? CryptoUtility.RoundAmount(this.Amount) : this.Amount;\n}\n}\n}\n\\ No newline at end of file\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -10,20 +10,19 @@ The above copyright notice and this permission notice shall be included in all c\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n*/\n+namespace ExchangeSharp\n+{\n+ using Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\n+ using System.Globalization;\nusing System.IO;\nusing System.Linq;\nusing System.Runtime.InteropServices;\nusing System.Security;\nusing System.Security.Cryptography;\nusing System.Text;\n-using System.Threading.Tasks;\n-using Newtonsoft.Json.Linq;\n-\n-namespace ExchangeSharp\n-{\npublic static class CryptoUtility\n{\n/// <summary>\n@@ -42,7 +41,7 @@ namespace ExchangeSharp\n/// <returns>String</returns>\npublic static string ToStringInvariant(this object obj)\n{\n- return System.Convert.ToString(obj, System.Globalization.CultureInfo.InvariantCulture) ?? string.Empty;\n+ return Convert.ToString(obj, CultureInfo.InvariantCulture) ?? string.Empty;\n}\n/// <summary>\n@@ -83,7 +82,7 @@ namespace ExchangeSharp\n{\nreturn defaultValue;\n}\n- return (T)System.Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), System.Globalization.CultureInfo.InvariantCulture);\n+ return (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\n}\npublic static string NormalizeSymbol(string symbol)\n@@ -130,7 +129,7 @@ namespace ExchangeSharp\npublic static byte[] SecureStringToBytesBase64Decode(SecureString s)\n{\nstring unsecure = SecureStringToString(s);\n- byte[] bytes = System.Convert.FromBase64String(unsecure);\n+ byte[] bytes = Convert.FromBase64String(unsecure);\nunsecure = null;\nreturn bytes;\n}\n@@ -172,7 +171,7 @@ namespace ExchangeSharp\npublic static DateTime UnixTimeStampToDateTimeSeconds(this double unixTimeStampSeconds)\n{\n// Unix timestamp is seconds past epoch\n- System.DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, System.DateTimeKind.Utc);\n+ DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\ndtDateTime = dtDateTime.AddSeconds(unixTimeStampSeconds);\nreturn dtDateTime;\n}\n@@ -180,7 +179,7 @@ namespace ExchangeSharp\npublic static DateTime UnixTimeStampToDateTimeMilliseconds(this double unixTimeStampMilliseconds)\n{\n// Unix timestamp is seconds past epoch\n- System.DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, System.DateTimeKind.Utc);\n+ DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\ndtDateTime = dtDateTime.AddMilliseconds(unixTimeStampMilliseconds);\nreturn dtDateTime;\n}\n@@ -207,7 +206,7 @@ namespace ExchangeSharp\npublic static string SHA256SignBase64(string message, byte[] key)\n{\n- return System.Convert.ToBase64String(new HMACSHA256(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n+ return Convert.ToBase64String(new HMACSHA256(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n}\npublic static string SHA384Sign(string message, string key)\n@@ -222,7 +221,7 @@ namespace ExchangeSharp\npublic static string SHA384SignBase64(string message, byte[] key)\n{\n- return System.Convert.ToBase64String(new HMACSHA384(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n+ return Convert.ToBase64String(new HMACSHA384(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n}\npublic static string SHA512Sign(string message, string key)\n@@ -246,7 +245,7 @@ namespace ExchangeSharp\nvar hmac = new HMACSHA512(key);\nvar messagebyte = Encoding.ASCII.GetBytes(message);\nvar hashmessage = hmac.ComputeHash(messagebyte);\n- return System.Convert.ToBase64String(hashmessage);\n+ return Convert.ToBase64String(hashmessage);\n}\npublic static byte[] GenerateSalt(int length)\n@@ -488,5 +487,21 @@ namespace ExchangeSharp\npublic static bool IsWindows { get; private set; }\npublic static bool IsMono { get; private set; }\n+\n+ /// <summary>Calculates the precision allowed based on the number of decimal points in a number.</summary>\n+ /// <param name=\"numberWithDecimals\">The number on which to count decimal points.</param>\n+ /// <returns>A number indicating how many digits are after the decimal point.\n+ /// For example, 5 zeroes after the decimal would indicate a price step size of 0.00001</returns>\n+ public static decimal CalculatePrecision(string numberWithDecimals)\n+ {\n+ int precision = 0;\n+ int decPoint = numberWithDecimals.IndexOf('.');\n+ if (decPoint != -1)\n+ {\n+ precision = numberWithDecimals.Length - decPoint - 1;\n+ }\n+\n+ return (decimal)Math.Pow(10, -1 * precision);\n+ }\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"new_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"diff": "@@ -90,5 +90,22 @@ namespace ExchangeSharpTests\nvoid e() => CryptoUtility.ClampDecimal(900000.00000000m, 0.00010000m, -0.00010000m, 33.393832m);\nInvoking(e).Should().Throw<ArgumentOutOfRangeException>();\n}\n+\n+ [TestMethod]\n+ public void CalculatePrecision_NoDecimals_Returns1()\n+ {\n+ CryptoUtility.CalculatePrecision(\"24\").Should().Be(1);\n+ CryptoUtility.CalculatePrecision(\"1000\").Should().Be(1);\n+ CryptoUtility.CalculatePrecision(\"123456789123456789465132\").Should().Be(1);\n+ }\n+\n+ [TestMethod]\n+ public void CalculatePrecision_WithDecimals()\n+ {\n+ CryptoUtility.CalculatePrecision(\"1.12\").Should().Be(0.01m);\n+ CryptoUtility.CalculatePrecision(\"1.123456789\").Should().Be(0.000000001m);\n+ CryptoUtility.CalculatePrecision(\"1.0\").Should().Be(0.1m);\n+ CryptoUtility.CalculatePrecision(\"0.00000\").Should().Be(0.00001m);\n+ }\n}\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Clamp Bittrex prices and quantities (#88)
* Pull up ClampOrderPrice/ClampOrderQuantity so that others sites may use it.
Add clamping to Bittrex.
Code cleanup in ExchangeMarket.
Add CalculatePrecision method to CryptoUtilities to assist in counting digits
after the decimal point.
* Return original order price/quantity if clamp can't find the market
|
329,084 |
08.04.2018 15:53:30
| -7,200 |
13adb388d32dfdfcac742e1351b9adb801e74d95
|
Add the possibility to send market orders with Bitstamp
When the order type is Market:
we add "/market" in the url
we do not send the price
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -208,9 +208,17 @@ namespace ExchangeSharp\npublic override ExchangeOrderResult PlaceOrder(ExchangeOrderRequest order)\n{\nstring symbol = NormalizeSymbol(order.Symbol);\n- string url = order.IsBuy ? string.Format(\"/buy/{0}/\", symbol) : string.Format(\"/sell/{0}/\", symbol);\n+\n+ string action = order.IsBuy ? \"buy\" : \"sell\";\n+ string market = order.OrderType == OrderType.Market ? \"/market\" : \"\";\n+ string url = $\"/{action}{market}/{symbol}/\";\nDictionary<string, object> payload = GetNoncePayload();\n+\n+ if (order.OrderType != OrderType.Market)\n+ {\npayload[\"price\"] = order.Price.ToStringInvariant();\n+ }\n+\npayload[\"amount\"] = order.Amount.ToStringInvariant();\nforeach (var kv in order.ExtraParameters)\n{\n@@ -258,7 +266,7 @@ namespace ExchangeSharp\nJArray transactions = result[\"transactions\"] as JArray;\n// empty transaction array means that order is InQueue or Open and AmountFilled == 0\n// return empty order in this case. no any additional info available at this point\n- if (transactions.Count() == 0) { return new ExchangeOrderResult() { OrderId = orderId }; }\n+ if (!transactions.Any()) { return new ExchangeOrderResult() { OrderId = orderId }; }\nJObject first = transactions.First() as JObject;\nList<string> excludeStrings = new List<string>() { \"tid\", \"price\", \"fee\", \"datetime\", \"type\", \"btc\", \"usd\", \"eur\" };\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add the possibility to send market orders with Bitstamp (#91)
When the order type is Market:
- we add "/market" in the url
- we do not send the price
|
329,148 |
08.04.2018 09:12:44
| 21,600 |
e89a284bb2ff214c7a48fb3df55d8340a7f37191
|
Rename helper to maker
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -173,7 +173,7 @@ namespace ExchangeSharp\n/// <summary>\n/// API request maker\n/// </summary>\n- public IAPIRequestMaker RequestHelper\n+ public IAPIRequestMaker RequestMaker\n{\nget { return requestMaker; }\nset { requestMaker = value ?? new APIRequestMaker(this); }\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"new_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"diff": "@@ -32,8 +32,8 @@ namespace ExchangeSharpTests\n{\nprivate static ExchangePoloniexAPI CreateAPI()\n{\n- var requestHelper = Substitute.For<IAPIRequestMaker>();\n- var polo = new ExchangePoloniexAPI { RequestHelper = requestHelper };\n+ var requestMaker = Substitute.For<IAPIRequestMaker>();\n+ var polo = new ExchangePoloniexAPI { RequestMaker = requestMaker };\nreturn polo;\n}\n@@ -194,7 +194,7 @@ namespace ExchangeSharpTests\npublic void GetOpenOrderDetails_Unfilled_IsCorrect()\n{\nvar polo = CreateAPI();\n- polo.RequestHelper.MakeRequest(null).ReturnsForAnyArgs(Unfilled);\n+ polo.RequestMaker.MakeRequest(null).ReturnsForAnyArgs(Unfilled);\nIEnumerable<ExchangeOrderResult> orders = polo.GetOpenOrderDetails(\"ETH_BCH\");\nExchangeOrderResult order = orders.Single();\n@@ -211,7 +211,7 @@ namespace ExchangeSharpTests\npublic void GetOpenOrderDetails_AllUnfilled_IsCorrect()\n{\nvar polo = CreateAPI();\n- polo.RequestHelper.MakeRequest(null).ReturnsForAnyArgs(AllUnfilledOrders);\n+ polo.RequestMaker.MakeRequest(null).ReturnsForAnyArgs(AllUnfilledOrders);\nIEnumerable<ExchangeOrderResult> orders = polo.GetOpenOrderDetails(); // all\nExchangeOrderResult order = orders.Single();\n@@ -228,7 +228,7 @@ namespace ExchangeSharpTests\npublic void GetOrderDetails_HappyPath()\n{\nvar polo = CreateAPI();\n- polo.RequestHelper.MakeRequest(null).ReturnsForAnyArgs(ReturnOrderTrades_SimpleBuy);\n+ polo.RequestMaker.MakeRequest(null).ReturnsForAnyArgs(ReturnOrderTrades_SimpleBuy);\nExchangeOrderResult order = polo.GetOrderDetails(\"1\");\norder.OrderId.Should().Be(\"1\");\n@@ -246,7 +246,7 @@ namespace ExchangeSharpTests\npublic void GetOrderDetails_OrderNotFound_DoesNotThrow()\n{\nvar polo = CreateAPI();\n- polo.RequestHelper.MakeRequest(null).ReturnsForAnyArgs(@\"{\"\"error\"\":\"\"Order not found, or you are not the person who placed it.\"\"}\");\n+ polo.RequestMaker.MakeRequest(null).ReturnsForAnyArgs(@\"{\"\"error\"\":\"\"Order not found, or you are not the person who placed it.\"\"}\");\npolo.GetOrderDetails(\"1\").Should().BeNull();\n}\n@@ -254,7 +254,7 @@ namespace ExchangeSharpTests\npublic void GetOrderDetails_OtherErrors_ThrowAPIException()\n{\nvar polo = CreateAPI();\n- polo.RequestHelper.MakeRequest(null).ReturnsForAnyArgs(@\"{\"\"error\"\":\"\"Big scary error.\"\"}\");\n+ polo.RequestMaker.MakeRequest(null).ReturnsForAnyArgs(@\"{\"\"error\"\":\"\"Big scary error.\"\"}\");\nvoid a() => polo.GetOrderDetails(\"1\");\nInvoking(a).Should().Throw<APIException>();\n@@ -264,7 +264,7 @@ namespace ExchangeSharpTests\npublic void GetCompletedOrderDetails_MultipleOrders()\n{\nvar polo = CreateAPI();\n- polo.RequestHelper.MakeRequest(null).ReturnsForAnyArgs(ReturnOrderTrades_AllGas);\n+ polo.RequestMaker.MakeRequest(null).ReturnsForAnyArgs(ReturnOrderTrades_AllGas);\nIEnumerable<ExchangeOrderResult> orders = polo.GetCompletedOrderDetails(\"ETH_GAS\");\norders.Should().HaveCount(2);\nExchangeOrderResult sellorder = orders.Single(x => !x.IsBuy);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Rename helper to maker
|
329,148 |
08.04.2018 10:19:07
| 21,600 |
59290195ff97bd79cccd4e2ebcd0deea480db41d
|
Fix bad implementation of rate limit property
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -179,8 +179,6 @@ namespace ExchangeSharp\nset { requestMaker = value ?? new APIRequestMaker(this); }\n}\n- RateGate IAPIRequestHandler.RateLimit => throw new NotImplementedException();\n-\n/// <summary>\n/// Constructor\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -311,12 +311,12 @@ namespace ExchangeSharpConsoleApp\npublic static void RunPerformTests(Dictionary<string, string> dict)\n{\n+ TestExchanges();\nTestMovingAverageCalculator();\nTestRSAFromFile();\nTestAESEncryption();\nTestKeyStore();\nTestRateGate();\n- TestExchanges();\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix bad implementation of rate limit property
|
329,148 |
08.04.2018 10:28:21
| 21,600 |
c20af33716889b39b875e0a117d16e41dd50c3b0
|
Standardize exceptions
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -261,7 +261,7 @@ namespace ExchangeSharp\n/// <param name=\"endDate\">Optional end date to get candles for</param>\n/// <param name=\"limit\">Max results, can be used instead of startDate and endDate if desired</param>\n/// <returns>Candles</returns>\n- public virtual IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null) { throw new NotSupportedException(); }\n+ public virtual IEnumerable<MarketCandle> GetCandles(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null) { throw new NotImplementedException(); }\n/// <summary>\n/// ASYNC - Get candles (open, high, low, close)\n@@ -278,7 +278,7 @@ namespace ExchangeSharp\n/// Get total amounts, symbol / amount dictionary\n/// </summary>\n/// <returns>Dictionary of symbols and amounts</returns>\n- public virtual Dictionary<string, decimal> GetAmounts() { throw new NotSupportedException(); }\n+ public virtual Dictionary<string, decimal> GetAmounts() { throw new NotImplementedException(); }\n/// <summary>\n/// ASYNC - Get total amounts, symbol / amount dictionary\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -587,7 +587,7 @@ namespace ExchangeSharp\n{\nif (order.OrderType == OrderType.Market)\n{\n- throw new NotSupportedException();\n+ throw new NotSupportedException(\"Order type \" + order.OrderType + \" not supported\");\n}\nstring symbol = NormalizeSymbol(order.Symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -230,7 +230,7 @@ namespace ExchangeSharp\n{\nif (order.OrderType == OrderType.Market)\n{\n- throw new NotSupportedException();\n+ throw new NotSupportedException(\"Order type \" + order.OrderType + \" not supported\");\n}\nstring symbol = NormalizeSymbol(order.Symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -590,7 +590,7 @@ namespace ExchangeSharp\n{\nif (order.OrderType == OrderType.Market)\n{\n- throw new NotSupportedException();\n+ throw new NotSupportedException(\"Order type \" + order.OrderType + \" not supported\");\n}\nstring symbol = NormalizeSymbol(order.Symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -228,10 +228,6 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine($\"API {api.Name} GetCandles OK ({candles.Length})\");\n}\n- catch (NotSupportedException)\n- {\n- Console.WriteLine($\"API {api.Name} GetCandles not supported\");\n- }\ncatch (NotImplementedException)\n{\nConsole.WriteLine($\"API {api.Name} GetCandles not implemented\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Standardize exceptions
|
329,148 |
08.04.2018 10:33:19
| 21,600 |
e957f218604733aab23d1001b54005b9873b77ce
|
Make unix epoch a constant
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -25,6 +25,8 @@ namespace ExchangeSharp\npublic static class CryptoUtility\n{\n+ private static readonly DateTime unixEpoch = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n+\n/// <summary>\n/// Static constructor\n/// </summary>\n@@ -170,28 +172,22 @@ namespace ExchangeSharp\npublic static DateTime UnixTimeStampToDateTimeSeconds(this double unixTimeStampSeconds)\n{\n- // Unix timestamp is seconds past epoch\n- DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n- dtDateTime = dtDateTime.AddSeconds(unixTimeStampSeconds);\n- return dtDateTime;\n+ return unixEpoch.AddSeconds(unixTimeStampSeconds);\n}\npublic static DateTime UnixTimeStampToDateTimeMilliseconds(this double unixTimeStampMilliseconds)\n{\n- // Unix timestamp is seconds past epoch\n- DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n- dtDateTime = dtDateTime.AddMilliseconds(unixTimeStampMilliseconds);\n- return dtDateTime;\n+ return unixEpoch.AddMilliseconds(unixTimeStampMilliseconds);\n}\npublic static double UnixTimestampFromDateTimeSeconds(this DateTime dt)\n{\n- return (dt - new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc)).TotalSeconds;\n+ return (dt - unixEpoch).TotalSeconds;\n}\npublic static double UnixTimestampFromDateTimeMilliseconds(this DateTime dt)\n{\n- return (dt - new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc)).TotalMilliseconds;\n+ return (dt - unixEpoch).TotalMilliseconds;\n}\npublic static string SHA256Sign(string message, string key)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make unix epoch a constant
|
329,148 |
10.04.2018 09:01:48
| 21,600 |
a6f2d863f5d44f8a840c1ba89242c56fca75820e
|
Catch not supported ContinueTimeout on mono
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/APIRequestMaker.cs",
"new_path": "ExchangeSharp/API/APIRequestMaker.cs",
"diff": "@@ -64,7 +64,16 @@ namespace ExchangeSharp\nrequest.ContentType = this.api.RequestContentType;\nrequest.UserAgent = BaseAPI.RequestUserAgent;\nrequest.CachePolicy = this.api.RequestCachePolicy;\n- request.Timeout = request.ReadWriteTimeout = request.ContinueTimeout = (int)this.api.RequestTimeout.TotalMilliseconds;\n+ request.Timeout = request.ReadWriteTimeout = (int)this.api.RequestTimeout.TotalMilliseconds;\n+ try\n+ {\n+ // not supported on some platforms\n+ request.ContinueTimeout = (int)this.api.RequestTimeout.TotalMilliseconds;\n+ }\n+ catch\n+ {\n+\n+ }\nrequest.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;\napi.ProcessRequest(request, payload);\nHttpWebResponse response;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Catch not supported ContinueTimeout on mono
|
329,148 |
21.04.2018 08:28:38
| 21,600 |
b63fe00439345f674bfaef06080c0d7eb6a1e110
|
Final async cleanup
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -413,7 +413,7 @@ namespace ExchangeSharp\n}\npayload[\"symbol\"] = pieces[0];\npayload[\"orderId\"] = pieces[1];\n- JToken token = MakeJsonRequest<JToken>(\"/order\", BaseUrlPrivate, payload);\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/order\", BaseUrlPrivate, payload);\nCheckError(token);\nExchangeOrderResult result = ParseOrder(token);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -100,13 +100,13 @@ namespace ExchangeSharp\nreturn symbol?.Replace(\"-\", string.Empty).ToLowerInvariant();\n}\n- public IEnumerable<ExchangeOrderResult> GetOrderDetailsInternalV2(string url, string symbol = null)\n+ public async Task<IEnumerable<ExchangeOrderResult>> GetOrderDetailsInternalV2(string url, string symbol = null)\n{\nDictionary<string, object> payload = GetNoncePayload();\npayload[\"limit\"] = 250;\npayload[\"start\"] = DateTime.UtcNow.Subtract(TimeSpan.FromDays(365.0)).UnixTimestampFromDateTimeMilliseconds();\npayload[\"end\"] = DateTime.UtcNow.UnixTimestampFromDateTimeMilliseconds();\n- JToken result = MakeJsonRequest<JToken>(url, null, payload);\n+ JToken result = await MakeJsonRequestAsync<JToken>(url, null, payload);\nCheckError(result);\nDictionary<string, List<JToken>> trades = new Dictionary<string, List<JToken>>(StringComparer.OrdinalIgnoreCase);\nif (result is JArray array)\n@@ -202,7 +202,7 @@ namespace ExchangeSharp\nsymbolString.Append(',');\n}\nsymbolString.Length--;\n- JToken token = MakeJsonRequest<JToken>(\"/tickers?symbols=\" + symbolString);\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/tickers?symbols=\" + symbolString);\nDateTime now = DateTime.UtcNow;\nforeach (JArray array in token)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Services/CryptowatchAPI.cs",
"new_path": "ExchangeSharp/API/Services/CryptowatchAPI.cs",
"diff": "@@ -33,9 +33,9 @@ namespace ExchangeSharp\npublic override string BaseUrl { get; set; } = \"https://api.cryptowat.ch\";\npublic override string Name => \"Cryptowatch\";\n- private JToken MakeCryptowatchRequest(string subUrl)\n+ private async Task<JToken> MakeCryptowatchRequestAsync(string subUrl)\n{\n- JToken token = MakeJsonRequest<JToken>(subUrl);\n+ JToken token = await MakeJsonRequestAsync<JToken>(subUrl);\nif (token[\"result\"] == null)\n{\nthrow new APIException(\"Unexpected result from API\");\n@@ -52,18 +52,21 @@ namespace ExchangeSharp\n/// <param name=\"after\">Optional date to restrict data to after this date</param>\n/// <param name=\"periods\">Periods</param>\n/// <returns>Market candles</returns>\n- public IEnumerable<MarketCandle> GetMarketCandles(string exchange, string marketName, DateTime? before, DateTime? after, params int[] periods)\n+ public async Task<IEnumerable<MarketCandle>> GetMarketCandlesAsync(string exchange, string marketName, DateTime? before, DateTime? after, params int[] periods)\n{\n+ await new SynchronizationContextRemover();\n+\n+ List<MarketCandle> candles = new List<MarketCandle>();\nstring periodString = string.Join(\",\", periods);\nstring beforeDateString = (before == null ? string.Empty : \"&before=\" + (long)before.Value.UnixTimestampFromDateTimeSeconds());\nstring afterDateString = (after == null ? string.Empty : \"&after=\" + (long)after.Value.UnixTimestampFromDateTimeSeconds());\nstring url = \"/markets/\" + exchange + \"/\" + marketName + \"/ohlc?periods=\" + periodString + beforeDateString + afterDateString;\n- JToken token = MakeCryptowatchRequest(url);\n+ JToken token = await MakeCryptowatchRequestAsync(url);\nforeach (JProperty prop in token)\n{\nforeach (JArray array in prop.Value)\n{\n- yield return new MarketCandle\n+ candles.Add(new MarketCandle\n{\nExchangeName = exchange,\nName = marketName,\n@@ -75,18 +78,23 @@ namespace ExchangeSharp\nPeriodSeconds = prop.Name.ConvertInvariant<int>(),\nVolumePrice = array[5].ConvertInvariant<double>(),\nVolumeQuantity = array[5].ConvertInvariant<double>() * array[4].ConvertInvariant<double>()\n- };\n+ });\n}\n}\n+\n+ return candles;\n}\n/// <summary>\n/// Retrieve all market summaries\n/// </summary>\n/// <returns>Market summaries</returns>\n- public IEnumerable<MarketSummary> GetMarketSummaries()\n+ public async Task<IEnumerable<MarketSummary>> GetMarketSummaries()\n{\n- JToken token = MakeCryptowatchRequest(\"/markets/summaries\");\n+ await new SynchronizationContextRemover();\n+\n+ List<MarketSummary> summaries = new List<MarketSummary>();\n+ JToken token = await MakeCryptowatchRequestAsync(\"/markets/summaries\");\nforeach (JProperty prop in token)\n{\nstring[] pieces = prop.Name.Split(':');\n@@ -94,7 +102,7 @@ namespace ExchangeSharp\n{\ncontinue;\n}\n- yield return new MarketSummary\n+ summaries.Add(new MarketSummary\n{\nExchangeName = pieces[0],\nName = pieces[1],\n@@ -104,14 +112,18 @@ namespace ExchangeSharp\nPriceChangeAmount = prop.Value[\"price\"][\"change\"][\"absolute\"].ConvertInvariant<decimal>(),\nPriceChangePercent = prop.Value[\"price\"][\"change\"][\"percentage\"].ConvertInvariant<float>(),\nVolume = prop.Value[\"volume\"].ConvertInvariant<double>()\n- };\n+ });\n}\n+\n+ return summaries;\n}\n- public ExchangeOrderBook GetOrderBook(string exchange, string symbol, int maxCount = 100)\n+ public async Task<ExchangeOrderBook> GetOrderBookAsync(string exchange, string symbol, int maxCount = 100)\n{\n+ await new SynchronizationContextRemover();\n+\nExchangeOrderBook book = new ExchangeOrderBook();\n- JObject obj = MakeJsonRequest<JObject>(\"/markets/\" + exchange.ToLowerInvariant() + \"/\" + symbol + \"/orderbook\");\n+ JObject obj = await MakeJsonRequestAsync<JObject>(\"/markets/\" + exchange.ToLowerInvariant() + \"/\" + symbol + \"/orderbook\");\nJObject result = (JObject)obj[\"result\"];\nint count = 0;\nforeach (JArray array in result[\"asks\"])\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Final async cleanup
|
329,092 |
23.04.2018 09:54:13
| 18,000 |
bfcdcf5a5b89283b77350dd2b44805fb8d30a39b
|
Re-add accidentally removed NotSupportedException on GetCurrencies at Bitfinex
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -710,6 +710,11 @@ namespace ExchangeSharp\n}\n}\n+ protected override Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()\n+ {\n+ throw new NotSupportedException(\"Bitfinex does not provide data about its currencies via the API\");\n+ }\n+\nprivate async Task<IEnumerable<ExchangeOrderResult>> GetOrderDetailsInternalAsync(string url, string symbol = null)\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Re-add accidentally removed NotSupportedException on GetCurrencies at Bitfinex (#101)
