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
68
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stringlengths 12
491
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329,089 |
02.02.2020 11:25:51
| 18,000 |
5ea3cb6f318782dc94bdd2028bd02767118fec92
|
fix MemoryStream disposed bug in Websockets
when the connection breaks, the MemoryStream is disposed, so a new one needs to be created
prev, it was only created once outside the loop
now, it will be created with every loop
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Utility/ClientWebSocket.cs",
"new_path": "src/ExchangeSharp/Utility/ClientWebSocket.cs",
"diff": "@@ -394,12 +394,12 @@ namespace ExchangeSharp\nprivate async Task ReadTask()\n{\nArraySegment<byte> receiveBuffer = new ArraySegment<byte>(new byte[receiveChunkSize]);\n- MemoryStream stream = new MemoryStream();\nWebSocketReceiveResult result;\nbool wasConnected = false;\nwhile (!disposed)\n{\n+ MemoryStream stream = new MemoryStream();\ntry\n{\n// open the socket\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
fix MemoryStream disposed bug in Websockets (#517)
- when the connection breaks, the MemoryStream is disposed, so a new one needs to be created
- prev, it was only created once outside the loop
- now, it will be created with every loop
|
329,131 |
05.02.2020 00:09:22
| 21,600 |
8a94c439308314ce7c781a3d40f38c8dfaa75f15
|
Implement GetExchangeAPIFromClassName
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -46,6 +46,8 @@ namespace ExchangeSharp\nprivate static readonly Dictionary<string, IExchangeAPI?> apis = new Dictionary<string, IExchangeAPI?>(StringComparer.OrdinalIgnoreCase);\nprivate bool disposed;\n+ private static readonly Dictionary<string, string> classNamesToApiName = new Dictionary<string, string>();\n+\n#endregion Private methods\n#region API Implementation\n@@ -230,6 +232,7 @@ namespace ExchangeSharp\n{\napi.Dispose();\napis[api.Name] = null;\n+ classNamesToApiName[type.Name] = api.Name;\n}\n// in case derived class is accessed first, check for existance of key\n@@ -291,6 +294,14 @@ namespace ExchangeSharp\n}\n}\n+ public static IExchangeAPI? GetExchangeAPIFromClassName(string className)\n+ {\n+ if (!classNamesToApiName.TryGetValue(className, out string exchangeName))\n+ throw new ArgumentException(\"No API available with class name \" + className);\n+\n+ return GetExchangeAPI(exchangeName);\n+ }\n+\n/// <summary>\n/// Get an exchange API given an exchange name (see ExchangeName class)\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Implement GetExchangeAPIFromClassName (#518)
|
329,089 |
11.02.2020 22:22:11
| 28,800 |
443a182f96d20c77fc5b8d182cb83e3b8b63492d
|
new NuGet 0.7.0
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -85,10 +85,10 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n### Nuget\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.6.4`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.0`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.6.4`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.0`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp.Forms/ExchangeSharp.Forms.csproj",
"new_path": "src/ExchangeSharp.Forms/ExchangeSharp.Forms.csproj",
"diff": "<DefineConstants>HAS_WINDOWS_FORMS</DefineConstants>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.6.4</AssemblyVersion>\n- <FileVersion>0.6.4</FileVersion>\n+ <AssemblyVersion>0.7.0</AssemblyVersion>\n+ <FileVersion>0.7.0</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.6.4</PackageVersion>\n+ <PackageVersion>0.7.0</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.6.4\")]\n-[assembly: AssemblyFileVersion(\"0.6.4\")]\n+[assembly: AssemblyVersion(\"0.7.0\")]\n+[assembly: AssemblyFileVersion(\"0.7.0\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.0</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.6.4</AssemblyVersion>\n- <FileVersion>0.6.4</FileVersion>\n+ <AssemblyVersion>0.7.0</AssemblyVersion>\n+ <FileVersion>0.7.0</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.6.4</AssemblyVersion>\n- <FileVersion>0.6.4</FileVersion>\n+ <AssemblyVersion>0.7.0</AssemblyVersion>\n+ <FileVersion>0.7.0</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.7.0
|
329,089 |
04.03.2020 11:45:39
| 28,800 |
e33df709f002d73c6c566e587d4492bac1476fd5
|
Fix binance WS depth response model (int generated overflow error for some symbols, changed to long)
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/MarketDepthDiffUpdate.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/MarketDepthDiffUpdate.cs",
"diff": "@@ -28,10 +28,10 @@ namespace ExchangeSharp.BinanceGroup\npublic string MarketSymbol { get; set; }\n[JsonProperty(\"U\")]\n- public int FirstUpdate { get; set; }\n+ public long FirstUpdate { get; set; }\n[JsonProperty(\"u\")]\n- public int FinalUpdate { get; set; }\n+ public long FinalUpdate { get; set; }\n[JsonProperty(\"b\")]\npublic List<List<object>> Bids { get; set; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix binance WS depth response model (int generated overflow error for some symbols, changed to long) (#524)
|
329,089 |
11.03.2020 19:42:38
| 25,200 |
838e3a0a0160c974411698b3805c80f3553259b4
|
fixed WebSocket disconnected (NRE) bug
upon connecting to a WS endpoint, sometimes the connection can be lost prior to the subscribe messages being sent
check to make sure the WebSocket is still connected prior to sending each messageQueue
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Utility/ClientWebSocket.cs",
"new_path": "src/ExchangeSharp/Utility/ClientWebSocket.cs",
"diff": "@@ -135,7 +135,9 @@ namespace ExchangeSharp\npublic Task SendAsync(ArraySegment<byte> buffer, WebSocketMessageType messageType, bool endOfMessage, CancellationToken cancellationToken)\n{\n+ if (webSocket.State == WebSocketState.Open)\nreturn webSocket.SendAsync(buffer, messageType, endOfMessage, cancellationToken);\n+ else return Task.CompletedTask;\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
fixed WebSocket disconnected (NRE) bug (#525)
- upon connecting to a WS endpoint, sometimes the connection can be lost prior to the subscribe messages being sent
- check to make sure the WebSocket is still connected prior to sending each messageQueue
|
329,089 |
17.03.2020 19:46:35
| 25,200 |
df5cbfda53bbc9b5437f248d1e4ae40038029f6b
|
new NuGet 0.7.1
skip BTSE during testing
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -86,10 +86,10 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n### Nuget\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.0`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.1`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.0`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.1`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.7.0</PackageVersion>\n+ <PackageVersion>0.7.1</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.7.0\")]\n-[assembly: AssemblyFileVersion(\"0.7.0\")]\n+[assembly: AssemblyVersion(\"0.7.1\")]\n+[assembly: AssemblyFileVersion(\"0.7.1\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.0</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.7.0</AssemblyVersion>\n- <FileVersion>0.7.0</FileVersion>\n+ <AssemblyVersion>0.7.1</AssemblyVersion>\n+ <FileVersion>0.7.1</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.7.0</AssemblyVersion>\n- <FileVersion>0.7.0</FileVersion>\n+ <AssemblyVersion>0.7.1</AssemblyVersion>\n+ <FileVersion>0.7.1</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeTests.cs",
"new_path": "tests/ExchangeSharpTests/ExchangeTests.cs",
"diff": "@@ -79,7 +79,8 @@ namespace ExchangeSharpTests\n{\nif (api is ExchangeUfoDexAPI || api is ExchangeOKExAPI || api is ExchangeHitBTCAPI || api is ExchangeKuCoinAPI ||\napi is ExchangeOKCoinAPI || api is ExchangeDigifinexAPI || api is ExchangeNDAXAPI || api is ExchangeBL3PAPI ||\n- api is ExchangeBinanceUSAPI || api is ExchangeBinanceJerseyAPI || api is ExchangeBinanceDEXAPI || api is ExchangeBitMEXAPI)\n+ api is ExchangeBinanceUSAPI || api is ExchangeBinanceJerseyAPI || api is ExchangeBinanceDEXAPI ||\n+ api is ExchangeBitMEXAPI || api is ExchangeBTSEAPI)\n{\n// WIP\ncontinue;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.7.1 (#526)
- skip BTSE during testing
|
329,149 |
22.03.2020 23:00:08
| 18,000 |
2127a7af36b179548ef0e7f848c1ef66958eb1d8
|
Added new private BitMEX methods: GetHistoricalTrades, GetCurrentPositions, CancelAllOrders, and Deadman
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"diff": "@@ -389,6 +389,47 @@ namespace ExchangeSharp\nreturn candles;\n}\n+ public async Task<IEnumerable<ExchangeTrade>> GetHistoricalTradesAsync(\n+ string marketSymbol = null,\n+ DateTime? startDate = null,\n+ DateTime? endDate = null,\n+ int? startingIndex = null,\n+ int? limit = 1000)\n+ {\n+ List<ExchangeTrade> trades = new List<ExchangeTrade>();\n+ Dictionary<string, object> payload = await GetNoncePayloadAsync();\n+ string url = \"/trade?\";\n+ url += \"&columns=[\\\"symbol\\\", \\\"size\\\", \\\"price\\\", \\\"side\\\", \\\"timestamp\\\", \\\"trdMatchID\\\"]\";\n+ if (!string.IsNullOrWhiteSpace(marketSymbol))\n+ {\n+ url += \"&symbol=\" + NormalizeMarketSymbol(marketSymbol);\n+ }\n+ if (startDate != null)\n+ {\n+ url += \"&startTime=\" + startDate.Value.ToString(\"yyyy-MM-ddTHH:mm:ss.fff\") + \"Z\";\n+ }\n+ if (endDate != null)\n+ {\n+ url += \"&endTime=\" + endDate.Value.ToString(\"yyyy-MM-ddTHH:mm:ss.fff\") + \"Z\";\n+ }\n+ if (limit != null)\n+ {\n+ url += \"&count=\" + (limit.Value.ToStringInvariant());\n+ }\n+ if (startingIndex != null)\n+ {\n+ url += \"&start=\" + (startingIndex.Value.ToStringInvariant());\n+ }\n+\n+ var obj = await MakeJsonRequestAsync<JToken>(url);\n+ foreach (var t in obj)\n+ {\n+ trades.Add(t.ParseTrade(\"size\", \"price\", \"side\", \"timestamp\", TimestampType.Iso8601, \"trdMatchID\"));\n+ }\n+\n+ return trades;\n+ }\n+\nprotected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n{\n/*\n@@ -482,6 +523,28 @@ namespace ExchangeSharp\nreturn amounts;\n}\n+ public async Task<IEnumerable<ExchangePosition>> GetCurrentPositionsAsync()\n+ {\n+ var payload = await GetNoncePayloadAsync();\n+ string url = \"/position?\";\n+ url += \"&columns=[\\\"symbol\\\", \\\"currentQty\\\", \\\"avgEntryPrice\\\", \\\"liquidationPrice\\\", \\\"leverage\\\"]\";\n+ JToken token = await MakeJsonRequestAsync<JToken>(url, BaseUrl, payload);\n+ List<ExchangePosition> positions = new List<ExchangePosition>();\n+ foreach (var item in token)\n+ {\n+ ExchangePosition position = new ExchangePosition\n+ {\n+ MarketSymbol = item[\"symbol\"].ToStringUpperInvariant(),\n+ Amount = item[\"currentQty\"].ConvertInvariant<decimal>(),\n+ AveragePrice = item[\"avgEntryPrice\"].ConvertInvariant<decimal>(),\n+ LiquidationPrice = item[\"liquidationPrice\"].ConvertInvariant<decimal>(),\n+ Leverage = item[\"leverage\"].ConvertInvariant<decimal>(),\n+ };\n+ positions.Add(position);\n+ }\n+ return positions;\n+ }\n+\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n@@ -522,6 +585,24 @@ namespace ExchangeSharp\nJToken token = await MakeJsonRequestAsync<JToken>(\"/order\", BaseUrl, payload, \"DELETE\");\n}\n+ public async Task CancelAllOrdersAsync(string marketSymbol = null)\n+ {\n+ Dictionary<string, object> payload = await GetNoncePayloadAsync();\n+ string query = \"/order/all\";\n+ if (!string.IsNullOrWhiteSpace(marketSymbol))\n+ {\n+ payload[\"symbol\"] = NormalizeMarketSymbol(marketSymbol);\n+ }\n+ JToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, \"DELETE\");\n+ }\n+\n+ public async Task Deadman(int timeoutMS)\n+ {\n+ Dictionary<string, object> payload = await GetNoncePayloadAsync();\n+ payload[\"timeout\"] = timeoutMS;\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/order/cancelAllAfter\", BaseUrl, payload, \"POST\");\n+ }\n+\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\nDictionary<string, object> payload = await GetNoncePayloadAsync();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added new private BitMEX methods: GetHistoricalTrades, GetCurrentPositions, CancelAllOrders, and Deadman (#528)
|
329,149 |
05.04.2020 12:03:16
| 18,000 |
f8985e97506f85c8fabca1ce6ac7c8814a13a5cf
|
Support Amending Orders in Bulk
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs",
"diff": "@@ -596,7 +596,7 @@ namespace ExchangeSharp\nJToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, \"DELETE\");\n}\n- public async Task Deadman(int timeoutMS)\n+ public async Task DeadmanAsync(int timeoutMS)\n{\nDictionary<string, object> payload = await GetNoncePayloadAsync();\npayload[\"timeout\"] = timeoutMS;\n@@ -611,7 +611,7 @@ namespace ExchangeSharp\nreturn ParseOrder(token);\n}\n- protected override async Task<ExchangeOrderResult[]> OnPlaceOrdersAsync(params ExchangeOrderRequest[] orders)\n+ private async Task<ExchangeOrderResult[]> PlaceOrdersAsync(string requestMethod, params ExchangeOrderRequest[] orders)\n{\nList<ExchangeOrderResult> results = new List<ExchangeOrderResult>();\nDictionary<string, object> payload = await GetNoncePayloadAsync();\n@@ -623,7 +623,7 @@ namespace ExchangeSharp\norderRequests.Add(subPayload);\n}\npayload[\"orders\"] = orderRequests;\n- JToken token = await MakeJsonRequestAsync<JToken>(\"/order/bulk\", BaseUrl, payload, \"POST\");\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/order/bulk\", BaseUrl, payload, requestMethod);\nforeach (JToken orderResultToken in token)\n{\nresults.Add(ParseOrder(orderResultToken));\n@@ -631,6 +631,16 @@ namespace ExchangeSharp\nreturn results.ToArray();\n}\n+ protected override async Task<ExchangeOrderResult[]> OnPlaceOrdersAsync(params ExchangeOrderRequest[] orders)\n+ {\n+ return await PlaceOrdersAsync(\"POST\", orders);\n+ }\n+\n+ public async Task<ExchangeOrderResult[]> AmendOrdersAsync(params ExchangeOrderRequest[] orders)\n+ {\n+ return await PlaceOrdersAsync(\"PUT\", orders);\n+ }\n+\nprivate void AddOrderToPayload(ExchangeOrderRequest order, Dictionary<string, object> payload)\n{\npayload[\"symbol\"] = order.MarketSymbol;\n@@ -638,6 +648,12 @@ namespace ExchangeSharp\npayload[\"side\"] = order.IsBuy ? \"Buy\" : \"Sell\";\npayload[\"orderQty\"] = order.Amount;\n+ if(order.OrderId != null)\n+ payload[\"orderID\"] = order.OrderId;\n+\n+ if(order.ClientOrderId != null)\n+ payload[\"clOrdID\"] = order.ClientOrderId;\n+\nif(order.OrderType!=OrderType.Market)\npayload[\"price\"] = order.Price;\n@@ -696,6 +712,7 @@ namespace ExchangeSharp\nIsBuy = token[\"side\"].ToStringInvariant().EqualsWithOption(\"Buy\"),\nOrderDate = token[\"transactTime\"].ConvertInvariant<DateTime>(),\nOrderId = token[\"orderID\"].ToStringInvariant(),\n+ ClientOrderId = token[\"clOrdID\"].ToStringInvariant(),\nMarketSymbol = token[\"symbol\"].ToStringInvariant()\n};\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderRequest.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderRequest.cs",