|
329,148 |
24.04.2018 09:09:31
| 21,600 |
b24fb93040b2cca580fb0f57b40cc18d663c7aa7
|
Websocket dispose fix
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -73,7 +73,7 @@ namespace ExchangeSharp\n{\ntry\n{\n- _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).Wait();\n+ _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, \"Dispose\", CancellationToken.None).GetAwaiter().GetResult();\n}\ncatch\n{\n@@ -87,7 +87,7 @@ namespace ExchangeSharp\n/// <param name=\"message\">The message to send</param>\npublic void SendMessage(string message)\n{\n- SendMessageAsync(message).Wait();\n+ SendMessageAsync(message).GetAwaiter().GetResult();\n}\nprivate async Task SendMessageAsync(string message)\n@@ -140,6 +140,7 @@ namespace ExchangeSharp\nbool wasClosed = true;\nTimeSpan keepAlive = _ws.Options.KeepAliveInterval;\nMemoryStream stream = new MemoryStream();\n+ WebSocketReceiveResult result;\nwhile (!_disposed)\n{\n@@ -150,29 +151,27 @@ namespace ExchangeSharp\n// re-open the socket\nwasClosed = false;\n_ws = new ClientWebSocket();\n- _ws.ConnectAsync(_uri, CancellationToken.None).Wait();\n+ _ws.ConnectAsync(_uri, CancellationToken.None).GetAwaiter().GetResult();\nQueueActionWithNoExceptions(_onConnected);\n}\nwhile (_ws.State == WebSocketState.Open)\n{\n- Task<WebSocketReceiveResult> result;\ndo\n{\n- result = _ws.ReceiveAsync(receiveBuffer, _cancellationToken);\n- result.Wait();\n- if (result.Result.MessageType == WebSocketMessageType.Close)\n+ result = _ws.ReceiveAsync(receiveBuffer, _cancellationToken).GetAwaiter().GetResult();\n+ if (result.MessageType == WebSocketMessageType.Close)\n{\n- _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None).Wait();\n+ _ws.CloseAsync(WebSocketCloseStatus.NormalClosure, string.Empty, CancellationToken.None).GetAwaiter().GetResult();\nQueueAction(_onDisconnected);\n}\nelse\n{\n- stream.Write(receiveBuffer.Array, 0, result.Result.Count);\n+ stream.Write(receiveBuffer.Array, 0, result.Count);\n}\n}\n- while (!result.Result.EndOfMessage);\n+ while (!result.EndOfMessage);\nif (stream.Length != 0)\n{\nstring messageString = Encoding.UTF8.GetString(stream.GetBuffer(), 0, (int)stream.Length);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -90,9 +90,9 @@ namespace ExchangeSharpConsoleApp\n{\nRunPoloniexWebSocket();\n}\n- else if (dict.ContainsKey(\"bittrex-websocket\"))\n+ else if (dict.ContainsKey(\"websocket\"))\n{\n- RunBittrexWebSocket();\n+ RunWebSocket(dict);\n}\nelse\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -64,10 +64,14 @@ namespace ExchangeSharpConsoleApp\nwss.Dispose();\n}\n- private static void RunBittrexWebSocket()\n+ private static void RunWebSocket(Dictionary<string, string> dict)\n{\n- var bittrex = new ExchangeBittrexAPI();\n- IDisposable bitSocket = bittrex.GetTickersWebSocket(freshTickers =>\n+ var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\n+ if (api == null)\n+ {\n+ throw new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n+ }\n+ IDisposable socket = api.GetTickersWebSocket(freshTickers =>\n{\nforeach (KeyValuePair<string, ExchangeTicker> kvp in freshTickers)\n{\n@@ -77,7 +81,7 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"Press any key to quit.\");\nConsole.ReadKey();\n- bitSocket.Dispose();\n+ socket.Dispose();\n}\npublic static void RunProcessEncryptedAPIKeys(Dictionary<string, string> dict)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"diff": "@@ -52,8 +52,8 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"example - simple example showing how to create an API instance and get the ticker, and place an order.\");\nConsole.WriteLine(\" example currently has no additional arguments.\");\nConsole.WriteLine();\n- Console.WriteLine(\"poloniex-websocket - Poloniex, shows how to connect via web socket and listen to tickers.\");\n- Console.WriteLine(\"bittrex-websocket - Bittrex, shows how to connect via web socket and listen to tickers.\");\n+ Console.WriteLine(\"websocket - Shows how to connect via web socket and listen to tickers.\");\n+ Console.WriteLine(\" websocket exchangeName - name of Exchange to show websocket tickers for.\");\nConsole.WriteLine();\n}\n}\n"
},
{
"change_type": "DELETE",
"old_path": "ExchangeSharpConsole/Properties/launchSettings.json",
"new_path": null,
"diff": "-{\n- \"profiles\": {\n- \"ExchangeSharpConsole\": {\n- \"commandName\": \"Project\",\n- \"commandLineArgs\": \"test exchangeName=abucoins\"\n- }\n- }\n-}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Websocket dispose fix
|
329,124 |
25.04.2018 16:05:09
| -7,200 |
fb66a4e592c7b85608fe8971740feae6b871c5b8
|
optimize ExchangeKrakenAPI.OnGetTickersAsync()
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -202,11 +202,32 @@ namespace ExchangeSharp\nreturn (from prop in result.Children<JProperty>() where !prop.Name.Contains(\".d\") select prop.Name).ToArray();\n}\n+ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n+ {\n+ var symbols = await GetSymbolsAsync();\n+ var normalizedPairsList = symbols.Select(symbol => NormalizeSymbol(symbol)).ToList();\n+ var csvPairsList = string.Join(\",\", normalizedPairsList);\n+ JObject json = await MakeJsonRequestAsync<JObject>(\"/0/public/Ticker\", null, new Dictionary<string, object> { { \"pair\", csvPairsList } });\n+ JToken apiTickers = CheckError(json);\n+ var tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n+ foreach (string symbol in symbols)\n+ {\n+ JToken ticker = apiTickers[symbol];\n+ tickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, ConvertToExchangeTicker(symbol, ticker)));\n+ }\n+ return tickers;\n+ }\n+\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string symbol)\n{\nJObject json = await MakeJsonRequestAsync<JObject>(\"/0/public/Ticker\", null, new Dictionary<string, object> { { \"pair\", NormalizeSymbol(symbol) } });\n- JToken ticker = CheckError(json);\n- ticker = ticker[symbol];\n+ JToken apiTickers = CheckError(json);\n+ JToken ticker = apiTickers[symbol];\n+ return ConvertToExchangeTicker(symbol, ticker);\n+ }\n+\n+ private static ExchangeTicker ConvertToExchangeTicker(string symbol, JToken ticker)\n+ {\ndecimal last = ticker[\"c\"][0].ConvertInvariant<decimal>();\nreturn new ExchangeTicker\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
optimize ExchangeKrakenAPI.OnGetTickersAsync() (#105)
|
329,148 |
25.04.2018 11:01:20
| 21,600 |
76434db7744d562f11f21626bde309d789c8893a
|
Pull request cleanup, standardize null checks for NormalizeSymbols
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -188,7 +188,7 @@ namespace ExchangeSharp\n/// <returns>Normalized global symbol</returns>\npublic virtual string NormalizeSymbolGlobal(string symbol)\n{\n- return symbol?.Replace(\"_\", \"-\").Replace(\"/\", \"-\").ToLowerInvariant();\n+ return (symbol ?? string.Empty).Replace(\"_\", \"-\").Replace(\"/\", \"-\").ToLowerInvariant();\n}\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -32,11 +32,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- if (symbol != null)\n- {\n- symbol = symbol.Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToUpperInvariant();\n- }\n- return symbol;\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToUpperInvariant();\n}\npublic ExchangeBinanceAPI()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -83,7 +83,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.Replace(\"-\", string.Empty).ToUpperInvariant();\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).ToUpperInvariant();\n}\npublic override string NormalizeSymbolGlobal(string symbol)\n@@ -97,7 +97,7 @@ namespace ExchangeSharp\npublic string NormalizeSymbolV1(string symbol)\n{\n- return symbol?.Replace(\"-\", string.Empty).ToLowerInvariant();\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).ToLowerInvariant();\n}\npublic async Task<IEnumerable<ExchangeOrderResult>> GetOrderDetailsInternalV2(string url, string symbol = null)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -103,7 +103,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.Replace(\"/\", string.Empty).Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToLowerInvariant();\n+ return (symbol ?? string.Empty).Replace(\"/\", string.Empty).Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToLowerInvariant();\n}\nprotected override async Task<IEnumerable<string>> OnGetSymbolsAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -166,7 +166,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.ToUpperInvariant();\n+ return (symbol ?? string.Empty).ToUpperInvariant();\n}\nprotected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"diff": "@@ -20,11 +20,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- if (string.IsNullOrWhiteSpace(symbol))\n- {\n- return symbol;\n- }\n- return symbol.Replace('/', '_').Replace('-', '_');\n+ return (symbol ?? string.Empty).Replace('/', '_').Replace('-', '_');\n}\n#region ProcessRequest\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeCryptopiaAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeCryptopiaAPI.cs",
"diff": "@@ -24,6 +24,11 @@ namespace ExchangeSharp\n#region ProcessRequest\n+ public override string NormalizeSymbol(string symbol)\n+ {\n+ return (symbol ?? string.Empty).Replace('/', '_').Replace('-', '_');\n+ }\n+\nprotected override void ProcessRequest(HttpWebRequest request, Dictionary<string, object> payload)\n{\n// Only Private APIs are POST and need Authorization\n@@ -120,7 +125,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string symbol)\n{\n- JToken result = await MakeJsonRequestAsync<JToken>(\"/GetMarket/\" + DeNormalizeSymbolGlobal(symbol));\n+ JToken result = await MakeJsonRequestAsync<JToken>(\"/GetMarket/\" + NormalizeSymbol(symbol));\nresult = CheckError(result);\nreturn ParseTicker(result);\n}\n@@ -138,7 +143,7 @@ namespace ExchangeSharp\n{\nExchangeOrderBook orders = new ExchangeOrderBook();\n// {\"TradePairId\":100,\"Label\":\"DOT/BTC\",\"Price\":0.00000317,\"Volume\":333389.57231468,\"Total\":1.05684494}\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketOrders/\" + DeNormalizeSymbolGlobal(symbol) + \"/\" + maxCount.ToString());\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketOrders/\" + NormalizeSymbol(symbol) + \"/\" + maxCount.ToString());\ntoken = CheckError(token);\nif (token.HasValues)\n{\n@@ -152,7 +157,7 @@ namespace ExchangeSharp\n{\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\n// [{ \"TradePairId\":100,\"Label\":\"LTC/BTC\",\"Type\":\"Sell\",\"Price\":0.00006000, \"Amount\":499.99640000,\"Total\":0.02999978,\"Timestamp\": 1418297368}, ...]\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketHistory/\" + DeNormalizeSymbolGlobal(symbol)); // Default is last 24 hours\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketHistory/\" + NormalizeSymbol(symbol)); // Default is last 24 hours\ntoken = CheckError(token);\nforeach (JToken trade in token) trades.Add(ParseTrade(trade));\nreturn trades;\n@@ -162,7 +167,7 @@ namespace ExchangeSharp\n{\nstring hours = sinceDateTime == null ? \"24\" : ((DateTime.Now - sinceDateTime).Value.TotalHours).ToString();\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketHistory/\" + DeNormalizeSymbolGlobal(symbol) + \"/\" + hours);\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketHistory/\" + NormalizeSymbol(symbol) + \"/\" + hours);\ntoken = CheckError(token);\nforeach (JToken trade in token) trades.Add(ParseTrade(trade));\nvar rc = callback?.Invoke(trades);\n@@ -421,7 +426,6 @@ namespace ExchangeSharp\n#endregion\n-\n#region Private Functions\nprivate JToken CheckError(JToken result)\n@@ -434,14 +438,6 @@ namespace ExchangeSharp\nreturn result[\"Data\"];\n}\n-\n- private string DeNormalizeSymbolGlobal(string symbol)\n- {\n- // The Cryptopia Markets are returned with a forward slash, but of course we can't pass this in a URL. They will accecpt an uderscore, so...\n- return symbol?.Replace(\"/\", \"_\");\n- }\n-\n-\nprivate ExchangeTicker ParseTicker(JToken token)\n{\n// [{ \"TradePairId\":100,\"Label\":\"LTC/BTC\",\"AskPrice\":0.00006000,\"BidPrice\":0.02000000,\"Low\":0.00006000,\"High\":0.00006000,\"Volume\":1000.05639978,\"LastPrice\":0.00006000,\"BuyVolume\":34455.678,\"SellVolume\":67003436.37658233,\"Change\":-400.00000000,\"Open\": 0.00000500,\"Close\": 0.00000600, \"BaseVolume\": 3.58675866,\"BaseBuyVolume\": 11.25364758, \"BaseSellVolume\": 3456.06746543 }, ... ]\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -133,7 +133,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.Replace('_', '-').ToUpperInvariant();\n+ return (symbol ?? string.Empty).Replace('_', '-').ToUpperInvariant();\n}\nprotected override async Task<IEnumerable<ExchangeMarket>> OnGetSymbolsMetadataAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -93,7 +93,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.Replace(\"-\", string.Empty).ToLowerInvariant();\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).ToLowerInvariant();\n}\nprotected override async Task<IEnumerable<string>> OnGetSymbolsAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -25,11 +25,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- if (string.IsNullOrWhiteSpace(symbol))\n- {\n- return symbol;\n- }\n- return symbol.Replace(\"-\", string.Empty).Replace(\"/\", string.Empty).Replace(\"_\", string.Empty);\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).Replace(\"/\", string.Empty).Replace(\"_\", string.Empty);\n}\n#region ProcessRequest\n@@ -352,15 +348,17 @@ namespace ExchangeSharp\n{\nif (token[\"currency\"].ToStringInvariant().Equals(symbol))\n{\n- ExchangeTransaction transaction = new ExchangeTransaction();\n- transaction.PaymentId = token[\"id\"].ToStringInvariant();\n- transaction.Symbol = token[\"currency\"].ToStringInvariant();\n- transaction.Address = token[\"address\"].ToStringInvariant(); // Address Tag isn't returned\n- transaction.BlockchainTxId = token[\"hash\"].ToStringInvariant(); // not sure about this\n- transaction.Amount = token[\"amount\"].ConvertInvariant<decimal>();\n- transaction.Notes = token[\"type\"].ToStringInvariant(); // since no notes are returned, we'll use this to show the transaction type\n- transaction.TxFee = token[\"fee\"].ConvertInvariant<decimal>();\n- transaction.TimestampUTC = token[\"createdAt\"].ConvertInvariant<DateTime>();\n+ ExchangeTransaction transaction = new ExchangeTransaction\n+ {\n+ PaymentId = token[\"id\"].ToStringInvariant(),\n+ Symbol = token[\"currency\"].ToStringInvariant(),\n+ Address = token[\"address\"].ToStringInvariant(), // Address Tag isn't returned\n+ BlockchainTxId = token[\"hash\"].ToStringInvariant(), // not sure about this\n+ Amount = token[\"amount\"].ConvertInvariant<decimal>(),\n+ Notes = token[\"type\"].ToStringInvariant(), // since no notes are returned, we'll use this to show the transaction type\n+ TxFee = token[\"fee\"].ConvertInvariant<decimal>(),\n+ TimestampUTC = token[\"createdAt\"].ConvertInvariant<DateTime>()\n+ };\nstring status = token[\"status\"].ToStringInvariant();\nif (status.Equals(\"pending\")) transaction.Status = TransactionStatus.Processing;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -183,7 +183,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToUpperInvariant();\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToUpperInvariant();\n}\npublic override string NormalizeSymbolGlobal(string symbol)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -30,7 +30,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.ToLowerInvariant().Replace('-', '_');\n+ return (symbol ?? string.Empty).ToLowerInvariant().Replace('-', '_');\n}\nprivate void CheckError(JToken result)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -245,7 +245,7 @@ namespace ExchangeSharp\npublic override string NormalizeSymbol(string symbol)\n{\n- return symbol?.ToUpperInvariant().Replace('-', '_');\n+ return (symbol ?? string.Empty).ToUpperInvariant().Replace('-', '_');\n}\nprotected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -89,7 +89,7 @@ namespace ExchangeSharp\npublic static string NormalizeSymbol(string symbol)\n{\n- return symbol?.Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToLowerInvariant();\n+ return (symbol ?? string.Empty).Replace(\"-\", string.Empty).Replace(\"_\", string.Empty).ToLowerInvariant();\n}\npublic static string ToUnsecureString(this SecureString s)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pull request cleanup, standardize null checks for NormalizeSymbols
|
329,113 |
25.04.2018 15:26:37
| 14,400 |
6e4de72895a25ebb3fe542c7904bcd8811cd09a4
|
Add KuCoin Exchange
Notes: The GetCandles API is a PRIVATE call on Kucoin and requires an API Key and API Secret
The Cancel Order function has not been tested in production
See comments in code regarding OrderIds and Orginal Order Ids
See additional comments in code
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -630,6 +630,11 @@ namespace ExchangeSharp\n/// </summary>\npublic const string Kraken = \"Kraken\";\n+ /// <summary>\n+ /// Kucoin\n+ /// </summary>\n+ public const string Kucoin = \"Kucoin\";\n+\n/// <summary>\n/// Okex\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add KuCoin Exchange (#107)
Notes: The GetCandles API is a PRIVATE call on Kucoin and requires an API Key and API Secret
The Cancel Order function has not been tested in production
See comments in code regarding OrderIds and Orginal Order Ids
See additional comments in code
|
329,148 |
25.04.2018 13:56:49
| 21,600 |
4e88df232dacdb80453c55e6c2de252f2014b3b3
|
Pull request cleanup, make all decimal convert invariant normalize
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAbucoinsAPI.cs",
"diff": "@@ -87,16 +87,23 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string symbol)\n{\nJToken token = await MakeJsonRequestAsync<JToken>(\"/products/\" + symbol + \"/ticker\");\n- if (!token.HasValues) return null;\n+ if (!token.HasValues)\n+ {\n+ return null;\n+ }\n+ decimal size = token[\"size\"].ConvertInvariant<decimal>();\n+ decimal price = token[\"price\"].ConvertInvariant<decimal>();\nreturn new ExchangeTicker\n{\nAsk = token[\"ask\"].ConvertInvariant<decimal>(),\nBid = token[\"bid\"].ConvertInvariant<decimal>(),\n- Last = decimal.Parse(token[\"price\"].ToStringLowerInvariant(), System.Globalization.NumberStyles.Float),\n+ Last = price,\nVolume = new ExchangeVolume()\n{\n- PriceAmount = decimal.Parse(token[\"size\"].ToStringLowerInvariant(), NumberStyles.Float),\n- QuantityAmount = token[\"volume\"].ConvertInvariant<decimal>(),\n+ PriceAmount = size,\n+ PriceSymbol = symbol,\n+ QuantityAmount = size * price,\n+ QuantitySymbol = symbol,\nTimestamp = DateTime.UtcNow\n}\n};\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"diff": "@@ -258,7 +258,8 @@ namespace ExchangeSharp\nHighPrice = token[\"h\"][i].ConvertInvariant<decimal>(),\nLowPrice = token[\"l\"][i].ConvertInvariant<decimal>(),\nOpenPrice = token[\"o\"][i].ConvertInvariant<decimal>(),\n- VolumeQuantity = token[\"v\"][i].ConvertInvariant<double>()\n+ VolumeQuantity = token[\"v\"][i].ConvertInvariant<double>(),\n+ VolumePrice = token[\"v\"][i].ConvertInvariant<double>() * token[\"c\"][i].ConvertInvariant<double>()\n});\n}\n}\n@@ -416,7 +417,7 @@ namespace ExchangeSharp\nExchangeOrderResult order = new ExchangeOrderResult()\n{\nOrderId = token[\"oid\"].ToStringInvariant(),\n- Symbol = token[\"coinType\"].ToStringInvariant() + \"-\" + token[\"CoinTypePair\"].ToStringInvariant(),\n+ Symbol = token[\"coinType\"].ToStringInvariant() + \"-\" + token[\"coinTypePair\"].ToStringInvariant(),\nIsBuy = token[\"direction\"].ToStringInvariant().Equals(\"BUY\"),\nAveragePrice = token[\"price\"].ConvertInvariant<decimal>(),\nOrderDate = DateTimeOffset.FromUnixTimeMilliseconds(token[\"createdAt\"].ConvertInvariant<long>()).Date\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -84,7 +84,12 @@ namespace ExchangeSharp\n{\nreturn defaultValue;\n}\n- return (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\n+ T result = (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\n+ if (typeof(T) == typeof(decimal))\n+ {\n+ return (T)(object)((decimal)(object)result).Normalize();\n+ }\n+ return result;\n}\npublic static string NormalizeSymbol(string symbol)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -32,23 +32,6 @@ namespace ExchangeSharpConsoleApp\n}\n}\n- private static string GetSymbol(IExchangeAPI api)\n- {\n- if (api is ExchangeKrakenAPI)\n- {\n- return api.NormalizeSymbol(\"XXBTZUSD\");\n- }\n- else if (api is ExchangeBittrexAPI || api is ExchangePoloniexAPI)\n- {\n- return api.NormalizeSymbol(\"BTC-LTC\");\n- }\n- else if (api is ExchangeBinanceAPI || api is ExchangeOkexAPI || api is ExchangeBleutradeAPI)\n- {\n- return api.NormalizeSymbol(\"ETH-BTC\");\n- }\n- return api.NormalizeSymbol(\"BTC-USD\");\n- }\n-\nprivate static void TestRateGate()\n{\ntry\n@@ -188,6 +171,28 @@ namespace ExchangeSharpConsoleApp\nprivate static void TestExchanges(string nameRegex = null)\n{\n+ string GetSymbol(IExchangeAPI api)\n+ {\n+ if (api is ExchangeCryptopiaAPI)\n+ {\n+ return \"LTC/BTC\";\n+ }\n+ else if (api is ExchangeKrakenAPI)\n+ {\n+ return api.NormalizeSymbol(\"XXBTZUSD\");\n+ }\n+ else if (api is ExchangeBittrexAPI || api is ExchangePoloniexAPI)\n+ {\n+ return api.NormalizeSymbol(\"BTC-LTC\");\n+ }\n+ else if (api is ExchangeBinanceAPI || api is ExchangeOkexAPI || api is ExchangeBleutradeAPI ||\n+ api is ExchangeKucoinAPI)\n+ {\n+ return api.NormalizeSymbol(\"ETH-BTC\");\n+ }\n+ return api.NormalizeSymbol(\"BTC-USD\");\n+ }\n+\nExchangeTrade[] trades = null;\nbool histTradeCallback(IEnumerable<ExchangeTrade> tradeEnum)\n{\n@@ -245,6 +250,14 @@ namespace ExchangeSharpConsoleApp\n{\nConsole.WriteLine($\"API {api.Name} GetCandles not implemented\");\n}\n+ catch\n+ {\n+ // These API require private access to get candles end points\n+ if (!(api is ExchangeKucoinAPI))\n+ {\n+ throw;\n+ }\n+ }\n}\ncatch (Exception ex)\n{\n@@ -322,6 +335,8 @@ namespace ExchangeSharpConsoleApp\n{\ndict.TryGetValue(\"exchangeName\", out string exchangeNameRegex);\nTestExchanges(exchangeNameRegex);\n+ if (string.IsNullOrWhiteSpace(exchangeNameRegex))\n+ {\nTestMovingAverageCalculator();\nTestRSAFromFile();\nTestAESEncryption();\n@@ -330,4 +345,5 @@ namespace ExchangeSharpConsoleApp\n}\n}\n}\n+}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pull request cleanup, make all decimal convert invariant normalize
|
329,113 |
26.04.2018 15:01:17
| 14,400 |
a8eb152449e1734b58f46450103c3af134f0def0
|
Added TuxExchange
Notes: The GetOrder calls are incomplete because the API documentation is incomplete. See comments in code.
Cancel order *may* need an additional parameter and needs to be tested.
See addtional commensts in code.
Also fixed a bug in Kucoin returning wrong Amounts in ParseOrder
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -644,5 +644,10 @@ namespace ExchangeSharp\n/// Poloniex\n/// </summary>\npublic const string Poloniex = \"Poloniex\";\n+\n+ /// <summary>\n+ /// TuxExchange\n+ /// </summary>\n+ public const string TuxExchange = \"TuxExchange\";\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"diff": "@@ -424,10 +424,8 @@ namespace ExchangeSharp\n};\n// Amount and Filled are returned as Sold and Pending, so we'll adjust\n- decimal pending = token[\"pendingAmount\"].ConvertInvariant<decimal>();\n- decimal sold = token[\"dealAmount\"].ConvertInvariant<decimal>();\n- order.Amount = pending + sold;\n- order.AmountFilled = sold - pending;\n+ order.AmountFilled = token[\"dealAmount\"].ConvertInvariant<decimal>();\n+ order.Amount = token[\"pendingAmount\"].ConvertInvariant<decimal>() + order.AmountFilled;\nif (order.Amount == order.AmountFilled) order.Result = ExchangeAPIOrderResult.Filled;\nelse if (order.AmountFilled == 0m) order.Result = ExchangeAPIOrderResult.Pending;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added TuxExchange (#109)
Notes: The GetOrder calls are incomplete because the API documentation is incomplete. See comments in code.
Cancel order *may* need an additional parameter and needs to be tested.
See addtional commensts in code.
--
Also fixed a bug in Kucoin returning wrong Amounts in ParseOrder
|
329,148 |
26.04.2018 14:07:28
| 21,600 |
c92d7629dd9632c53aa71cd7a5b0d139e6db1ba5
|
Fix bug in comma locales for Bitfinex withdraw
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -665,7 +665,7 @@ namespace ExchangeSharp\n{\n// Example: https://bittrex.com/api/v1.1/account/withdraw?apikey=API_KEY¤cy=EAC&quantity=20.40&address=EAC_ADDRESS\n- string url = $\"/account/withdraw?currency={NormalizeSymbol(withdrawalRequest.Symbol)}&quantity={withdrawalRequest.Amount}&address={withdrawalRequest.Address}\";\n+ string url = $\"/account/withdraw?currency={NormalizeSymbol(withdrawalRequest.Symbol)}&quantity={withdrawalRequest.Amount.ToStringInvariant()}&address={withdrawalRequest.Address}\";\nif (!string.IsNullOrWhiteSpace(withdrawalRequest.AddressTag))\n{\nurl += $\"&paymentid={withdrawalRequest.AddressTag}\";\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix bug in comma locales for Bitfinex withdraw
|
329,148 |
27.04.2018 15:43:04
| 21,600 |
08c9fec951e957ac660f91783d03df44f5906304
|
Add donation totals
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "[](https://www.paypal.com/cgi-bin/webscr?cmd=_s-xclick&hosted_button_id=L67Q4KQN5DHLY)\n+Donation totals:\n+0.25 LTC\n+\n<a href='https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/'>Available on Nuget - \n``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.4.0 ```\n</a>\n@@ -119,6 +122,9 @@ If you want help with your project, have questions that need answering or this p\n[](https://www.paypal.com/cgi-bin/webscr?cmd=_s-xclick&hosted_button_id=L67Q4KQN5DHLY)\n+Donation totals:\n+0.25 LTC\n+\n<a href='https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/'>Available on Nuget - \n``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.4.0 ```\n</a>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add donation totals
|
329,148 |
28.04.2018 20:49:40
| 21,600 |
37d41f3a22d2e1e46fedc8f7f06beb8790b8f9a4
|
Pull request cleanup, refactor
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -657,7 +657,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Livecoin\n/// </summary>\n- public const string Okex = \"Livecoin\";\n+ public const string Livecoin = \"Livecoin\";\n/// <summary>\n/// Okex\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -375,7 +375,7 @@ namespace ExchangeSharp\nDictionary<string, object> payload = GetNoncePayload();\npayload[\"symbol\"] = symbol;\npayload[\"side\"] = order.IsBuy ? \"BUY\" : \"SELL\";\n- payload[\"type\"] = order.OrderType.ToString().ToUpperInvariant();\n+ payload[\"type\"] = order.OrderType.ToStringUpperInvariant();\n// Binance has strict rules on which prices and quantities are allowed. They have to match the rules defined in the market definition.\ndecimal outputQuantity = ClampOrderQuantity(symbol, order.Amount);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeCryptopiaAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeCryptopiaAPI.cs",
"diff": "@@ -155,7 +155,7 @@ namespace ExchangeSharp\n{\nExchangeOrderBook orders = new ExchangeOrderBook();\n// {\"TradePairId\":100,\"Label\":\"DOT/BTC\",\"Price\":0.00000317,\"Volume\":333389.57231468,\"Total\":1.05684494}\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketOrders/\" + NormalizeSymbol(symbol) + \"/\" + maxCount.ToString());\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketOrders/\" + NormalizeSymbol(symbol) + \"/\" + maxCount.ToStringInvariant());\ntoken = CheckError(token);\nif (token.HasValues)\n{\n@@ -177,7 +177,7 @@ namespace ExchangeSharp\nprotected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? sinceDateTime = null)\n{\n- string hours = sinceDateTime == null ? \"24\" : ((DateTime.Now - sinceDateTime).Value.TotalHours).ToString();\n+ string hours = sinceDateTime == null ? \"24\" : ((DateTime.Now - sinceDateTime).Value.TotalHours).ToStringInvariant();\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\nJToken token = await MakeJsonRequestAsync<JToken>(\"/GetMarketHistory/\" + NormalizeSymbol(symbol) + \"/\" + hours);\ntoken = CheckError(token);\n@@ -383,7 +383,7 @@ namespace ExchangeSharp\nAmount = data[\"Amount\"].ConvertInvariant<decimal>(),\nBlockchainTxId = data[\"TxId\"].ToStringInvariant(),\nNotes = data[\"Type\"].ToStringInvariant(),\n- PaymentId = data[\"Id\"].ConvertInvariant<int>().ToString(),\n+ PaymentId = data[\"Id\"].ToStringInvariant(),\nTimestampUTC = data[\"TimeStamp\"].ConvertInvariant<DateTime>(),\nSymbol = data[\"Currency\"].ToStringInvariant(),\nTxFee = data[\"Fee\"].ConvertInvariant<decimal>()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -415,7 +415,7 @@ namespace ExchangeSharp\nDictionary<string, object> payload = new Dictionary<string, object>\n{\n{ \"nonce\",GenerateNonce() },\n- { \"type\", order.OrderType.ToString().ToLowerInvariant() },\n+ { \"type\", order.OrderType.ToStringLowerInvariant() },\n{ \"side\", (order.IsBuy ? \"buy\" : \"sell\") },\n{ \"product_id\", symbol },\n{ \"size\", order.RoundAmount().ToStringInvariant() }\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHitbtcAPI.cs",
"diff": "@@ -191,7 +191,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\nExchangeOrderBook orders = new ExchangeOrderBook();\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/public/orderbook/\" + symbol + \"?limit=\" + maxCount.ToString());\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/public/orderbook/\" + symbol + \"?limit=\" + maxCount.ToStringInvariant());\nif (obj != null && obj.HasValues)\n{\nforeach (JToken order in obj[\"ask\"]) if (orders.Asks.Count < maxCount) orders.Asks.Add(new ExchangeOrderPrice() { Price = order[\"price\"].ConvertInvariant<decimal>(), Amount = order[\"size\"].ConvertInvariant<decimal>() });\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"diff": "@@ -42,7 +42,7 @@ namespace ExchangeSharp\nif (CanMakeAuthenticatedRequest(payload))\n{\nrequest.Headers.Add(\"KC-API-KEY\", PublicApiKey.ToUnsecureString());\n- request.Headers.Add(\"KC-API-NONCE\", payload[\"nonce\"].ToString());\n+ request.Headers.Add(\"KC-API-NONCE\", payload[\"nonce\"].ToStringInvariant());\nvar endpoint = request.RequestUri.PathAndQuery;\nvar message = string.Format(\"{0}/{1}/{2}\", endpoint, payload[\"nonce\"], GetFormForPayload(payload, false));\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -26,6 +26,11 @@ namespace ExchangeSharp\n}\n}\n+ public override string NormalizeSymbol(string symbol)\n+ {\n+ return (symbol ?? string.Empty).Replace('_', '/').Replace('-', '/');\n+ }\n+\n#region ProcessRequest\nprotected override void ProcessRequest(HttpWebRequest request, Dictionary<string, object> payload)\n@@ -52,7 +57,7 @@ namespace ExchangeSharp\n{\nforeach (JToken currency in token[\"info\"])\n{\n- currencies.Add(currency[\"symbol\"].ToString(), new ExchangeCurrency()\n+ currencies.Add(currency[\"symbol\"].ToStringInvariant(), new ExchangeCurrency()\n{\nName = currency[\"symbol\"].ToStringInvariant(),\nFullName = currency[\"name\"].ToStringInvariant(),\n@@ -96,6 +101,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string symbol)\n{\n+ symbol = NormalizeSymbol(symbol);\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/ticker?currencyPair=\" + symbol);\ntoken = CheckError(token);\nreturn ParseTicker(token);\n@@ -112,24 +118,26 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\n+ symbol = NormalizeSymbol(symbol);\nExchangeOrderBook orders = new ExchangeOrderBook();\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/order_book?currencyPair=\" + symbol + \"&depth=\" + maxCount.ToString());\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/order_book?currencyPair=\" + symbol + \"&depth=\" + maxCount.ToStringInvariant());\n+ token = CheckError(token);\nif (token != null)\n{\nforeach (JToken order in token[\"asks\"])\n{\norders.Asks.Add(new ExchangeOrderPrice()\n{\n- Price = Decimal.Parse(order[0].ToString(), NumberStyles.Float, CultureInfo.InvariantCulture),\n- Amount = Decimal.Parse(order[1].ToString(), NumberStyles.Float, CultureInfo.InvariantCulture),\n+ Price = order[0].ConvertInvariant<decimal>(),\n+ Amount = order[1].ConvertInvariant<decimal>()\n});\n}\nforeach (JToken order in token[\"bids\"])\n{\norders.Bids.Add(new ExchangeOrderPrice()\n{\n- Price = Decimal.Parse(order[0].ToString(), NumberStyles.Float, CultureInfo.InvariantCulture),\n- Amount = Decimal.Parse(order[1].ToString(), NumberStyles.Float, CultureInfo.InvariantCulture),\n+ Price = order[0].ConvertInvariant<decimal>(),\n+ Amount = order[1].ConvertInvariant<decimal>()\n});\n}\n}\n@@ -143,8 +151,10 @@ namespace ExchangeSharp\n/// <returns></returns>\nprotected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string symbol)\n{\n+ symbol = NormalizeSymbol(symbol);\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/last_trades?currencyPair=\" + symbol);\n+ token = CheckError(token);\nforeach (JToken trade in token) trades.Add(ParseTrade(trade));\nreturn trades;\n@@ -159,9 +169,11 @@ namespace ExchangeSharp\n/// <returns></returns>\nprotected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? sinceDateTime = null)\n{\n+ symbol = NormalizeSymbol(symbol);\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\n// Not directly supported so we'll return what they have and filter if necessary\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/last_trades?currencyPair=\" + symbol + \"&minutesOrHour=false\");\n+ token = CheckError(token);\nforeach (JToken trade in token)\n{\nExchangeTrade rc = ParseTrade(trade);\n@@ -198,6 +210,7 @@ namespace ExchangeSharp\nDictionary<string, decimal> amounts = new Dictionary<string, decimal>();\n// [{\"type\": \"total\",\"currency\": \"USD\",\"value\": 20},{\"type\": \"available\",\"currency\": \"USD\",\"value\": 10},{\"type\": \"trade\",\"currency\": \"USD\",\"value\": 10},{\"type\": \"available_withdrawal\",\"currency\": \"USD\",\"value\": 10}, ... ]\nJToken token = await MakeJsonRequestAsync<JToken>(\"/payment/balances\", null, GetNoncePayload(), \"GET\");\n+ token = CheckError(token);\nforeach (JToken child in token)\n{\nif (child.Value<string>(\"type\") == \"total\")\n@@ -214,6 +227,7 @@ namespace ExchangeSharp\nDictionary<string, decimal> amounts = new Dictionary<string, decimal>();\n// [{\"type\": \"total\",\"currency\": \"USD\",\"value\": 20},{\"type\": \"available\",\"currency\": \"USD\",\"value\": 10},{\"type\": \"trade\",\"currency\": \"USD\",\"value\": 10},{\"type\": \"available_withdrawal\",\"currency\": \"USD\",\"value\": 10}, ... ]\nJToken token = await MakeJsonRequestAsync<JToken>(\"/payment/balances\", null, GetNoncePayload(), \"GET\");\n+ token = CheckError(token);\nforeach (JToken child in token)\n{\nif (child.Value<string>(\"type\") == \"trade\")\n@@ -229,12 +243,13 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId)\n{\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/order?orderId=\" + orderId, null, GetNoncePayload(), \"GET\");\n- token = CheckAuthError(token);\n+ token = CheckError(token);\nreturn ParseOrder(token);\n}\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOrderDetailsAsync(string symbol = null, DateTime? afterDate = null)\n{\n+ symbol = NormalizeSymbol(symbol);\n// We can increase the number of orders returned by including a limit parameter if desired\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\nvar payload = GetNoncePayload();\n@@ -243,6 +258,7 @@ namespace ExchangeSharp\nif (afterDate != null) payload.Add(\"issuedFrom\", ((DateTime)afterDate).UnixTimestampFromDateTimeMilliseconds());\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/client_orders?\" + GetFormForPayload(payload, false), null, GetNoncePayload(), \"GET\");\n+ token = CheckError(token);\nforeach (JToken order in token[\"data\"]) orders.Add(ParseClientOrder(order));\nreturn orders;\n}\n@@ -254,12 +270,14 @@ namespace ExchangeSharp\n/// <returns></returns>\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string symbol = null)\n{\n+ symbol = NormalizeSymbol(symbol);\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\nvar payload = GetNoncePayload();\npayload.Add(\"openClosed\", \"OPEM\");\nif (symbol != null) payload.Add(\"currencyPair\", symbol);\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/client_orders?\" + GetFormForPayload(payload, false), null, GetNoncePayload(), \"GET\");\n+ token = CheckError(token);\nforeach (JToken order in token[\"data\"]) orders.Add(ParseClientOrder(order));\nreturn orders;\n}\n@@ -290,6 +308,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeTransaction>> OnGetDepositHistoryAsync(string symbol)\n{\n+ symbol = NormalizeSymbol(symbol);\nList<ExchangeTransaction> deposits = new List<ExchangeTransaction>();\nvar payload = GetNoncePayload();\n@@ -299,6 +318,7 @@ namespace ExchangeSharp\n// We can also include trades and orders with this call (which makes 3 ways to return the same data)\nJToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/payment/history/transactions?\" + GetFormForPayload(payload, false), null, GetNoncePayload(), \"GET\");\n+ token = CheckError(token);\nforeach (JToken tx in token) deposits.Add(ParseTransaction(tx));\nreturn deposits;\n@@ -306,7 +326,9 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(string symbol, bool forceRegenerate = false)\n{\n+ symbol = NormalizeSymbol(symbol);\nJToken token = await MakeJsonRequestAsync<JToken>(\"/payment/get/address?\" + \"currency=\" + symbol, BaseUrl, GetNoncePayload(), \"GET\");\n+ token = CheckError(token);\nif (token != null && token.HasValues && token[\"currency\"].Value<string>() == symbol && token[\"wallet\"].Value<string>() != null)\n{\nExchangeDepositDetails address = new ExchangeDepositDetails() {Symbol = symbol };\n@@ -332,10 +354,6 @@ namespace ExchangeSharp\nJToken token = await MakeJsonRequestAsync<JToken>(\"/payment/out/coin?currency=\" + withdrawalRequest.Symbol + \"&wallet=\" + withdrawalRequest.Address + withdrawalRequest.AddressTag + \"&amount=\" + withdrawalRequest.Amount, BaseUrl, GetNoncePayload(), \"POST\");\ntoken = CheckError(token);\nresponse.Success = true;\n-\n-\n-\n-\nreturn response;\n}\n@@ -346,23 +364,13 @@ namespace ExchangeSharp\nprivate JToken CheckError(JToken result)\n{\n- if (result == null || (result[\"success\"] != null && result[\"success\"].ConvertInvariant<bool>() == false))\n+ if (result == null || (!(result is JArray) && result[\"success\"] != null && result[\"success\"].ConvertInvariant<bool>() == false))\n{\n- throw new APIException((result != null && result[\"errorMessage\"] != null) ? result[\"errorMessage\"].ToStringInvariant() : \"Unknown Error\");\n+ throw new APIException((result != null && result[\"errorMessage\"] != null) ? (result[\"errorMessage\"] ?? result[\"exception\"]).ToStringInvariant() : \"Unknown Error\");\n}\nreturn result;\n}\n- private JToken CheckAuthError(JToken result)\n- {\n- if (result == null || (result[\"success\"] != null && result[\"success\"].ConvertInvariant<bool>() == false))\n- {\n- throw new APIException((result != null && result[\"exception\"] != null) ? result[\"exception\"].ToStringInvariant() : \"Unknown Error\");\n- }\n- return result;\n- }\n-\n-\nprivate ExchangeTicker ParseTicker(JToken token)\n{\n// [{\"symbol\": \"LTC/BTC\",\"last\": 0.00805061,\"high\": 0.00813633,\"low\": 0.00784855,\"volume\": 14729.48452951,\"vwap\": 0.00795126,\"max_bid\": 0.00813633,\"min_ask\": 0.00784855,\"best_bid\": 0.00798,\"best_ask\": 0.00811037}, ... ]\n@@ -377,10 +385,8 @@ namespace ExchangeSharp\n// TODO: This is a guess. Need to verify the use of these values\nQuantityAmount = token[\"volume\"].ConvertInvariant<decimal>(),\nQuantitySymbol = split[0],\n-\nPriceSymbol = split[1],\n- PriceAmount = token[\"vwap\"].ConvertInvariant<decimal>(),\n-\n+ PriceAmount = token[\"volume\"].ConvertInvariant<decimal>() * token[\"last\"].ConvertInvariant<decimal>(),\nTimestamp = DateTime.UtcNow\n}\n};\n@@ -391,7 +397,7 @@ namespace ExchangeSharp\n// [ {\"time\": 1409935047,\"id\": 99451,\"price\": 350,\"quantity\": 2.85714285, \"type\": \"BUY\" }, ... ]\nreturn new ExchangeTrade()\n{\n- Timestamp = DateTimeOffset.FromUnixTimeMilliseconds(token[\"time\"].ConvertInvariant<long>()).DateTime,\n+ Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds(token[\"time\"].ConvertInvariant<long>()),\nId = token[\"id\"].ConvertInvariant<long>(),\nPrice = token[\"price\"].ConvertInvariant<decimal>(),\nAmount = token[\"quantity\"].ConvertInvariant<decimal>(),\n@@ -421,7 +427,7 @@ namespace ExchangeSharp\n{\nOrderId = token[\"id\"].ToStringInvariant(),\nSymbol = token[\"currencyPair\"].ToStringInvariant(),\n- OrderDate = DateTimeOffset.FromUnixTimeMilliseconds(token[\"issueTime\"].ConvertInvariant<long>()).DateTime,\n+ OrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"issueTime\"].ConvertInvariant<long>()),\nIsBuy = token[\"type\"].ToStringInvariant().Contains(\"BUY\"),\nPrice = token[\"price\"].ConvertInvariant<decimal>(),\nAmount = token[\"quantity\"].ConvertInvariant<decimal>(),\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeTuxExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeTuxExchangeAPI.cs",
"diff": "@@ -43,7 +43,7 @@ namespace ExchangeSharp\nif (CanMakeAuthenticatedRequest(payload))\n{\n// ensure nonce is the last parameter\n- string nonce = payload[\"nonce\"].ToString();\n+ string nonce = payload[\"nonce\"].ToStringInvariant();\npayload.Remove(\"nonce\");\nvar msg = GetFormForPayload(payload) + \"&nonce=\" + nonce;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -47,7 +47,7 @@ namespace ExchangeSharp\npublic bool ShouldRoundAmount { get; set; } = true;\n/// <summary>\n- /// The type of order - only limit is supported for now\n+ /// The type of order\n/// </summary>\npublic OrderType OrderType { get; set; } = OrderType.Limit;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -84,11 +84,22 @@ namespace ExchangeSharp\n{\nreturn defaultValue;\n}\n- T result = (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\n+ T result;\n+ try\n+ {\n+ result = (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\nif (typeof(T) == typeof(decimal))\n{\nreturn (T)(object)((decimal)(object)result).Normalize();\n}\n+ }\n+ catch\n+ {\n+ // fallback to float conversion, i.e. 1E-1 for a decimal conversion will fail\n+ string stringValue = (jValue == null ? obj.ToStringInvariant() : jValue.Value.ToStringInvariant());\n+ decimal decimalValue = decimal.Parse(stringValue, System.Globalization.NumberStyles.Float);\n+ return (T)Convert.ChangeType(decimalValue, typeof(T));\n+ }\nreturn result;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Tests.cs",
"diff": "@@ -173,7 +173,7 @@ namespace ExchangeSharpConsoleApp\n{\nstring GetSymbol(IExchangeAPI api)\n{\n- if (api is ExchangeCryptopiaAPI)\n+ if (api is ExchangeCryptopiaAPI || api is ExchangeLivecoinAPI)\n{\nreturn \"LTC/BTC\";\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -40,6 +40,7 @@ The following cryptocurrency exchanges are supported:\n- Hitbtc (public REST, basic private REST)\n- Kraken (public REST, basic private REST)\n- Kucoin (public REST, basic private REST)\n+- Livecoin (public REST, basic private REST)\n- Okex (basic public REST)\n- Poloniex (public REST, basic private REST, public web socket (tickers))\n- TuxExchange (public REST, basic private REST)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pull request cleanup, refactor
|
329,148 |
28.04.2018 22:07:37
| 21,600 |
a14776b905a81512a75666aed181f1b6be70fd57
|
Add info about new symbol param for order details and cancel order
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -481,6 +481,7 @@ namespace ExchangeSharp\n/// Get order details\n/// </summary>\n/// <param name=\"orderId\">Order id to get details for</param>\n+ /// <param name=\"symbol\">Symbol of order (most exchanges do not require this)</param>\n/// <returns>Order details</returns>\npublic ExchangeOrderResult GetOrderDetails(string orderId, string symbol = null) => GetOrderDetailsAsync(orderId, symbol).GetAwaiter().GetResult();\n@@ -488,6 +489,7 @@ namespace ExchangeSharp\n/// ASYNC - Get order details\n/// </summary>\n/// <param name=\"orderId\">Order id to get details for</param>\n+ /// <param name=\"symbol\">Symbol of order (most exchanges do not require this)</param>\n/// <returns>Order details</returns>\npublic async Task<ExchangeOrderResult> GetOrderDetailsAsync(string orderId, string symbol = null)\n{\n@@ -537,12 +539,14 @@ namespace ExchangeSharp\n/// Cancel an order, an exception is thrown if error\n/// </summary>\n/// <param name=\"orderId\">Order id of the order to cancel</param>\n+ /// <param name=\"symbol\">Symbol of order (most exchanges do not require this)</param>\npublic void CancelOrder(string orderId, string symbol = null) => CancelOrderAsync(orderId, symbol).GetAwaiter().GetResult();\n/// <summary>\n/// ASYNC - Cancel an order, an exception is thrown if error\n/// </summary>\n/// <param name=\"orderId\">Order id of the order to cancel</param>\n+ /// <param name=\"symbol\">Symbol of order (most exchanges do not require this)</param>\npublic async Task CancelOrderAsync(string orderId, string symbol = null)\n{\nawait new SynchronizationContextRemover();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -505,20 +505,5 @@ namespace ExchangeSharp\nreturn result;\n}\n#endregion\n-\n-\n-\n-\n-\n-\n-\n-\n-\n-\n-\n-\n-\n-\n-\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add info about new symbol param for order details and cancel order
|
329,148 |
28.04.2018 22:08:49
| 21,600 |
840c69b2094053902d80239b744eba4b334597d0
|
Add invariant culture
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -98,7 +98,7 @@ namespace ExchangeSharp\n// fallback to float conversion, i.e. 1E-1 for a decimal conversion will fail\nstring stringValue = (jValue == null ? obj.ToStringInvariant() : jValue.Value.ToStringInvariant());\ndecimal decimalValue = decimal.Parse(stringValue, System.Globalization.NumberStyles.Float);\n- return (T)Convert.ChangeType(decimalValue, typeof(T));\n+ return (T)Convert.ChangeType(decimalValue, typeof(T), CultureInfo.InvariantCulture);\n}\nreturn result;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add invariant culture
|
329,148 |
29.04.2018 21:26:44
| 21,600 |
7215ce0756e9ece42b6fd3aa027882a7b5529ba7
|
Move non-integration tests to unit test project
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"new_path": "ExchangeSharpTests/CryptoUtilityTests.cs",
"diff": "@@ -11,13 +11,19 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\n*/\nusing System;\n+using System.IO;\n+using System.Linq;\n+\nusing ExchangeSharp;\nusing FluentAssertions;\nusing Microsoft.VisualStudio.TestTools.UnitTesting;\nnamespace ExchangeSharpTests\n{\n+ using System.Diagnostics;\nusing System.Globalization;\n+ using System.Security;\n+ using System.Security.Cryptography;\n[TestClass]\npublic class CryptoUtilityTests\n@@ -129,5 +135,92 @@ namespace ExchangeSharpTests\nCryptoUtility.CalculatePrecision(\"1.0\").Should().Be(0.1m);\nCryptoUtility.CalculatePrecision(\"0.00000\").Should().Be(0.00001m);\n}\n+\n+ [TestMethod]\n+ public void AESEncryption()\n+ {\n+ byte[] salt = new byte[] { 65, 61, 53, 222, 105, 5, 199, 241, 213, 56, 19, 120, 251, 37, 66, 185 };\n+ byte[] data = new byte[255];\n+ for (int i = 0; i < data.Length; i++)\n+ {\n+ data[i] = (byte)i;\n+ }\n+ byte[] password = new byte[16];\n+ for (int i = password.Length - 1; i >= 0; i--)\n+ {\n+ password[i] = (byte)i;\n+ }\n+ byte[] encrypted = CryptoUtility.AesEncryption(data, password, salt);\n+ byte[] decrypted = CryptoUtility.AesDecryption(encrypted, password, salt);\n+ Assert.IsTrue(decrypted.SequenceEqual(data));\n+\n+ byte[] protectedData = DataProtector.Protect(salt);\n+ byte[] unprotectedData = DataProtector.Unprotect(protectedData);\n+ Assert.IsTrue(unprotectedData.SequenceEqual(salt));\n+ }\n+\n+ [TestMethod]\n+ public void RSAFromFile()\n+ {\n+ byte[] originalValue = new byte[256];\n+ new System.Random().NextBytes(originalValue);\n+\n+ for (int i = 0; i < 4; i++)\n+ {\n+ DataProtector.DataProtectionScope scope = (i < 2 ? DataProtector.DataProtectionScope.CurrentUser : DataProtector.DataProtectionScope.LocalMachine);\n+ RSA rsa = DataProtector.RSAFromFile(scope);\n+ byte[] encrypted = rsa.Encrypt(originalValue, RSAEncryptionPadding.Pkcs1);\n+ byte[] decrypted = rsa.Decrypt(encrypted, RSAEncryptionPadding.Pkcs1);\n+ Assert.IsTrue(originalValue.SequenceEqual(decrypted));\n+ }\n+ }\n+\n+ [TestMethod]\n+ public void KeyStore()\n+ {\n+ // store keys\n+ string path = Path.Combine(Path.GetTempPath(), \"keystore.test.bin\");\n+ string publicKey = \"public key test aa45c0\";\n+ string privateKey = \"private key test bb270a\";\n+ string[] keys = new string[] { publicKey, privateKey };\n+\n+ CryptoUtility.SaveUnprotectedStringsToFile(path, keys);\n+\n+ // read keys\n+ SecureString[] keysRead = CryptoUtility.LoadProtectedStringsFromFile(path);\n+ string publicKeyRead = CryptoUtility.SecureStringToString(keysRead[0]);\n+ string privateKeyRead = CryptoUtility.SecureStringToString(keysRead[1]);\n+\n+ Assert.AreEqual(privateKeyRead, privateKey);\n+ Assert.AreEqual(publicKeyRead, publicKey);\n+ }\n+\n+ [TestMethod]\n+ public void RateGate()\n+ {\n+ const int timesPerPeriod = 1;\n+ const int ms = 100;\n+ const int loops = 5;\n+ double msMax = (double)ms * 1.5;\n+ double msMin = (double)ms * (1.0 / 1.5);\n+ RateGate gate = new RateGate(timesPerPeriod, TimeSpan.FromMilliseconds(ms));\n+ if (!gate.WaitToProceed(0))\n+ {\n+ throw new APIException(\"Rate gate should have allowed immediate access to first attempt\");\n+ }\n+ for (int i = 0; i < loops; i++)\n+ {\n+ Stopwatch timer = Stopwatch.StartNew();\n+ gate.WaitToProceed();\n+ timer.Stop();\n+\n+ if (i > 0)\n+ {\n+ // check for too much elapsed time with a little fudge\n+ Assert.IsTrue(timer.Elapsed.TotalMilliseconds <= msMax, \"Rate gate took too long to wait in between calls: \" + timer.Elapsed.TotalMilliseconds + \"ms\");\n+ Assert.IsTrue(timer.Elapsed.TotalMilliseconds >= msMin, \"Rate gate took too little to wait in between calls: \" + timer.Elapsed.TotalMilliseconds + \"ms\");\n+ }\n+ }\n+ }\n}\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Move non-integration tests to unit test project
|
329,148 |
29.04.2018 22:02:56
| 21,600 |
3866109d20b23baf25f57974448edb23ed0103e4
|
Basic global symbol unit tests
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -179,7 +179,7 @@ namespace ExchangeSharp\n{\nthrow new ArgumentException(\"Symbol must be non null and non empty\");\n}\n- string[] pieces = NormalizeSymbol(symbol).Split(separator);\n+ string[] pieces = symbol.Split(separator);\nif (SymbolIsReversed)\n{\nreturn ExchangeCurrencyToGlobalCurrency(pieces[1]).ToUpperInvariant() + GlobalSymbolSeparator + ExchangeCurrencyToGlobalCurrency(pieces[0]).ToUpperInvariant();\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBithumbAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBithumbAPI.cs",
"diff": "@@ -44,7 +44,7 @@ namespace ExchangeSharp\npublic override string ExchangeSymbolToGlobalSymbol(string symbol)\n{\n- return symbol + GlobalSymbolSeparator + \"BTC\";\n+ return symbol + GlobalSymbolSeparator + \"KRW\";\n}\npublic override string GlobalSymbolToExchangeSymbol(string symbol)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -44,6 +44,7 @@ namespace ExchangeSharp\nRequestMethod = \"POST\";\nRequestContentType = \"application/x-www-form-urlencoded\";\nSymbolSeparator = string.Empty;\n+ SymbolIsReversed = true;\n}\npublic override string NormalizeSymbol(string symbol)\n@@ -66,13 +67,22 @@ namespace ExchangeSharp\n{\nreturn exchangeSymbol;\n}\n+\n+ // not found, reverse the pair\n+ int idx = symbol.IndexOf(GlobalSymbolSeparator);\n+ symbol = symbol.Substring(idx + 1) + symbol.Substring(0, idx);\n+ if (normalizedSymbolToExchangeSymbol.TryGetValue(symbol.Replace(GlobalSymbolSeparator.ToString(), string.Empty), out exchangeSymbol))\n+ {\n+ return exchangeSymbol;\n+ }\n+\nthrow new ArgumentException($\"Symbol {symbol} not found in Kraken lookup table\");\n}\n/// <summary>\n/// Change Kraken symbols to more common sense symbols\n/// </summary>\n- private static readonly IReadOnlyDictionary<string, string> exchangeSymbolToNormalizedSymbol = new Dictionary<string, string>\n+ private static readonly IReadOnlyDictionary<string, string> exchangeSymbolToNormalizedSymbol = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase)\n{\n{ \"BCHEUR\", \"bcheur\" },\n{ \"BCHUSD\", \"bchusd\" },\n@@ -133,7 +143,7 @@ namespace ExchangeSharp\n{ \"XZECZEUR\", \"zeceur\" },\n{ \"XZECZUSD\", \"zecusd\" }\n};\n- private static readonly IReadOnlyDictionary<string, string> normalizedSymbolToExchangeSymbol = new Dictionary<string, string>();\n+ private static readonly IReadOnlyDictionary<string, string> normalizedSymbolToExchangeSymbol = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase);\nprivate JToken CheckError(JToken json)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Basic global symbol unit tests
|
329,158 |
02.05.2018 23:39:40
| -28,800 |
3ca25ab63b764d4606bfcf9e7ba6f98ed7631c22
|
Add Huobi exchange
* Add Huobi exchange
* Revert "Add Huobi exchange"
This reverts commit
* Add Huobi exchange
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -766,6 +766,11 @@ namespace ExchangeSharp\n/// </summary>\npublic const string Hitbtc = \"Hitbtc\";\n+ /// <summary>\n+ /// Huobi\n+ /// </summary>\n+ public const string Huobi = \"Huobi\";\n+\n/// <summary>\n/// Kraken\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -44,7 +44,7 @@ namespace ExchangeSharp\npayload.Remove(\"nonce\");\npayload[\"api_key\"] = PublicApiKey.ToUnsecureString();\nvar msg = GetFormForPayload(payload, false);\n- msg = string.Join(\"&\", new SortedSet<string>(msg.Split('&')));\n+ msg = string.Join(\"&\", new SortedSet<string>(msg.Split('&'), StringComparer.Ordinal));\nvar sign = msg + \"&secret_key=\" + PrivateApiKey.ToUnsecureString();\nsign = CryptoUtility.MD5Sign(sign);\nmsg += \"&sign=\" + sign;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add Huobi exchange (#119)
* Add Huobi exchange
* Revert "Add Huobi exchange"
This reverts commit 3adbc61409c26120cda15e2c740fe1b0a137365a.