"diff": "@@ -54,6 +54,16 @@ namespace ExchangeSharp\n/// </summary>\npublic bool IsMargin { get; set; }\n+ /// <summary>Order id</summary>\n+ public string OrderId { get; set; }\n+\n+ /// <summary>\n+ /// Client Order id\n+ /// Order IDs put here will be returned in the Order Result returned by the exchange\n+ /// Not all exchanges support this\n+ /// </summary>\n+ public string ClientOrderId { get; set; }\n+\n/// <summary>\n/// Whether the amount should be rounded - set to false if you know the exact amount, otherwise leave\n/// as true so that the exchange does not reject the order due to too many decimal places.\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -20,6 +20,13 @@ namespace ExchangeSharp\n/// <summary>Order id</summary>\npublic string OrderId { get; set; }\n+ /// <summary>\n+ /// Client Order id\n+ /// Order IDs put here in the Request will be returned by the exchange\n+ /// Not all exchanges support this\n+ /// </summary>\n+ public string ClientOrderId { get; set; }\n+\n/// <summary>Result of the order</summary>\npublic ExchangeAPIOrderResult Result { get; set; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Support Amending Orders in Bulk (#532)
|
329,127 |
08.04.2020 00:42:20
| -28,800 |
0ababfca4f23c24268dec88785d53980cd30352e
|
Digifinex: API improvements
* add more servers and find the fastest one at runtime
solve 10008 time error
raise rate limit to 240 times per minute
candle add `limit` parameter support
* support `limit` parameter in GetRecentTradesAsync
* Fixed resource competition in GetFastestUrl()
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs",
"diff": "@@ -2,6 +2,7 @@ using Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\nusing System.Linq;\n+using System.Net.Http;\nusing System.Text;\nusing System.Threading;\nusing System.Threading.Tasks;\n@@ -11,10 +12,21 @@ namespace ExchangeSharp\npublic partial class ExchangeDigifinexAPI : ExchangeAPI\n{\n+ string[] Urls =\n+ {\n+ \"openapi.digifinex.com\",\n+ \"openapi.digifinex.vip\",\n+ \"openapi.digifinex.xyz\",\n+ };\n+ string fastestUrl = null;\n+ int failedUrlCount;\n+ int successUrlCount;\n+\npublic override string BaseUrl { get; set; } = \"https://openapi.digifinex.vip/v3\";\n- public override string BaseUrlWebSocket { get; set; } = \"wss://openapi.digifinex.com/ws/v1/\";\n+ public override string BaseUrlWebSocket { get; set; } = \"wss://openapi.digifinex.vip/ws/v1/\";\nint websocketMessageId = 0;\nstring timeWindow;\n+ TaskCompletionSource<int> inited = new TaskCompletionSource<int>();\npublic ExchangeDigifinexAPI()\n{\n@@ -23,6 +35,35 @@ namespace ExchangeSharp\nMarketSymbolIsUppercase = true;\nWebSocketOrderBookType = WebSocketOrderBookType.FullBookFirstThenDeltas;\nNonceStyle = NonceStyle.UnixSeconds;\n+ RateLimit = new RateGate(240, TimeSpan.FromMinutes(1));\n+ GetFastestUrl();\n+ }\n+\n+ void GetFastestUrl()\n+ {\n+ var client = new HttpClient();\n+ foreach (var url in Urls)\n+ {\n+ var u = url;\n+ client.GetAsync($\"https://{u}\").ContinueWith((t) =>\n+ {\n+ if (t.Exception != null)\n+ {\n+ var count = Interlocked.Increment(ref failedUrlCount);\n+ if (count == Urls.Length)\n+ inited.SetException(new APIException(\"All digifinex URLs failed.\"));\n+ return;\n+ }\n+ if (Interlocked.Increment(ref successUrlCount) == 1)\n+ {\n+ fastestUrl = u;\n+ //Console.WriteLine($\"Fastest url {GetHashCode()}: {u}\");\n+ BaseUrl = $\"https://{u}/v3\";\n+ BaseUrlWebSocket = $\"wss://{u}/ws/v1/\";\n+ inited.SetResult(1);\n+ }\n+ });\n+ }\n}\n#region ProcessRequest\n@@ -31,30 +72,26 @@ namespace ExchangeSharp\n{\ntry\n{\n+ await inited.Task;\nvar start = CryptoUtility.UtcNow;\nJToken token = await MakeJsonRequestAsync<JToken>(\"/time\");\nDateTime serverDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(token[\"server_time\"].ConvertInvariant<long>());\nvar end = CryptoUtility.UtcNow;\n- var now = start + TimeSpan.FromMilliseconds((end - start).TotalMilliseconds / 2);\n+ var now = start + TimeSpan.FromMilliseconds((end - start).TotalMilliseconds);\nvar timeFaster = now - serverDate;\n- if (timeFaster <= TimeSpan.Zero)\n- {\n- timeWindow = (timeFaster.Negate().TotalSeconds * 10).ToStringInvariant();\n- NonceOffset = TimeSpan.FromSeconds(2.5);\n- }\n- else\n- {\n+ timeWindow = \"30\"; // max latency of 30s\nNonceOffset = now - serverDate; // how much time to substract from Nonce when making a request\n- }\n+ //Console.WriteLine($\"NonceOffset {GetHashCode()}: {NonceOffset}\");\n}\ncatch\n{\n- // eat exception\n+ throw;\n}\n}\nprotected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)\n{\n+ await inited.Task;\nvar query = request.RequestUri.Query.TrimStart('?');\nif (CanMakeAuthenticatedRequest(payload))\n{\n@@ -124,6 +161,7 @@ namespace ExchangeSharp\nprotected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n{\n+ await inited.Task;\nJToken obj = await MakeJsonRequestAsync<JToken>(\"markets\");\nJToken data = obj[\"data\"];\nList<ExchangeMarket> results = new List<ExchangeMarket>();\n@@ -179,7 +217,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, int? limit = null)\n{\n- JToken obj = await MakeJsonRequestAsync<JToken>($\"/trades?symbol={marketSymbol}&limit=500\"); // maximum limit = 500\n+ JToken obj = await MakeJsonRequestAsync<JToken>($\"/trades?symbol={marketSymbol}&limit={limit??500}\"); // maximum limit = 500\nreturn obj[\"data\"].Select(x => new ExchangeTrade\n{\nId = x[\"id\"].ToStringInvariant(),\n@@ -194,9 +232,6 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(\nstring marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n- if (limit != null)\n- throw new ArgumentException(\"Non-null limit is not supported\", \"limit\");\n-\nstring period;\nif (periodSeconds <= 60 * 720)\nperiod = (periodSeconds / 60).ToStringInvariant();\n@@ -208,6 +243,20 @@ namespace ExchangeSharp\nthrow new ArgumentException($\"Unsupported periodSeconds: {periodSeconds}\", \"periodSeconds\");\nvar url = $\"/kline?symbol={marketSymbol}&period={period}\";\n+ if (startDate != null && endDate != null && limit != null)\n+ throw new ArgumentException(\"Cannot specify `startDate`, `endDate` and `limit` all at the same time\");\n+ if (limit != null)\n+ {\n+ if (startDate != null)\n+ endDate = startDate + TimeSpan.FromSeconds(limit.Value * periodSeconds);\n+ else\n+ {\n+ if (endDate == null)\n+ endDate = DateTime.Now;\n+ startDate = endDate - TimeSpan.FromSeconds((limit.Value-1) * periodSeconds);\n+ }\n+ }\n+\nif (startDate != null)\nurl += $\"&start_time={new DateTimeOffset(startDate.Value).ToUnixTimeSeconds()}\";\nif (endDate != null)\n@@ -394,6 +443,7 @@ namespace ExchangeSharp\nprotected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)\n{\n+ await inited.Task;\nif (callback == null)\n{\nreturn null;\n@@ -477,6 +527,7 @@ namespace ExchangeSharp\n{\nreturn null;\n}\n+ await inited.Task;\nreturn await ConnectWebSocketAsync(string.Empty, (_socket, msg) =>\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Digifinex: API improvements (#531)
* add more servers and find the fastest one at runtime
solve 10008 time error
raise rate limit to 240 times per minute
candle add `limit` parameter support
* support `limit` parameter in GetRecentTradesAsync
* Fixed resource competition in GetFastestUrl()
|
329,089 |
14.04.2020 20:09:09
| 25,200 |
9415b282678977eec9872556c46533ea17e7fe5d
|
NDAX: fix Trades websocket
there is a bug in OnGetTickersAsync() which will need to be fixed at some point
changed OnGetMarketSymbolsMetadataAsync() to fill in _marketSymbolToInstrumentIdMapping
changed EnsureInstrumentIdsAvailable() to use OnGetMarketSymbolsMetadataAsync() instead
fixes OnGetTradesWebSocketAsync()
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs",
"diff": "@@ -60,7 +60,8 @@ namespace ExchangeSharp\nvar result = await MakeJsonRequestAsync<IEnumerable<Instrument>>(\"GetInstruments\", null,\nnew Dictionary<string, object>()\n{ {\"OMSId\", 1}}, \"POST\");\n-\n+ _marketSymbolToInstrumentIdMapping = result.ToDictionary(keySelector: instrument => instrument.Symbol.Replace(\"_\", \"\"),\n+ elementSelector: instrument => instrument.InstrumentId);\nreturn result.Select(instrument => instrument.ToExchangeMarket());\n}\n@@ -325,7 +326,7 @@ namespace ExchangeSharp\n{\nif (_marketSymbolToInstrumentIdMapping == null)\n{\n- await GetTickersAsync();\n+ await OnGetMarketSymbolsMetadataAsync();\n}\n}\n@@ -420,12 +421,15 @@ namespace ExchangeSharp\n}\nprotected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)\n+ {\n+ long?[] instrumentIds;\n+ if (marketSymbols == null || marketSymbols.Length == 0)\n+ instrumentIds = (await GetMarketSymbolsMetadataAsync()).Select(s => (long?)long.Parse(s.AltMarketSymbol)).ToArray();\n+ else\n{\nawait EnsureInstrumentIdsAvailable();\n- var instrumentIds = marketSymbols == null || marketSymbols.Length == 0 ?\n- (await GetMarketSymbolsMetadataAsync()).Select(s => (long?)long.Parse(s.AltMarketSymbol)).ToArray() :\n- await GetInstrumentIdFromMarketSymbol(marketSymbols);\n-\n+ instrumentIds = await GetInstrumentIdFromMarketSymbol(marketSymbols);\n+ }\nreturn await ConnectWebSocketAsync(\"\", async (socket, bytes) =>\n{\nvar messageFrame =\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
NDAX: fix Trades websocket (#534)
- there is a bug in OnGetTickersAsync() which will need to be fixed at some point
- changed OnGetMarketSymbolsMetadataAsync() to fill in _marketSymbolToInstrumentIdMapping
- changed EnsureInstrumentIdsAvailable() to use OnGetMarketSymbolsMetadataAsync() instead
- fixes OnGetTradesWebSocketAsync()
|
329,089 |
15.04.2020 17:39:11
| 25,200 |
4fc91413cb76b8eabdaaa5899a444a11ce747d3a
|
new NuGet 0.7.2
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -86,10 +86,10 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n### Nuget\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.1`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.2`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.1`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.2`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.7.1</PackageVersion>\n+ <PackageVersion>0.7.2</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.7.1\")]\n-[assembly: AssemblyFileVersion(\"0.7.1\")]\n+[assembly: AssemblyVersion(\"0.7.2\")]\n+[assembly: AssemblyFileVersion(\"0.7.2\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.0</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.7.1</AssemblyVersion>\n- <FileVersion>0.7.1</FileVersion>\n+ <AssemblyVersion>0.7.2</AssemblyVersion>\n+ <FileVersion>0.7.2</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.7.1</AssemblyVersion>\n- <FileVersion>0.7.1</FileVersion>\n+ <AssemblyVersion>0.7.2</AssemblyVersion>\n+ <FileVersion>0.7.2</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.7.2 (#535)
|
329,089 |
20.06.2020 19:00:19
| 14,400 |
b6969c43b718630f95a9c48e1f1dd089e75d3e96
|
new NuGet 0.7.3
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -86,10 +86,10 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n### Nuget\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.2`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.3`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.2`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.3`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.7.2</PackageVersion>\n+ <PackageVersion>0.7.3</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.7.2\")]\n-[assembly: AssemblyFileVersion(\"0.7.2\")]\n+[assembly: AssemblyVersion(\"0.7.3\")]\n+[assembly: AssemblyFileVersion(\"0.7.3\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.0</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.7.2</AssemblyVersion>\n- <FileVersion>0.7.2</FileVersion>\n+ <AssemblyVersion>0.7.3</AssemblyVersion>\n+ <FileVersion>0.7.3</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.7.2</AssemblyVersion>\n- <FileVersion>0.7.2</FileVersion>\n+ <AssemblyVersion>0.7.3</AssemblyVersion>\n+ <FileVersion>0.7.3</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.7.3 (#546)
|
329,151 |
24.06.2020 16:14:30
| -10,800 |
c5383cf97033ef88ebe037e695619b7d8a6565da
|
amount is overridden, extra parameters are copyto payload also. extra parameters for loop is useless so it override only price without using key/value of extra parameters
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitstamp/ExchangeBitstampAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitstamp/ExchangeBitstampAPI.cs",
"diff": "@@ -205,12 +205,6 @@ namespace ExchangeSharp\npayload[\"price\"] = order.Price.ToStringInvariant();\n}\n- payload[\"amount\"] = order.Amount.ToStringInvariant();\n- foreach (var kv in order.ExtraParameters)\n- {\n- payload[\"price\"] = order.Price.ToStringInvariant();\n- }\n-\npayload[\"amount\"] = order.RoundAmount().ToStringInvariant();\norder.ExtraParameters.CopyTo(payload);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
amount is overridden, extra parameters are copyto payload also. extra parameters for loop is useless so it override only price without using key/value of extra parameters (#548)
|
329,099 |
08.09.2020 19:10:29
| -10,800 |
b6f1ab3632f1ef9443755927f2c8b8b842bcdf01
|
Fix for Okex OnGetTradesWebSocketAsync
Not unified property.
On futures it's "qty", while on the other type of instruments it's "size".
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"diff": "@@ -227,9 +227,20 @@ namespace ExchangeSharp.OKGroup\nawait AddMarketSymbolsToChannel(_socket, \"/trade:{0}\", marketSymbols);\n}, async (_socket, symbol, sArray, token) =>\n{\n- ExchangeTrade trade = token.ParseTrade(amountKey: \"size\", priceKey: \"price\",\n+ ExchangeTrade trade;\n+ var instrumentType = GetInstrumentType(symbol);\n+ if (instrumentType == \"futures\")\n+ {\n+ trade = token.ParseTrade(amountKey: \"qty\", priceKey: \"price\",\ntypeKey: \"side\", timestampKey: \"timestamp\",\ntimestampType: TimestampType.Iso8601, idKey: \"trade_id\");\n+ }\n+ else\n+ {\n+ trade = token.ParseTrade(amountKey: \"size\", priceKey: \"price\",\n+ typeKey: \"side\", timestampKey: \"timestamp\",\n+ timestampType: TimestampType.Iso8601, idKey: \"trade_id\");\n+ }\nawait callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n});\n}\n@@ -733,6 +744,24 @@ namespace ExchangeSharp.OKGroup\nreturn marketSymbols;\n}\n+ private string GetInstrumentType(string marketSymbol)\n+ {\n+ string type;\n+ if (marketSymbol.Split('-').Length == 3 && marketSymbol.Split('-')[2] == \"SWAP\")\n+ {\n+ type = \"swap\";\n+ }\n+ else if (marketSymbol.Split('-').Length == 3 && int.TryParse(marketSymbol.Split('-')[2], out _))\n+ {\n+ type = \"futures\";\n+ }\n+ else\n+ {\n+ type = \"spot\";\n+ }\n+ return type;\n+ }\n+\n#endregion\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix for Okex OnGetTradesWebSocketAsync (#552)
Not unified property.
On futures it's "qty", while on the other type of instruments it's "size".
|
329,149 |
28.11.2020 18:02:08
| 21,600 |
1b5dc7151359de6b246ab0cda2b360d266138637
|
Add Bybit
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -38,6 +38,7 @@ The following cryptocurrency exchanges are supported:\n| BL3P | x | x | R B | Trades stream does not send trade's ids. |\n| Bleutrade | x | x | |\n| BTSE | x | x | |\n+| Bybit | x | x | R | Has public method for Websocket Positions\n| Coinbase | x | x | T R |\n| Digifinex | x | x | R B |\n| Gemini | x | x | R |\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add Bybit (#560)
|
329,089 |
04.12.2020 14:29:40
| 28,800 |
e159457c9628425235ebf11be00afe023a9ef5a8
|
new NuGet 0.7.4
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -96,11 +96,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.3`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.4`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.3`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.4`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.7.3</PackageVersion>\n+ <PackageVersion>0.7.4</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.7.3\")]\n-[assembly: AssemblyFileVersion(\"0.7.3\")]\n+[assembly: AssemblyVersion(\"0.7.4\")]\n+[assembly: AssemblyFileVersion(\"0.7.4\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.0</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.7.3</AssemblyVersion>\n- <FileVersion>0.7.3</FileVersion>\n+ <AssemblyVersion>0.7.4</AssemblyVersion>\n+ <FileVersion>0.7.4</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.7.3</AssemblyVersion>\n- <FileVersion>0.7.3</FileVersion>\n+ <AssemblyVersion>0.7.4</AssemblyVersion>\n+ <FileVersion>0.7.4</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.7.4 (#562)
|
329,110 |
05.12.2020 22:51:17
| -3,600 |
86537b275cefa337383dd78d04d3b0090295e5f8
|
Binance - add ClientOrderId support
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -557,6 +557,7 @@ namespace ExchangeSharp.BinanceGroup\n{\nDictionary<string, object> payload = await GetNoncePayloadAsync();\npayload[\"symbol\"] = order.MarketSymbol;\n+ payload[\"newClientOrderId\"] = order.ClientOrderId;\npayload[\"side\"] = order.IsBuy ? \"BUY\" : \"SELL\";\nif (order.OrderType == OrderType.Stop)\npayload[\"type\"] = \"STOP_LOSS\";//if order type is stop loss/limit, then binance expect word 'STOP_LOSS' inestead of 'STOP'\n@@ -934,7 +935,8 @@ namespace ExchangeSharp.BinanceGroup\nIsBuy = token[\"side\"].ToStringInvariant() == \"BUY\",\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"time\"].ConvertInvariant<long>(token[\"transactTime\"].ConvertInvariant<long>())),\nOrderId = token[\"orderId\"].ToStringInvariant(),\n- MarketSymbol = token[\"symbol\"].ToStringInvariant()\n+ MarketSymbol = token[\"symbol\"].ToStringInvariant(),\n+ ClientOrderId = token[\"clientOrderId\"].ToStringInvariant()\n};\nswitch (token[\"status\"].ToStringInvariant())\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Binance - add ClientOrderId support (#563)
|
329,110 |
09.12.2020 00:01:06
| -3,600 |
f92619b221079d72f886185952b482abf645e7a4
|
Binance - add support for FilledPartiallyAndCancelled order status
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -939,35 +939,30 @@ namespace ExchangeSharp.BinanceGroup\nClientOrderId = token[\"clientOrderId\"].ToStringInvariant()\n};\n- switch (token[\"status\"].ToStringInvariant())\n+ result.Result = ParseExchangeAPIOrderResult(token[\"status\"].ToStringInvariant(), result.AmountFilled);\n+\n+ return result;\n+ }\n+\n+ private ExchangeAPIOrderResult ParseExchangeAPIOrderResult(string status, decimal amountFilled)\n+ {\n+ switch (status)\n{\ncase \"NEW\":\n- result.Result = ExchangeAPIOrderResult.Pending;\n- break;\n-\n+ return ExchangeAPIOrderResult.Pending;\ncase \"PARTIALLY_FILLED\":\n- result.Result = ExchangeAPIOrderResult.FilledPartially;\n- break;\n-\n+ return ExchangeAPIOrderResult.FilledPartially;\ncase \"FILLED\":\n- result.Result = ExchangeAPIOrderResult.Filled;\n- break;\n-\n+ return ExchangeAPIOrderResult.Filled;\ncase \"CANCELED\":\n+ return amountFilled > 0 ? ExchangeAPIOrderResult.FilledPartiallyAndCancelled : ExchangeAPIOrderResult.Canceled;\ncase \"PENDING_CANCEL\":\ncase \"EXPIRED\":\ncase \"REJECTED\":\n- result.Result = ExchangeAPIOrderResult.Canceled;\n- break;\n-\n+ return ExchangeAPIOrderResult.Canceled;\ndefault:\n- result.Result = ExchangeAPIOrderResult.Error;\n- break;\n+ return ExchangeAPIOrderResult.Error;\n}\n-\n- ParseAveragePriceAndFeesFromFills(result, token[\"fills\"]);\n-\n- return result;\n}\nprivate ExchangeOrderResult ParseTrade(JToken token, string symbol)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Binance - add support for FilledPartiallyAndCancelled order status (#564)
|
329,149 |
21.12.2020 13:03:41
| 21,600 |
63cb4e8f83c291e905f540de95b763be0ac042f7
|
OnGetOpenOrderDetailsAsync() uses new functionality in /v2/private/order
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bybit/ExchangeBybitAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bybit/ExchangeBybitAPI.cs",
"diff": "@@ -620,10 +620,15 @@ namespace ExchangeSharp\nreturn positions;\n}\n- protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)\n+ private async Task<IEnumerable<ExchangeOrderResult>> DoGetOrderDetailsAsync(string orderId, string marketSymbol = null)\n{\nvar extraParams = new Dictionary<string, object>();\n- extraParams[\"order_status\"] = \"Created,New,PartiallyFilled\";\n+\n+ if (orderId != null)\n+ {\n+ extraParams[\"order_id\"] = orderId;\n+ }\n+\nif (!string.IsNullOrWhiteSpace(marketSymbol))\n{\nextraParams[\"symbol\"] = marketSymbol;\n@@ -632,41 +637,44 @@ namespace ExchangeSharp\n{\nthrow new Exception(\"marketSymbol is required\");\n}\n+\nvar queryString = await GetAuthenticatedQueryString(extraParams);\n- JToken token = GetResult(await DoMakeJsonRequestAsync<JToken>($\"/v2/private/order/list?\" + queryString, BaseUrl, null, \"GET\"), out var retCode, out var retMessage);\n+ JToken token = GetResult(await DoMakeJsonRequestAsync<JToken>($\"/v2/private/order?\" + queryString, BaseUrl, null, \"GET\"), out var retCode, out var retMessage);\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- foreach (JToken order in token[\"data\"])\n+ if (orderId == null)\n+ {\n+ foreach (JToken order in token)\n{\norders.Add(ParseOrder(order, retCode, retMessage));\n}\n+ }\n+ else\n+ {\n+ orders.Add(ParseOrder(token, retCode, retMessage));\n+ }\n+\n+ return orders;\n+ }\n+ //Note, Bybit is not recommending the use of \"/v2/private/order/list\" now that \"/v2/private/order\" is capable of returning multiple results\n+ protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)\n+ {\n+ var orders = await DoGetOrderDetailsAsync(null, marketSymbol);\nreturn orders;\n}\nprotected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId, string marketSymbol = null)\n{\n- var extraParams = new Dictionary<string, object>();\n- extraParams[\"order_id\"] = orderId;\n- if (!string.IsNullOrWhiteSpace(marketSymbol))\n+ var orders = await DoGetOrderDetailsAsync(orderId, marketSymbol);\n+ if (orders.Count() > 0)\n{\n- extraParams[\"symbol\"] = marketSymbol;\n+ return orders.First();\n}\nelse\n{\n- throw new Exception(\"marketSymbol is required\");\n+ return null;\n}\n-\n- var queryString = await GetAuthenticatedQueryString(extraParams);\n- JToken token = GetResult(await DoMakeJsonRequestAsync<JToken>($\"/v2/private/order?\" + queryString, BaseUrl, null, \"GET\"), out var retCode, out var retMessage);\n-\n- List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- foreach (JToken order in token)\n- {\n- orders.Add(ParseOrder(order, retCode, retMessage));\n- }\n-\n- return orders[0];\n}\nprotected override async Task OnCancelOrderAsync(string orderId, string marketSymbol = null)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
OnGetOpenOrderDetailsAsync() uses new functionality in /v2/private/order (#567)
|
329,133 |
06.01.2021 10:57:54
| 28,800 |
26412a18340d23fc4282d54a030c820821221685
|
Update Ticker Address
Ticker address was a 404 error. This new address should return a valid response.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs",
"diff": "@@ -30,7 +30,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n{\nvar result =\n- await MakeJsonRequestAsync<Dictionary<string, NDAXTicker>>(\"returnticker\", \"https://ndax.io/api\", null, \"GET\");\n+ await MakeJsonRequestAsync<Dictionary<string, NDAXTicker>>(\"returnticker\", \"https://core.ndax.io/api/returnticker\", null, \"GET\");\n_marketSymbolToInstrumentIdMapping = result.ToDictionary(pair => pair.Key.Replace(\"_\", \"\"), pair => pair.Value.Id); // remove the _\nreturn result.Select(pair =>\nnew KeyValuePair<string, ExchangeTicker>(pair.Key, pair.Value.ToExchangeTicker(pair.Key)));\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update Ticker Address (#568)
Ticker address was a 404 error. This new address should return a valid response.
|
329,110 |
09.01.2021 17:48:08
| -3,600 |
641a142ad0b1f87f03c4ad342e2e05ad091020ca
|
Binance - fixed missing tradeId
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -993,6 +993,7 @@ namespace ExchangeSharp.BinanceGroup\nIsBuy = token[\"isBuyer\"].ConvertInvariant<bool>() == true,\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"time\"].ConvertInvariant<long>()),\nOrderId = token[\"orderId\"].ToStringInvariant(),\n+ TradeId = token[\"id\"].ToStringInvariant(),\nFees = token[\"commission\"].ConvertInvariant<decimal>(),\nFeesCurrency = token[\"commissionAsset\"].ToStringInvariant(),\nMarketSymbol = symbol\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Binance - fixed missing tradeId (#569)
|
329,142 |
20.02.2021 16:07:47
| -3,600 |
e72c4d228468fc90425dafedb6f2888b550f1352
|
Kraken - confirm trading agreement for German residents, see
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -719,6 +719,7 @@ namespace ExchangeSharp\n{ \"type\", (order.IsBuy ? \"buy\" : \"sell\") },\n{ \"ordertype\", order.OrderType.ToString().ToLowerInvariant() },\n{ \"volume\", order.RoundAmount().ToStringInvariant() },\n+ { \"trading_agreement\", \"agree\" },\n{ \"nonce\", nonce }\n};\nif (order.OrderType != OrderType.Market)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Kraken - confirm trading agreement for German residents, see https://support.kraken.com/hc/en-us/articles/360000920026-Trading-agreement-required-error (#573)
Co-authored-by: d2ro <d2ro@users.noreply.github.com>
|
329,089 |
20.03.2021 08:13:06
| 25,200 |
1a5aaf72ab6023b89e563397506add6ddf7ddf97
|
new NuGet 0.7.5
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -96,11 +96,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.4`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.5`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.4`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.5`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.7.4</PackageVersion>\n+ <PackageVersion>0.7.5</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.7.4\")]\n-[assembly: AssemblyFileVersion(\"0.7.4\")]\n+[assembly: AssemblyVersion(\"0.7.5\")]\n+[assembly: AssemblyFileVersion(\"0.7.5\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.1</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.7.4</AssemblyVersion>\n- <FileVersion>0.7.4</FileVersion>\n+ <AssemblyVersion>0.7.5</AssemblyVersion>\n+ <FileVersion>0.7.5</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.7.4</AssemblyVersion>\n- <FileVersion>0.7.4</FileVersion>\n+ <AssemblyVersion>0.7.5</AssemblyVersion>\n+ <FileVersion>0.7.5</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.7.5 (#576)
|
329,134 |
08.04.2021 02:34:51
| -7,200 |
d4b9f7d3d5e7408934a4220b22be3bfd90c55f6d
|
Set Bittrex MarketSymbolIsReversed to false
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"diff": "@@ -68,7 +68,7 @@ namespace ExchangeSharp\n\"WAVES_ASSET\",\n};\n- MarketSymbolIsReversed = true;\n+ MarketSymbolIsReversed = false;\nWebSocketOrderBookType = WebSocketOrderBookType.DeltasOnly;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
#578 Set Bittrex MarketSymbolIsReversed to false (#579)
|
329,148 |
21.04.2021 21:45:34
| 21,600 |
df0692777365ae03abb7de5db8843ece0a714ba3
|
Kraken ticker web socket
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -13,7 +13,7 @@ Feel free to visit the discord channel at https://discord.gg/sHCUHH3 and chat wi\n- Many exchanges supported with public, private and web socket API\n- Easy to use and well documented code and API\n- Optional global market symbol normalization, since each exchange has their own way of doing market symbols\n-- Runs anywhere .NET Core runs. (Windows, Mac, Linux, Containers, Serverless, iOS, Android, [etc.](https://docs.microsoft.com/en-us/dotnet/core/about))\n+- Runs anywhere .NET runs. (Windows, Mac, Linux, Containers, Serverless, iOS, Android, [etc.](https://docs.microsoft.com/en-us/dotnet/core/about))\n- Can be used from [many different C# platforms](https://github.com/dotnet/standard/blob/master/docs/versions/netstandard2.0.md#platform-support)\n- Has a great [CLI](#Installing-the-CLI) that enables you to use all features from all exchanges right from your command line.\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -113,9 +113,13 @@ namespace ExchangeSharp\n{\nExchangeMarket market = await GetExchangeMarketFromCacheAsync(marketSymbol);\nif (market == null)\n+ {\n+ market = await GetExchangeMarketFromCacheAsync(marketSymbol.Replace(\"/\", string.Empty));\n+ if (market == null)\n{\nthrow new ArgumentException(\"Unable to get currencies for market symbol \" + marketSymbol);\n}\n+ }\nreturn (market.BaseCurrency, market.QuoteCurrency);\n}\n@@ -523,8 +527,7 @@ namespace ExchangeSharp\nvar tickers = new List<KeyValuePair<string, ExchangeTicker>>();\nforeach (string marketSymbol in normalizedPairsList)\n{\n- JToken ticker;\n- ticker = apiTickers[marketSymbol];\n+ JToken ticker = apiTickers[marketSymbol];\n#region Fix for pairs that are not found like USDTZUSD\nif (ticker == null)\n@@ -812,6 +815,32 @@ namespace ExchangeSharp\nawait MakeJsonRequestAsync<JToken>(\"/0/private/CancelOrder\", null, payload);\n}\n+ protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols)\n+ {\n+ if (marketSymbols == null || marketSymbols.Length == 0)\n+ {\n+ marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ }\n+ return await ConnectWebSocketAsync(null, messageCallback: async (_socket, msg) =>\n+ {\n+ if (JToken.Parse(msg.ToStringFromUTF8()) is JArray token)\n+ {\n+ var exchangeTicker = await ConvertToExchangeTickerAsync(token[3].ToString(), token[1]);\n+ var kv = new KeyValuePair<string, ExchangeTicker>(exchangeTicker.MarketSymbol, exchangeTicker);\n+ tickers(new List<KeyValuePair<string, ExchangeTicker>> { kv });\n+ }\n+ }, connectCallback: async (_socket) =>\n+ {\n+ List<string> marketSymbolList = await GetMarketSymbolList(marketSymbols);\n+ await _socket.SendMessageAsync(new\n+ {\n+ @event = \"subscribe\",\n+ pair = marketSymbolList,\n+ subscription = new { name = \"ticker\" }\n+ });\n+ });\n+ }\n+\nprotected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)\n{\nif (marketSymbols == null || marketSymbols.Length == 0)\n@@ -889,6 +918,18 @@ namespace ExchangeSharp\n// \"name\": \"ticker\"\n// }\n//}\n+ List<string> marketSymbolList = await GetMarketSymbolList(marketSymbols);\n+ await _socket.SendMessageAsync(new\n+ {\n+ @event = \"subscribe\",\n+ pair = marketSymbolList,\n+ subscription = new { name = \"trade\" }\n+ });\n+ });\n+ }\n+\n+ private async Task<List<string>> GetMarketSymbolList(string[] marketSymbols)\n+ {\nawait PopulateLookupTables(); // prime cache\nTask<string>[] marketSymbolsArray = marketSymbols.Select(async (m) =>\n{\n@@ -908,13 +949,7 @@ namespace ExchangeSharp\nmarketSymbolList.Add(result);\n}\n}\n- await _socket.SendMessageAsync(new\n- {\n- @event = \"subscribe\",\n- pair = marketSymbolList,\n- subscription = new { name = \"trade\" }\n- });\n- });\n+ return marketSymbolList;\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Kraken ticker web socket