* Add Huobi exchange
|
329,148 |
02.05.2018 11:00:16
| 21,600 |
eaabf291488ec49a6ac80d2f17962f0f6176eebe
|
Update nuget info
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<PropertyGroup>\n<TargetFrameworks>netstandard2.0;netcoreapp2.0;net47</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n- <Title>Exchange Sharp - C# API for multiple cryptocurrency exchanges</Title>\n+ <Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n<PackageVersion>0.4.1.0</PackageVersion>\n<Authors>jjxtra</Authors>\n<Description>ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.</Description>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n<PackageReleaseNotes>TONS of new exchanges, some refactoring and renaming of properties. Thanks to everyone who submitted new exchanges.</PackageReleaseNotes>\n<Copyright>Copyright 2017, Digital Ruby, LLC - www.digitalruby.com</Copyright>\n- <PackageTags>C# crypto cryptocurrency trade trader exchange socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n+ <PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure APIAbucoins Binance Bitfinex Bithumb Bitstamp Bittrex Bleutrade Cryptopia Gdax Gemini Gitbtc Huobi Kraken Kucoin Livecoin Okex Poloniex TuxExchange Yobit</PackageTags>\n</PropertyGroup>\n<PropertyGroup Condition=\"'$(Configuration)|$(Platform)'=='Release|AnyCPU'\">\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -6,7 +6,7 @@ using System.Runtime.InteropServices;\n// set of attributes. Change these attribute values to modify the information\n// associated with an assembly.\n[assembly: AssemblyTitle(\"ExchangeSharp\")]\n-[assembly: AssemblyDescription(\"ExchangeSharp is a C# API for working with various exchanges for stocks and cryptocurrency. Binance, Bitfinex, Bithumb, Bitstamp, Bittrex, Gemini, GDAX, Kraken and Poloniex are supported. Web sockets are also supported and being enhanced.\")]\n+[assembly: AssemblyDescription(\"ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.\")]\n[assembly: AssemblyConfiguration(\"\")]\n[assembly: AssemblyCompany(\"Digital Ruby, LLC\")]\n[assembly: AssemblyProduct(\"ExchangeSharp\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -18,7 +18,7 @@ Donation totals:\n0.25 LTC\n<a href='https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/'>Available on Nuget - \n-``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.4.0 ```\n+``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.4.1 ```\n</a>\nExchangeSharp is a C# console app and framework for trading and communicating with various exchange API end points for cryptocurrency assets. Many exchanges are supported, along with web sockets, withdraws and more!\n@@ -130,7 +130,7 @@ Donation totals:\n0.25 LTC\n<a href='https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/'>Available on Nuget - \n-``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.4.0 ```\n+``` PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.4.1 ```\n</a>\nThanks for visiting!\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update nuget info
|
329,155 |
04.05.2018 23:14:10
| -7,200 |
9e5ca1b34b96f68b3921cacd8c969b53952a9ec7
|
[Core] ConvertInvariant should always return UTC time
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -85,6 +85,11 @@ namespace ExchangeSharp\nreturn defaultValue;\n}\nT result;\n+ if (typeof(T) == typeof(DateTime))\n+ {\n+ result = (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\n+ return (T)(object)(((DateTime)(object)result).ToUniversalTime());\n+ }\ntry\n{\nresult = (T)Convert.ChangeType(jValue == null ? obj : jValue.Value, typeof(T), CultureInfo.InvariantCulture);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[Core] ConvertInvariant should always return UTC time (#122)
|
329,148 |
04.05.2018 16:42:31
| 21,600 |
61663710891820149e8565f3d76e237fe72c7bdb
|
Add comments and local unix timestamp methods
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -26,6 +26,7 @@ namespace ExchangeSharp\npublic static class CryptoUtility\n{\nprivate static readonly DateTime unixEpoch = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n+ private static readonly DateTime unixEpochLocal = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Local);\n/// <summary>\n/// Static constructor\n@@ -103,16 +104,31 @@ namespace ExchangeSharp\nreturn result;\n}\n+ /// <summary>\n+ /// Convert a secure string to a non-secure string\n+ /// </summary>\n+ /// <param name=\"s\">SecureString</param>\n+ /// <returns>Non-secure string</returns>\npublic static string ToUnsecureString(this SecureString s)\n{\nreturn SecureStringToString(s);\n}\n+ /// <summary>\n+ /// Convert a string to secure string\n+ /// </summary>\n+ /// <param name=\"s\">Non-secure string</param>\n+ /// <returns>SecureString</returns>\npublic static SecureString ToSecureString(this string s)\n{\nreturn StringToSecureString(s);\n}\n+ /// <summary>\n+ /// Covnert a secure string to a non-secure string\n+ /// </summary>\n+ /// <param name=\"s\">SecureString</param>\n+ /// <returns>Non-secure string</returns>\npublic static string SecureStringToString(this SecureString s)\n{\nif (s == null)\n@@ -131,6 +147,11 @@ namespace ExchangeSharp\n}\n}\n+ /// <summary>\n+ /// Convert a secure string to binary data\n+ /// </summary>\n+ /// <param name=\"s\">SecureString</param>\n+ /// <returns>Binary data</returns>\npublic static byte[] SecureStringToBytes(this SecureString s)\n{\nif (s == null)\n@@ -143,6 +164,11 @@ namespace ExchangeSharp\nreturn bytes;\n}\n+ /// <summary>\n+ /// Decode a secure string that is in base64 format to binary data\n+ /// </summary>\n+ /// <param name=\"s\">SecureString in base64 format</param>\n+ /// <returns>Binary data</returns>\npublic static byte[] SecureStringToBytesBase64Decode(this SecureString s)\n{\nif (s == null)\n@@ -155,6 +181,11 @@ namespace ExchangeSharp\nreturn bytes;\n}\n+ /// <summary>\n+ /// Convert a string to a secure string\n+ /// </summary>\n+ /// <param name=\"unsecure\">Plain text string</param>\n+ /// <returns>SecureString</returns>\npublic static SecureString StringToSecureString(this string unsecure)\n{\nif (unsecure == null)\n@@ -169,6 +200,14 @@ namespace ExchangeSharp\nreturn secure;\n}\n+ /// <summary>\n+ /// Clamp a decimal to a min and max value\n+ /// </summary>\n+ /// <param name=\"minValue\">Min value</param>\n+ /// <param name=\"maxValue\">Max value</param>\n+ /// <param name=\"stepSize\">Smallest unit value should be evenly divisible by</param>\n+ /// <param name=\"value\">Value to clamp</param>\n+ /// <returns>Clamped value</returns>\npublic static decimal ClampDecimal(decimal minValue, decimal maxValue, decimal? stepSize, decimal value)\n{\nif (minValue < 0) throw new ArgumentOutOfRangeException(nameof(minValue));\n@@ -197,56 +236,154 @@ namespace ExchangeSharp\nreturn value / 1.000000000000000000000000000000000m;\n}\n+ /// <summary>\n+ /// Get a UTC date time from a unix epoch in seconds\n+ /// </summary>\n+ /// <param name=\"unixTimeStampSeconds\">Unix epoch in seconds</param>\n+ /// <returns>UTC DateTime</returns>\npublic static DateTime UnixTimeStampToDateTimeSeconds(this double unixTimeStampSeconds)\n{\nreturn unixEpoch.AddSeconds(unixTimeStampSeconds);\n}\n+ /// <summary>\n+ /// Get a UTC date time from a unix epoch in milliseconds\n+ /// </summary>\n+ /// <param name=\"unixTimeStampSeconds\">Unix epoch in milliseconds</param>\n+ /// <returns>UTC DateTime</returns>\npublic static DateTime UnixTimeStampToDateTimeMilliseconds(this double unixTimeStampMilliseconds)\n{\nreturn unixEpoch.AddMilliseconds(unixTimeStampMilliseconds);\n}\n+ /// <summary>\n+ /// Get a local date time from a unix epoch in seconds\n+ /// </summary>\n+ /// <param name=\"unixTimeStampSeconds\">Unix epoch in seconds</param>\n+ /// <returns>Local DateTime</returns>\n+ public static DateTime UnixTimeStampToDateTimeSecondsLocal(this double unixTimeStampSeconds)\n+ {\n+ return unixEpochLocal.AddSeconds(unixTimeStampSeconds);\n+ }\n+\n+ /// <summary>\n+ /// Get a local date time from a unix epoch in milliseconds\n+ /// </summary>\n+ /// <param name=\"unixTimeStampSeconds\">Unix epoch in milliseconds</param>\n+ /// <returns>Local DateTime</returns>\n+ public static DateTime UnixTimeStampToDateTimeMillisecondsLocal(this double unixTimeStampMilliseconds)\n+ {\n+ return unixEpochLocal.AddMilliseconds(unixTimeStampMilliseconds);\n+ }\n+\n+ /// <summary>\n+ /// Get a unix timestamp in seconds from a DateTime\n+ /// </summary>\n+ /// <param name=\"dt\">DateTime</param>\n+ /// <returns>Unix epoch in seconds</returns>\npublic static double UnixTimestampFromDateTimeSeconds(this DateTime dt)\n{\n+ if (dt.Kind == DateTimeKind.Local)\n+ {\n+ dt = dt.ToUniversalTime();\n+ }\n+ else if (dt.Kind == DateTimeKind.Unspecified)\n+ {\n+ throw new InvalidOperationException(\"Unable to create unix epoch from DateTime with unspecified date time kind\");\n+ }\nreturn (dt - unixEpoch).TotalSeconds;\n}\n+ /// <summary>\n+ /// Get a unix timestamp in milliseconds from a DateTime\n+ /// </summary>\n+ /// <param name=\"dt\">DateTime</param>\n+ /// <returns>Unix timestamp in milliseconds</returns>\npublic static double UnixTimestampFromDateTimeMilliseconds(this DateTime dt)\n{\n+ if (dt.Kind == DateTimeKind.Local)\n+ {\n+ dt = dt.ToUniversalTime();\n+ }\n+ else if (dt.Kind == DateTimeKind.Unspecified)\n+ {\n+ throw new InvalidOperationException(\"Unable to create unix epoch from DateTime with unspecified date time kind\");\n+ }\nreturn (dt - unixEpoch).TotalMilliseconds;\n}\n+ /// <summary>\n+ /// Sign a message with SHA256 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key</param>\n+ /// <returns>Signature in hex</returns>\npublic static string SHA256Sign(string message, string key)\n{\nreturn new HMACSHA256(Encoding.UTF8.GetBytes(key)).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n+ /// <summary>\n+ /// Sign a message with SHA256 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key bytes</param>\n+ /// <returns>Signature in hex</returns>\npublic static string SHA256Sign(string message, byte[] key)\n{\nreturn new HMACSHA256(key).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n+ /// <summary>\n+ /// Sign a message with SHA256 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key bytes</param>\n+ /// <returns>Signature in base64</returns>\npublic static string SHA256SignBase64(string message, byte[] key)\n{\nreturn Convert.ToBase64String(new HMACSHA256(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n}\n+ /// <summary>\n+ /// Sign a message with SHA384 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key</param>\n+ /// <returns>Signature in hex</returns>\npublic static string SHA384Sign(string message, string key)\n{\nreturn new HMACSHA384(Encoding.UTF8.GetBytes(key)).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n+ /// <summary>\n+ /// Sign a message with SHA384 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key bytes</param>\n+ /// <returns>Signature</returns>\npublic static string SHA384Sign(string message, byte[] key)\n{\nreturn new HMACSHA384(key).ComputeHash(Encoding.UTF8.GetBytes(message)).Aggregate(new StringBuilder(), (sb, b) => sb.AppendFormat(\"{0:x2}\", b), (sb) => sb.ToString());\n}\n+ /// <summary>\n+ /// Sign a message with SHA384 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key bytes</param>\n+ /// <returns>Signature in base64</returns>\npublic static string SHA384SignBase64(string message, byte[] key)\n{\nreturn Convert.ToBase64String(new HMACSHA384(key).ComputeHash(Encoding.UTF8.GetBytes(message)));\n}\n+ /// <summary>\n+ /// Sign a message with SHA512 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key</param>\n+ /// <returns>Signature in hex</returns>\npublic static string SHA512Sign(string message, string key)\n{\nvar hmac = new HMACSHA512(Encoding.ASCII.GetBytes(key));\n@@ -255,6 +392,12 @@ namespace ExchangeSharp\nreturn BitConverter.ToString(hashmessage).Replace(\"-\", \"\");\n}\n+ /// <summary>\n+ /// Sign a message with SHA512 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key bytes</param>\n+ /// <returns>Signature in hex</returns>\npublic static string SHA512Sign(string message, byte[] key)\n{\nvar hmac = new HMACSHA512(key);\n@@ -263,6 +406,12 @@ namespace ExchangeSharp\nreturn BitConverter.ToString(hashmessage).Replace(\"-\", \"\");\n}\n+ /// <summary>\n+ /// Sign a message with SHA512 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <param name=\"key\">Private key bytes</param>\n+ /// <returns>Signature in base64</returns>\npublic static string SHA512SignBase64(string message, byte[] key)\n{\nvar hmac = new HMACSHA512(key);\n@@ -271,6 +420,11 @@ namespace ExchangeSharp\nreturn Convert.ToBase64String(hashmessage);\n}\n+ /// <summary>\n+ /// Sign a message with MD5 hash\n+ /// </summary>\n+ /// <param name=\"message\">Message to sign</param>\n+ /// <returns>Signature in hex</returns>\npublic static string MD5Sign(string message)\n{\nvar md5 = new MD5CryptoServiceProvider();\n@@ -279,6 +433,11 @@ namespace ExchangeSharp\nreturn BitConverter.ToString(hashmessage).Replace(\"-\", \"\");\n}\n+ /// <summary>\n+ /// Generate random salt\n+ /// </summary>\n+ /// <param name=\"length\">Length of salt</param>\n+ /// <returns>Salt</returns>\npublic static byte[] GenerateSalt(int length)\n{\nbyte[] salt = new byte[length];\n@@ -289,6 +448,13 @@ namespace ExchangeSharp\nreturn salt;\n}\n+ /// <summary>\n+ /// AES encrypt data with a password and salt\n+ /// </summary>\n+ /// <param name=\"input\">Data to encrypt</param>\n+ /// <param name=\"password\">Password</param>\n+ /// <param name=\"salt\">Salt</param>\n+ /// <returns>Encrypted data</returns>\npublic static byte[] AesEncryption(byte[] input, byte[] password, byte[] salt)\n{\nif (input == null || input.Length == 0 || password == null || password.Length == 0 || salt == null || salt.Length == 0)\n@@ -313,6 +479,13 @@ namespace ExchangeSharp\nreturn encrypted.ToArray();\n}\n+ /// <summary>\n+ /// AES decrypt data with a password and salt\n+ /// </summary>\n+ /// <param name=\"input\">Data to decrypt</param>\n+ /// <param name=\"password\">Password</param>\n+ /// <param name=\"salt\">Salt</param>\n+ /// <returns>Decrypted data</returns>\npublic static byte[] AesDecryption(byte[] input, byte[] password, byte[] salt)\n{\nif (input == null || input.Length == 0 || password == null || password.Length == 0 || salt == null || salt.Length == 0)\n@@ -425,7 +598,6 @@ namespace ExchangeSharp\n/// <summary>\n/// Load protected data as strings from file. Call this function in your production environment, loading in a securely encrypted file which will stay encrypted in memory.\n- /// On non-Windows platforms, the file is plain text and must be secured using file permissions.\n/// </summary>\n/// <param name=\"path\">Path to load from</param>\n/// <returns>Protected data</returns>\n@@ -464,7 +636,6 @@ namespace ExchangeSharp\n/// <summary>\n/// Save unprotected data as strings to a file, where it will be encrypted for the current user account. Call this method offline with the data you need to secure.\n/// Call CryptoUtility.LoadProtectedStringsFromFile to later load these strings from the file.\n- /// On non-Windows platforms, the file is plain text and must be secured using file permissions.\n/// </summary>\n/// <param name=\"path\">Path to save to</param>\n/// <param name=\"strings\">Strings to save.</param>\n@@ -484,7 +655,6 @@ namespace ExchangeSharp\nMemoryStream memory = new MemoryStream();\nBinaryWriter writer = new BinaryWriter(memory, Encoding.UTF8);\nchar[] chars;\n-\nforeach (string s in strings)\n{\nchars = s.ToArray();\n@@ -556,7 +726,14 @@ namespace ExchangeSharp\nreturn Math.Floor(amount * adjustment) / adjustment;\n}\n+ /// <summary>\n+ /// True if platform is Windows, false otherwise\n+ /// </summary>\npublic static bool IsWindows { get; private set; }\n+\n+ /// <summary>\n+ /// True if running under Mono (https://www.mono-project.com/), false if not\n+ /// </summary>\npublic static bool IsMono { get; private set; }\n/// <summary>Calculates the precision allowed based on the number of decimal points in a number.</summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add comments and local unix timestamp methods
|
329,148 |
04.05.2018 16:59:34
| 21,600 |
208559846d10c82fb1bc2aeea93fd8e59a58a715
|
Make kind optional
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -74,7 +74,7 @@ namespace ExchangeSharp\n/// <param name=\"kind\">DateTime kind to convert the converted DateTime to, unspecified kind for no conversion</param>\n/// <param name=\"defaultValue\">Default value</param>\n/// <returns>Converted DateTime or defaultValue if no conversion was possible</returns>\n- public static DateTime ToDateTimeInvariant(this object obj, DateTimeKind kind, DateTime defaultValue = default(DateTime))\n+ public static DateTime ToDateTimeInvariant(this object obj, DateTimeKind kind = DateTimeKind.Unspecified, DateTime defaultValue = default(DateTime))\n{\nif (obj == null)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make kind optional
|
329,148 |
04.05.2018 18:07:49
| 21,600 |
b50d5e24d652c38dd229aa511365bb1278959c70
|
Fix Poloniex to use local time where needed
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -185,7 +185,7 @@ namespace ExchangeSharp\n{\nDictionary<string, string> ticker = await MakeJsonRequestAsync<Dictionary<string, string>>(\"/products/\" + symbol + \"/ticker\");\ndecimal volume = Convert.ToDecimal(ticker[\"volume\"], System.Globalization.CultureInfo.InvariantCulture);\n- DateTime timestamp = DateTime.Parse(ticker[\"time\"]);\n+ DateTime timestamp = ConvertDateTimeInvariant(ticker[\"time\"]);\ndecimal price = Convert.ToDecimal(ticker[\"price\"], System.Globalization.CultureInfo.InvariantCulture);\nreturn new ExchangeTicker\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -57,7 +57,6 @@ namespace ExchangeSharp\nRequestContentType = \"application/x-www-form-urlencoded\";\nSymbolSeparator = \"_\";\nSymbolIsReversed = true;\n- DateTimeAreLocal = true;\n}\n/// <summary>\n@@ -475,7 +474,6 @@ namespace ExchangeSharp\nsymbol = NormalizeSymbol(symbol);\nstring baseUrl = \"/public?command=returnTradeHistory¤cyPair=\" + symbol;\nstring url;\n- string dt;\nDateTime timestamp;\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\nwhile (true)\n@@ -483,8 +481,8 @@ namespace ExchangeSharp\nurl = baseUrl;\nif (sinceDateTime != null)\n{\n- url += \"&start=\" + (long)CryptoUtility.UnixTimestampFromDateTimeSeconds(sinceDateTime.Value) + \"&end=\" +\n- (long)CryptoUtility.UnixTimestampFromDateTimeSeconds(sinceDateTime.Value.AddDays(1.0));\n+ url += \"&start=\" + (long)CryptoUtility.UnixTimestampFromDateTimeSeconds(sinceDateTime.Value.ToLocalTime()) + \"&end=\" +\n+ (long)CryptoUtility.UnixTimestampFromDateTimeSeconds(sinceDateTime.Value.ToLocalTime().AddDays(1.0));\n}\nJArray obj = await MakeJsonRequestAsync<JArray>(url);\nif (obj == null || obj.Count == 0)\n@@ -497,8 +495,7 @@ namespace ExchangeSharp\n}\nforeach (JToken child in obj.Children())\n{\n- dt = (child[\"date\"].ToStringInvariant().Replace(' ', 'T').Trim('Z') + \"Z\");\n- timestamp = DateTime.Parse(dt).ToUniversalTime();\n+ timestamp = ConvertDateTimeInvariant(child[\"date\"]);\ntrades.Add(new ExchangeTrade\n{\nAmount = child[\"amount\"].ConvertInvariant<decimal>(),\n@@ -535,9 +532,9 @@ namespace ExchangeSharp\nstring url = \"/public?command=returnChartData¤cyPair=\" + symbol;\nif (startDate != null)\n{\n- url += \"&start=\" + (long)startDate.Value.UnixTimestampFromDateTimeSeconds();\n+ url += \"&start=\" + (long)startDate.Value.ToLocalTime().UnixTimestampFromDateTimeSeconds();\n}\n- url += \"&end=\" + (endDate == null ? long.MaxValue : (long)endDate.Value.UnixTimestampFromDateTimeSeconds());\n+ url += \"&end=\" + (endDate == null ? long.MaxValue : (long)endDate.Value.ToLocalTime().UnixTimestampFromDateTimeSeconds());\nurl += \"&period=\" + periodSeconds;\nJToken token = await MakeJsonRequestAsync<JToken>(url);\nCheckError(token);\n@@ -553,7 +550,7 @@ namespace ExchangeSharp\nOpenPrice = candle[\"open\"].ConvertInvariant<decimal>(),\nName = symbol,\nPeriodSeconds = periodSeconds,\n- Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds(candle[\"date\"].ConvertInvariant<long>()),\n+ Timestamp = CryptoUtility.UnixTimeStampLocalToDateTimeSeconds(candle[\"date\"].ConvertInvariant<long>()),\nBaseVolume = candle[\"volume\"].ConvertInvariant<double>(),\nConvertedVolume = candle[\"quoteVolume\"].ConvertInvariant<double>(),\nWeightedAverage = candle[\"weightedAverage\"].ConvertInvariant<decimal>()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"new_path": "ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"diff": "@@ -34,7 +34,6 @@ namespace ExchangeSharpTests\n{\nvar requestMaker = Substitute.For<IAPIRequestMaker>();\nvar polo = new ExchangePoloniexAPI { RequestMaker = requestMaker };\n- polo.DateTimeAreLocal = false; // just for unit tests, pretend dates are UTC instead of local time\nreturn polo;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Poloniex to use local time where needed
|
329,155 |
05.05.2018 16:19:59
| -7,200 |
6a8c703379958a9584f2be47d3ec4d754aa6b859
|
[Core] Poloniex Symbol is not reversed, add Symbol to KuCoin to allow GlobalSymbolToExchangeSymbol
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKucoinAPI.cs",
"diff": "@@ -33,6 +33,8 @@ namespace ExchangeSharp\n{\nRequestContentType = \"x-www-form-urlencoded\";\nNonceStyle = NonceStyle.UnixMillisecondsString;\n+ SymbolSeparator = \"-\";\n+ SymbolIsReversed = true;\n}\n#region ProcessRequest\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -56,7 +56,7 @@ namespace ExchangeSharp\n{\nRequestContentType = \"application/x-www-form-urlencoded\";\nSymbolSeparator = \"_\";\n- SymbolIsReversed = true;\n+ SymbolIsReversed = false;\n}\n/// <summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[Core] Poloniex Symbol is not reversed, add Symbol to KuCoin to allow GlobalSymbolToExchangeSymbol (#124)
|
329,148 |
07.05.2018 16:46:45
| 21,600 |
044c3419f60e90d1cfb7131923b62403bd282c4c
|
Fix non-invariant tostring
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"diff": "@@ -324,7 +324,8 @@ namespace ExchangeSharp\n{\nExchangeOrderResult result = new ExchangeOrderResult() { Result = ExchangeAPIOrderResult.Error };\n// Only limit order is supported - no indication on how it is filled\n- JToken token = await MakeJsonRequestAsync<JToken>((order.IsBuy ? \"/market/buylimit?\" : \"market/selllimit?\") + \"market=\" + order.Symbol + \"&rate=\" + order.Price + \"&quantity=\" + order.Amount, null, GetNoncePayload());\n+ JToken token = await MakeJsonRequestAsync<JToken>((order.IsBuy ? \"/market/buylimit?\" : \"market/selllimit?\") + \"market=\" + order.Symbol +\n+ \"&rate=\" + order.Price.ToStringInvariant() + \"&quantity=\" + order.Amount.ToStringInvariant(), null, GetNoncePayload());\ntoken = CheckError(token);\nif (token.HasValues)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix non-invariant tostring
|
329,148 |
07.05.2018 16:53:38
| 21,600 |
1aae7e333d760ea318de002e3e8dc63235e8172c
|
Normalize livecoin symbol, use tostringinvariant
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -289,12 +289,13 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\n- string ordertype = \"/exchange/\";\n- if (order.OrderType == OrderType.Market) ordertype += order.IsBuy ? \"buymarket\" : \"sellmarket\";\n- else ordertype += order.IsBuy ? \"buylimit\" : \"selllimit\";\n+ string orderType = \"/exchange/\";\n+ if (order.OrderType == OrderType.Market) orderType += order.IsBuy ? \"buymarket\" : \"sellmarket\";\n+ else orderType += order.IsBuy ? \"buylimit\" : \"selllimit\";\n//{ \"success\": true, \"added\": true, \"orderId\": 4912\n- JToken token = await MakeJsonRequestAsync<JToken>(string.Format(\"{0}?currencyPair={1}&price={2}&quantity={3}\", ordertype, order.Symbol, order.Price, order.Amount), null, GetNoncePayload(), \"POST\");\n+ JToken token = await MakeJsonRequestAsync<JToken>(string.Format(\"{0}?currencyPair={1}&price={2}&quantity={3}\",\n+ orderType, WebUtility.UrlEncode(NormalizeSymbol(order.Symbol)), order.Price.ToStringInvariant(), order.Amount.ToStringInvariant()), null, GetNoncePayload(), \"POST\");\ntoken = CheckError(token);\nreturn new ExchangeOrderResult() { OrderId = token[\"orderId\"].ToStringInvariant(), Result = ExchangeAPIOrderResult.Pending };\n}\n@@ -306,7 +307,8 @@ namespace ExchangeSharp\nif (order != null)\n{\n// { \"success\": true,\"cancelled\": true,\"message\": null,\"quantity\": 0.0005,\"tradeQuantity\": 0}\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/cancel_limit?currencyPair=\" + order.Symbol + \"&orderId=\" + orderId, null, GetNoncePayload(), \"GET\");\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/exchange/cancel_limit?currencyPair=\" +\n+ WebUtility.UrlEncode(NormalizeSymbol(order.Symbol)) + \"&orderId=\" + orderId, null, GetNoncePayload(), \"GET\");\nCheckError(token); // will throw exception on error\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Normalize livecoin symbol, use tostringinvariant