|
329,148 |
22.04.2021 14:25:45
| 21,600 |
d3e5a8631659d34acde042b7b165b0908e152f12
|
Gemini ticker web socket and symbol metadata fix
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -11,11 +11,13 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\n*/\nusing System;\n+using System.Collections.Concurrent;\nusing System.Collections.Generic;\nusing System.Linq;\nusing System.Net;\nusing System.Text;\nusing System.Threading.Tasks;\n+using System.Web;\nusing Newtonsoft.Json;\nusing Newtonsoft.Json.Linq;\n@@ -30,6 +32,7 @@ namespace ExchangeSharp\n{\nMarketSymbolIsUppercase = false;\nMarketSymbolSeparator = string.Empty;\n+ RateLimit = new RateGate(1, TimeSpan.FromSeconds(0.5));\n}\nprivate async Task<ExchangeVolume> ParseVolumeAsync(JToken token, string symbol)\n@@ -93,63 +96,38 @@ namespace ExchangeSharp\nprotected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n{\n- List<ExchangeMarket> hardcodedSymbols = new List<ExchangeMarket>()\n- {\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"btcusd\", BaseCurrency = \"BTC\", QuoteCurrency = \"USD\",\n- MinTradeSize = 0.00001M, QuantityStepSize = 0.00000001M, PriceStepSize = 0.01M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"ethusd\", BaseCurrency = \"ETH\", QuoteCurrency = \"USD\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.01M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"ethbtc\", BaseCurrency = \"ETH\", QuoteCurrency = \"BTC\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.00001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"zecusd\", BaseCurrency = \"ZEC\", QuoteCurrency = \"USD\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.01M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"zecbtc\", BaseCurrency = \"ZEC\", QuoteCurrency = \"BTC\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.00001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"zeceth\", BaseCurrency = \"ZEC\", QuoteCurrency = \"ETH\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.0001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"zecbch\", BaseCurrency = \"ZEC\", QuoteCurrency = \"BCH\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.0001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"zecltc\", BaseCurrency = \"ZEC\", QuoteCurrency = \"LTC\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"bchusd\", BaseCurrency = \"BCH\", QuoteCurrency = \"USD\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.01M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"bchbtc\", BaseCurrency = \"BCH\", QuoteCurrency = \"BTC\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.00001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"bcheth\", BaseCurrency = \"BCH\", QuoteCurrency = \"ETH\",\n- MinTradeSize = 0.001M, QuantityStepSize = 0.000001M, PriceStepSize = 0.0001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"ltcusd\", BaseCurrency = \"LTC\", QuoteCurrency = \"USD\",\n- MinTradeSize = 0.01M, QuantityStepSize = 0.00001M, PriceStepSize = 0.01M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"ltcbtc\", BaseCurrency = \"LTC\", QuoteCurrency = \"BTC\",\n- MinTradeSize = 0.01M, QuantityStepSize = 0.00001M, PriceStepSize = 0.00001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"ltceth\", BaseCurrency = \"LTC\", QuoteCurrency = \"ETH\",\n- MinTradeSize = 0.01M, QuantityStepSize = 0.00001M, PriceStepSize = 0.0001M},\n- new ExchangeMarket() { IsActive = true,\n- MarketSymbol = \"ltcbch\", BaseCurrency = \"LTC\", QuoteCurrency = \"BCH\",\n- MinTradeSize = 0.01M, QuantityStepSize = 0.00001M, PriceStepSize = 0.0001M},\n- };\n- // + check to make sure no symbols are missing\n- var apiSymbols = await GetMarketSymbolsAsync();\n- foreach (var apiSymbol in apiSymbols)\n- if (!hardcodedSymbols.Select(m => m.MarketSymbol).Contains(apiSymbol))\n- throw new Exception(\"hardcoded symbols out of date, please send a PR on GitHub to update.\");\n- foreach (var hardcodedSymbol in hardcodedSymbols)\n- if (!apiSymbols.Contains(hardcodedSymbol.MarketSymbol))\n- throw new Exception(\"hardcoded symbols out of date, please send a PR on GitHub to update.\");\n- return hardcodedSymbols;\n+ Logger.Warn(\"Fetching gemini symbol metadata, this may take a minute...\");\n+\n+ string[] symbols = (await GetMarketSymbolsAsync()).ToArray();\n+ List<ExchangeMarket> markets = new List<ExchangeMarket>();\n+ List<Task> tasks = new List<Task>();\n+ foreach (string symbol in symbols)\n+ {\n+ tasks.Add(Task.Run(async () =>\n+ {\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/symbols/details/\" + HttpUtility.UrlEncode(symbol));\n+\n+ // {\"symbol\":\"BTCUSD\",\"base_currency\":\"BTC\",\"quote_currency\":\"USD\",\"tick_size\":1E-8,\"quote_increment\":0.01,\"min_order_size\":\"0.00001\",\"status\":\"open\"}\n+ lock (markets)\n+ {\n+ markets.Add(new ExchangeMarket\n+ {\n+ BaseCurrency = token[\"base_currency\"].ToStringInvariant(),\n+ IsActive = token[\"status\"].ToStringInvariant().Equals(\"open\", StringComparison.OrdinalIgnoreCase),\n+ MarketSymbol = token[\"symbol\"].ToStringInvariant(),\n+ MinTradeSize = token[\"min_order_Size\"].ConvertInvariant<decimal>(),\n+ QuantityStepSize = token[\"tick_size\"].ConvertInvariant<decimal>(),\n+ QuoteCurrency = token[\"quote_currency\"].ToStringInvariant(),\n+ PriceStepSize = token[\"quote_increment\"].ConvertInvariant<decimal>()\n+ });\n+ }\n+ }));\n+ }\n+ await Task.WhenAll(tasks);\n+\n+ Logger.Warn(\"Gemini symbol metadata fetched and cached for several hours.\");\n+\n+ return markets;\n}\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n@@ -284,6 +262,98 @@ namespace ExchangeSharp\nawait MakeJsonRequestAsync<JToken>(\"/order/cancel\", null, new Dictionary<string, object>{ { \"nonce\", nonce }, { \"order_id\", orderId } });\n}\n+ protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols)\n+ {\n+ if (marketSymbols == null || marketSymbols.Length == 0)\n+ {\n+ marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ }\n+ ConcurrentDictionary<string, decimal> volumeDict = new ConcurrentDictionary<string, decimal>();\n+ ConcurrentDictionary<string, ExchangeTicker> tickerDict = new ConcurrentDictionary<string, ExchangeTicker>();\n+ return await ConnectWebSocketAsync(null, messageCallback: async (_socket, msg) =>\n+ {\n+ JToken token = JToken.Parse(msg.ToStringFromUTF8());\n+ if (token[\"result\"].ToStringInvariant() == \"error\")\n+ {\n+ // {{ \"result\": \"error\", \"reason\": \"InvalidJson\"}}\n+ Logger.Info(token[\"reason\"].ToStringInvariant());\n+ }\n+ else if (token[\"type\"].ToStringInvariant() == \"candles_1d_updates\")\n+ {\n+ JToken changesToken = token[\"changes\"];\n+ string marketSymbol = token[\"symbol\"].ToStringInvariant();\n+ if (changesToken != null)\n+ {\n+ if (changesToken.FirstOrDefault() is JArray candleArray)\n+ {\n+ decimal volume = candleArray[5].ConvertInvariant<decimal>();\n+ volumeDict[marketSymbol] = volume;\n+ }\n+ }\n+ }\n+ else if (token[\"type\"].ToStringInvariant() == \"l2_updates\")\n+ {\n+ // fetch the active ticker metadata for this symbol\n+ string marketSymbol = token[\"symbol\"].ToStringInvariant();\n+ ExchangeTicker ticker = tickerDict.GetOrAdd(marketSymbol, (_marketSymbol) =>\n+ {\n+ (string baseCurrency, string quoteCurrency) = ExchangeMarketSymbolToCurrenciesAsync(marketSymbol).Sync();\n+ return new ExchangeTicker\n+ {\n+ MarketSymbol = _marketSymbol,\n+ Volume = new ExchangeVolume\n+ {\n+ BaseCurrency = baseCurrency,\n+ QuoteCurrency = quoteCurrency\n+ }\n+ };\n+ });\n+\n+ // fetch the last bid/ask/last prices\n+ if (token[\"changes\"] is JArray changesToken)\n+ {\n+ if (changesToken.FirstOrDefault(t => t[0].ToStringInvariant().Equals(\"buy\", StringComparison.OrdinalIgnoreCase)) is JArray buyToken)\n+ {\n+ decimal bidPrice = buyToken[1].ConvertInvariant<decimal>();\n+ ticker.Bid = bidPrice;\n+ }\n+\n+ if (changesToken.FirstOrDefault(t => t[0].ToStringInvariant().Equals(\"sell\", StringComparison.OrdinalIgnoreCase)) is JArray sellToken)\n+ {\n+ decimal askPrice = sellToken[1].ConvertInvariant<decimal>();\n+ ticker.Ask = askPrice;\n+ }\n+\n+ if (token[\"trades\"] is JArray tradesToken)\n+ {\n+ JToken lastTrade = tradesToken.FirstOrDefault();\n+ if (lastTrade != null)\n+ {\n+ decimal lastTradePrice = lastTrade[\"price\"].ConvertInvariant<decimal>();\n+ ticker.Last = lastTradePrice;\n+ }\n+ }\n+\n+ // see if we have volume yet\n+ if (volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))\n+ {\n+ ticker.Volume.BaseCurrencyVolume = tickerVolume;\n+ ticker.Volume.QuoteCurrencyVolume = tickerVolume * ticker.Last;\n+ var kv = new KeyValuePair<string, ExchangeTicker>(marketSymbol, ticker);\n+ tickers(new KeyValuePair<string, ExchangeTicker>[] { kv });\n+ }\n+ }\n+ }\n+ }, connectCallback: async (_socket) =>\n+ {\n+ await _socket.SendMessageAsync(new\n+ {\n+ type = \"subscribe\",\n+ subscriptions = new[] { new { name = \"candles_1d\", symbols = marketSymbols }, new { name = \"l2\", symbols = marketSymbols } }\n+ });\n+ });\n+ }\n+\nprotected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)\n{\n//{\n@@ -358,6 +428,7 @@ namespace ExchangeSharp\n{\nmarketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n}\n+\nreturn await ConnectWebSocketAsync(BaseUrlWebSocket, messageCallback: async (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\n@@ -371,7 +442,7 @@ namespace ExchangeSharp\nvar tradesToken = token[\"trades\"];\nif (tradesToken != null) foreach (var tradeToken in tradesToken)\n{\n- var trade = parseTrade(tradeToken);\n+ var trade = ParseWebSocketTrade(tradeToken);\ntrade.Flags |= ExchangeTradeFlags.IsFromSnapshot;\nawait callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));\n}\n@@ -379,7 +450,7 @@ namespace ExchangeSharp\nelse if (token[\"type\"].ToStringInvariant() == \"trade\")\n{\nstring marketSymbol = token[\"symbol\"].ToStringInvariant();\n- var trade = parseTrade(token);\n+ var trade = ParseWebSocketTrade(token);\nawait callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, trade));\n}\n}, connectCallback: async (_socket) =>\n@@ -388,12 +459,13 @@ namespace ExchangeSharp\nawait _socket.SendMessageAsync(new {\ntype = \"subscribe\", subscriptions = new[] { new { name = \"l2\", symbols = marketSymbols } } });\n});\n- ExchangeTrade parseTrade(JToken token) => token.ParseTrade(\n+ }\n+\n+ private static ExchangeTrade ParseWebSocketTrade(JToken token) => token.ParseTrade(\namountKey: \"quantity\", priceKey: \"price\",\ntypeKey: \"side\", timestampKey: \"timestamp\",\nTimestampType.UnixMilliseconds, idKey: \"event_id\");\n}\n- }\npublic partial class ExchangeName { public const string Gemini = \"Gemini\"; }\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -57,7 +57,7 @@ namespace ExchangeSharp\n/// <returns>Task</returns>\nprivate async Task PopulateLookupTables()\n{\n- await Cache.Get<object>(nameof(PopulateLookupTables), async () =>\n+ await Cache.GetOrCreate<object>(nameof(PopulateLookupTables), async () =>\n{\nIReadOnlyDictionary<string, ExchangeCurrency> currencies = await GetCurrenciesAsync();\nExchangeMarket[] markets = (await GetMarketSymbolsMetadataAsync())?.ToArray();\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/ZBcom/ExchangeZBcomAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/ZBcom/ExchangeZBcomAPI.cs",
"diff": "@@ -122,7 +122,7 @@ namespace ExchangeSharp\nvar data = await MakeRequestZBcomAsync(null, \"/allTicker\", BaseUrl);\nList<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n- var symbolLookup = await Cache.Get<Dictionary<string, string>>(nameof(GetMarketSymbolsAsync) + \"_Set\", async () =>\n+ var symbolLookup = await Cache.GetOrCreate<Dictionary<string, string>>(nameof(GetMarketSymbolsAsync) + \"_Set\", async () =>\n{\n// create lookup dictionary of symbol string without separator to symbol string with separator\nIEnumerable<string> symbols = await GetMarketSymbolsAsync();\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -252,7 +252,7 @@ namespace ExchangeSharp\n{\nMethodCachePolicy.Add(nameof(GetCurrenciesAsync), TimeSpan.FromHours(1.0));\nMethodCachePolicy.Add(nameof(GetMarketSymbolsAsync), TimeSpan.FromHours(1.0));\n- MethodCachePolicy.Add(nameof(GetMarketSymbolsMetadataAsync), TimeSpan.FromHours(4.0));\n+ MethodCachePolicy.Add(nameof(GetMarketSymbolsMetadataAsync), TimeSpan.FromHours(6.0));\nMethodCachePolicy.Add(nameof(GetTickerAsync), TimeSpan.FromSeconds(10.0));\nMethodCachePolicy.Add(nameof(GetTickersAsync), TimeSpan.FromSeconds(10.0));\nMethodCachePolicy.Add(nameof(GetOrderBookAsync), TimeSpan.FromSeconds(10.0));\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -203,7 +203,7 @@ namespace ExchangeSharp\npublic static async Task<Dictionary<string, ExchangeMarket>> GetExchangeMarketDictionaryFromCacheAsync(this ExchangeAPI api)\n{\nawait new SynchronizationContextRemover();\n- CachedItem<Dictionary<string, ExchangeMarket>> cacheResult = await api.Cache.Get<Dictionary<string, ExchangeMarket>>(nameof(GetExchangeMarketDictionaryFromCacheAsync), async () =>\n+ CachedItem<Dictionary<string, ExchangeMarket>> cacheResult = await api.Cache.GetOrCreate<Dictionary<string, ExchangeMarket>>(nameof(GetExchangeMarketDictionaryFromCacheAsync), async () =>\n{\ntry\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "src/ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -1401,7 +1401,7 @@ namespace ExchangeSharp\n}\nif (methodCachePolicy.TryGetValue(methodName, out TimeSpan cacheTime))\n{\n- return (await cache.Get<T>(cacheKey, async () =>\n+ return (await cache.GetOrCreate<T>(cacheKey, async () =>\n{\nT innerResult = await method();\nreturn new CachedItem<T>(innerResult, CryptoUtility.UtcNow.Add(cacheTime));\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Gemini ticker web socket and symbol metadata fix
|
329,148 |
22.04.2021 15:22:08
| 21,600 |
18c8e8e8c456950a84d3b3a11cb2b39f75936c4b
|
Optimize gemini symbol metadata
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -18,6 +18,7 @@ using System.Net;\nusing System.Text;\nusing System.Threading.Tasks;\nusing System.Web;\n+using System.Xml;\nusing Newtonsoft.Json;\nusing Newtonsoft.Json.Linq;\n@@ -96,10 +97,88 @@ namespace ExchangeSharp\nprotected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n{\n- Logger.Warn(\"Fetching gemini symbol metadata, this may take a minute...\");\n+ List<ExchangeMarket> markets = new List<ExchangeMarket>();\n+\n+ try\n+ {\n+ string html = await RequestMaker.MakeRequestAsync(\"/rest-api\", \"https://docs.gemini.com\");\n+ int startPos = html.IndexOf(\"<h1 id=\\\"symbols-and-minimums\\\">Symbols and minimums</h1>\");\n+ if (startPos >= 0)\n+ {\n+ startPos = html.IndexOf(\"<tbody>\", startPos);\n+ if (startPos >= 0)\n+ {\n+ int endPos = html.IndexOf(\"</tbody>\", startPos);\n+ string table = html.Substring(startPos, endPos - startPos + \"</tbody>\".Length);\n+ string xml = \"<?xml version=\\\"1.0\\\" encoding=\\\"UTF-8\\\" ?>\\n\" + table;\n+ XmlDocument doc = new XmlDocument();\n+ doc.LoadXml(xml);\n+ if (doc.ChildNodes.Count > 1)\n+ {\n+ XmlNode root = doc.ChildNodes.Item(1);\n+ foreach (XmlNode tr in root.ChildNodes)\n+ {\n+ // <tr>\n+ // <th>Symbol</th>\n+ // <th>Minimum Order Size</th>\n+ // <th>Tick Size</th>\n+ // <th>Quote Currency Price Increment</th>\n+\n+ // <td>btcusd</td>\n+ // <td>0.00001 BTC (1e-5)</td>\n+ // <td>0.00000001 BTC (1e-8)</td>\n+ // <td>0.01 USD</td>\n+ // </tr>\n+\n+ if (tr.ChildNodes.Count == 4)\n+ {\n+ ExchangeMarket market = new ExchangeMarket { IsActive = true };\n+ XmlNode symbolNode = tr.ChildNodes.Item(0);\n+ XmlNode minOrderSizeNode = tr.ChildNodes.Item(1);\n+ XmlNode tickSizeNode = tr.ChildNodes.Item(2);\n+ XmlNode incrementNode = tr.ChildNodes.Item(3);\n+ string symbol = symbolNode.InnerText;\n+ int minOrderSizePos = minOrderSizeNode.InnerText.IndexOf(' ');\n+ if (minOrderSizePos < 0)\n+ {\n+ throw new ArgumentException(\"Min order size text does not have a space after the number\");\n+ }\n+ decimal minOrderSize = minOrderSizeNode.InnerText.Substring(0, minOrderSizePos).ConvertInvariant<decimal>();\n+ int tickSizePos = tickSizeNode.InnerText.IndexOf(' ');\n+ if (tickSizePos < 0)\n+ {\n+ throw new ArgumentException(\"Tick size text does not have a space after the number\");\n+ }\n+ decimal tickSize = tickSizeNode.InnerText.Substring(0, tickSizePos).ConvertInvariant<decimal>();\n+ int incrementSizePos = incrementNode.InnerText.IndexOf(' ');\n+ if (incrementSizePos < 0)\n+ {\n+ throw new ArgumentException(\"Increment size text does not have a space after the number\");\n+ }\n+ decimal incrementSize = incrementNode.InnerText.Substring(0, incrementSizePos).ConvertInvariant<decimal>();\n+ market.MarketSymbol = symbol;\n+ market.BaseCurrency = symbol.Substring(0, symbol.Length - 3);\n+ market.QuoteCurrency = symbol.Substring(symbol.Length - 3);\n+ market.MinTradeSize = minOrderSize;\n+ market.QuantityStepSize = tickSize;\n+ market.PriceStepSize = incrementSize;\n+ markets.Add(market);\n+ }\n+ }\n+ return markets;\n+ }\n+ }\n+ }\n+ }\n+ catch (Exception ex)\n+ {\n+ Logger.Error(ex, \"Failed to parse gemini symbol metadata web page, falling back to per symbol query...\");\n+ }\n+\n+ // slow way, fetch each symbol one by one, gemini api epic fail\n+ Logger.Warn(\"Fetching gemini symbol metadata per symbol, this may take a minute...\");\nstring[] symbols = (await GetMarketSymbolsAsync()).ToArray();\n- List<ExchangeMarket> markets = new List<ExchangeMarket>();\nList<Task> tasks = new List<Task>();\nforeach (string symbol in symbols)\n{\n@@ -115,7 +194,7 @@ namespace ExchangeSharp\nBaseCurrency = token[\"base_currency\"].ToStringInvariant(),\nIsActive = token[\"status\"].ToStringInvariant().Equals(\"open\", StringComparison.OrdinalIgnoreCase),\nMarketSymbol = token[\"symbol\"].ToStringInvariant(),\n- MinTradeSize = token[\"min_order_Size\"].ConvertInvariant<decimal>(),\n+ MinTradeSize = token[\"min_order_size\"].ConvertInvariant<decimal>(),\nQuantityStepSize = token[\"tick_size\"].ConvertInvariant<decimal>(),\nQuoteCurrency = token[\"quote_currency\"].ToStringInvariant(),\nPriceStepSize = token[\"quote_increment\"].ConvertInvariant<decimal>()\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Optimize gemini symbol metadata
|
329,148 |
22.04.2021 15:22:28
| 21,600 |
2d13b9f7e809bf1b5a99b89383c903093381837d
|
Bug fix Gemini markets if error
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -172,6 +172,7 @@ namespace ExchangeSharp\n}\ncatch (Exception ex)\n{\n+ markets.Clear();\nLogger.Error(ex, \"Failed to parse gemini symbol metadata web page, falling back to per symbol query...\");\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Bug fix Gemini markets if error
|
329,148 |
22.04.2021 15:45:05
| 21,600 |
6e26842f6e1ebfcde8c15ed02c7e663e8fec73b2
|
Bug fix gemini web socket tickers
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -392,30 +392,35 @@ namespace ExchangeSharp\n// fetch the last bid/ask/last prices\nif (token[\"changes\"] is JArray changesToken)\n{\n- if (changesToken.FirstOrDefault(t => t[0].ToStringInvariant().Equals(\"buy\", StringComparison.OrdinalIgnoreCase)) is JArray buyToken)\n+ if (token[\"trades\"] is JArray tradesToken)\n{\n- decimal bidPrice = buyToken[1].ConvertInvariant<decimal>();\n- ticker.Bid = bidPrice;\n- }\n-\n- if (changesToken.FirstOrDefault(t => t[0].ToStringInvariant().Equals(\"sell\", StringComparison.OrdinalIgnoreCase)) is JArray sellToken)\n+ JToken lastSell = tradesToken.FirstOrDefault(t => t[\"side\"].ToStringInvariant().Equals(\"sell\", StringComparison.OrdinalIgnoreCase));\n+ if (lastSell != null)\n{\n- decimal askPrice = sellToken[1].ConvertInvariant<decimal>();\n- ticker.Ask = askPrice;\n+ decimal lastTradePrice = lastSell[\"price\"].ConvertInvariant<decimal>();\n+ ticker.Last = ticker.Bid = lastTradePrice;\n+ if (ticker.Bid > ticker.Ask)\n+ {\n+ // out of sync, reset ask\n+ ticker.Ask = 0m;\n}\n-\n- if (token[\"trades\"] is JArray tradesToken)\n+ }\n+ JToken lastBuy = tradesToken.FirstOrDefault(t => t[\"side\"].ToStringInvariant().Equals(\"buy\", StringComparison.OrdinalIgnoreCase));\n+ if (lastBuy != null)\n{\n- JToken lastTrade = tradesToken.FirstOrDefault();\n- if (lastTrade != null)\n+ decimal lastTradePrice = lastBuy[\"price\"].ConvertInvariant<decimal>();\n+ ticker.Ask = lastTradePrice;\n+ if (ticker.Ask < ticker.Bid)\n{\n- decimal lastTradePrice = lastTrade[\"price\"].ConvertInvariant<decimal>();\n- ticker.Last = lastTradePrice;\n+ // out of sync, reset bid\n+ ticker.Bid = 0m;\n+ }\n}\n}\n- // see if we have volume yet\n- if (volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))\n+ // if we are fully populated...\n+ if (ticker.Bid > 0m && ticker.Ask > 0m &&\n+ volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))\n{\nticker.Volume.BaseCurrencyVolume = tickerVolume;\nticker.Volume.QuoteCurrencyVolume = tickerVolume * ticker.Last;\n@@ -513,7 +518,8 @@ namespace ExchangeSharp\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nif (token[\"result\"].ToStringInvariant() == \"error\")\n- { // {{ \"result\": \"error\", \"reason\": \"InvalidJson\"}}\n+ {\n+ // {{ \"result\": \"error\", \"reason\": \"InvalidJson\"}}\nLogger.Info(token[\"reason\"].ToStringInvariant());\n}\nelse if (token[\"type\"].ToStringInvariant() == \"l2_updates\")\n@@ -536,8 +542,18 @@ namespace ExchangeSharp\n}, connectCallback: async (_socket) =>\n{\n//{ \"type\": \"subscribe\",\"subscriptions\":[{ \"name\":\"l2\",\"symbols\":[\"BTCUSD\",\"ETHUSD\",\"ETHBTC\"]}]}\n- await _socket.SendMessageAsync(new {\n- type = \"subscribe\", subscriptions = new[] { new { name = \"l2\", symbols = marketSymbols } } });\n+ await _socket.SendMessageAsync(new\n+ {\n+ type = \"subscribe\",\n+ subscriptions = new[]\n+ {\n+ new\n+ {\n+ name = \"l2\",\n+ symbols = marketSymbols\n+ }\n+ }\n+ });\n});\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Bug fix gemini web socket tickers
|
329,148 |
22.04.2021 15:52:14
| 21,600 |
2b8556f90ab4c6086373aaff52c7ff69bb730dc2
|
Gemini symbol metadata from html error handling
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -103,18 +103,32 @@ namespace ExchangeSharp\n{\nstring html = await RequestMaker.MakeRequestAsync(\"/rest-api\", \"https://docs.gemini.com\");\nint startPos = html.IndexOf(\"<h1 id=\\\"symbols-and-minimums\\\">Symbols and minimums</h1>\");\n- if (startPos >= 0)\n+ if (startPos < 0)\n{\n+ throw new ApplicationException(\"Gemini html for symbol metadata is missing expected h1 tag and id\");\n+ }\n+\nstartPos = html.IndexOf(\"<tbody>\", startPos);\n- if (startPos >= 0)\n+ if (startPos < 0)\n{\n+ throw new ApplicationException(\"Gemini html for symbol metadata is missing start tbody tag\");\n+ }\n+\nint endPos = html.IndexOf(\"</tbody>\", startPos);\n+ if (endPos < 0)\n+ {\n+ throw new ApplicationException(\"Gemini html for symbol metadata is missing ending tbody tag\");\n+ }\n+\nstring table = html.Substring(startPos, endPos - startPos + \"</tbody>\".Length);\nstring xml = \"<?xml version=\\\"1.0\\\" encoding=\\\"UTF-8\\\" ?>\\n\" + table;\nXmlDocument doc = new XmlDocument();\ndoc.LoadXml(xml);\n- if (doc.ChildNodes.Count > 1)\n+ if (doc.ChildNodes.Count < 2)\n{\n+ throw new ApplicationException(\"Gemini html for symbol metadata does not have the expected number of nodes\");\n+ }\n+\nXmlNode root = doc.ChildNodes.Item(1);\nforeach (XmlNode tr in root.ChildNodes)\n{\n@@ -130,8 +144,11 @@ namespace ExchangeSharp\n// <td>0.01 USD</td>\n// </tr>\n- if (tr.ChildNodes.Count == 4)\n+ if (tr.ChildNodes.Count != 4)\n{\n+ throw new ApplicationException(\"Gemini html for symbol metadata does not have 4 rows per entry anymore\");\n+ }\n+\nExchangeMarket market = new ExchangeMarket { IsActive = true };\nXmlNode symbolNode = tr.ChildNodes.Item(0);\nXmlNode minOrderSizeNode = tr.ChildNodes.Item(1);\n@@ -164,12 +181,8 @@ namespace ExchangeSharp\nmarket.PriceStepSize = incrementSize;\nmarkets.Add(market);\n}\n- }\nreturn markets;\n}\n- }\n- }\n- }\ncatch (Exception ex)\n{\nmarkets.Clear();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Gemini symbol metadata from html error handling
|
329,148 |
23.04.2021 09:44:06
| 21,600 |
7abe68e5db0458e75ab095d71a13d49989627404
|
Gemini enhance tickers
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -355,7 +355,7 @@ namespace ExchangeSharp\nawait MakeJsonRequestAsync<JToken>(\"/order/cancel\", null, new Dictionary<string, object>{ { \"nonce\", nonce }, { \"order_id\", orderId } });\n}\n- protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols)\n+ protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickerCallback, params string[] marketSymbols)\n{\nif (marketSymbols == null || marketSymbols.Length == 0)\n{\n@@ -363,85 +363,108 @@ namespace ExchangeSharp\n}\nConcurrentDictionary<string, decimal> volumeDict = new ConcurrentDictionary<string, decimal>();\nConcurrentDictionary<string, ExchangeTicker> tickerDict = new ConcurrentDictionary<string, ExchangeTicker>();\n- return await ConnectWebSocketAsync(null, messageCallback: async (_socket, msg) =>\n+ static ExchangeTicker GetTicker(ConcurrentDictionary<string, ExchangeTicker> tickerDict, ExchangeGeminiAPI api, string marketSymbol)\n+ {\n+ return tickerDict.GetOrAdd(marketSymbol, (_marketSymbol) =>\n+ {\n+ (string baseCurrency, string quoteCurrency) = api.ExchangeMarketSymbolToCurrenciesAsync(_marketSymbol).Sync();\n+ return new ExchangeTicker\n+ {\n+ MarketSymbol = _marketSymbol,\n+ Volume = new ExchangeVolume\n+ {\n+ BaseCurrency = baseCurrency,\n+ QuoteCurrency = quoteCurrency\n+ }\n+ };\n+ });\n+ }\n+\n+ static void PublishTicker(ExchangeTicker ticker, string marketSymbol, ConcurrentDictionary<string, decimal> _volumeDict,\n+ Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n+ {\n+ // if we are fully populated...\n+ if (ticker.Bid > 0m && ticker.Ask > 0m &&\n+ _volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))\n+ {\n+ ticker.Volume.BaseCurrencyVolume = tickerVolume;\n+ ticker.Volume.QuoteCurrencyVolume = tickerVolume * ticker.Last;\n+ var kv = new KeyValuePair<string, ExchangeTicker>(marketSymbol, ticker);\n+ callback(new KeyValuePair<string, ExchangeTicker>[] { kv });\n+ }\n+ }\n+\n+ return await ConnectWebSocketAsync(null, messageCallback: (_socket, msg) =>\n{\nJToken token = JToken.Parse(msg.ToStringFromUTF8());\nif (token[\"result\"].ToStringInvariant() == \"error\")\n{\n// {{ \"result\": \"error\", \"reason\": \"InvalidJson\"}}\nLogger.Info(token[\"reason\"].ToStringInvariant());\n+ return Task.CompletedTask;\n}\n- else if (token[\"type\"].ToStringInvariant() == \"candles_1d_updates\")\n+ string type = token[\"type\"].ToStringInvariant();\n+ switch (type)\n+ {\n+ case \"candles_1d_updates\":\n{\nJToken changesToken = token[\"changes\"];\n- string marketSymbol = token[\"symbol\"].ToStringInvariant();\nif (changesToken != null)\n{\n+ string marketSymbol = token[\"symbol\"].ToStringInvariant();\nif (changesToken.FirstOrDefault() is JArray candleArray)\n{\ndecimal volume = candleArray[5].ConvertInvariant<decimal>();\nvolumeDict[marketSymbol] = volume;\n+ ExchangeTicker ticker = GetTicker(tickerDict, this, marketSymbol);\n+ PublishTicker(ticker, marketSymbol, volumeDict, tickerCallback);\n}\n}\n- }\n- else if (token[\"type\"].ToStringInvariant() == \"l2_updates\")\n+ } break;\n+ case \"l2_updates\":\n{\n- // fetch the active ticker metadata for this symbol\n- string marketSymbol = token[\"symbol\"].ToStringInvariant();\n- ExchangeTicker ticker = tickerDict.GetOrAdd(marketSymbol, (_marketSymbol) =>\n- {\n- (string baseCurrency, string quoteCurrency) = ExchangeMarketSymbolToCurrenciesAsync(marketSymbol).Sync();\n- return new ExchangeTicker\n- {\n- MarketSymbol = _marketSymbol,\n- Volume = new ExchangeVolume\n- {\n- BaseCurrency = baseCurrency,\n- QuoteCurrency = quoteCurrency\n- }\n- };\n- });\n-\n// fetch the last bid/ask/last prices\n- if (token[\"changes\"] is JArray changesToken)\n- {\nif (token[\"trades\"] is JArray tradesToken)\n{\n+ string marketSymbol = token[\"symbol\"].ToStringInvariant();\n+ ExchangeTicker ticker = GetTicker(tickerDict, this, marketSymbol);\nJToken lastSell = tradesToken.FirstOrDefault(t => t[\"side\"].ToStringInvariant().Equals(\"sell\", StringComparison.OrdinalIgnoreCase));\nif (lastSell != null)\n{\ndecimal lastTradePrice = lastSell[\"price\"].ConvertInvariant<decimal>();\n- ticker.Last = ticker.Bid = lastTradePrice;\n- if (ticker.Bid > ticker.Ask)\n- {\n- // out of sync, reset ask\n- ticker.Ask = 0m;\n- }\n+ ticker.Bid = ticker.Last = lastTradePrice;\n}\nJToken lastBuy = tradesToken.FirstOrDefault(t => t[\"side\"].ToStringInvariant().Equals(\"buy\", StringComparison.OrdinalIgnoreCase));\nif (lastBuy != null)\n{\ndecimal lastTradePrice = lastBuy[\"price\"].ConvertInvariant<decimal>();\n- ticker.Ask = lastTradePrice;\n- if (ticker.Ask < ticker.Bid)\n- {\n- // out of sync, reset bid\n- ticker.Bid = 0m;\n- }\n+ ticker.Ask = ticker.Last = lastTradePrice;\n}\n+\n+ PublishTicker(ticker, marketSymbol, volumeDict, tickerCallback);\n}\n+ } break;\n+ case \"trade\":\n+ {\n+ //{ \"type\":\"trade\",\"symbol\":\"ETHUSD\",\"event_id\":35899433249,\"timestamp\":1619191314701,\"price\":\"2261.65\",\"quantity\":\"0.010343\",\"side\":\"buy\"}\n- // if we are fully populated...\n- if (ticker.Bid > 0m && ticker.Ask > 0m &&\n- volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))\n+ // fetch the active ticker metadata for this symbol\n+ string marketSymbol = token[\"symbol\"].ToStringInvariant();\n+ ExchangeTicker ticker = GetTicker(tickerDict, this, marketSymbol);\n+ string side = token[\"side\"].ToStringInvariant();\n+ decimal price = token[\"price\"].ConvertInvariant<decimal>();\n+ if (side == \"sell\")\n{\n- ticker.Volume.BaseCurrencyVolume = tickerVolume;\n- ticker.Volume.QuoteCurrencyVolume = tickerVolume * ticker.Last;\n- var kv = new KeyValuePair<string, ExchangeTicker>(marketSymbol, ticker);\n- tickers(new KeyValuePair<string, ExchangeTicker>[] { kv });\n+ ticker.Bid = ticker.Last = price;\n}\n+ else\n+ {\n+ ticker.Ask = ticker.Last = price;\n}\n+ PublishTicker(ticker, marketSymbol, volumeDict, tickerCallback);\n+ } break;\n}\n+ return Task.CompletedTask;\n}, connectCallback: async (_socket) =>\n{\nawait _socket.SendMessageAsync(new\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Gemini enhance tickers