|
329,148 |
07.05.2018 16:55:07
| 21,600 |
ce7785b601cecb5fc427f290067ff3891a1f8a06
|
Use RoundAmount
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -225,7 +225,7 @@ namespace ExchangeSharp\npayload[\"price\"] = order.Price.ToStringInvariant();\n}\n- payload[\"amount\"] = order.Amount.ToStringInvariant();\n+ payload[\"amount\"] = order.RoundAmount().ToStringInvariant();\nforeach (var kv in order.ExtraParameters)\n{\npayload[kv.Key] = kv.Value;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBleutradeAPI.cs",
"diff": "@@ -325,7 +325,7 @@ namespace ExchangeSharp\nExchangeOrderResult result = new ExchangeOrderResult() { Result = ExchangeAPIOrderResult.Error };\n// Only limit order is supported - no indication on how it is filled\nJToken token = await MakeJsonRequestAsync<JToken>((order.IsBuy ? \"/market/buylimit?\" : \"market/selllimit?\") + \"market=\" + order.Symbol +\n- \"&rate=\" + order.Price.ToStringInvariant() + \"&quantity=\" + order.Amount.ToStringInvariant(), null, GetNoncePayload());\n+ \"&rate=\" + order.Price.ToStringInvariant() + \"&quantity=\" + order.RoundAmount().ToStringInvariant(), null, GetNoncePayload());\ntoken = CheckError(token);\nif (token.HasValues)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -295,7 +295,7 @@ namespace ExchangeSharp\n//{ \"success\": true, \"added\": true, \"orderId\": 4912\nJToken token = await MakeJsonRequestAsync<JToken>(string.Format(\"{0}?currencyPair={1}&price={2}&quantity={3}\",\n- orderType, WebUtility.UrlEncode(NormalizeSymbol(order.Symbol)), order.Price.ToStringInvariant(), order.Amount.ToStringInvariant()), null, GetNoncePayload(), \"POST\");\n+ orderType, WebUtility.UrlEncode(NormalizeSymbol(order.Symbol)), order.Price.ToStringInvariant(), order.RoundAmount().ToStringInvariant()), null, GetNoncePayload(), \"POST\");\ntoken = CheckError(token);\nreturn new ExchangeOrderResult() { OrderId = token[\"orderId\"].ToStringInvariant(), Result = ExchangeAPIOrderResult.Pending };\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Use RoundAmount
|
329,148 |
15.05.2018 11:26:20
| 21,600 |
d959f91e808d774a0f3a27080cd5b7fe1c6c67f6
|
Add safe market order function to ExchangeAPI
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -689,6 +689,131 @@ namespace ExchangeSharp\nawait new SynchronizationContextRemover();\nreturn await OnWithdrawAsync(withdrawalRequest);\n}\n+\n+ /// <summary>\n+ /// Place a limit order by first querying the order book and then placing the order for a threshold below the bid or above the ask that would fully fulfill the amount.\n+ /// The order book is scanned until an amount of bids or asks that will fulfill the order is found and then the order is placed at the lowest bid or highest ask price multiplied\n+ /// by priceThreshold.\n+ /// </summary>\n+ /// <param name=\"symbol\">Symbol to sell</param>\n+ /// <param name=\"amount\">Amount to sell</param>\n+ /// <param name=\"isBuy\">True for buy, false for sell</param>\n+ /// <param name=\"orderBookCount\">Amount of bids/asks to request in the order book</param>\n+ /// <param name=\"priceThreshold\">Threshold below the lowest bid or above the highest ask to set the limit order price at. For buys, this is converted to 1 / priceThreshold.\n+ /// This can be set to 0 if you want to set the price like a market order.</param>\n+ /// <param name=\"thresholdToAbort\">If the lowest bid/highest ask price divided by the highest bid/lowest ask price is below this threshold, throw an exception.\n+ /// This ensures that your order does not buy or sell at an extreme margin.</param>\n+ /// <param name=\"abortIfOrderBookTooSmall\">Whether to abort if the order book does not have enough bids or ask amounts to fulfill the order.</param>\n+ /// <returns>Order result</returns>\n+ public ExchangeOrderResult PlaceSafeMarketOrder(string symbol, decimal amount, bool isBuy, int orderBookCount = 100, decimal priceThreshold = 0.9m, decimal thresholdToAbort = 0.75m)\n+ => PlaceSafeMarketOrderAsync(symbol, amount, isBuy, orderBookCount, priceThreshold, thresholdToAbort).GetAwaiter().GetResult();\n+\n+ /// <summary>\n+ /// ASYNC - Place a limit order by first querying the order book and then placing the order for a threshold below the bid or above the ask that would fully fulfill the amount.\n+ /// The order book is scanned until an amount of bids or asks that will fulfill the order is found and then the order is placed at the lowest bid or highest ask price multiplied\n+ /// by priceThreshold.\n+ /// </summary>\n+ /// <param name=\"symbol\">Symbol to sell</param>\n+ /// <param name=\"amount\">Amount to sell</param>\n+ /// <param name=\"isBuy\">True for buy, false for sell</param>\n+ /// <param name=\"orderBookCount\">Amount of bids/asks to request in the order book</param>\n+ /// <param name=\"priceThreshold\">Threshold below the lowest bid or above the highest ask to set the limit order price at. For buys, this is converted to 1 / priceThreshold.\n+ /// This can be set to 0 if you want to set the price like a market order.</param>\n+ /// <param name=\"thresholdToAbort\">If the lowest bid/highest ask price divided by the highest bid/lowest ask price is below this threshold, throw an exception.\n+ /// This ensures that your order does not buy or sell at an extreme margin.</param>\n+ /// <param name=\"abortIfOrderBookTooSmall\">Whether to abort if the order book does not have enough bids or ask amounts to fulfill the order.</param>\n+ /// <returns>Order result</returns>\n+ public async Task<ExchangeOrderResult> PlaceSafeMarketOrderAsync(string symbol, decimal amount, bool isBuy, int orderBookCount = 100, decimal priceThreshold = 0.9m,\n+ decimal thresholdToAbort = 0.75m, bool abortIfOrderBookTooSmall = false)\n+ {\n+ if (priceThreshold > 0.9m)\n+ {\n+ throw new APIException(\"You cannot specify a price threshold above 0.9m, otherwise there is a chance your order will never be fulfilled. For buys, this is \" +\n+ \"converted to 1.0m / priceThreshold, so always specify the value below 0.9m\");\n+ }\n+ else if (priceThreshold <= 0m)\n+ {\n+ priceThreshold = 1m;\n+ }\n+ else if (isBuy && priceThreshold > 0m)\n+ {\n+ priceThreshold = 1.0m / priceThreshold;\n+ }\n+ ExchangeOrderBook book = await GetOrderBookAsync(symbol, orderBookCount);\n+ if (book == null || (isBuy && book.Asks.Count == 0) || (!isBuy && book.Bids.Count == 0))\n+ {\n+ throw new APIException($\"Error getting order book for {symbol}\");\n+ }\n+ decimal counter = 0m;\n+ decimal highPrice = decimal.MinValue;\n+ decimal lowPrice = decimal.MaxValue;\n+ if (isBuy)\n+ {\n+ foreach (ExchangeOrderPrice ask in book.Asks)\n+ {\n+ counter += ask.Amount;\n+ highPrice = Math.Max(highPrice, ask.Price);\n+ lowPrice = Math.Min(lowPrice, ask.Price);\n+ if (counter >= amount)\n+ {\n+ break;\n+ }\n+ }\n+ }\n+ else\n+ {\n+ foreach (ExchangeOrderPrice bid in book.Bids)\n+ {\n+ counter += bid.Amount;\n+ highPrice = Math.Max(highPrice, bid.Price);\n+ lowPrice = Math.Min(lowPrice, bid.Price);\n+ if (counter >= amount)\n+ {\n+ break;\n+ }\n+ }\n+ }\n+ if (abortIfOrderBookTooSmall && counter < amount)\n+ {\n+ throw new APIException($\"{(isBuy ? \"Buy\" : \"Sell\") } order for {symbol} and amount {amount} cannot be fulfilled because the order book is too thin.\");\n+ }\n+ else if (lowPrice / highPrice < thresholdToAbort)\n+ {\n+ throw new APIException($\"{(isBuy ? \"Buy\" : \"Sell\")} order for {symbol} and amount {amount} would place for a price below threshold of {thresholdToAbort}, aborting.\");\n+ }\n+ ExchangeOrderRequest request = new ExchangeOrderRequest\n+ {\n+ Amount = amount,\n+ OrderType = OrderType.Limit,\n+ Price = CryptoUtility.RoundAmount((isBuy ? highPrice : lowPrice) * priceThreshold),\n+ ShouldRoundAmount = true,\n+ Symbol = symbol\n+ };\n+ ExchangeOrderResult result = await PlaceOrderAsync(request);\n+\n+ // wait about 10 seconds until the order is fulfilled\n+ int i = 0;\n+ const int maxTries = 20; // 500 ms for each try\n+ for (; i < maxTries; i++)\n+ {\n+ await System.Threading.Tasks.Task.Delay(500);\n+ result = await GetOrderDetailsAsync(result.OrderId, symbol);\n+ switch (result.Result)\n+ {\n+ case ExchangeAPIOrderResult.Filled:\n+ case ExchangeAPIOrderResult.Canceled:\n+ case ExchangeAPIOrderResult.Error:\n+ break;\n+ }\n+ }\n+\n+ if (i == maxTries)\n+ {\n+ throw new APIException($\"{(isBuy ? \"Buy\" : \"Sell\")} order for {symbol} and amount {amount} timed out and may not have been fulfilled\");\n+ }\n+\n+ return result;\n+ }\n}\n/// <summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add safe market order function to ExchangeAPI
|
329,148 |
17.05.2018 09:50:23
| 21,600 |
04793cda38ce0789b7e5039c47853729cdde2c93
|
Set fees currency
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -45,6 +45,7 @@ namespace ExchangeSharp\ndecimal price = result[\"price\"].ConvertInvariant<decimal>();\ndecimal averagePrice = (amountFilled <= 0m ? 0m : executedValue / amountFilled);\ndecimal fees = result[\"fill_fees\"].ConvertInvariant<decimal>();\n+ string symbol = result[\"id\"].ToStringInvariant();\nExchangeOrderResult order = new ExchangeOrderResult\n{\n@@ -52,10 +53,11 @@ namespace ExchangeSharp\nAmountFilled = amountFilled,\nPrice = price,\nFees = fees,\n+ FeesCurrency = symbol.Substring(0, symbol.IndexOf('-')),\nAveragePrice = averagePrice,\nIsBuy = (result[\"side\"].ToStringInvariant() == \"buy\"),\nOrderDate = ConvertDateTimeInvariant(result[\"created_at\"]),\n- Symbol = result[\"product_id\"].ToStringInvariant(),\n+ Symbol = symbol,\nOrderId = result[\"id\"].ToStringInvariant()\n};\nswitch (result[\"status\"].ToStringInvariant())\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Set fees currency
|
329,112 |
17.05.2018 16:01:44
| 18,000 |
27c645902e7b98a132f4687288b41ee8f85a5b3b
|
Add IExchangeAPI.GetOrderBookWebSocket method, Binance and Poloniex implementations, and console test.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -320,6 +320,15 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\npublic virtual IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n+ /// <summary>\n+ /// Get top bids and asks via web socket\n+ /// </summary>\n+ /// <param name=\"symbol\">Ticker symbol</param>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public virtual IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20) => throw new NotImplementedException();\n+\n/// <summary>\n/// Get the details of all completed orders via web socket\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -224,6 +224,30 @@ namespace ExchangeSharp\n});\n}\n+ public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ {\n+ if (callback == null)\n+ {\n+ return null;\n+ }\n+\n+ var normalizedSymbol = NormalizeSymbol(symbol).ToLowerInvariant();\n+\n+ return ConnectWebSocket($\"/ws/{normalizedSymbol}@depth{maxCount}\", (msg, _socket) =>\n+ {\n+ try\n+ {\n+ JToken token = JToken.Parse(msg);\n+ var orderBook = ParseOrderBook(token);\n+ var sequenceNumber = token[\"lastUpdateId\"].ConvertInvariant<int>();\n+ callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(sequenceNumber, orderBook));\n+ }\n+ catch\n+ {\n+ }\n+ });\n+ }\n+\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\nsymbol = NormalizeSymbol(symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -428,6 +428,57 @@ namespace ExchangeSharp\n});\n}\n+ public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ {\n+ if (callback == null)\n+ {\n+ return null;\n+ }\n+\n+ var normalizedSymbol = NormalizeSymbol(symbol);\n+\n+ return ConnectWebSocket(string.Empty, (msg, _socket) =>\n+ {\n+ try\n+ {\n+ JToken token = JToken.Parse(msg);\n+ //return if this is a heartbeat message\n+ if (token[0].ConvertInvariant<int>() == 1010)\n+ return;\n+\n+ var seq = token[1].ConvertInvariant<int>();\n+ var dataArray = token[2];\n+ var orderBook = new ExchangeOrderBook();\n+ foreach (var data in dataArray)\n+ {\n+ var dataType = data[0];\n+ switch (dataType.ToStringInvariant())\n+ {\n+ //poloniex will initially send the entire order book, followed by updates\n+ case \"i\":\n+ var marketInfo = data[1];\n+ orderBook.Asks.AddRange(marketInfo[\"orderBook\"][0].Cast<JProperty>().Select(jToken => new ExchangeOrderPrice() { Amount = jToken.Name.ConvertInvariant<decimal>(), Price = jToken.Value.ToString().ConvertInvariant<decimal>() }));\n+ orderBook.Bids.AddRange(marketInfo[\"orderBook\"][1].Cast<JProperty>().Select(jToken => new ExchangeOrderPrice() { Amount = jToken.Name.ConvertInvariant<decimal>(), Price = jToken.Value.ToString().ConvertInvariant<decimal>() }));\n+ break;\n+ //removes or modifies an existing item on the order books\n+ case \"o\":\n+ (data[1].ConvertInvariant<int>() == 1 ? orderBook.Bids : orderBook.Asks)\n+ .Add(new ExchangeOrderPrice(){ Price = data[2].ConvertInvariant<decimal>(), Amount = data[3].ConvertInvariant<decimal>()});\n+ break;\n+ }\n+ }\n+ callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n+ }\n+ catch\n+ {\n+ }\n+ }, (_socket) =>\n+ {\n+ // subscribe to order book and trades channel for given symbol\n+ _socket.SendMessage($\"{{\\\"command\\\":\\\"subscribe\\\",\\\"channel\\\":\\\"{normalizedSymbol}\\\"}}\");\n+ });\n+ }\n+\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\n// {\"asks\":[[\"0.01021997\",22.83117932],[\"0.01022000\",82.3204],[\"0.01022480\",140],[\"0.01023054\",241.06436945],[\"0.01023057\",140]],\"bids\":[[\"0.01020233\",164.195],[\"0.01020232\",66.22565096],[\"0.01020200\",5],[\"0.01020010\",66.79296968],[\"0.01020000\",490.19563761]],\"isFrozen\":\"0\",\"seq\":147171861}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -216,6 +216,15 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\nIDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers);\n+ /// <summary>\n+ /// Get top bids and asks via web socket\n+ /// </summary>\n+ /// <param name=\"symbol\">Ticker symbol</param>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"maxCount\">Max count of bids and asks - not all exchanges will honor this parameter</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20);\n+\n/// <summary>\n/// Get pending orders. Depending on the exchange, the number of bids and asks will have different counts, typically 50-100.\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -94,6 +94,10 @@ namespace ExchangeSharpConsoleApp\n{\nRunWebSocket(dict);\n}\n+ else if (dict.ContainsKey(\"orderbook-websocket\"))\n+ {\n+ RunOrderBookWebSocket(dict);\n+ }\nelse if (dict.ContainsKey(\"getExchangeNames\"))\n{\nConsole.WriteLine(\"Supported exchanges: {0}\", string.Join(\", \", ExchangeName.ExchangeNames));\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -84,6 +84,30 @@ namespace ExchangeSharpConsoleApp\nsocket.Dispose();\n}\n+ private static void RunOrderBookWebSocket(Dictionary<string, string> dict)\n+ {\n+ RequireArgs(dict, \"exchangeName\", \"symbol\");\n+ var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\n+ if (api == null)\n+ {\n+ throw new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n+ }\n+\n+ var symbol = dict[\"symbol\"];\n+\n+ IDisposable socket = api.GetOrderBookWebSocket(symbol, message =>\n+ {\n+ //print the top bid and ask with amount\n+ var topBid = message.Data.Bids.FirstOrDefault();\n+ var topAsk = message.Data.Asks.FirstOrDefault();\n+ Console.WriteLine($\"[{symbol}:{message.SequenceNumber}] {topBid.Price} ({topBid.Amount}) | {topAsk.Price} ({topAsk.Amount})\");\n+ });\n+\n+ Console.WriteLine(\"Press any key to quit.\");\n+ Console.ReadKey();\n+ socket.Dispose();\n+ }\n+\npublic static void RunProcessEncryptedAPIKeys(Dictionary<string, string> dict)\n{\nRequireArgs(dict, \"path\", \"mode\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add IExchangeAPI.GetOrderBookWebSocket method, Binance and Poloniex implementations, and console test. (#135)
|
329,148 |
18.05.2018 21:47:35
| 21,600 |
48725f0746cd06209bb837789f3942caa7d5b42e
|
More historical bug fixes
Gemini and Poloniex now use historical trade helper, the historical trade helper now supports going from oldest trades to newest (i.e. Gemini).
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -196,6 +196,40 @@ namespace ExchangeSharp\npublic System.Func<DateTime, string> TimestampFunction { get; set; } // change date time to a url timestamp, use TimestampFunction or UrlFunction\npublic System.Func<HistoricalTradeHelperState, string> UrlFunction { get; set; } // allows returning a custom url, use TimestampFunction or UrlFunction\npublic System.Func<JToken, ExchangeTrade> ParseFunction { get; set; }\n+ public bool DirectionIsBackwards { get; set; } = true; // some exchanges support going from most recent to oldest, but others, like Gemini must go from oldest to newest\n+\n+ public void SetDates(out DateTime startDateMoving, out DateTime endDateMoving)\n+ {\n+ if (DirectionIsBackwards)\n+ {\n+ endDateMoving = EndDate.Value;\n+ startDateMoving = endDateMoving.Subtract(BlockTime);\n+ }\n+ else\n+ {\n+ startDateMoving = StartDate.Value;\n+ endDateMoving = startDateMoving.Add(BlockTime);\n+ }\n+ ClampDates(ref startDateMoving, ref endDateMoving);\n+ }\n+\n+ public void ClampDates(ref DateTime startDateMoving, ref DateTime endDateMoving)\n+ {\n+ if (DirectionIsBackwards)\n+ {\n+ if (startDateMoving < StartDate.Value)\n+ {\n+ startDateMoving = StartDate.Value;\n+ }\n+ }\n+ else\n+ {\n+ if (endDateMoving > EndDate.Value)\n+ {\n+ endDateMoving = EndDate.Value;\n+ }\n+ }\n+ }\n};\nprotected async Task HistoricalTradeHelperAsync(HistoricalTradeHelperState state)\n@@ -207,20 +241,14 @@ namespace ExchangeSharp\nExchangeTrade trade;\nstate.EndDate = (state.EndDate ?? DateTime.UtcNow);\nstate.StartDate = (state.StartDate ?? state.EndDate.Value.Subtract(state.BlockTime));\n- DateTime endDateMoving = state.EndDate.Value;\n- DateTime startDateMoving = endDateMoving.Subtract(state.BlockTime);\nstring startTimestamp;\nstring endTimestamp;\n- bool running = true;\n- if (startDateMoving < state.StartDate.Value)\n- {\n- startDateMoving = state.StartDate.Value;\n- }\nHashSet<long> previousTrades = new HashSet<long>();\nHashSet<long> tempTradeIds = new HashSet<long>();\nHashSet<long> tmpIds;\n+ state.SetDates(out DateTime startDateMoving, out DateTime endDateMoving);\n- while (running)\n+ while (true)\n{\n// format url and make request\nif (state.TimestampFunction != null)\n@@ -239,10 +267,6 @@ namespace ExchangeSharp\n}\nJToken obj = await MakeJsonRequestAsync<Newtonsoft.Json.Linq.JToken>(url);\nobj = CheckError(obj);\n- if (obj == null || obj.Count() == 0)\n- {\n- break;\n- }\n// don't add this temp trade as it may be outside of the date/time range\ntempTradeIds.Clear();\n@@ -253,10 +277,6 @@ namespace ExchangeSharp\n{\ntrades.Add(trade);\n}\n- else\n- {\n- running = (trade.Timestamp >= state.StartDate);\n- }\nif (trade.Id != 0)\n{\ntempTradeIds.Add(trade.Id);\n@@ -269,21 +289,38 @@ namespace ExchangeSharp\n// set dates to next block\nif (trades.Count == 0)\n+ {\n+ if (state.DirectionIsBackwards)\n{\n// no trades found, move the whole block back\nendDateMoving = startDateMoving.Subtract(state.BlockTime);\n}\nelse\n+ {\n+ // no trades found, move the whole block forward\n+ startDateMoving = endDateMoving.Add(state.BlockTime);\n+ }\n+ }\n+ else\n{\n// sort trades in descending order and callback\n+ if (state.DirectionIsBackwards)\n+ {\ntrades.Sort((t1, t2) => t2.Timestamp.CompareTo(t1.Timestamp));\n+ }\n+ else\n+ {\n+ trades.Sort((t1, t2) => t1.Timestamp.CompareTo(t2.Timestamp));\n+ }\nif (!state.Callback(trades))\n{\nbreak;\n}\n- // set end date to the date of the earliest trade of the block, use for next request\ntrade = trades[trades.Count - 1];\n+ if (state.DirectionIsBackwards)\n+ {\n+ // set end date to the date of the earliest trade of the block, use for next request\nif (state.MillisecondGranularity)\n{\nendDateMoving = trade.Timestamp.AddMilliseconds(-1.0);\n@@ -292,19 +329,40 @@ namespace ExchangeSharp\n{\nendDateMoving = trade.Timestamp.AddSeconds(-1.0);\n}\n-\n+ startDateMoving = endDateMoving.Subtract(state.BlockTime);\n+ }\n+ else\n+ {\n+ // set start date to the date of the latest trade of the block, use for next request\n+ if (state.MillisecondGranularity)\n+ {\n+ startDateMoving = trade.Timestamp.AddMilliseconds(1.0);\n+ }\n+ else\n+ {\n+ startDateMoving = trade.Timestamp.AddSeconds(1.0);\n+ }\n+ endDateMoving = startDateMoving.Add(state.BlockTime);\n+ }\ntrades.Clear();\n}\n-\n- startDateMoving = endDateMoving.Subtract(state.BlockTime);\n- if (running)\n+ // check for exit conditions\n+ if (state.DirectionIsBackwards)\n{\nif (endDateMoving < state.StartDate.Value)\n{\nbreak;\n}\n- await Task.Delay(state.DelayMilliseconds);\n}\n+ else\n+ {\n+ if (startDateMoving > state.EndDate.Value)\n+ {\n+ break;\n+ }\n+ }\n+ state.ClampDates(ref startDateMoving, ref endDateMoving);\n+ await Task.Delay(state.DelayMilliseconds);\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -138,50 +138,28 @@ namespace ExchangeSharp\nprotected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n- const int maxCount = 100;\n- symbol = NormalizeSymbol(symbol);\n- string baseUrl = \"/trades/\" + symbol + \"?limit_trades=\" + maxCount;\n- string url;\n- List<ExchangeTrade> trades = new List<ExchangeTrade>();\n- while (true)\n- {\n- url = baseUrl;\n- if (startDate != null)\n- {\n- url += \"×tamp=\" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(startDate.Value).ToStringInvariant();\n- }\n- JArray obj = await MakeJsonRequestAsync<Newtonsoft.Json.Linq.JArray>(url);\n- if (obj == null || obj.Count == 0)\n- {\n- break;\n- }\n- if (startDate != null)\n+ HistoricalTradeHelperState state = new HistoricalTradeHelperState\n{\n- startDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(obj.First[\"timestampms\"].ConvertInvariant<long>());\n- }\n- foreach (JToken token in obj)\n+ Callback = callback,\n+ DirectionIsBackwards = false,\n+ EndDate = endDate,\n+ ParseFunction = (JToken token) =>\n{\n- trades.Add(new ExchangeTrade\n+ return new ExchangeTrade\n{\nAmount = token[\"amount\"].ConvertInvariant<decimal>(),\nPrice = token[\"price\"].ConvertInvariant<decimal>(),\nTimestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"timestampms\"].ConvertInvariant<long>()),\nId = token[\"tid\"].ConvertInvariant<long>(),\nIsBuy = token[\"type\"].ToStringInvariant() == \"buy\"\n- });\n- }\n- trades.Sort((t1, t2) => t1.Timestamp.CompareTo(t2.Timestamp));\n- if (!callback(trades))\n- {\n- break;\n- }\n- trades.Clear();\n- if (obj.Count < maxCount || startDate == null)\n- {\n- break;\n- }\n- Task.Delay(1000).Wait();\n- }\n+ };\n+ },\n+ StartDate = startDate,\n+ Symbol = symbol,\n+ TimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(dt)).ToStringInvariant(),\n+ Url = \"/trades/[symbol]?limit_trades=100×tamp={0}\"\n+ };\n+ await HistoricalTradeHelperAsync(state);\n}\nprotected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -513,7 +513,7 @@ namespace ExchangeSharp\n};\n},\nStartDate = startDate,\n- Symbol = NormalizeSymbol(symbol),\n+ Symbol = symbol,\nTimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeSeconds(dt)).ToStringInvariant(),\nUrl = \"/public?command=returnTradeHistory¤cyPair=[symbol]&start={0}&end={1}\"\n};\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Export.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Export.cs",
"diff": "@@ -40,7 +40,7 @@ namespace ExchangeSharpConsoleApp\n{\nforeach (ExchangeTrade trade in trades)\n{\n- Console.WriteLine(\"Trade at timestamp {0}: {1}/{2}/{3}\", trade.Timestamp, trade.Id, trade.Price, trade.Amount);\n+ Console.WriteLine(\"Trade at timestamp {0}: {1}/{2}/{3}\", trade.Timestamp.ToLocalTime(), trade.Id, trade.Price, trade.Amount);\n}\nreturn true;\n}, symbol, startDate, endDate);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
More historical bug fixes
Gemini and Poloniex now use historical trade helper, the historical trade helper now supports going from oldest trades to newest (i.e. Gemini).
|
329,158 |
19.05.2018 23:27:51
| -28,800 |
7d432a52f76c5f8ff9a527bd70ca846a102ffc4a
|
Add Okex GetOrderBookWebSocket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -22,6 +22,7 @@ namespace ExchangeSharp\npublic sealed class ExchangeOkexAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://www.okex.com/api/v1\";\n+ public override string BaseUrlWebSocket { get; set; } = \"wss://real.okex.com:10441/websocket\";\npublic override string Name => ExchangeName.Okex;\npublic string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2\";\n@@ -137,6 +138,95 @@ namespace ExchangeSharp\nreturn ParseTicker(data.Item2, data.Item1);\n}\n+ public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ {\n+ if (callback == null)\n+ {\n+ return null;\n+ }\n+\n+ var normalizedSymbol = NormalizeSymbol(symbol);\n+\n+ return ConnectWebSocket(string.Empty, (msg, _socket) =>\n+ {\n+ /*\n+{[\n+ {\n+ \"binary\": 0,\n+ \"channel\": \"addChannel\",\n+ \"data\": {\n+ \"result\": true,\n+ \"channel\": \"ok_sub_spot_bch_btc_depth_5\"\n+ }\n+ }\n+]}\n+\n+\n+\n+{[\n+ {\n+ \"data\": {\n+ \"asks\": [\n+ [\n+ \"8364.1163\",\n+ \"0.005\"\n+ ],\n+\n+ ],\n+ \"bids\": [\n+ [\n+ \"8335.99\",\n+ \"0.01837999\"\n+ ],\n+ [\n+ \"8335.9899\",\n+ \"0.06\"\n+ ],\n+ ],\n+ \"timestamp\": 1526734386064\n+ },\n+ \"binary\": 0,\n+ \"channel\": \"ok_sub_spot_btc_usdt_depth_20\"\n+ }\n+]}\n+\n+ */\n+ try\n+ {\n+ JToken token = JToken.Parse(msg);\n+ token = token[0];\n+ var channel = token[\"channel\"];\n+ if(channel.ToStringInvariant().Equals(\"addChannel\",StringComparison.CurrentCultureIgnoreCase))\n+ return;\n+\n+ var data = token[\"data\"];\n+\n+ var seq = data[\"timestamp\"].ConvertInvariant<long>();\n+ var orderBook = new ExchangeOrderBook();\n+ foreach (JArray array in data[\"asks\"])\n+ {\n+ orderBook.Asks.Add(new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() });\n+ }\n+ orderBook.Asks.Sort((a1, a2) => a1.Price.CompareTo(a2.Price));\n+ foreach (JArray array in data[\"bids\"])\n+ {\n+ orderBook.Bids.Add(new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() });\n+ }\n+\n+ callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n+ }\n+ catch\n+ {\n+ }\n+ }, (_socket) =>\n+ {\n+ // subscribe to order book and trades channel for given symbol\n+ string channel = $\"ok_sub_spot_{normalizedSymbol}_depth_{maxCount}\";\n+ string msg = $\"{{\\'event\\':\\'addChannel\\',\\'channel\\':\\'{channel}\\'}}\";\n+ _socket.SendMessage(msg);\n+ });\n+ }\n+\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\nvar token = await MakeRequestOkexAsync(symbol, \"/depth.do?symbol=$SYMBOL$\");\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Model/ExchangeSequencedWebsocketMessage.cs",
"new_path": "ExchangeSharp/Model/ExchangeSequencedWebsocketMessage.cs",
"diff": "{\npublic class ExchangeSequencedWebsocketMessage<T>\n{\n- public ExchangeSequencedWebsocketMessage(int sequenceNumber, T data)\n+ public ExchangeSequencedWebsocketMessage(long sequenceNumber, T data)\n{\nSequenceNumber = sequenceNumber;\nData = data;\n#region Properties\n- public int SequenceNumber { get; }\n+ public long SequenceNumber { get; }\npublic T Data { get; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add Okex GetOrderBookWebSocket (#137)
|
329,148 |
19.05.2018 09:39:10
| 21,600 |
acda1556ada07585a3dde2fb2b476e07aa2423ee
|
Historical trade helper and pull request cleanup
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -185,6 +185,8 @@ namespace ExchangeSharp\nprotected class HistoricalTradeHelperState\n{\n+ private ExchangeAPI api;\n+\npublic System.Func<IEnumerable<ExchangeTrade>, bool> Callback { get; set; }\npublic string Symbol { get; set; }\npublic DateTime? StartDate { get; set; }\n@@ -198,82 +200,70 @@ namespace ExchangeSharp\npublic System.Func<JToken, ExchangeTrade> ParseFunction { get; set; }\npublic bool DirectionIsBackwards { get; set; } = true; // some exchanges support going from most recent to oldest, but others, like Gemini must go from oldest to newest\n- public void SetDates(out DateTime startDateMoving, out DateTime endDateMoving)\n- {\n- if (DirectionIsBackwards)\n- {\n- endDateMoving = EndDate.Value;\n- startDateMoving = endDateMoving.Subtract(BlockTime);\n- }\n- else\n+ public HistoricalTradeHelperState(ExchangeAPI api)\n{\n- startDateMoving = StartDate.Value;\n- endDateMoving = startDateMoving.Add(BlockTime);\n- }\n- ClampDates(ref startDateMoving, ref endDateMoving);\n+ this.api = api;\n}\n- public void ClampDates(ref DateTime startDateMoving, ref DateTime endDateMoving)\n+ public async Task ProcessHistoricalTrades()\n{\n- if (DirectionIsBackwards)\n- {\n- if (startDateMoving < StartDate.Value)\n+ if (Callback == null)\n{\n- startDateMoving = StartDate.Value;\n+ throw new ArgumentException(\"Missing required parameter\", nameof(Callback));\n}\n- }\n- else\n- {\n- if (endDateMoving > EndDate.Value)\n+ else if (TimestampFunction == null && UrlFunction == null)\n{\n- endDateMoving = EndDate.Value;\n+ throw new ArgumentException(\"Missing required parameters\", nameof(TimestampFunction) + \",\" + nameof(UrlFunction));\n}\n+ else if (ParseFunction == null)\n+ {\n+ throw new ArgumentException(\"Missing required parameter\", nameof(ParseFunction));\n}\n+ else if (string.IsNullOrWhiteSpace(Url))\n+ {\n+ throw new ArgumentException(\"Missing required parameter\", nameof(Url));\n}\n- };\n- protected async Task HistoricalTradeHelperAsync(HistoricalTradeHelperState state)\n- {\n- state.Symbol = NormalizeSymbol(state.Symbol);\n+ Symbol = api.NormalizeSymbol(Symbol);\nstring url;\n- state.Url = state.Url.Replace(\"[symbol]\", state.Symbol);\n+ Url = Url.Replace(\"[symbol]\", Symbol);\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\nExchangeTrade trade;\n- state.EndDate = (state.EndDate ?? DateTime.UtcNow);\n- state.StartDate = (state.StartDate ?? state.EndDate.Value.Subtract(state.BlockTime));\n+ EndDate = (EndDate ?? DateTime.UtcNow);\n+ StartDate = (StartDate ?? EndDate.Value.Subtract(BlockTime));\nstring startTimestamp;\nstring endTimestamp;\nHashSet<long> previousTrades = new HashSet<long>();\nHashSet<long> tempTradeIds = new HashSet<long>();\nHashSet<long> tmpIds;\n- state.SetDates(out DateTime startDateMoving, out DateTime endDateMoving);\n+ SetDates(out DateTime startDateMoving, out DateTime endDateMoving);\nwhile (true)\n{\n// format url and make request\n- if (state.TimestampFunction != null)\n+ if (TimestampFunction != null)\n{\n- startTimestamp = state.TimestampFunction(startDateMoving);\n- endTimestamp = state.TimestampFunction(endDateMoving);\n- url = string.Format(state.Url, startTimestamp, endTimestamp);\n+ startTimestamp = TimestampFunction(startDateMoving);\n+ endTimestamp = TimestampFunction(endDateMoving);\n+ url = string.Format(Url, startTimestamp, endTimestamp);\n}\n- else if (state.UrlFunction != null)\n+ else if (UrlFunction != null)\n{\n- url = state.UrlFunction(state);\n+ url = UrlFunction(this);\n}\nelse\n{\nthrow new InvalidOperationException(\"TimestampFunction or UrlFunction must be specified\");\n}\n- JToken obj = await MakeJsonRequestAsync<Newtonsoft.Json.Linq.JToken>(url);\n- obj = CheckError(obj);\n+ JToken obj = await api.MakeJsonRequestAsync<Newtonsoft.Json.Linq.JToken>(url);\n+ obj = api.CheckError(obj);\n// don't add this temp trade as it may be outside of the date/time range\ntempTradeIds.Clear();\nforeach (JToken token in obj)\n{\n- trade = state.ParseFunction(token);\n- if (!previousTrades.Contains(trade.Id) && trade.Timestamp >= state.StartDate.Value && trade.Timestamp <= state.EndDate.Value)\n+ trade = ParseFunction(token);\n+ if (!previousTrades.Contains(trade.Id) && trade.Timestamp >= StartDate.Value && trade.Timestamp <= EndDate.Value)\n{\ntrades.Add(trade);\n}\n@@ -290,21 +280,21 @@ namespace ExchangeSharp\n// set dates to next block\nif (trades.Count == 0)\n{\n- if (state.DirectionIsBackwards)\n+ if (DirectionIsBackwards)\n{\n// no trades found, move the whole block back\n- endDateMoving = startDateMoving.Subtract(state.BlockTime);\n+ endDateMoving = startDateMoving.Subtract(BlockTime);\n}\nelse\n{\n// no trades found, move the whole block forward\n- startDateMoving = endDateMoving.Add(state.BlockTime);\n+ startDateMoving = endDateMoving.Add(BlockTime);\n}\n}\nelse\n{\n// sort trades in descending order and callback\n- if (state.DirectionIsBackwards)\n+ if (DirectionIsBackwards)\n{\ntrades.Sort((t1, t2) => t2.Timestamp.CompareTo(t1.Timestamp));\n}\n@@ -312,16 +302,16 @@ namespace ExchangeSharp\n{\ntrades.Sort((t1, t2) => t1.Timestamp.CompareTo(t2.Timestamp));\n}\n- if (!state.Callback(trades))\n+ if (!Callback(trades))\n{\nbreak;\n}\ntrade = trades[trades.Count - 1];\n- if (state.DirectionIsBackwards)\n+ if (DirectionIsBackwards)\n{\n// set end date to the date of the earliest trade of the block, use for next request\n- if (state.MillisecondGranularity)\n+ if (MillisecondGranularity)\n{\nendDateMoving = trade.Timestamp.AddMilliseconds(-1.0);\n}\n@@ -329,12 +319,12 @@ namespace ExchangeSharp\n{\nendDateMoving = trade.Timestamp.AddSeconds(-1.0);\n}\n- startDateMoving = endDateMoving.Subtract(state.BlockTime);\n+ startDateMoving = endDateMoving.Subtract(BlockTime);\n}\nelse\n{\n// set start date to the date of the latest trade of the block, use for next request\n- if (state.MillisecondGranularity)\n+ if (MillisecondGranularity)\n{\nstartDateMoving = trade.Timestamp.AddMilliseconds(1.0);\n}\n@@ -342,29 +332,63 @@ namespace ExchangeSharp\n{\nstartDateMoving = trade.Timestamp.AddSeconds(1.0);\n}\n- endDateMoving = startDateMoving.Add(state.BlockTime);\n+ endDateMoving = startDateMoving.Add(BlockTime);\n}\ntrades.Clear();\n}\n// check for exit conditions\n- if (state.DirectionIsBackwards)\n+ if (DirectionIsBackwards)\n{\n- if (endDateMoving < state.StartDate.Value)\n+ if (endDateMoving < StartDate.Value)\n{\nbreak;\n}\n}\nelse\n{\n- if (startDateMoving > state.EndDate.Value)\n+ if (startDateMoving > EndDate.Value)\n{\nbreak;\n}\n}\n- state.ClampDates(ref startDateMoving, ref endDateMoving);\n- await Task.Delay(state.DelayMilliseconds);\n+ ClampDates(ref startDateMoving, ref endDateMoving);\n+ await Task.Delay(DelayMilliseconds);\n+ }\n+ }\n+\n+ private void SetDates(out DateTime startDateMoving, out DateTime endDateMoving)\n+ {\n+ if (DirectionIsBackwards)\n+ {\n+ endDateMoving = EndDate.Value;\n+ startDateMoving = endDateMoving.Subtract(BlockTime);\n+ }\n+ else\n+ {\n+ startDateMoving = StartDate.Value;\n+ endDateMoving = startDateMoving.Add(BlockTime);\n+ }\n+ ClampDates(ref startDateMoving, ref endDateMoving);\n+ }\n+\n+ private void ClampDates(ref DateTime startDateMoving, ref DateTime endDateMoving)\n+ {\n+ if (DirectionIsBackwards)\n+ {\n+ if (startDateMoving < StartDate.Value)\n+ {\n+ startDateMoving = StartDate.Value;\n+ }\n+ }\n+ else\n+ {\n+ if (endDateMoving > EndDate.Value)\n+ {\n+ endDateMoving = EndDate.Value;\n}\n}\n+ }\n+ };\n#endregion API implementation\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -269,7 +269,7 @@ namespace ExchangeSharp\n\"M\": true // Was the trade the best price match?\n} ] */\n- HistoricalTradeHelperState state = new HistoricalTradeHelperState\n+ HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)\n{\nCallback = callback,\nEndDate = endDate,\n@@ -290,7 +290,7 @@ namespace ExchangeSharp\nTimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(dt)).ToStringInvariant(),\nUrl = \"/aggTrades?symbol=[symbol]&startTime={0}&endTime={1}\",\n};\n- await HistoricalTradeHelperAsync(state);\n+ await state.ProcessHistoricalTrades();\n}\nprotected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -278,7 +278,7 @@ namespace ExchangeSharp\n}]\n*/\n- HistoricalTradeHelperState state = new HistoricalTradeHelperState\n+ HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)\n{\nCallback = callback,\nEndDate = endDate,\n@@ -301,7 +301,7 @@ namespace ExchangeSharp\nreturn _state.Url + (string.IsNullOrWhiteSpace(cursorBefore) ? string.Empty : \"?before=\" + cursorBefore.ToStringInvariant());\n}\n};\n- await HistoricalTradeHelperAsync(state);\n+ await state.ProcessHistoricalTrades();\n}\nprotected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string symbol)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -138,7 +138,7 @@ namespace ExchangeSharp\nprotected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n- HistoricalTradeHelperState state = new HistoricalTradeHelperState\n+ HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)\n{\nCallback = callback,\nDirectionIsBackwards = false,\n@@ -159,7 +159,7 @@ namespace ExchangeSharp\nTimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(dt)).ToStringInvariant(),\nUrl = \"/trades/[symbol]?limit_trades=100×tamp={0}\"\n};\n- await HistoricalTradeHelperAsync(state);\n+ await state.ProcessHistoricalTrades();\n}\nprotected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -196,8 +196,10 @@ namespace ExchangeSharp\nJToken token = JToken.Parse(msg);\ntoken = token[0];\nvar channel = token[\"channel\"];\n- if(channel.ToStringInvariant().Equals(\"addChannel\",StringComparison.CurrentCultureIgnoreCase))\n+ if (channel.ToStringInvariant().EqualsWithOption(\"addChannel\"))\n+ {\nreturn;\n+ }\nvar data = token[\"data\"];\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -496,7 +496,7 @@ namespace ExchangeSharp\nprotected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n// [{\"globalTradeID\":245321705,\"tradeID\":11501281,\"date\":\"2017-10-20 17:39:17\",\"type\":\"buy\",\"rate\":\"0.01022188\",\"amount\":\"0.00954454\",\"total\":\"0.00009756\"},...]\n- HistoricalTradeHelperState state = new HistoricalTradeHelperState\n+ HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)\n{\nCallback = callback,\nEndDate = endDate,\n@@ -517,7 +517,7 @@ namespace ExchangeSharp\nTimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeSeconds(dt)).ToStringInvariant(),\nUrl = \"/public?command=returnTradeHistory¤cyPair=[symbol]&start={0}&end={1}\"\n};\n- await HistoricalTradeHelperAsync(state);\n+ await state.ProcessHistoricalTrades();\n}\nprotected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -67,6 +67,22 @@ namespace ExchangeSharp\nreturn ToStringInvariant(obj).ToLowerInvariant();\n}\n+ /// <summary>\n+ /// Convenience method to compare strings. The default uses OrginalIgnoreCase.\n+ /// </summary>\n+ /// <param name=\"s\">String</param>\n+ /// <param name=\"other\">Other string</param>\n+ /// <param name=\"option\">Option</param>\n+ /// <returns>True if equal, false if not</returns>\n+ public static bool EqualsWithOption(this string s, string other, StringComparison option = StringComparison.OrdinalIgnoreCase)\n+ {\n+ if (s == null || other == null)\n+ {\n+ return false;\n+ }\n+ return s.Equals(other, option);\n+ }\n+\n/// <summary>\n/// Convert a DateTime and set the kind using the DateTimeKind property.\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Historical trade helper and pull request cleanup
|
329,158 |
20.05.2018 03:10:47
| -28,800 |
97c5ad5c0eb2dde604d30eda7163053b72adff69
|
Add Huobi GetOrderBookWebSocket
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -17,6 +17,8 @@ using System.Net;\nusing System.Text;\nusing System.Threading.Tasks;\nusing System.Linq;\n+using System.IO;\n+using System.IO.Compression;\nnamespace ExchangeSharp\n{\n@@ -29,6 +31,8 @@ namespace ExchangeSharp\npublic string PrivateUrlV1 { get; set; } = \"https://api.huobipro.com/v1\";\npublic string AccountType { get; set; } = \"spot\";\n+ private int SubId = 0;\n+\npublic ExchangeHuobiAPI()\n{\nRequestContentType = \"application/x-www-form-urlencoded\";\n@@ -232,6 +236,97 @@ namespace ExchangeSharp\nthrow new NotImplementedException(\"Too many pairs and this exchange does not support a single call to get all the tickers\");\n}\n+ public override IDisposable GetOrderBookWebSocket(string symbol, Action<ExchangeSequencedWebsocketMessage<ExchangeOrderBook>> callback, int maxCount = 20)\n+ {\n+ if (callback == null)\n+ {\n+ return null;\n+ }\n+\n+ var normalizedSymbol = NormalizeSymbol(symbol);\n+\n+ return ConnectWebSocket(string.Empty, (msg, _socket) =>\n+ {\n+ /*\n+{{\n+ \"id\": \"id1\",\n+ \"status\": \"ok\",\n+ \"subbed\": \"market.btcusdt.depth.step0\",\n+ \"ts\": 1526749164133\n+}}\n+\n+\n+{{\n+ \"ch\": \"market.btcusdt.depth.step0\",\n+ \"ts\": 1526749254037,\n+ \"tick\": {\n+ \"bids\": [\n+ [\n+ 8268.3,\n+ 0.101\n+ ],\n+ [\n+ 8268.29,\n+ 0.8248\n+ ],\n+\n+ ],\n+ \"asks\": [\n+ [\n+ 8275.07,\n+ 0.1961\n+ ],\n+\n+ [\n+ 8337.1,\n+ 0.5803\n+ ]\n+ ],\n+ \"ts\": 1526749254016,\n+ \"version\": 7664175145\n+ }\n+}}\n+ */\n+ try\n+ {\n+ var str = Encoding.UTF8.GetString(Decompress(msg));\n+ JToken token = JToken.Parse(str);\n+\n+ if (token[\"status\"] != null)\n+ return;\n+ if (token[\"ping\"] != null)\n+ {\n+ _socket.SendMessage(str.Replace(\"ping\", \"pong\"));\n+ return;\n+ }\n+\n+ var tick = token[\"tick\"];\n+\n+ var seq = token[\"ts\"].ConvertInvariant<long>();\n+ var orderBook = new ExchangeOrderBook();\n+ foreach (JArray array in tick[\"bids\"])\n+ {\n+ orderBook.Bids.Add(new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() });\n+ }\n+ foreach (JArray array in tick[\"asks\"])\n+ {\n+ orderBook.Asks.Add(new ExchangeOrderPrice { Price = array[0].ConvertInvariant<decimal>(), Amount = array[1].ConvertInvariant<decimal>() });\n+ }\n+\n+ callback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n+ }\n+ catch (Exception ex)\n+ {\n+ }\n+ }, (_socket) =>\n+ {\n+ // subscribe to order book and trades channel for given symbol\n+ string channel = $\"market.{normalizedSymbol}.depth.step0\";\n+ string msg = $\"{{\\\"sub\\\":\\\"{channel}\\\",\\\"id\\\":\\\"id{++SubId}\\\"}}\";\n+ _socket.SendMessage(msg);\n+ });\n+ }\n+\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\n/*\n@@ -714,6 +809,21 @@ namespace ExchangeSharp\nreturn result;\n}\n+ public static byte[] Decompress(byte[] bytes)\n+ {\n+ using (var compressStream = new MemoryStream(bytes))\n+ {\n+ using (var zipStream = new GZipStream(compressStream, CompressionMode.Decompress))\n+ {\n+ using (var resultStream = new MemoryStream())\n+ {\n+ zipStream.CopyTo(resultStream);\n+ return resultStream.ToArray();\n+ }\n+ }\n+ }\n+ }\n+\n#endregion\n}\n}\n\\ No newline at end of file\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add Huobi GetOrderBookWebSocket (#141)
|
329,148 |
19.05.2018 13:16:37
| 21,600 |
00e04dde1d3654540462017aac0c8273d270e635
|
Pull request cleanup, gzip convenience method
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeHuobiAPI.cs",
"diff": "@@ -289,19 +289,20 @@ namespace ExchangeSharp\n*/\ntry\n{\n- var str = Encoding.UTF8.GetString(Decompress(msg));\n+ var str = msg.UTF8StringFromGzip();\nJToken token = JToken.Parse(str);\nif (token[\"status\"] != null)\n+ {\nreturn;\n- if (token[\"ping\"] != null)\n+ }\n+ else if (token[\"ping\"] != null)\n{\n_socket.SendMessage(str.Replace(\"ping\", \"pong\"));\nreturn;\n}\nvar tick = token[\"tick\"];\n-\nvar seq = token[\"ts\"].ConvertInvariant<long>();\nvar orderBook = new ExchangeOrderBook();\nforeach (JArray array in tick[\"bids\"])\n@@ -315,8 +316,9 @@ namespace ExchangeSharp\ncallback(new ExchangeSequencedWebsocketMessage<ExchangeOrderBook>(seq, orderBook));\n}\n- catch (Exception ex)\n+ catch\n{\n+ // TODO: Why are we catching and not handling exceptions here?\n}\n}, (_socket) =>\n{\n@@ -809,21 +811,6 @@ namespace ExchangeSharp\nreturn result;\n}\n- public static byte[] Decompress(byte[] bytes)\n- {\n- using (var compressStream = new MemoryStream(bytes))\n- {\n- using (var zipStream = new GZipStream(compressStream, CompressionMode.Decompress))\n- {\n- using (var resultStream = new MemoryStream())\n- {\n- zipStream.CopyTo(resultStream);\n- return resultStream.ToArray();\n- }\n- }\n- }\n- }\n-\n#endregion\n}\n}\n\\ No newline at end of file\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -17,6 +17,7 @@ namespace ExchangeSharp\nusing System.Collections.Generic;\nusing System.Globalization;\nusing System.IO;\n+ using System.IO.Compression;\nusing System.Linq;\nusing System.Runtime.InteropServices;\nusing System.Security;\n@@ -93,6 +94,36 @@ namespace ExchangeSharp\nreturn (bytes == null ? string.Empty : Encoding.UTF8.GetString(bytes));\n}\n+ /// <summary>\n+ /// Convenience method to get utf-8 string from gzipped bytes\n+ /// </summary>\n+ /// <param name=\"bytes\">Gzipped bytes</param>\n+ /// <returns>UTF-8 string or empty string if bytes is null or empty</returns>\n+ public static string UTF8StringFromGzip(this byte[] bytes)\n+ {\n+ return (bytes == null ? string.Empty : Encoding.UTF8.GetString(DecompressGzip(bytes)));\n+ }\n+\n+ /// <summary>\n+ /// Decompress gzip bytes\n+ /// </summary>\n+ /// <param name=\"bytes\">Bytes that are gzipped</param>\n+ /// <returns>Uncompressed bytes</returns>\n+ public static byte[] DecompressGzip(byte[] bytes)\n+ {\n+ using (var compressStream = new MemoryStream(bytes))\n+ {\n+ using (var zipStream = new GZipStream(compressStream, CompressionMode.Decompress))\n+ {\n+ using (var resultStream = new MemoryStream())\n+ {\n+ zipStream.CopyTo(resultStream);\n+ return resultStream.ToArray();\n+ }\n+ }\n+ }\n+ }\n+\n/// <summary>\n/// Convert a DateTime and set the kind using the DateTimeKind property.\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Pull request cleanup, gzip convenience method
|
329,148 |
19.05.2018 15:17:28
| 21,600 |
56bc7414b9caed68b4760fef2638af2029ad518c
|
Update nuget, remove redundant namespaces
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/BaseAPI.cs",
"new_path": "ExchangeSharp/API/BaseAPI.cs",
"diff": "@@ -357,7 +357,7 @@ namespace ExchangeSharp\n/// <param name=\"messageCallback\">Callback for messages</param>\n/// <param name=\"connectCallback\">Connect callback</param>\n/// <returns>Web socket - dispose of the wrapper to shutdown the socket</returns>\n- public WebSocketWrapper ConnectWebSocket(string url, System.Action<byte[], WebSocketWrapper> messageCallback, System.Action<WebSocketWrapper> connectCallback = null)\n+ public WebSocketWrapper ConnectWebSocket(string url, Action<byte[], WebSocketWrapper> messageCallback, Action<WebSocketWrapper> connectCallback = null)\n{\nstring fullUrl = BaseUrlWebSocket + (url ?? string.Empty);\nreturn new WebSocketWrapper(fullUrl, messageCallback, TimeSpan.FromSeconds(30.0), connectCallback);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -563,7 +563,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"tickers\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public virtual IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n+ public virtual IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers) => throw new NotImplementedException();\n/// <summary>\n/// Get top bids and asks via web socket\n@@ -579,7 +579,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- public virtual IDisposable GetCompletedOrderDetailsWebSocket(System.Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\n+ public virtual IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback) => throw new NotImplementedException();\n/// <summary>\n/// Gets currencies and related data such as IsEnabled and TxFee (if available)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -195,7 +195,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -216,7 +216,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n@@ -469,7 +469,7 @@ namespace ExchangeSharp\nreturn orders;\n}\n- public override IDisposable GetCompletedOrderDetailsWebSocket(System.Action<ExchangeOrderResult> callback)\n+ public override IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -201,7 +201,7 @@ namespace ExchangeSharp\n};\n}\n- public override IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null) return null;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLogger.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLogger.cs",