|
329,148 |
23.04.2021 09:45:30
| 21,600 |
24f6ed8333a0af84571820c210891cde510ea7d9
|
Only publish Gemini if ticker bid less than equal ask
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -384,7 +384,7 @@ namespace ExchangeSharp\nAction<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)\n{\n// if we are fully populated...\n- if (ticker.Bid > 0m && ticker.Ask > 0m &&\n+ if (ticker.Bid > 0m && ticker.Ask > 0m && ticker.Bid <= ticker.Ask &&\n_volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))\n{\nticker.Volume.BaseCurrencyVolume = tickerVolume;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Only publish Gemini if ticker bid less than equal ask
|
329,148 |
23.04.2021 16:02:22
| 21,600 |
54ae6385f0b7fe63711e52f5f2c78c7b163ea51c
|
Gemini delta order book web socket
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -593,6 +593,66 @@ namespace ExchangeSharp\n});\n}\n+ protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] marketSymbols)\n+ {\n+ if (marketSymbols == null || marketSymbols.Length == 0)\n+ {\n+ marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ }\n+ ConcurrentDictionary<string, ExchangeOrderBook> books = new ConcurrentDictionary<string, ExchangeOrderBook>(StringComparer.OrdinalIgnoreCase);\n+ return await ConnectWebSocketAsync(BaseUrlWebSocket, (_socket, msg) =>\n+ {\n+ JToken token = JToken.Parse(msg.ToStringFromUTF8());\n+ if (token[\"type\"].ToStringInvariant() == \"l2_updates\")\n+ {\n+ string marketSymbol = token[\"symbol\"].ToStringInvariant();\n+ ExchangeOrderBook bookObj = books.GetOrAdd(marketSymbol, _marketSymbol =>\n+ {\n+ return new ExchangeOrderBook { MarketSymbol = _marketSymbol };\n+ });\n+ if (token[\"changes\"] is JArray book)\n+ {\n+ foreach (JArray item in book)\n+ {\n+ if (item.Count == 3)\n+ {\n+ bool sell = item[0].ToStringInvariant() == \"sell\";\n+ SortedDictionary<decimal, ExchangeOrderPrice> dict = (sell ? bookObj.Bids : bookObj.Asks);\n+ decimal price = item[1].ConvertInvariant<decimal>();\n+ decimal amount = item[2].ConvertInvariant<decimal>();\n+ if (amount == 0m)\n+ {\n+ dict.Remove(price);\n+ }\n+ else\n+ {\n+ var depth = new ExchangeOrderPrice { Price = price, Amount = amount };\n+ dict[price] = depth;\n+ }\n+ }\n+ }\n+ callback(bookObj);\n+ }\n+ }\n+ return Task.CompletedTask;\n+ }, connectCallback: async (_socket) =>\n+ {\n+ //{ \"type\": \"subscribe\",\"subscriptions\":[{ \"name\":\"l2\",\"symbols\":[\"BTCUSD\",\"ETHUSD\",\"ETHBTC\"]}]}\n+ await _socket.SendMessageAsync(new\n+ {\n+ type = \"subscribe\",\n+ subscriptions = new[]\n+ {\n+ new\n+ {\n+ name = \"l2\",\n+ symbols = marketSymbols\n+ }\n+ }\n+ });\n+ });\n+ }\n+\nprivate static ExchangeTrade ParseWebSocketTrade(JToken token) => token.ParseTrade(\namountKey: \"quantity\", priceKey: \"price\",\ntypeKey: \"side\", timestampKey: \"timestamp\",\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Gemini delta order book web socket
|
329,148 |
23.04.2021 16:04:31
| 21,600 |
6b134bd1060c576d12cd68fe3f8759bc369d1c32
|
Clear state upon reconnection
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -467,6 +467,8 @@ namespace ExchangeSharp\nreturn Task.CompletedTask;\n}, connectCallback: async (_socket) =>\n{\n+ volumeDict.Clear();\n+ tickerDict.Clear();\nawait _socket.SendMessageAsync(new\n{\ntype = \"subscribe\",\n@@ -638,6 +640,7 @@ namespace ExchangeSharp\n}, connectCallback: async (_socket) =>\n{\n//{ \"type\": \"subscribe\",\"subscriptions\":[{ \"name\":\"l2\",\"symbols\":[\"BTCUSD\",\"ETHUSD\",\"ETHBTC\"]}]}\n+ books.Clear();\nawait _socket.SendMessageAsync(new\n{\ntype = \"subscribe\",\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Clear state upon reconnection
|
329,148 |
23.04.2021 16:08:43
| 21,600 |
20a001edf3b1f1e18b8398efbe944846412aab83
|
Denote gemini web socket support
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -41,7 +41,7 @@ The following cryptocurrency exchanges are supported:\n| Bybit | x | x | R | Has public method for Websocket Positions\n| Coinbase | x | x | T R |\n| Digifinex | x | x | R B |\n-| Gemini | x | x | R |\n+| Gemini | x | x | T R B |\n| HitBTC | x | x | R |\n| Huobi | x | x | R B |\n| Kraken | x | x | R | Dark order symbols not supported |\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Denote gemini web socket support
|
329,148 |
25.04.2021 15:02:42
| 21,600 |
fc7ce87d6b44d60177886a4782cac0793f0b23d1
|
Update readme with latest syntax
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -59,6 +59,10 @@ The following cryptocurrency services are supported:\n- Cryptowatch (partial)\n+Exchange constructors are private, to get access to an exchange in code use:\n+\n+`ExchangeAPI.GetExchangeAPI`.\n+\n### Installing the CLI\nOn \\*nix systems:\n@@ -116,7 +120,7 @@ e.g.\npublic static async Task Main(string[] args)\n{\n// create a web socket connection to Binance. Note you can Dispose the socket anytime to shut it down.\n- using var api = new ExchangeBinanceAPI();\n+ using var api = ExchangeAPI.GetExchangeAPI<ExchangeBinanceAPI>();\n// the web socket will handle disconnects and attempt to re-connect automatically.\nusing var socket = await api.GetTickersWebSocket(tickers =>\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update readme with latest syntax
|
329,086 |
02.05.2021 06:34:25
| -10,800 |
61819a8d94f9e32a42bf9f9053f21960fac0b32a
|
Update ExchangeKuCoinAPI.cs
KuCoin API-KEY-V2 passphrase error fix. (Newly created all api-keys are V2)
Caution: There is no support for the V1 key. Only V2 keys will be created after this change.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs",
"diff": "@@ -70,8 +70,7 @@ namespace ExchangeSharp\n{\nrequest.AddHeader(\"KC-API-KEY\", PublicApiKey.ToUnsecureString());\nrequest.AddHeader(\"KC-API-TIMESTAMP\", payload[\"nonce\"].ToStringInvariant());\n- request.AddHeader(\"KC-API-PASSPHRASE\", Passphrase.ToUnsecureString());\n-\n+ request.AddHeader(\"KC-API-PASSPHRASE\", CryptoUtility.SHA256Sign(Passphrase.ToUnsecureString(), PrivateApiKey.ToUnsecureString(), true));\nvar endpoint = request.RequestUri.PathAndQuery;\n//For Gets, Deletes, no need to add the parameters in JSON format\nvar message = \"\";\n@@ -87,7 +86,9 @@ namespace ExchangeSharp\nmessage = string.Format(\"{0}{1}{2}{3}\", payload[\"nonce\"], request.Method, endpoint, CryptoUtility.GetJsonForPayload(payload, true));\nsig = CryptoUtility.SHA256Sign(message, PrivateApiKey.ToUnsecureString(), true);\n}\n+ request.AddHeader(\"KC-API-KEY-VERSION\", 2.ToStringInvariant());\nrequest.AddHeader(\"KC-API-SIGN\", sig);\n+\n}\nif (request.Method == \"POST\")\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update ExchangeKuCoinAPI.cs (#586)
KuCoin API-KEY-V2 passphrase error fix. (Newly created all api-keys are V2)
Caution: There is no support for the V1 key. Only V2 keys will be created after this change.
|
329,086 |
04.05.2021 06:17:06
| -10,800 |
96fc005a600ff18dbe7a45f0d44ffe58c4368008
|
Updated Bittrex RestApi to V3
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"diff": "@@ -12,109 +12,80 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\nnamespace ExchangeSharp\n{\n+ using Newtonsoft.Json;\nusing Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\nusing System.Linq;\n- using System.Net;\n+ using System.Security.Cryptography;\n+ using System.Text;\nusing System.Threading.Tasks;\n- using System.Web;\npublic sealed partial class ExchangeBittrexAPI : ExchangeAPI\n{\n- public override string BaseUrl { get; set; } = \"https://bittrex.com/api/v1.1\";\n- public string BaseUrl2 { get; set; } = \"https://bittrex.com/api/v2.0\";\n-\n- /// <summary>Coin types that both an address and a tag to make the deposit</summary>\n- public HashSet<string> TwoFieldDepositCoinTypes { get; }\n-\n- /// <summary>Coin types that only require an address to make the deposit</summary>\n- public HashSet<string> OneFieldDepositCoinTypes { get; }\n-\n- private ExchangeBittrexAPI()\n+ public override string BaseUrl { get; set; } = \"https://api.bittrex.com/v3\";\n+ public ExchangeBittrexAPI()\n{\n- // https://bittrex.github.io/api/v1-1#call-limits (Same counts for the V3 API)\nRateLimit = new RateGate(60, TimeSpan.FromSeconds(60));\n-\n- TwoFieldDepositCoinTypes = new HashSet<string>(StringComparer.OrdinalIgnoreCase)\n- {\n- \"BITSHAREX\",\n- \"CRYPTO_NOTE_PAYMENTID\",\n- \"LUMEN\",\n- \"NEM\",\n- \"NXT\",\n- \"NXT_MS\",\n- \"RIPPLE\",\n- \"STEEM\"\n- };\n-\n- OneFieldDepositCoinTypes = new HashSet<string>(StringComparer.OrdinalIgnoreCase)\n- {\n- \"ADA\",\n- \"ANTSHARES\",\n- \"BITCOIN\",\n- \"BITCOIN_PERCENTAGE_FEE\",\n- \"BITCOIN_STEALTH\",\n- \"BITCOINEX\",\n- \"BYTEBALL\",\n- \"COUNTERPARTY\",\n- \"ETH\",\n- \"ETH_CONTRACT\",\n- \"FACTOM\",\n- \"LISK\",\n- \"OMNI\",\n- \"SIA\",\n- \"WAVES\",\n- \"WAVES_ASSET\",\n- };\n-\n- MarketSymbolIsReversed = false;\n+ RequestContentType = \"application/json\";\n+ MarketSymbolIsReversed = true;\nWebSocketOrderBookType = WebSocketOrderBookType.DeltasOnly;\n}\n+ #region Utilities\npublic override string PeriodSecondsToString(int seconds)\n{\nstring periodString;\nswitch (seconds)\n{\n- case 60: periodString = \"oneMin\"; break;\n- case 300: periodString = \"fiveMin\"; break;\n- case 1800: periodString = \"thirtyMin\"; break;\n- case 3600: periodString = \"hour\"; break;\n- case 86400: periodString = \"day\"; break;\n- case 259200: periodString = \"threeDay\"; break;\n- case 604800: periodString = \"week\"; break;\n+ case 60: periodString = \"MINUTE_1\"; break;\n+ case 300: periodString = \"MINUTE_5\"; break;\n+ case 3600: periodString = \"HOUR_1\"; break;\n+ case 86400: periodString = \"DAY_1\"; break;\ndefault:\n- if (seconds > 604800)\n- {\n- periodString = \"month\";\n- }\n- else\n- {\n- throw new ArgumentException($\"{nameof(seconds)} must be one of 60 (min), 300 (fiveMin), 1800 (thirtyMin), 3600 (hour), 86400 (day), 259200 (threeDay), 604800 (week), 2419200 (month)\");\n- }\n- break;\n+ throw new ArgumentException($\"{nameof(seconds)} must be one of 60 (min), 300 (fiveMin) 3600 (hour), 86400 (day)\");\n}\nreturn periodString;\n}\n+\nprivate ExchangeOrderResult ParseOrder(JToken token)\n{\n+\n+ /*\n+ {\n+ \"id\": \"string (uuid)\",\n+ \"marketSymbol\": \"string\",\n+ \"direction\": \"string\",\n+ \"type\": \"string\",\n+ \"quantity\": \"number (double)\",\n+ \"limit\": \"number (double)\",\n+ \"ceiling\": \"number (double)\",\n+ \"timeInForce\": \"string\",\n+ \"clientOrderId\": \"string (uuid)\",\n+ \"fillQuantity\": \"number (double)\",\n+ \"commission\": \"number (double)\",\n+ \"proceeds\": \"number (double)\",\n+ \"status\": \"string\",\n+ \"createdAt\": \"string (date-time)\",\n+ \"updatedAt\": \"string (date-time)\",\n+ \"closedAt\": \"string (date-time)\",\n+ \"orderToCancel\": {\n+ \"type\": \"string\",\n+ \"id\": \"string (uuid)\"\n+ }\n+ }\n+ */\nExchangeOrderResult order = new ExchangeOrderResult();\n- decimal amount = token[\"Quantity\"].ConvertInvariant<decimal>();\n- decimal remaining = token[\"QuantityRemaining\"].ConvertInvariant<decimal>();\n- decimal amountFilled = amount - remaining;\n+ decimal amount = token[\"quantity\"].ConvertInvariant<decimal>();\n+ decimal amountFilled = token[\"fillQuantity\"].ConvertInvariant<decimal>();\norder.Amount = amount;\norder.AmountFilled = amountFilled;\n- order.AveragePrice = token[\"PricePerUnit\"].ConvertInvariant<decimal>();\n- order.Price = token[\"Limit\"].ConvertInvariant<decimal>(order.AveragePrice);\n+ order.Price = token[\"limit\"].ConvertInvariant<decimal>(order.AveragePrice);\norder.Message = string.Empty;\n- order.OrderId = token[\"OrderUuid\"].ToStringInvariant();\n- if (token[\"CancelInitiated\"].ConvertInvariant<bool>())\n- {\n- order.Result = ExchangeAPIOrderResult.Canceled;\n- }\n- else if (amountFilled >= amount)\n+ order.OrderId = token[\"id\"].ToStringInvariant();\n+\n+ if (amountFilled >= amount)\n{\norder.Result = ExchangeAPIOrderResult.Filled;\n}\n@@ -126,69 +97,80 @@ namespace ExchangeSharp\n{\norder.Result = ExchangeAPIOrderResult.FilledPartially;\n}\n- order.OrderDate = token[\"Opened\"].ToDateTimeInvariant(token[\"TimeStamp\"].ToDateTimeInvariant());\n- order.MarketSymbol = token[\"Exchange\"].ToStringInvariant();\n- order.Fees = token[\"Commission\"].ConvertInvariant<decimal>(); // This is always in the base pair (e.g. BTC, ETH, USDT)\n+ order.OrderDate = token[\"createdAt\"].ToDateTimeInvariant();\n+ order.MarketSymbol = token[\"marketSymbol\"].ToStringInvariant();\n+ order.Fees = token[\"commission\"].ConvertInvariant<decimal>(); // This is always in the base pair (e.g. BTC, ETH, USDT)\n- string exchangePair = token[\"Exchange\"].ToStringInvariant();\n- if (!string.IsNullOrWhiteSpace(exchangePair))\n+ if (!string.IsNullOrWhiteSpace(order.MarketSymbol))\n{\n- string[] pairs = exchangePair.Split('-');\n+ string[] pairs = order.MarketSymbol.Split('-');\nif (pairs.Length == 2)\n{\norder.FeesCurrency = pairs[0];\n}\n}\n-\n- string type = token[\"OrderType\"].ToStringInvariant();\n- if (string.IsNullOrWhiteSpace(type))\n- {\n- type = token[\"Type\"].ToStringInvariant();\n- }\n- order.IsBuy = type.IndexOf(\"BUY\", StringComparison.OrdinalIgnoreCase) >= 0;\n+ order.IsBuy = token[\"direction\"].ToStringInvariant() == \"BUY\";\nreturn order;\n}\n- protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)\n- {\n- if (CanMakeAuthenticatedRequest(payload))\n+ private string ByteToString(byte[] buff)\n{\n- // payload is ignored, except for the nonce which is added to the url query - bittrex puts all the \"post\" parameters in the url query instead of the request body\n- var query = (url.Query ?? string.Empty).Trim('?', '&');\n- url.Query = \"apikey=\" + PublicApiKey.ToUnsecureString() + \"&nonce=\" + payload[\"nonce\"].ToStringInvariant() + (query.Length != 0 ? \"&\" + query : string.Empty);\n- }\n- return url.Uri;\n+ var result = \"\";\n+ foreach (var t in buff)\n+ result += t.ToString(\"X2\"); /* hex format */\n+ return result;\n}\n+ #endregion\n- protected override Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)\n+ #region RequestHelper\n+ protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)\n{\nif (CanMakeAuthenticatedRequest(payload))\n{\n- string url = request.RequestUri.ToString();\n- string sign = CryptoUtility.SHA512Sign(url, PrivateApiKey.ToUnsecureString());\n- request.AddHeader(\"apisign\", sign);\n+ var timeStamp = Math.Round(DateTime.UtcNow.UnixTimestampFromDateTimeMilliseconds());\n+ var message = string.Empty;\n+ payload.Remove(\"nonce\");\n+ if (request.Method != \"GET\" && request.Method != \"DELETE\")\n+ {\n+ if (payload.Count > 0)\n+ message = JsonConvert.SerializeObject(payload);\n+ }\n+ byte[] sourceBytes = Encoding.UTF8.GetBytes(message);\n+ byte[] hashBytes = SHA512.Create().ComputeHash(sourceBytes);\n+ string hash = ByteToString(hashBytes).Replace(\"-\", string.Empty);\n+ string url = request.RequestUri.ToStringInvariant();\n+ string sign = timeStamp + url + request.Method + hash;\n+\n+ request.AddHeader(\"Api-Key\", PublicApiKey.ToUnsecureString());\n+ request.AddHeader(\"Api-Timestamp\", timeStamp.ToStringInvariant());\n+ request.AddHeader(\"Api-Content-Hash\", hash);\n+ request.AddHeader(\"Api-Signature\", CryptoUtility.SHA512Sign(sign, PrivateApiKey.ToUnsecureString()));\n+ if (request.Method == \"POST\")\n+ await CryptoUtility.WriteToRequestAsync(request, JsonConvert.SerializeObject(payload));\n}\n- return base.ProcessRequestAsync(request, payload);\n+ Console.WriteLine(request.RequestUri);\n+ //return base.ProcessRequestAsync(request, payload);\n}\n+ #endregion\n+ #region CurrencyData\nprotected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()\n{\nvar currencies = new Dictionary<string, ExchangeCurrency>(StringComparer.OrdinalIgnoreCase);\n- JToken array = await MakeJsonRequestAsync<JToken>(\"/public/getcurrencies\");\n+ JToken array = await MakeJsonRequestAsync<JToken>(\"/currencies\");\nforeach (JToken token in array)\n{\n- bool enabled = token[\"IsActive\"].ConvertInvariant<bool>();\n+ bool enabled = token[\"status\"].ToStringLowerInvariant() == \"online\" ? true : false;\nvar coin = new ExchangeCurrency\n{\n- BaseAddress = token[\"BaseAddress\"].ToStringInvariant(),\n- CoinType = token[\"CoinType\"].ToStringInvariant(),\n- FullName = token[\"CurrencyLong\"].ToStringInvariant(),\n+ CoinType = token[\"coinType\"].ToStringInvariant(),\n+ FullName = token[\"name\"].ToStringInvariant(),\nDepositEnabled = enabled,\nWithdrawalEnabled = enabled,\n- MinConfirmations = token[\"MinConfirmation\"].ConvertInvariant<int>(),\n- Name = token[\"Currency\"].ToStringUpperInvariant(),\n- Notes = token[\"Notice\"].ToStringInvariant(),\n- TxFee = token[\"TxFee\"].ConvertInvariant<decimal>(),\n+ MinConfirmations = token[\"minConfirmations\"].ConvertInvariant<int>(),\n+ Name = token[\"symbol\"].ToStringUpperInvariant(),\n+ Notes = token[\"notice\"].ToStringInvariant(),\n+ TxFee = token[\"txFee\"].ConvertInvariant<decimal>(),\n};\ncurrencies[coin.Name] = coin;\n@@ -196,7 +178,9 @@ namespace ExchangeSharp\nreturn currencies;\n}\n+ #endregion\n+ #region MarketMeta\n/// <summary>\n/// Get exchange symbols including available metadata such as min trade size and whether the market is active\n/// </summary>\n@@ -204,7 +188,7 @@ namespace ExchangeSharp\nprotected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n{\nvar markets = new List<ExchangeMarket>();\n- JToken array = await MakeJsonRequestAsync<JToken>(\"/public/getmarkets\");\n+ JToken array = await MakeJsonRequestAsync<JToken>(\"/markets\");\n// StepSize is 8 decimal places for both price and amount on everything at Bittrex\nconst decimal StepSize = 0.00000001m;\n@@ -213,12 +197,12 @@ namespace ExchangeSharp\nvar market = new ExchangeMarket\n{\n//NOTE: Bittrex is weird in that they call the QuoteCurrency the \"BaseCurrency\" and the BaseCurrency the \"MarketCurrency\".\n- QuoteCurrency = token[\"BaseCurrency\"].ToStringUpperInvariant(),\n- IsActive = token[\"IsActive\"].ConvertInvariant<bool>(),\n- BaseCurrency = token[\"MarketCurrency\"].ToStringUpperInvariant(),\n+ QuoteCurrency = token[\"quoteCurrencySymbol\"].ToStringUpperInvariant(),\n+ IsActive = token[\"status\"].ToStringLowerInvariant() == \"online\" ? true : false,\n+ BaseCurrency = token[\"baseCurrencySymbol\"].ToStringUpperInvariant(),\n//NOTE: They also reverse the order of the currencies in the MarketName\n- MarketSymbol = token[\"MarketName\"].ToStringUpperInvariant(),\n- MinTradeSize = token[\"MinTradeSize\"].ConvertInvariant<decimal>(),\n+ MarketSymbol = token[\"symbol\"].ToStringUpperInvariant(),\n+ MinTradeSize = token[\"minTradeSize\"].ConvertInvariant<decimal>(),\nMinPrice = StepSize,\nPriceStepSize = StepSize,\nQuantityStepSize = StepSize\n@@ -229,61 +213,68 @@ namespace ExchangeSharp\nreturn markets;\n}\n+ #endregion\n+ #region MarketSymbols\nprotected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()\n{\nreturn (await GetMarketSymbolsMetadataAsync()).Select(x => x.MarketSymbol);\n}\n+ #endregion\n+ #region Tickers\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n{\n- JToken ticker = await MakeJsonRequestAsync<JToken>(\"/public/getmarketsummary?market=\" + marketSymbol);\n+ JToken ticker = await MakeJsonRequestAsync<JToken>(\"/markets/\" + marketSymbol + \"/ticker\");\n//NOTE: Bittrex uses the term \"BaseVolume\" when referring to the QuoteCurrencyVolume\n- return await this.ParseTickerAsync(ticker[0], marketSymbol, \"Ask\", \"Bid\", \"Last\", \"Volume\", \"BaseVolume\", \"Timestamp\", TimestampType.Iso8601);\n+ return await this.ParseTickerAsync(ticker[0], marketSymbol, \"askRate\", \"bidRate\", \"lastTradeRate\", \"volume\", \"quoteVolume\", \"updatedAt\", TimestampType.Iso8601);\n}\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n{\n- JToken tickers = await MakeJsonRequestAsync<JToken>(\"public/getmarketsummaries\");\n+ JToken tickers = await MakeJsonRequestAsync<JToken>(\"/markets/tickers\");\nstring marketSymbol;\nList<KeyValuePair<string, ExchangeTicker>> tickerList = new List<KeyValuePair<string, ExchangeTicker>>();\nforeach (JToken ticker in tickers)\n{\n- marketSymbol = ticker[\"MarketName\"].ToStringInvariant();\n- //NOTE: Bittrex uses the term \"BaseVolume\" when referring to the QuoteCurrencyVolume\n- ExchangeTicker tickerObj = await this.ParseTickerAsync(ticker, marketSymbol, \"Ask\", \"Bid\", \"Last\", \"Volume\", \"BaseVolume\", \"Timestamp\", TimestampType.Iso8601);\n+ marketSymbol = ticker[\"symbol\"].ToStringInvariant();\n+ ExchangeTicker tickerObj = await this.ParseTickerAsync(ticker, marketSymbol, \"askRate\", \"bidRate\", \"lastTradeRate\", \"volume\", \"quoteVolume\", \"updatedAt\", TimestampType.Iso8601);\ntickerList.Add(new KeyValuePair<string, ExchangeTicker>(marketSymbol, tickerObj));\n}\nreturn tickerList;\n}\n- protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)\n+ #endregion\n+\n+ #region OrderBooks\n+ protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 25)\n{\n- JToken token = await MakeJsonRequestAsync<JToken>(\"public/getorderbook?market=\" + marketSymbol + \"&type=both&limit_bids=\" + maxCount + \"&limit_asks=\" + maxCount);\n- return ExchangeAPIExtensions.ParseOrderBookFromJTokenDictionaries(token, \"sell\", \"buy\", \"Rate\", \"Quantity\", maxCount: maxCount);\n+ JToken token = await MakeJsonRequestAsync<JToken>(\"/markets/\" + marketSymbol + \"/orderbook\" + marketSymbol + \"&depth=\" + maxCount);\n+ return ExchangeAPIExtensions.ParseOrderBookFromJTokenDictionaries(token, \"ask\", \"bid\", \"rate\", \"quantity\", maxCount: maxCount);\n}\n/// <summary>Gets the deposit history for a symbol</summary>\n/// <param name=\"currency\">The symbol to check. May be null.</param>\n/// <returns>Collection of ExchangeTransactions</returns>\n- protected override async Task<IEnumerable<ExchangeTransaction>> OnGetDepositHistoryAsync(string currency)\n+ protected override async Task<IEnumerable<ExchangeTransaction>> OnGetDepositHistoryAsync(string currencyNotNeeded = null)\n{\nvar transactions = new List<ExchangeTransaction>();\n- string url = $\"/account/getdeposithistory{(string.IsNullOrWhiteSpace(currency) ? string.Empty : $\"?currency={currency}\")}\";\n+ string url = \"/deposits/closed\";\nJToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nforeach (JToken token in result)\n{\nvar deposit = new ExchangeTransaction\n{\n- Amount = token[\"Amount\"].ConvertInvariant<decimal>(),\n- Address = token[\"CryptoAddress\"].ToStringInvariant(),\n- Currency = token[\"Currency\"].ToStringInvariant(),\n- PaymentId = token[\"Id\"].ToStringInvariant(),\n- BlockchainTxId = token[\"TxId\"].ToStringInvariant(),\n- Status = TransactionStatus.Complete // As soon as it shows up in this list it is complete (verified manually)\n+ Amount = token[\"quantity\"].ConvertInvariant<decimal>(),\n+ Address = token[\"cryptoAddress\"].ToStringInvariant(),\n+ Currency = token[\"currencySymbol\"].ToStringInvariant(),\n+ PaymentId = token[\"id\"].ToStringInvariant(),\n+ BlockchainTxId = token[\"txId\"].ToStringInvariant(),\n+ Status = TransactionStatus.Complete,// As soon as it shows up in this list it is complete (verified manually)\n+\n};\n- DateTime.TryParse(token[\"LastUpdated\"].ToStringInvariant(), out DateTime timestamp);\n+ DateTime.TryParse(token[\"updatedAt\"].ToStringInvariant(), out DateTime timestamp);\ndeposit.Timestamp = timestamp;\ntransactions.Add(deposit);\n@@ -291,9 +282,10 @@ namespace ExchangeSharp\nreturn transactions;\n}\n+ #endregion\n- protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string marketSymbol,\n- DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n+ #region Trades\n+ protected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string marketSymbol, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\nthrow new APIException(\n\"Bittrex does not allow querying trades by dates. Consider using either GetRecentTradesAsync() or GetCandlesAsync() w/ a period of 1 min. See issue #508.\");\n@@ -302,59 +294,28 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, int? limit = null)\n{\nList<ExchangeTrade> trades = new List<ExchangeTrade>();\n- string baseUrl = \"/public/getmarkethistory?market=\" + marketSymbol;\n+ string baseUrl = \"/markets/\" + marketSymbol + \"/trades\";\nJToken array = await MakeJsonRequestAsync<JToken>(baseUrl);\nforeach (JToken token in array)\n{\n- trades.Add(token.ParseTrade(\"Quantity\", \"Price\", \"OrderType\", \"TimeStamp\", TimestampType.Iso8601, \"Id\"));\n+ trades.Add(token.ParseTrade(\"quantity\", \"rate\", \"takerSide\", \"executedAt\", TimestampType.Iso8601, \"id\"));\n}\nreturn trades;\n}\n+ #endregion\n- protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol, int periodSeconds,\n- DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n- {\n- if (limit != null)\n- {\n- throw new APIException(\"Limit parameter not supported in Bittrex\");\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} ] }\"\n- string periodString = PeriodSecondsToString(periodSeconds);\n- List<MarketCandle> candles = new List<MarketCandle>();\n- endDate = endDate ?? CryptoUtility.UtcNow;\n- startDate = startDate ?? endDate.Value.Subtract(TimeSpan.FromDays(1.0));\n- JToken result = await MakeJsonRequestAsync<JToken>(\"pub/market/GetTicks?marketName=\" + marketSymbol + \"&tickInterval=\" + periodString, BaseUrl2);\n- if (result is JArray array)\n- {\n- foreach (JToken jsonCandle in array)\n- {\n- //NOTE: Bittrex uses the term \"BaseVolume\" when referring to the QuoteCurrencyVolume\n- MarketCandle candle = this.ParseCandle(token: jsonCandle, marketSymbol: marketSymbol, periodSeconds: periodSeconds,\n- openKey: \"O\", highKey: \"H\", lowKey: \"L\", closeKey: \"C\", timestampKey: \"T\", timestampType: TimestampType.Iso8601,\n- baseVolumeKey: \"V\", quoteVolumeKey: \"BV\");\n- if (candle.Timestamp >= startDate && candle.Timestamp <= endDate)\n- {\n- candles.Add(candle);\n- }\n- }\n- }\n-\n- return candles;\n- }\n-\n+ #region AmountMethods\nprotected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n{\nDictionary<string, decimal> currencies = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase);\n- string url = \"/account/getbalances\";\n+ string url = \"/balances\";\nJToken array = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nforeach (JToken token in array)\n{\n- decimal amount = token[\"Balance\"].ConvertInvariant<decimal>();\n+ decimal amount = token[\"total\"].ConvertInvariant<decimal>();\nif (amount > 0m)\n{\n- currencies.Add(token[\"Currency\"].ToStringInvariant(), amount);\n+ currencies.Add(token[\"currencySymbol\"].ToStringInvariant(), amount);\n}\n}\nreturn currencies;\n@@ -363,48 +324,69 @@ namespace ExchangeSharp\nprotected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailableToTradeAsync()\n{\nDictionary<string, decimal> currencies = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase);\n- string url = \"/account/getbalances\";\n+ string url = \"/balances\";\nJToken array = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nforeach (JToken token in array)\n{\n- decimal amount = token[\"Available\"].ConvertInvariant<decimal>();\n+ decimal amount = token[\"available\"].ConvertInvariant<decimal>();\nif (amount > 0m)\n{\n- currencies.Add(token[\"Currency\"].ToStringInvariant(), amount);\n+ currencies.Add(token[\"currencySymbol\"].ToStringInvariant(), amount);\n}\n}\nreturn currencies;\n}\n- protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n- {\n- if (order.OrderType == ExchangeSharp.OrderType.Market)\n+ protected override async Task<Dictionary<string, decimal>> OnGetMarginAmountsAvailableToTradeAsync(bool includeZeroBalances)\n{\n- throw new NotSupportedException(\"Order type \" + order.OrderType + \" not supported\");\n+ Dictionary<string, decimal> marginAmounts = new Dictionary<string, decimal>();\n+\n+ string url = \"/balances\";\n+ JToken response = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\n+\n+ var result = response\n+ .Where(i => includeZeroBalances || i[\"available\"].ConvertInvariant<decimal>() != 0)\n+ .ToDictionary(i => i[\"currencySymbol\"].ToStringInvariant(), i => i[\"available\"].ConvertInvariant<decimal>());\n+\n+ return result;\n}\n+ #endregion\n+\n+ #region OrderMethods\n+ protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n+ {\ndecimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\ndecimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);\n- string url = (order.IsBuy ? \"/market/buylimit\" : \"/market/selllimit\") + \"?market=\" + order.MarketSymbol + \"&quantity=\" +\n- orderAmount.ToStringInvariant() + \"&rate=\" + orderPrice.ToStringInvariant();\n- foreach (var kv in order.ExtraParameters)\n+ string url = \"/orders\";\n+ Dictionary<string, object> orderParams = await GetNoncePayloadAsync();\n+ orderParams.Add(\"marketSymbol\", order.MarketSymbol);\n+ orderParams.Add(\"direction\", order.IsBuy ? \"BUY\" : \"SELL\");\n+ orderParams.Add(\"type\", order.OrderType == ExchangeSharp.OrderType.Market ? \"MARKET\" : \"LIMIT\");\n+ orderParams.Add(\"quantity\", orderAmount);\n+ if (order.OrderType == ExchangeSharp.OrderType.Limit)\n+ orderParams.Add(\"limit\", orderPrice);\n+\n+ foreach (KeyValuePair<string, object> kv in order.ExtraParameters)\n{\n- url += \"&\" + kv.Key.UrlEncode() + \"=\" + kv.Value.ToStringInvariant().UrlEncode();\n+ orderParams.Add(kv.Key, kv.Value);\n}\n- JToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\n- string orderId = result[\"uuid\"].ToStringInvariant();\n+\n+ JToken result = await MakeJsonRequestAsync<JToken>(url, null, orderParams, \"POST\");\nreturn new ExchangeOrderResult\n{\nAmount = orderAmount,\n+ AmountFilled = decimal.Parse(result[\"fillQuantity\"].ToStringInvariant()),\nIsBuy = order.IsBuy,\n- OrderDate = CryptoUtility.UtcNow,\n- OrderId = orderId,\n+ OrderDate = result[\"createdAt\"].ToDateTimeInvariant(),\n+ OrderId = result[\"id\"].ToStringInvariant(),\nResult = ExchangeAPIOrderResult.Pending,\n- MarketSymbol = order.MarketSymbol,\n- Price = order.Price\n+ MarketSymbol = result[\"marketSymbol\"].ToStringInvariant(),\n+ Price = decimal.Parse(result[\"limit\"].ToStringInvariant())\n};\n}\n+\nprotected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId, string marketSymbol = null)\n{\nif (string.IsNullOrWhiteSpace(orderId))\n@@ -412,7 +394,7 @@ namespace ExchangeSharp\nreturn null;\n}\n- string url = \"/account/getorder?uuid=\" + orderId;\n+ string url = \"/orders/\" + orderId;\nJToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nreturn ParseOrder(result);\n}\n@@ -420,7 +402,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- string url = \"/market/getopenorders\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"?market=\" + NormalizeMarketSymbol(marketSymbol));\n+ string url = \"/orders/open\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"?marketSymbol=\" + NormalizeMarketSymbol(marketSymbol));\nJToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nforeach (JToken token in result.Children())\n{\n@@ -433,13 +415,11 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOrderDetailsAsync(string marketSymbol = null, DateTime? afterDate = null)\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- string url = \"/account/getorderhistory\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"?market=\" + NormalizeMarketSymbol(marketSymbol));\n+ string url = \"/orders/closed\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"?marketSymbol=\" + NormalizeMarketSymbol(marketSymbol));\nJToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nforeach (JToken token in result.Children())\n{\nExchangeOrderResult order = ParseOrder(token);\n-\n- // Bittrex v1.1 API call has no timestamp parameter, sigh...