"diff": "@@ -203,10 +203,10 @@ namespace ExchangeSharp\n/// <param name=\"terminateAction\">Call this when the process is about to exit, like a WM_CLOSE message on Windows.</param>\n/// <param name=\"compress\">Whether to compress the log files</param>\n/// <param name=\"exchangeNamesAndSymbols\">Exchange names and symbols to log</param>\n- public static void LogExchanges(string path, float intervalSeconds, out System.Action terminateAction, bool compress, params string[] exchangeNamesAndSymbols)\n+ public static void LogExchanges(string path, float intervalSeconds, out Action terminateAction, bool compress, params string[] exchangeNamesAndSymbols)\n{\nbool terminating = false;\n- System.Action terminator = null;\n+ Action terminator = null;\npath = (string.IsNullOrWhiteSpace(path) ? \"./\" : path);\nDictionary<ExchangeLogger, int> errors = new Dictionary<ExchangeLogger, int>();\nList<ExchangeLogger> loggers = new List<ExchangeLogger>();\n@@ -323,12 +323,12 @@ namespace ExchangeSharp\n/// <summary>\n/// Event that fires when there is an error\n/// </summary>\n- public event System.Action<ExchangeLogger, Exception> Error;\n+ public event Action<ExchangeLogger, Exception> Error;\n/// <summary>\n/// Event that fires when new log data is available\n/// </summary>\n- public event System.Action<ExchangeLogger> DataAvailable;\n+ public event Action<ExchangeLogger> DataAvailable;\n/// <summary>\n/// Latest tickers\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -364,7 +364,7 @@ namespace ExchangeSharp\nreturn tickers;\n}\n- public override IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ public override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -214,7 +214,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"tickers\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetTickersWebSocket(System.Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers);\n+ IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers);\n/// <summary>\n/// Get top bids and asks via web socket\n@@ -396,7 +396,7 @@ namespace ExchangeSharp\n/// </summary>\n/// <param name=\"callback\">Callback</param>\n/// <returns>Web socket, call Dispose to close</returns>\n- IDisposable GetCompletedOrderDetailsWebSocket(System.Action<ExchangeOrderResult> callback);\n+ IDisposable GetCompletedOrderDetailsWebSocket(Action<ExchangeOrderResult> callback);\n/// <summary>\n/// Cancel an order, an exception is thrown if failure\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -33,9 +33,9 @@ namespace ExchangeSharp\nprivate readonly CancellationToken _cancellationToken;\nprivate readonly BlockingCollection<object> _messageQueue = new BlockingCollection<object>(new ConcurrentQueue<object>());\n- private System.Action<byte[], WebSocketWrapper> _onMessage;\n- private System.Action<WebSocketWrapper> _onConnected;\n- private System.Action<WebSocketWrapper> _onDisconnected;\n+ private Action<byte[], WebSocketWrapper> _onMessage;\n+ private Action<WebSocketWrapper> _onConnected;\n+ private Action<WebSocketWrapper> _onDisconnected;\nprivate TimeSpan _connectInterval;\nprivate bool _disposed;\n@@ -102,11 +102,11 @@ namespace ExchangeSharp\nawait _ws.SendAsync(messageArraySegment, WebSocketMessageType.Text, true, _cancellationToken);\n}\n- private void QueueAction(System.Action<WebSocketWrapper> action)\n+ private void QueueAction(Action<WebSocketWrapper> action)\n{\nif (action != null)\n{\n- _messageQueue.Add((System.Action)(() =>\n+ _messageQueue.Add((Action)(() =>\n{\ntry\n{\n@@ -119,11 +119,11 @@ namespace ExchangeSharp\n}\n}\n- private void QueueActionWithNoExceptions(System.Action<WebSocketWrapper> action)\n+ private void QueueActionWithNoExceptions(Action<WebSocketWrapper> action)\n{\nif (action != null)\n{\n- _messageQueue.Add((System.Action)(() =>\n+ _messageQueue.Add((Action)(() =>\n{\nwhile (true)\n{\n@@ -221,7 +221,7 @@ namespace ExchangeSharp\n{\ntry\n{\n- if (message is System.Action action)\n+ if (message is Action action)\n{\naction();\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<ItemGroup>\n<PackageReference Include=\"Microsoft.AspNet.SignalR.Client\" Version=\"2.2.3\" />\n- <PackageReference Include=\"Bittrex.Net\" Version=\"2.1.2\" />\n+ <PackageReference Include=\"Bittrex.Net\" Version=\"2.1.5\" />\n<PackageReference Include=\"Newtonsoft.Json\" Version=\"11.0.2\" />\n</ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Traders/TraderExchangeExport.cs",
"new_path": "ExchangeSharp/Traders/TraderExchangeExport.cs",
"diff": "@@ -29,7 +29,7 @@ namespace ExchangeSharp\n/// <param name=\"basePath\">Base path to export to, should not contain symbol, symbol will be appended</param>\n/// <param name=\"sinceDateTime\">Start date to begin export at</param>\n/// <param name=\"callback\">Callback if api is not null to notify of progress</param>\n- public static void ExportExchangeTrades(IExchangeAPI api, string symbol, string basePath, DateTime sinceDateTime, System.Action<long> callback = null)\n+ public static void ExportExchangeTrades(IExchangeAPI api, string symbol, string basePath, DateTime sinceDateTime, Action<long> callback = null)\n{\nbasePath = Path.Combine(basePath, symbol);\nDirectory.CreateDirectory(basePath);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update nuget, remove redundant namespaces
|
329,148 |
19.05.2018 20:16:34
| 21,600 |
4b08fa7cc3729bdfcd487206d532225e0bd019d8
|
Tidy up example code
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole.cs",
"diff": "@@ -86,15 +86,11 @@ namespace ExchangeSharpConsoleApp\n{\nRunProcessEncryptedAPIKeys(dict);\n}\n- else if (dict.ContainsKey(\"poloniex-websocket\"))\n+ else if (dict.ContainsKey(\"websocket-ticker\"))\n{\n- RunPoloniexWebSocket();\n+ RunWebSocketTickers(dict);\n}\n- else if (dict.ContainsKey(\"websocket\"))\n- {\n- RunWebSocket(dict);\n- }\n- else if (dict.ContainsKey(\"orderbook-websocket\"))\n+ else if (dict.ContainsKey(\"websocket-orderbook\"))\n{\nRunOrderBookWebSocket(dict);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -48,23 +48,7 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"Placed an order on Kraken for 0.01 bitcoin at {0} USD. Status is {1}. Order id is {2}.\", ticker.Ask, result.Result, result.OrderId);\n}\n- public static void RunPoloniexWebSocket()\n- {\n- var api = new ExchangePoloniexAPI();\n- var wss = api.GetTickersWebSocket((t) =>\n- {\n- // depending on the exchange, the (t) parameter (a collection of tickers) may have one ticker or all of them\n- foreach (var ticker in t)\n- {\n- Console.WriteLine(ticker);\n- }\n- });\n- Console.WriteLine(\"Press any key to quit.\");\n- Console.ReadKey();\n- wss.Dispose();\n- }\n-\n- private static void RunWebSocket(Dictionary<string, string> dict)\n+ private static void RunWebSocketTickers(Dictionary<string, string> dict)\n{\nvar api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\nif (api == null)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Help.cs",
"diff": "@@ -23,7 +23,7 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"------------------------------------------------------------\");\nConsole.WriteLine(\"ExchangeSharpConsole v. {0}\", System.Reflection.Assembly.GetExecutingAssembly().GetName().Version);\nConsole.WriteLine(\"------------------------------------------------------------\");\n- Console.WriteLine(\"Command line arguments should be key=value pairs, separated by space. Please add quotes around any key/value pair with a space in it.\");\n+ Console.WriteLine(\"Command line arguments should be key=value pairs, separated by space. Please add quotes around any key=value pair with a space in it.\");\nConsole.WriteLine();\nConsole.WriteLine(\"Command categories:\");\nConsole.WriteLine(\"------------------------------------------------------------\");\n@@ -58,8 +58,11 @@ namespace ExchangeSharpConsoleApp\nConsole.WriteLine(\"example - simple example showing how to create an API instance and get the ticker, and place an order.\");\nConsole.WriteLine(\" example currently has no additional arguments.\");\nConsole.WriteLine();\n- Console.WriteLine(\"websocket - Shows how to connect via web socket and listen to tickers.\");\n- Console.WriteLine(\" websocket exchangeName - name of Exchange to show websocket tickers for.\");\n+ Console.WriteLine(\"websocket-ticker - Shows how to connect via web socket and listen to tickers.\");\n+ Console.WriteLine(\" websocket exchangeName=Binance\");\n+ Console.WriteLine();\n+ Console.WriteLine(\"websocket-orderbook - Shows how to connect via web socket and listen to the order book.\");\n+ Console.WriteLine(\" websocket exchangeName=Binance symbol=btcusdt\");\nConsole.WriteLine();\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Tidy up example code
|
329,148 |
20.05.2018 15:14:45
| 21,600 |
a6dd1d225397ffd7848b590dc7c8ff4dbab7a71f
|
Fix wrong ticker parsing
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeLivecoinAPI.cs",
"diff": "@@ -375,8 +375,8 @@ namespace ExchangeSharp\nvar split = token[\"symbol\"].ToStringInvariant().Split('/');\nreturn new ExchangeTicker()\n{\n- Ask = token[\"best_bid\"].ConvertInvariant<decimal>(),\n- Bid = token[\"best_ask\"].ConvertInvariant<decimal>(),\n+ Ask = token[\"best_ask\"].ConvertInvariant<decimal>(),\n+ Bid = token[\"best_bid\"].ConvertInvariant<decimal>(),\nLast = token[\"last\"].ConvertInvariant<decimal>(),\nVolume = new ExchangeVolume()\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeYobitAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeYobitAPI.cs",
"diff": "@@ -361,8 +361,8 @@ namespace ExchangeSharp\n// \"ltc_btc\":{ \"high\":105.41,\"low\":104.67,\"avg\":105.04,\"vol\":43398.22251455,\"vol_cur\":4546.26962359,\"last\":105.11,\"buy\":104.2,\"sell\":105.11,\"updated\":1418654531 }\nreturn new ExchangeTicker\n{\n- Ask = prop.First[\"buy\"].ConvertInvariant<decimal>(),\n- Bid = prop.First[\"sell\"].ConvertInvariant<decimal>(),\n+ Ask = prop.First[\"sell\"].ConvertInvariant<decimal>(),\n+ Bid = prop.First[\"buy\"].ConvertInvariant<decimal>(),\nLast = prop.First[\"last\"].ConvertInvariant<decimal>(),\nVolume = new ExchangeVolume\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix wrong ticker parsing
|
329,148 |
21.05.2018 12:45:56
| 21,600 |
cf5b1690e4792e74a1439896f00560452eab682d
|
Removed Bittrex.net dependancy
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeAPI.cs",
"diff": "@@ -34,6 +34,7 @@ namespace ExchangeSharp\nprivate static readonly Dictionary<string, IExchangeAPI> apis = new Dictionary<string, IExchangeAPI>(StringComparer.OrdinalIgnoreCase);\nprivate IEnumerable<ExchangeMarket> exchangeMarkets;\n+ private bool disposed;\n/// <summary>\n/// Gets the exchange market from this exchange's SymbolsMetadata cache.\n@@ -64,6 +65,11 @@ namespace ExchangeSharp\n}\n}\n+ /// <summary>\n+ /// Override to dispose of resources when the exchange is disposed\n+ /// </summary>\n+ protected virtual void OnDispose() { }\n+\n/// <summary>\n/// Clamp price using market info\n/// </summary>\n@@ -170,7 +176,7 @@ namespace ExchangeSharp\nprotected virtual Task<IEnumerable<ExchangeMarket>> OnGetSymbolsMetadataAsync() => throw new NotImplementedException();\nprotected virtual Task<ExchangeTicker> OnGetTickerAsync(string symbol) => throw new NotImplementedException();\nprotected virtual Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100) => throw new NotImplementedException();\n- protected virtual Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null) => throw new NotImplementedException();\n+ protected virtual Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null) => throw new NotImplementedException();\nprotected virtual Task<ExchangeDepositDetails> OnGetDepositAddressAsync(string symbol, bool forceRegenerate = false) => throw new NotImplementedException();\nprotected virtual Task<IEnumerable<ExchangeTransaction>> OnGetDepositHistoryAsync(string symbol) => throw new NotImplementedException();\nprotected virtual Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null) => throw new NotImplementedException();\n@@ -187,7 +193,7 @@ namespace ExchangeSharp\n{\nprivate ExchangeAPI api;\n- public System.Func<IEnumerable<ExchangeTrade>, bool> Callback { get; set; }\n+ public Func<IEnumerable<ExchangeTrade>, bool> Callback { get; set; }\npublic string Symbol { get; set; }\npublic DateTime? StartDate { get; set; }\npublic DateTime? EndDate { get; set; }\n@@ -195,9 +201,9 @@ namespace ExchangeSharp\npublic int DelayMilliseconds { get; set; } = 1000;\npublic TimeSpan BlockTime { get; set; } = TimeSpan.FromHours(1.0); // how much time to move for each block of data, default 1 hour\npublic bool MillisecondGranularity { get; set; } = true;\n- public System.Func<DateTime, string> TimestampFunction { get; set; } // change date time to a url timestamp, use TimestampFunction or UrlFunction\n- public System.Func<HistoricalTradeHelperState, string> UrlFunction { get; set; } // allows returning a custom url, use TimestampFunction or UrlFunction\n- public System.Func<JToken, ExchangeTrade> ParseFunction { get; set; }\n+ public Func<DateTime, string> TimestampFunction { get; set; } // change date time to a url timestamp, use TimestampFunction or UrlFunction\n+ public Func<HistoricalTradeHelperState, string> UrlFunction { get; set; } // allows returning a custom url, use TimestampFunction or UrlFunction\n+ public Func<JToken, ExchangeTrade> ParseFunction { get; set; }\npublic bool DirectionIsBackwards { get; set; } = true; // some exchanges support going from most recent to oldest, but others, like Gemini must go from oldest to newest\npublic HistoricalTradeHelperState(ExchangeAPI api)\n@@ -448,6 +454,26 @@ namespace ExchangeSharp\n}\n}\n+ /// <summary>\n+ /// Finalizer\n+ /// </summary>\n+ ~ExchangeAPI()\n+ {\n+ Dispose();\n+ }\n+\n+ /// <summary>\n+ /// Dispose and cleanup all resources\n+ /// </summary>\n+ public void Dispose()\n+ {\n+ if (!disposed)\n+ {\n+ disposed = true;\n+ OnDispose();\n+ }\n+ }\n+\n/// <summary>\n/// Get an exchange API given an exchange name (see ExchangeName class)\n/// </summary>\n@@ -708,7 +734,7 @@ namespace ExchangeSharp\n/// <param name=\"symbol\">Symbol to get historical data for</param>\n/// <param name=\"startDate\">Optional UTC start date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n/// <param name=\"endDate\">Optional UTC end date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n- public void GetHistoricalTrades(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null) =>\n+ public void GetHistoricalTrades(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null) =>\nGetHistoricalTradesAsync(callback, symbol, startDate, endDate).GetAwaiter().GetResult();\n/// <summary>\n@@ -718,7 +744,7 @@ namespace ExchangeSharp\n/// <param name=\"symbol\">Symbol to get historical data for</param>\n/// <param name=\"startDate\">Optional UTC start date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n/// <param name=\"endDate\">Optional UTC end date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n- public async Task GetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ public async Task GetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\nawait new SynchronizationContextRemover();\nawait OnGetHistoricalTradesAsync(callback, symbol, startDate, endDate);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -256,7 +256,7 @@ namespace ExchangeSharp\nreturn ParseOrderBook(obj);\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n/* [ {\n\"a\": 26129, // Aggregate tradeId\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -282,7 +282,7 @@ namespace ExchangeSharp\nreturn orders;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\nconst int maxCount = 100;\nsymbol = NormalizeSymbol(symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBithumbAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBithumbAPI.cs",
"diff": "@@ -175,7 +175,7 @@ namespace ExchangeSharp\nreturn books;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\nvar data = await MakeRequestBithumbAsync(symbol, \"/public/recent_transactions/$SYMBOL$\");\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitstampAPI.cs",
"diff": "@@ -136,7 +136,7 @@ namespace ExchangeSharp\nreturn book;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n// [{\"date\": \"1513387997\", \"tid\": \"33734815\", \"price\": \"0.01724547\", \"type\": \"1\", \"amount\": \"5.56481714\"}]\nsymbol = NormalizeSymbol(symbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -10,25 +10,261 @@ The above copyright notice and this permission notice shall be included in all c\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n*/\n-namespace ExchangeSharp\n-{\n- using Bittrex.Net;\n- using Bittrex.Net.Objects;\n- using Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\n+using System.IO;\n+using System.IO.Compression;\nusing System.Linq;\nusing System.Net;\n+using System.Security.Cryptography;\n+using System.Text;\nusing System.Threading.Tasks;\nusing System.Web;\n+using Microsoft.AspNet.SignalR.Client;\n+using Newtonsoft.Json.Linq;\n+\n+namespace ExchangeSharp\n+{\npublic sealed class ExchangeBittrexAPI : ExchangeAPI\n{\n+ public sealed class BittrexWebSocket : IDisposable\n+ {\n+ // https://bittrex.github.io/\n+\n+ private sealed class BittrexSocketClientConnection : IDisposable\n+ {\n+ private BittrexWebSocket client;\n+ private Action<string> callback;\n+ private string functionName;\n+\n+ /// <summary>\n+ /// Constructor\n+ /// </summary>\n+ /// <param name=\"client\">Socket client</param>\n+ /// <param name=\"functionName\">Function code, uS is supported</param>\n+ /// <param name=\"callback\"></param>\n+ /// <param name=\"param\"></param>\n+ /// <returns>Connection</returns>\n+ public async Task<IDisposable> OpenAsync(BittrexWebSocket client, string functionName, Action<string> callback, params object[] param)\n+ {\n+ if (callback != null)\n+ {\n+ string functionFullName = null;\n+ switch (functionName)\n+ {\n+ case \"uS\": functionFullName = \"SubscribeToSummaryDeltas\"; break;\n+ default: throw new InvalidOperationException(\"Only 'uS' function is supported\");\n+ }\n+ if (functionFullName != null)\n+ {\n+ client.AddListener(functionName, callback);\n+ bool result = await client.hubProxy.Invoke<bool>(functionFullName, param).ConfigureAwait(false);\n+ if (result)\n+ {\n+ this.client = client;\n+ this.callback = callback;\n+ this.functionName = functionName;\n+ return this;\n+ }\n+ else\n+ {\n+ client.RemoveListener(functionName, callback);\n+ }\n+ }\n+ }\n+ throw new APIException(\"Unable to open web socket to Bittrex\");\n+ }\n+\n+ public void Dispose()\n+ {\n+ try\n+ {\n+ client.RemoveListener(functionName, callback);\n+ }\n+ catch\n+ {\n+ }\n+ }\n+ }\n+\n+ private HubConnection hubConnection;\n+ private IHubProxy hubProxy;\n+ private readonly Dictionary<string, List<Action<string>>> listeners = new Dictionary<string, List<Action<string>>>();\n+ private bool reconnecting;\n+\n+ private void AddListener(string functionName, Action<string> callback)\n+ {\n+ Start();\n+ lock (listeners)\n+ {\n+ if (!listeners.TryGetValue(functionName, out List<Action<string>> callbacks))\n+ {\n+ listeners[functionName] = callbacks = new List<Action<string>>();\n+ }\n+ if (!callbacks.Contains(callback))\n+ {\n+ callbacks.Add(callback);\n+ }\n+ }\n+ }\n+\n+ private void RemoveListener(string functionName, Action<string> callback)\n+ {\n+ lock (listeners)\n+ {\n+ if (listeners.TryGetValue(functionName, out List<Action<string>> callbacks))\n+ {\n+ callbacks.Remove(callback);\n+ if (callbacks.Count == 0)\n+ {\n+ listeners.Remove(functionName);\n+ }\n+ }\n+ if (listeners.Count == 0)\n+ {\n+ Stop();\n+ }\n+ }\n+ }\n+\n+ private void HandleResponse(string functionName, string data)\n+ {\n+ data = Decode(data);\n+ lock (listeners)\n+ {\n+ if (listeners.TryGetValue(functionName, out List<Action<string>> callbacks))\n+ {\n+ Parallel.ForEach(callbacks, (callback) =>\n+ {\n+ try\n+ {\n+ callback(data);\n+ }\n+ catch\n+ {\n+ }\n+ });\n+ }\n+ }\n+ }\n+\n+ private void SocketClosed()\n+ {\n+ if (reconnecting || listeners.Count == 0)\n+ {\n+ return;\n+ }\n+ reconnecting = true;\n+ try\n+ {\n+ // if hubConnection is null, exception will throw out\n+ while (hubConnection.State != ConnectionState.Connected)\n+ {\n+ Start();\n+ }\n+ Task.Delay(1000).ConfigureAwait(false).GetAwaiter().GetResult();\n+ }\n+ catch\n+ {\n+ }\n+ reconnecting = false;\n+ }\n+\n+ public BittrexWebSocket()\n+ {\n+ const string connectionUrl = \"https://socket.bittrex.com\";\n+ hubConnection = new HubConnection(connectionUrl);\n+ hubConnection.Closed += SocketClosed;\n+ hubProxy = hubConnection.CreateHubProxy(\"c2\");\n+ hubProxy.On(\"uS\", (string data) => HandleResponse(\"uS\", data));\n+ }\n+\n+ public void Start()\n+ {\n+ while (hubConnection.State != ConnectionState.Connected)\n+ {\n+ hubConnection.Start().ConfigureAwait(false).GetAwaiter().GetResult();\n+ }\n+ }\n+\n+ public void Stop()\n+ {\n+ hubConnection.Stop(TimeSpan.FromSeconds(1.0));\n+ }\n+\n+ ~BittrexWebSocket()\n+ {\n+ Dispose();\n+ }\n+\n+ public void Dispose()\n+ {\n+ if (hubConnection == null)\n+ {\n+ return;\n+ }\n+ listeners.Clear();\n+\n+ // null out hub so we don't try to reconnect\n+ var tmp = hubConnection;\n+ hubConnection = null;\n+ tmp.Stop(TimeSpan.FromSeconds(1.0));\n+ }\n+\n+ /// <summary>\n+ /// Subscribe to all market summaries\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <returns>IDisposable or null if error</returns>\n+ public IDisposable SubscribeToSummaryDeltas(Action<string> callback)\n+ {\n+ BittrexSocketClientConnection client = new BittrexSocketClientConnection();\n+ return client.OpenAsync(this, \"uS\", callback).ConfigureAwait(false).GetAwaiter().GetResult();\n+ }\n+\n+ // The return of GetAuthContext is a challenge string. Call CreateSignature(apiSecret, challenge)\n+ // for the response to the challenge, and pass it to Authenticate().\n+ public async Task<string> GetAuthContext(string apiKey) => await hubProxy.Invoke<string>(\"GetAuthContext\", apiKey);\n+\n+ public async Task<bool> Authenticate(string apiKey, string signedChallenge) => await hubProxy.Invoke<bool>(\"Authenticate\", apiKey, signedChallenge);\n+\n+ // Decode converts Bittrex CoreHub2 socket wire protocol data into JSON.\n+ // Data goes from base64 encoded to gzip (byte[]) to minifed JSON.\n+ public static string Decode(string wireData)\n+ {\n+ // Step 1: Base64 decode the wire data into a gzip blob\n+ byte[] gzipData = Convert.FromBase64String(wireData);\n+\n+ // Step 2: Decompress gzip blob into minified JSON\n+ using (var decompressedStream = new MemoryStream())\n+ using (var compressedStream = new MemoryStream(gzipData))\n+ using (var deflateStream = new DeflateStream(compressedStream, CompressionMode.Decompress))\n+ {\n+ deflateStream.CopyTo(decompressedStream);\n+ decompressedStream.Position = 0;\n+\n+ using (var streamReader = new StreamReader(decompressedStream))\n+ {\n+ return streamReader.ReadToEnd();\n+ }\n+ }\n+ }\n+\n+ public static string CreateSignature(string apiSecret, string challenge)\n+ {\n+ // Get hash by using apiSecret as key, and challenge as data\n+ var hmacSha512 = new HMACSHA512(Encoding.ASCII.GetBytes(apiSecret));\n+ var hash = hmacSha512.ComputeHash(Encoding.ASCII.GetBytes(challenge));\n+ return BitConverter.ToString(hash).Replace(\"-\", string.Empty);\n+ }\n+ }\n+\npublic override string BaseUrl { get; set; } = \"https://bittrex.com/api/v1.1\";\npublic override string Name => ExchangeName.Bittrex;\npublic string BaseUrl2 { get; set; } = \"https://bittrex.com/api/v2.0\";\n- private BittrexSocketClient socketClient;\n+ private BittrexWebSocket webSocket;\n/// <summary>Coin types that both an address and a tag to make the deposit</summary>\npublic HashSet<string> TwoFieldDepositCoinTypes { get; }\n@@ -79,22 +315,21 @@ namespace ExchangeSharp\n/// <summary>\n/// Gets the BittrexSocketClient for this API\n/// </summary>\n- private BittrexSocketClient SocketClient\n+ private BittrexWebSocket SocketClient\n{\nget\n{\n- if (socketClient == null)\n+ if (webSocket == null)\n{\nlock (this)\n{\n- if (socketClient == null)\n+ if (webSocket == null)\n{\n- socketClient = new BittrexSocketClient();\n+ webSocket = new BittrexWebSocket();\n}\n}\n}\n-\n- return socketClient;\n+ return webSocket;\n}\n}\n@@ -134,6 +369,15 @@ namespace ExchangeSharp\nreturn order;\n}\n+ protected override void OnDispose()\n+ {\n+ if (webSocket != null)\n+ {\n+ webSocket.Dispose();\n+ webSocket = null;\n+ }\n+ }\n+\nprotected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n{\nif (CanMakeAuthenticatedRequest(payload))\n@@ -279,65 +523,70 @@ namespace ExchangeSharp\npublic override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\n- // Eat the streamId and rely on .Dispose to clean up all streams\n- return GetTickersWebSocket(callback, out int streamId);\n- }\n-\n- /// <summary>\n- /// Attach Bittrex AllMarketDeltaStream websocket stream to tickers processor.\n- /// This is a delta stream, sending only the changes since the last tick.\n- /// </summary>\n- /// <param name=\"callback\">The callback.</param>\n- /// <param name=\"streamId\">The stream identifier which can be used to dispose this stream without killing all other socket subscriptions.</param>\n- /// <returns>\n- /// The BittrexSocketClient\n- /// Note that this socketclient handles all subscriptions.\n- /// To unsubscribe a single subscription, use UnsubscribeFromStream(int streamId)\n- /// </returns>\n- public BittrexSocketClient GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback, out int streamId)\n- {\n- streamId = -1;\n-\nif (callback == null)\n{\nreturn null;\n}\n- CryptoExchange.Net.CallResult<int> result = SocketClient.SubscribeToMarketSummariesUpdate\n- (\n- summaries =>\n+ void innerCallback(string json)\n{\n- // Convert Bittrex.Net tickers objects into ExchangeSharp ExchangeTickers\n- var freshTickers = new Dictionary<string, ExchangeTicker>(StringComparer.OrdinalIgnoreCase);\n- foreach (BittrexStreamMarketSummary market in summaries)\n+ /*\n{\n- decimal quantityAmount = market.Volume.ConvertInvariant<decimal>();\n- decimal last = market.Last.ConvertInvariant<decimal>();\n- var ticker = new ExchangeTicker\n+ Nonce : int,\n+ Deltas :\n+ [\n{\n- Ask = market.Ask,\n- Bid = market.Bid,\n+ MarketName : string,\n+ High : decimal,\n+ Low : decimal,\n+ Volume : decimal,\n+ Last : decimal,\n+ BaseVolume : decimal,\n+ TimeStamp : date,\n+ Bid : decimal,\n+ Ask : decimal,\n+ OpenBuyOrders : int,\n+ OpenSellOrders : int,\n+ PrevDay : decimal,\n+ Created : date\n+ }\n+ ]\n+ }\n+ */\n+\n+ // Convert Bittrex.Net tickers objects into ExchangeSharp ExchangeTickers\n+ var freshTickers = new Dictionary<string, ExchangeTicker>(StringComparer.OrdinalIgnoreCase);\n+ JToken token = JToken.Parse(json);\n+ token = token[\"D\"];\n+ foreach (JToken ticker in token)\n+ {\n+ string marketName = ticker[\"M\"].ToStringInvariant();\n+ decimal last = ticker[\"l\"].ConvertInvariant<decimal>();\n+ decimal ask = ticker[\"A\"].ConvertInvariant<decimal>();\n+ decimal bid = ticker[\"B\"].ConvertInvariant<decimal>();\n+ decimal volume = ticker[\"V\"].ConvertInvariant<decimal>();\n+ decimal baseVolume = ticker[\"m\"].ConvertInvariant<decimal>();\n+ DateTime timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(ticker[\"T\"].ConvertInvariant<long>());\n+ var t = new ExchangeTicker\n+ {\n+ Ask = ask,\n+ Bid = bid,\nLast = last,\nVolume = new ExchangeVolume\n{\n- ConvertedVolume = quantityAmount,\n- ConvertedSymbol = market.MarketName,\n- BaseVolume = market.BaseVolume.ConvertInvariant<decimal>(quantityAmount * last),\n- BaseSymbol = market.MarketName,\n- Timestamp = market.TimeStamp\n+ ConvertedVolume = volume,\n+ ConvertedSymbol = marketName,\n+ BaseVolume = baseVolume,\n+ BaseSymbol = marketName,\n+ Timestamp = timestamp\n}\n};\n- freshTickers[market.MarketName] = ticker;\n+ freshTickers[marketName] = t;\n}\ncallback(freshTickers);\n}\n- );\n- if (result.Success)\n- {\n- streamId = result.Data;\n- }\n-\n- return SocketClient;\n+ var client = SocketClient;\n+ return client.SubscribeToSummaryDeltas(innerCallback);\n}\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n@@ -395,7 +644,7 @@ namespace ExchangeSharp\nreturn transactions;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n// TODO: sinceDateTime is ignored\n// https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-WAVES&tickInterval=oneMin&_=1499127220008\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGdaxAPI.cs",
"diff": "@@ -260,7 +260,7 @@ namespace ExchangeSharp\n};\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n/*\n[{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeGeminiAPI.cs",
"diff": "@@ -136,7 +136,7 @@ namespace ExchangeSharp\nreturn orders;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\nHistoricalTradeHelperState state = new HistoricalTradeHelperState(this)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeKrakenAPI.cs",
"diff": "@@ -307,7 +307,7 @@ namespace ExchangeSharp\nreturn orders;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\nsymbol = NormalizeSymbol(symbol);\nstring baseUrl = \"/0/public/Trades?pair=\" + symbol;\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeOkexAPI.cs",
"diff": "@@ -245,7 +245,7 @@ namespace ExchangeSharp\nreturn book;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\nList<ExchangeTrade> allTrades = new List<ExchangeTrade>();\nvar trades = await MakeRequestOkexAsync(symbol, \"/trades.do?symbol=$SYMBOL$\");\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangePoloniexAPI.cs",
"diff": "@@ -493,7 +493,7 @@ namespace ExchangeSharp\nreturn books;\n}\n- protected override async Task OnGetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null)\n{\n// [{\"globalTradeID\":245321705,\"tradeID\":11501281,\"date\":\"2017-10-20 17:39:17\",\"type\":\"buy\",\"rate\":\"0.01022188\",\"amount\":\"0.00954454\",\"total\":\"0.00009756\"},...]\nHistoricalTradeHelperState state = new HistoricalTradeHelperState(this)\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/IExchangeAPI.cs",
"diff": "@@ -20,7 +20,7 @@ namespace ExchangeSharp\n/// <summary>\n/// Interface for communicating with an exchange over the Internet\n/// </summary>\n- public interface IExchangeAPI\n+ public interface IExchangeAPI : IDisposable\n{\n/// <summary>\n/// Get the name of the exchange this API connects to\n@@ -262,7 +262,7 @@ namespace ExchangeSharp\n/// <param name=\"symbol\">Symbol to get historical data for</param>\n/// <param name=\"startDate\">Optional UTC start date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n/// <param name=\"endDate\">Optional UTC end date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n- void GetHistoricalTrades(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null);\n+ void GetHistoricalTrades(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null);\n/// <summary>\n/// ASYNC - Get historical trades for the exchange\n@@ -271,7 +271,7 @@ namespace ExchangeSharp\n/// <param name=\"symbol\">Symbol to get historical data for</param>\n/// <param name=\"startDate\">Optional start date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n/// <param name=\"endDate\">Optional UTC end date time to start getting the historical data at, null for the most recent data. Not all exchanges support this.</param>\n- Task GetHistoricalTradesAsync(System.Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null);\n+ Task GetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string symbol, DateTime? startDate = null, DateTime? endDate = null);\n/// <summary>\n/// Get recent trades on the exchange - this implementation simply calls GetHistoricalTrades with a null sinceDateTime.\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"new_path": "ExchangeSharp/API/WebSocketWrapper.cs",
"diff": "@@ -194,7 +194,7 @@ namespace ExchangeSharp\nif (!_disposed)\n{\n// wait one half second before attempting reconnect\n- Task.Delay(500).Wait();\n+ Task.Delay(500).ConfigureAwait(false).GetAwaiter().GetResult();\n}\n}\nfinally\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/ExchangeSharp.csproj",
"new_path": "ExchangeSharp/ExchangeSharp.csproj",
"diff": "<Project Sdk=\"Microsoft.NET.Sdk\">\n<PropertyGroup>\n- <TargetFrameworks>netstandard2.0;netcoreapp2.0;net47</TargetFrameworks>\n+ <TargetFrameworks>netstandard2.0;netcoreapp2.0;net471</TargetFrameworks>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n<PackageVersion>0.4.2.0</PackageVersion>\n<RepositoryType>git</RepositoryType>\n</PropertyGroup>\n- <PropertyGroup Condition=\"'$(TargetFramework)' == 'net47'\">\n- <DefineConstants>HAS_WINDOWS_FORMS</DefineConstants>\n- </PropertyGroup>\n-\n<ItemGroup>\n<None Remove=\"API\\Exchanges\\PoloWithdrawalFields.csv\" />\n</ItemGroup>\n<ItemGroup>\n<PackageReference Include=\"Microsoft.AspNet.SignalR.Client\" Version=\"2.2.3\" />\n- <PackageReference Include=\"Bittrex.Net\" Version=\"2.1.5\" />\n<PackageReference Include=\"Newtonsoft.Json\" Version=\"11.0.2\" />\n</ItemGroup>\n<Folder Include=\"Properties\\\" />\n</ItemGroup>\n- <ItemGroup Condition=\"'$(TargetFramework)' == 'net47'\">\n- <Reference Include=\"System.Web\" />\n- <Reference Include=\"System.Windows.Forms\" />\n- <Reference Include=\"System.Windows.Forms.DataVisualization\" />\n- </ItemGroup>\n-\n<ItemGroup>\n<Compile Update=\"Resources\\ExchangeSharpResources.Designer.cs\">\n<DesignTime>True</DesignTime>\n</EmbeddedResource>\n</ItemGroup>\n+ <ItemGroup Condition=\"'$(TargetFramework)' == 'net471'\">\n+ <Reference Include=\"System.Runtime.InteropServices\" />\n+ <Reference Include=\"System.Web\" />\n+ <Reference Include=\"System.Windows.Forms\" />\n+ <Reference Include=\"System.Windows.Forms.DataVisualization\" />\n+ </ItemGroup>\n+\n+ <PropertyGroup Condition=\"'$(TargetFramework)' == 'net471'\">\n+ <DefineConstants>HAS_WINDOWS_FORMS</DefineConstants>\n+ </PropertyGroup>\n+\n</Project>\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -131,7 +131,7 @@ namespace ExchangeSharp\n/// <param name=\"isLocalDateTime\">True if the obj has a date time that is a local date time, false if it is UTC</param>\n/// <param name=\"defaultValue\">Default value if no conversion is possible</param>\n/// <returns>DateTime with DateTimeKind kind or defaultValue if no conversion possible</returns>\n- public static DateTime ToDateTimeInvariant(this object obj, bool isLocalDateTime, DateTime defaultValue = default(DateTime))\n+ public static DateTime ToDateTimeInvariant(this object obj, bool isLocalDateTime = false, DateTime defaultValue = default(DateTime))\n{\nif (obj == null)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"new_path": "ExchangeSharpConsole/Console/ExchangeSharpConsole_Example.cs",
"diff": "@@ -50,22 +50,24 @@ namespace ExchangeSharpConsoleApp\nprivate static void RunWebSocketTickers(Dictionary<string, string> dict)\n{\n- var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]);\n+ using (var api = ExchangeAPI.GetExchangeAPI(dict[\"exchangeName\"]))\n+ {\nif (api == null)\n{\nthrow new ArgumentException(\"Cannot find exchange with name {0}\", dict[\"exchangeName\"]);\n}\n- IDisposable socket = api.GetTickersWebSocket(freshTickers =>\n+ using (var socket = api.GetTickersWebSocket(freshTickers =>\n{\nforeach (KeyValuePair<string, ExchangeTicker> kvp in freshTickers)\n{\nConsole.WriteLine($\"market {kvp.Key}, ticker {kvp.Value}\");\n}\n- });\n-\n+ }))\n+ {\nConsole.WriteLine(\"Press any key to quit.\");\nConsole.ReadKey();\n- socket.Dispose();\n+ }\n+ }\n}\nprivate static void RunOrderBookWebSocket(Dictionary<string, string> dict)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Removed Bittrex.net dependancy
|
329,148 |
21.05.2018 13:47:00
| 21,600 |
f447d608d66bd3760e0895bc62206ed609f1230e
|
Add #define for SIGNALR package
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -10,6 +10,9 @@ The above copyright notice and this permission notice shall be included in all c\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n*/\n+// if you can't use ASP.NET signalr nuget package, comment this out\n+#define HAS_SIGNALR\n+\nusing System;\nusing System.Collections.Generic;\nusing System.IO;\n@@ -21,13 +24,21 @@ using System.Text;\nusing System.Threading.Tasks;\nusing System.Web;\n-using Microsoft.AspNet.SignalR.Client;\nusing Newtonsoft.Json.Linq;\n+#if HAS_SIGNALR\n+\n+using Microsoft.AspNet.SignalR.Client;\n+\n+#endif\n+\nnamespace ExchangeSharp\n{\npublic sealed class ExchangeBittrexAPI : ExchangeAPI\n{\n+\n+#if HAS_SIGNALR\n+\npublic sealed class BittrexWebSocket : IDisposable\n{\n// https://bittrex.github.io/\n@@ -260,12 +271,14 @@ namespace ExchangeSharp\n}\n}\n+ private BittrexWebSocket webSocket;\n+\n+#endif\n+\npublic override string BaseUrl { get; set; } = \"https://bittrex.com/api/v1.1\";\npublic override string Name => ExchangeName.Bittrex;\npublic string BaseUrl2 { get; set; } = \"https://bittrex.com/api/v2.0\";\n- private BittrexWebSocket webSocket;\n-\n/// <summary>Coin types that both an address and a tag to make the deposit</summary>\npublic HashSet<string> TwoFieldDepositCoinTypes { get; }\n@@ -312,6 +325,8 @@ namespace ExchangeSharp\nreturn (symbol ?? string.Empty).ToUpperInvariant();\n}\n+#if HAS_SIGNALR\n+\n/// <summary>\n/// Gets the BittrexSocketClient for this API\n/// </summary>\n@@ -333,6 +348,8 @@ namespace ExchangeSharp\n}\n}\n+#endif\n+\nprivate ExchangeOrderResult ParseOrder(JToken token)\n{\nExchangeOrderResult order = new ExchangeOrderResult();\n@@ -371,11 +388,17 @@ namespace ExchangeSharp\nprotected override void OnDispose()\n{\n+\n+#if HAS_SIGNALR\n+\nif (webSocket != null)\n{\nwebSocket.Dispose();\nwebSocket = null;\n}\n+\n+#endif\n+\n}\nprotected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload)\n@@ -521,6 +544,8 @@ namespace ExchangeSharp\nreturn tickerList;\n}\n+#if HAS_SIGNALR\n+\npublic override IDisposable GetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\nif (callback == null)\n@@ -589,6 +614,8 @@ namespace ExchangeSharp\nreturn client.SubscribeToSummaryDeltas(innerCallback);\n}\n+#endif\n+\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string symbol, int maxCount = 100)\n{\nsymbol = NormalizeSymbol(symbol);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add #define for SIGNALR package
|
329,148 |
21.05.2018 21:41:11
| 21,600 |
63d69b1f2284a3e4647b28b2db697d0cfd7ec426
|
Make tables for feature set
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -26,26 +26,30 @@ ExchangeSharp is a C# console app and framework for trading and communicating wi\nVisual Studio 2017 is required, along with either .NET 4.7 or .NET standard 2.0.\nThe following cryptocurrency exchanges are supported:\n-\n-- Abucoins (public REST, basic private REST, public web socket (tickers), private web socket (orders))\n-- Binance (public REST, basic private REST, public web socket (tickers))\n-- Bitfinex (public REST, basic private REST, public web socket (tickers), private web socket (orders))\n-- Bithumb (public REST)\n-- Bitstamp (public REST, basic private REST)\n-- Bittrex (public REST, basic private REST, public web socket (tickers))\n-- Bleutrade (public REST, basic private REST)\n-- Cryptopia (public REST, basic private REST)\n-- Gemini (public REST, basic private REST)\n-- GDAX (public REST, basic private REST, public web socket (tickers))\n-- Hitbtc (public REST, basic private REST)\n-- Huobi (public REST, basic private REST)\n-- Kraken (public REST, basic private REST)\n-- Kucoin (public REST, basic private REST)\n-- Livecoin (public REST, basic private REST)\n-- Okex (public REST, basic private REST)\n-- Poloniex (public REST, basic private REST, public web socket (tickers))\n-- TuxExchange (public REST, basic private REST)\n-- Yobit (public REST, basic private REST)\n+(Web socket key: T = tickers, B = order book, O = orders)\n+\n+|Exchange Name |public REST|Private REST |Web Socket |\n+|--------------------------------------------------------|\n+| Abucoins | x | x | TO |\n+| Binance | x | x | T |\n+| Bitfinex | x | x | TO |\n+| Bithumb | x | | |\n+| Bitstamp | x | x | |\n+| Bittrex | x | x | T |\n+| Bleutrade | x | x | |\n+| Cryptopia | x | x | |\n+| Gemini | x | x | |\n+| GDAX | x | x | T |\n+| Hitbtc | x | x | |\n+| Huobi | x | x | |\n+| Kraken | x | x | |\n+| Kucoin | x | x | |\n+| Livecoin | x | x | |\n+| Okex | x | x | |\n+| Poloniex | x | x | T |\n+| TuxExchange | x | x | |\n+| Yobit | x | x | |\n+|--------------------------------------------------------|\nThe following cryptocurrency services are supported:\n- Cryptowatch (partial)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make tables for feature set
|
329,148 |
21.05.2018 21:44:19
| 21,600 |
712cd045b084b8b91cfbfd70f38a6298d1c26ae6
|
Fix column rendering
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -29,7 +29,7 @@ The following cryptocurrency exchanges are supported:\n(Web socket key: T = tickers, B = order book, O = orders)\n|Exchange Name |public REST|Private REST |Web Socket |\n-|--------------------------------------------------------|\n+| ---------------- | --------- | ----------- | --------- |\n| Abucoins | x | x | TO |\n| Binance | x | x | T |\n| Bitfinex | x | x | TO |\n@@ -49,7 +49,6 @@ The following cryptocurrency exchanges are supported:\n| Poloniex | x | x | T |\n| TuxExchange | x | x | |\n| Yobit | x | x | |\n-|--------------------------------------------------------|\nThe following cryptocurrency services are supported:\n- Cryptowatch (partial)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix column rendering
|
329,092 |
23.05.2018 20:43:16
| 18,000 |
00c62edd62f52ac8e7f821727fb6bfebbc4710a4
|
Support arbitrary new currencies for deposit/withdrawal at Bitfinex
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBitfinexAPI.cs",
"diff": "@@ -41,43 +41,24 @@ namespace ExchangeSharp\n// List is from \"Withdrawal Types\" section https://docs.bitfinex.com/v1/reference#rest-auth-withdrawal\nDepositMethodLookup = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase)\n{\n- [\"AID\"] = \"aid\",\n[\"AVT\"] = \"aventus\",\n- [\"BAT\"] = \"bat\",\n[\"BCH\"] = \"bcash\",\n[\"BTC\"] = \"bitcoin\",\n[\"BTG\"] = \"bgold\",\n[\"DASH\"] = \"dash\", // TODO: Bitfinex returns \"DSH\" as the symbol name in the API but on the site it is \"DASH\". How to normalize?\n[\"EDO\"] = \"eidoo\",\n- [\"ELF\"] = \"elf\",\n- [\"EOS\"] = \"eos\",\n[\"ETC\"] = \"ethereumc\",\n[\"ETH\"] = \"ethereum\",\n- [\"FUN\"] = \"fun\",\n[\"GNT\"] = \"golem\",\n[\"LTC\"] = \"litecoin\",\n[\"MIOTA\"] = \"iota\",\n- [\"MNA\"] = \"mna\",\n- [\"NEO\"] = \"neo\",\n[\"OMG\"] = \"omisego\",\n- [\"QASH\"] = \"qash\",\n- [\"QTUM\"] = \"qtum\",\n- [\"RCN\"] = \"rcn\",\n- [\"REP\"] = \"rep\",\n- [\"RLC\"] = \"rlc\",\n[\"SAN\"] = \"santiment\",\n- [\"SNG\"] = \"sng\",\n[\"SNT\"] = \"status\",\n- [\"SPK\"] = \"spk\",\n- [\"TNB\"] = \"tnb\",\n- [\"TRX\"] = \"trx\",\n- //[\"?USDTO?\"] = \"tetheruso\", // Tether on OMNI - Don't use until it's clear how this works\n- //[\"?USDTE?\"] = \"tetheruse\", // Tether on Ethereum - Don't use until it's clear how this works\n[\"XMR\"] = \"monero\",\n[\"XRP\"] = \"ripple\",\n[\"YYW\"] = \"yoyow\",\n[\"ZEC\"] = \"zcash\",\n- [\"ZRX\"] = \"zrx\",\n};\n}\n@@ -528,7 +509,7 @@ namespace ExchangeSharp\n// symbol needs to be translated to full name of coin: bitcoin/litecoin/ethereum\nif (!DepositMethodLookup.TryGetValue(symbol, out string fullName))\n{\n- return null;\n+ fullName = symbol.ToLowerInvariant();\n}\nDictionary<string, object> payload = GetNoncePayload();\n@@ -626,7 +607,7 @@ namespace ExchangeSharp\n// symbol needs to be translated to full name of coin: bitcoin/litecoin/ethereum\nif (!DepositMethodLookup.TryGetValue(symbol, out string fullName))\n{\n- return null;\n+ fullName = symbol.ToLowerInvariant();\n}\n// Bitfinex adds the fee on top of what you request to withdrawal\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Support arbitrary new currencies for deposit/withdrawal at Bitfinex (#149)
|
329,155 |
24.05.2018 16:24:51
| -7,200 |
5a967bd21ae55885711881ac434069d244541bcf
|
Checked my last commit again and it was still wrong... Sorry - This time it's correct
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBinanceAPI.cs",
"diff": "@@ -58,12 +58,12 @@ namespace ExchangeSharp\n// All pairs in Binance end with BTC, ETH, BNB or USDT\nif (symbol.EndsWith(\"BTC\") || symbol.EndsWith(\"ETH\") || symbol.EndsWith(\"BNB\"))\n{\n- string baseSymbol = symbol.Substring(3);\n+ string baseSymbol = symbol.Substring(symbol.Length - 3);\nreturn ExchangeSymbolToGlobalSymbolWithSeparator((symbol.Replace(baseSymbol, \"\") + GlobalSymbolSeparator + baseSymbol), GlobalSymbolSeparator);\n}\nif (symbol.EndsWith(\"USDT\"))\n{\n- string baseSymbol = symbol.Substring(4);\n+ string baseSymbol = symbol.Substring(symbol.Length - 4);\nreturn ExchangeSymbolToGlobalSymbolWithSeparator((symbol.Replace(baseSymbol, \"\") + GlobalSymbolSeparator + baseSymbol), GlobalSymbolSeparator);\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Checked my last commit again and it was still wrong... Sorry - This time it's correct (#151)
|
329,132 |
24.05.2018 22:52:52
| -10,800 |
262b1ce34c414608e67a5e32643f647ba23acaf8
|
Fixed commission deserialization for Bittrex API
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"new_path": "ExchangeSharp/API/Exchanges/ExchangeBittrexAPI.cs",
"diff": "@@ -365,7 +365,7 @@ namespace ExchangeSharp\norder.Result = amountFilled == amount ? ExchangeAPIOrderResult.Filled : (amountFilled == 0 ? ExchangeAPIOrderResult.Pending : ExchangeAPIOrderResult.FilledPartially);\norder.OrderDate = ConvertDateTimeInvariant(token[\"Opened\"], ConvertDateTimeInvariant(token[\"TimeStamp\"]));\norder.Symbol = token[\"Exchange\"].ToStringInvariant();\n- order.Fees = token[\"CommissionPaid\"].ConvertInvariant<decimal>(); // This is always in the base pair (e.g. BTC, ETH, USDT)\n+ order.Fees = token[\"Commission\"].ConvertInvariant<decimal>(); // This is always in the base pair (e.g. BTC, ETH, USDT)\nstring exchangePair = token[\"Exchange\"].ToStringInvariant();\nif (!string.IsNullOrWhiteSpace(exchangePair))\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fixed commission deserialization for Bittrex API (#152)
|
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