\nif (afterDate == null || order.OrderDate >= afterDate.Value)\n{\norders.Add(order);\n@@ -449,21 +429,97 @@ namespace ExchangeSharp\nreturn orders;\n}\n- protected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest)\n+ protected override async Task OnCancelOrderAsync(string orderId, string marketSymbol = null)\n{\n- // Example: https://bittrex.com/api/v1.1/account/withdraw?apikey=API_KEY¤cy=EAC&quantity=20.40&address=EAC_ADDRESS\n+ await MakeJsonRequestAsync<JToken>(\"/orders/\" + orderId, null, await GetNoncePayloadAsync(), \"DELETE\");\n+ }\n+\n+ #endregion\n- string url = $\"/account/withdraw?currency={NormalizeMarketSymbol(withdrawalRequest.Currency)}&quantity={withdrawalRequest.Amount.ToStringInvariant()}&address={withdrawalRequest.Address}\";\n- if (!string.IsNullOrWhiteSpace(withdrawalRequest.AddressTag))\n+ #region Candles\n+ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n+ {\n+ if (limit != null)\n{\n- url += $\"&paymentid={withdrawalRequest.AddressTag}\";\n+ throw new APIException(\"Limit parameter not supported in Bittrex\");\n}\n- JToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\n+ // https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-WAVES&tickInterval=day\n+ /* [{ \"startsAt\": \"string (date-time)\", \"open\": \"number (double)\", \"high\": \"number (double)\", \"low\": \"number (double)\", \"close\": \"number (double)\", \"volume\": \"number (double)\", \"quoteVolume\": \"number (double)\"}] */\n+\n+ string periodString = PeriodSecondsToString(periodSeconds);\n+ List<MarketCandle> candles = new List<MarketCandle>();\n+\n+ JToken result;\n+\n+\n+ result = await MakeJsonRequestAsync<JToken>(\"/markets/\" + marketSymbol + \"/candles/\" + periodString + \"/recent\");\n+\n+ if (result is JArray array)\n+ {\n+ foreach (JToken jsonCandle in array)\n+ {\n+ //NOTE: Bittrex uses the term \"BaseVolume\" when referring to the QuoteCurrencyVolume\n+ MarketCandle candle = this.ParseCandle(token: jsonCandle, marketSymbol: marketSymbol, periodSeconds: periodSeconds,\n+ openKey: \"open\", highKey: \"high\", lowKey: \"low\", closeKey: \"close\", timestampKey: \"startsAt\", timestampType: TimestampType.Iso8601,\n+ baseVolumeKey: \"volume\", quoteVolumeKey: \"quoteVolume\");\n+ if (startDate != null && endDate != null)\n+ {\n+ if (candle.Timestamp >= startDate && candle.Timestamp <= endDate)\n+ candles.Add(candle);\n+ }\n+ else\n+ candles.Add(candle);\n+\n+ }\n+ }\n+\n+ return candles;\n+ }\n+ #endregion\n+\n+ #region Withdraw Methods\n+ protected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest)\n+ {\n+ /*\n+ \"currencySymbol\": \"string\",\n+ \"quantity\": \"number (double)\",\n+ \"cryptoAddress\": \"string\",\n+ \"cryptoAddressTag\": \"string\",\n+ \"clientWithdrawalId\": \"string (uuid)\"\n+ */\n+\n+ string url = \"/withdrawals\";\n+ var payload = await GetNoncePayloadAsync();\n+ payload.Add(\"currencySymbol\", withdrawalRequest.Currency);\n+ payload.Add(\"quantity\", withdrawalRequest.Amount);\n+ payload.Add(\"cryptoAddress\", withdrawalRequest.Address);\n+ if (withdrawalRequest.AddressTag != null)\n+ payload.Add(\"cryptoAddressTag\", withdrawalRequest.AddressTag);\n+\n+\n+ JToken result = await MakeJsonRequestAsync<JToken>(url, null, payload, \"POST\");\n+\n+ /*\n+ {\n+ \"id\": \"string (uuid)\",\n+ \"currencySymbol\": \"string\",\n+ \"quantity\": \"number (double)\",\n+ \"cryptoAddress\": \"string\",\n+ \"cryptoAddressTag\": \"string\",\n+ \"txCost\": \"number (double)\",\n+ \"txId\": \"string\",\n+ \"status\": \"string\",\n+ \"createdAt\": \"string (date-time)\",\n+ \"completedAt\": \"string (date-time)\",\n+ \"clientWithdrawalId\": \"string (uuid)\",\n+ \"accountId\": \"string (uuid)\"\n+ }\n+ */\nExchangeWithdrawalResponse withdrawalResponse = new ExchangeWithdrawalResponse\n{\n- Id = result[\"uuid\"].ToStringInvariant(),\n- Message = result[\"msg\"].ToStringInvariant()\n+ Id = result[\"id\"].ToStringInvariant(),\n+ Message = result[\"status\"].ToStringInvariant()\n};\nreturn withdrawalResponse;\n@@ -471,45 +527,51 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeTransaction>> OnGetWithdrawHistoryAsync(string currency)\n{\n- string url = $\"/account/getwithdrawalhistory{(string.IsNullOrWhiteSpace(currency) ? string.Empty : $\"?currency={currency}\")}\";\n+ string url = $\"/withdrawals/closed{(string.IsNullOrWhiteSpace(currency) ? string.Empty : $\"?currencySymbol={currency}\")}\";\nJToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\nvar transactions = result.Select(t => new ExchangeTransaction\n{\n- Amount = t[\"Amount\"].ConvertInvariant<decimal>(),\n- Address = t[\"Address\"].ToStringInvariant(),\n- Currency = t[\"Currency\"].ToStringInvariant(),\n- PaymentId = t[\"PaymentUuid\"].ToStringInvariant(),\n- BlockchainTxId = t[\"TxId\"].ToStringInvariant(),\n- TxFee = t[\"TxCost\"].ConvertInvariant<decimal>(),\n- Timestamp = DateTime.Parse(t[\"Opened\"].ToStringInvariant()),\n- Status = ToStatus(t)\n+ Amount = t[\"quantity\"].ConvertInvariant<decimal>(),\n+ Address = t[\"cryptoAddress\"].ToStringInvariant(),\n+ AddressTag = t[\"cryptoAddressTag\"].ToStringInvariant(),\n+ TxFee = t[\"txCost\"].ConvertInvariant<decimal>(),\n+ Currency = t[\"currencySymbol\"].ToStringInvariant(),\n+ PaymentId = t[\"id\"].ToStringInvariant(),\n+ BlockchainTxId = t[\"txId\"].ToStringInvariant(),\n+ Timestamp = DateTime.Parse(t[\"createdAt\"].ToStringInvariant()),\n+ Status = ToStatus(t[\"status\"].ToStringInvariant())\n+\n});\n+\nreturn transactions;\n}\n- private TransactionStatus ToStatus(JToken withdraw)\n+\n+ private TransactionStatus ToStatus(string status)\n{\n- if (withdraw[\"Canceled\"].ConvertInvariant<bool>())\n+ /* REQUESTED, AUTHORIZED, PENDING, COMPLETED, ERROR_INVALID_ADDRESS, CANCELLED */\n+ if (status == \"CANCELLED\")\nreturn TransactionStatus.Rejected;\n- if (withdraw[\"InvalidAddress\"].ConvertInvariant<bool>())\n+ if (status == \"ERROR_INVALID_ADDRESS\")\nreturn TransactionStatus.Failure;\n- if (withdraw[\"PendingPayment\"].ConvertInvariant<bool>())\n+ if (status == \"PENDING\")\nreturn TransactionStatus.AwaitingApproval;\n- if (withdraw[\"Authorized\"].ConvertInvariant<bool>())\n+ if (status == \"COMPLETED\")\nreturn TransactionStatus.Complete;\n+ if (status == \"REQUESTED\")\n+ return TransactionStatus.Processing;\n+\nreturn TransactionStatus.Unknown;\n}\n- protected override async Task OnCancelOrderAsync(string orderId, string marketSymbol = null)\n- {\n- await MakeJsonRequestAsync<JToken>(\"/market/cancel?uuid=\" + orderId, null, await GetNoncePayloadAsync());\n- }\n+ #endregion\n+ #region DepositAddress\n/// <summary>\n/// Gets the address to deposit to and applicable details.\n/// If one does not exist, the call will fail and return ADDRESS_GENERATING until one is available.\n@@ -521,55 +583,32 @@ namespace ExchangeSharp\n/// </returns>\nprotected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(string currency, bool forceRegenerate = false)\n{\n- IReadOnlyDictionary<string, ExchangeCurrency> updatedCurrencies = (await GetCurrenciesAsync());\n-\n- string url = \"/account/getdepositaddress?currency=\" + NormalizeMarketSymbol(currency);\n- JToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\n-\n- // NOTE API 1.1 does not include the the static wallet address for currencies with tags such as XRP & NXT (API 2.0 does!)\n- // We are getting the static addresses via the GetCurrencies() api.\n- ExchangeDepositDetails depositDetails = new ExchangeDepositDetails\n- {\n- Currency = result[\"Currency\"].ToStringInvariant(),\n- };\n-\n- if (!updatedCurrencies.TryGetValue(depositDetails.Currency, out ExchangeCurrency coin))\n+ if (forceRegenerate)\n{\n- Logger.Warn($\"Unable to find {depositDetails.Currency} in existing list of coins.\");\n- return null;\n+ throw new Exception(\"forceRegenerate does not support.\");\n}\n- if (TwoFieldDepositCoinTypes.Contains(coin.CoinType))\n- {\n- depositDetails.Address = coin.BaseAddress;\n- depositDetails.AddressTag = result[\"Address\"].ToStringInvariant();\n- }\n- else if (OneFieldDepositCoinTypes.Contains(coin.CoinType))\n+ string url = \"/addresses/\" + NormalizeMarketSymbol(currency);\n+ JToken result = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\n+\n+ /*\n{\n- depositDetails.Address = result[\"Address\"].ToStringInvariant();\n+ \"status\": \"string\",\n+ \"currencySymbol\": \"string\",\n+ \"cryptoAddress\": \"string\",\n+ \"cryptoAddressTag\": \"string\"\n}\n- else\n+ */\n+ ExchangeDepositDetails depositDetails = new ExchangeDepositDetails\n{\n- Logger.Warn($\"ExchangeBittrexAPI: Unknown coin type {coin.CoinType} must be registered as requiring one or two fields. Add coin type to One/TwoFieldDepositCoinTypes and make this call again.\");\n- return null;\n- }\n-\n+ Currency = result[\"currencySymbol\"].ToStringInvariant(),\n+ Address = result[\"cryptoAddress\"].ToStringInvariant(),\n+ AddressTag = result[\"cryptoAddressTag\"].ToStringInvariant(),\n+ };\nreturn depositDetails;\n}\n+ #endregion\n- protected override async Task<Dictionary<string, decimal>> OnGetMarginAmountsAvailableToTradeAsync(bool includeZeroBalances)\n- {\n- Dictionary<string, decimal> marginAmounts = new Dictionary<string, decimal>();\n-\n- string url = \"/account/getbalances\";\n- JToken response = await MakeJsonRequestAsync<JToken>(url, null, await GetNoncePayloadAsync());\n-\n- var result = response\n- .Where(i => includeZeroBalances || i[\"Available\"].ConvertInvariant<decimal>() != 0)\n- .ToDictionary(i => i[\"Currency\"].ToStringInvariant(), i => i[\"Available\"].ConvertInvariant<decimal>());\n-\n- return result;\n- }\n}\npublic partial class ExchangeName { public const string Bittrex = \"Bittrex\"; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Updated Bittrex RestApi to V3 (#587)
|
329,086 |
06.05.2021 05:08:57
| -10,800 |
73f7032a3914a4fc2a150a1e682d983d47d08bcf
|
BittrexWS update
+ RestApi minor bug fixed
+ WS updated for reversed MarketName
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"diff": "@@ -17,19 +17,22 @@ namespace ExchangeSharp\nusing System;\nusing System.Collections.Generic;\nusing System.Linq;\n+ using System.Net;\nusing System.Security.Cryptography;\nusing System.Text;\nusing System.Threading.Tasks;\n+ using System.Web;\npublic sealed partial class ExchangeBittrexAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"https://api.bittrex.com/v3\";\n- public ExchangeBittrexAPI()\n+ private ExchangeBittrexAPI()\n{\nRateLimit = new RateGate(60, TimeSpan.FromSeconds(60));\nRequestContentType = \"application/json\";\n- MarketSymbolIsReversed = true;\n- WebSocketOrderBookType = WebSocketOrderBookType.DeltasOnly;\n+ MarketSymbolIsReversed = false;\n+ WebSocketOrderBookType = WebSocketOrderBookType.FullBookAlways;\n+\n}\n#region Utilities\n@@ -148,7 +151,7 @@ namespace ExchangeSharp\nif (request.Method == \"POST\")\nawait CryptoUtility.WriteToRequestAsync(request, JsonConvert.SerializeObject(payload));\n}\n- Console.WriteLine(request.RequestUri);\n+ //Console.WriteLine(request.RequestUri);\n//return base.ProcessRequestAsync(request, payload);\n}\n#endregion\n@@ -227,7 +230,7 @@ namespace ExchangeSharp\n{\nJToken ticker = await MakeJsonRequestAsync<JToken>(\"/markets/\" + marketSymbol + \"/ticker\");\n//NOTE: Bittrex uses the term \"BaseVolume\" when referring to the QuoteCurrencyVolume\n- return await this.ParseTickerAsync(ticker[0], marketSymbol, \"askRate\", \"bidRate\", \"lastTradeRate\", \"volume\", \"quoteVolume\", \"updatedAt\", TimestampType.Iso8601);\n+ return await this.ParseTickerAsync(ticker, marketSymbol, \"askRate\", \"bidRate\", \"lastTradeRate\", \"volume\", \"quoteVolume\", \"updatedAt\", TimestampType.Iso8601);\n}\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n@@ -365,7 +368,10 @@ namespace ExchangeSharp\norderParams.Add(\"type\", order.OrderType == ExchangeSharp.OrderType.Market ? \"MARKET\" : \"LIMIT\");\norderParams.Add(\"quantity\", orderAmount);\nif (order.OrderType == ExchangeSharp.OrderType.Limit)\n+ {\norderParams.Add(\"limit\", orderPrice);\n+ //orderParams.Add(\"timeInForce\", \"GOOD_TIL_CANCELLED\");\n+ }\nforeach (KeyValuePair<string, object> kv in order.ExtraParameters)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
BittrexWS update (#590)
+ RestApi minor bug fixed
+ WS updated for reversed MarketName
|
329,086 |
06.05.2021 20:00:23
| -10,800 |
a6d417e12d61d51964296cfea02066e6b3e81a68
|
KuCoin market order bugfix
Fixes
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs",
"diff": "@@ -392,9 +392,17 @@ namespace ExchangeSharp\nvar payload = await GetNoncePayloadAsync();\npayload[\"clientOid\"] = Guid.NewGuid();\npayload[\"size\"] = order.Amount;\n- payload[\"price\"] = order.Price;\npayload[\"symbol\"] = order.MarketSymbol;\npayload[\"side\"] = order.IsBuy ? \"buy\" : \"sell\";\n+ if (order.OrderType == OrderType.Market)\n+ {\n+ payload[\"type\"] = \"market\";\n+ }\n+ else if (order.OrderType == OrderType.Limit)\n+ {\n+ payload[\"type\"] = \"limit\";\n+ payload[\"price\"] = order.Price.ToStringInvariant();\n+ }\norder.ExtraParameters.CopyTo(payload);\n// {\"orderOid\": \"596186ad07015679730ffa02\" }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
KuCoin market order bugfix (#591)
Fixes #584
|
329,089 |
29.05.2021 11:23:33
| 25,200 |
463551acd5c11711eec7c2e90bfc810da6560d60
|
new NuGet 0.8.0
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -100,11 +100,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.7.5`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.8.0`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.7.5`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.8.0`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.7.5</PackageVersion>\n+ <PackageVersion>0.8.0</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.7.5\")]\n-[assembly: AssemblyFileVersion(\"0.7.5\")]\n+[assembly: AssemblyVersion(\"0.8.0\")]\n+[assembly: AssemblyFileVersion(\"0.8.0\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.1</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.7.5</AssemblyVersion>\n- <FileVersion>0.7.5</FileVersion>\n+ <AssemblyVersion>0.8.0</AssemblyVersion>\n+ <FileVersion>0.8.0</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.7.5</AssemblyVersion>\n- <FileVersion>0.7.5</FileVersion>\n+ <AssemblyVersion>0.8.0</AssemblyVersion>\n+ <FileVersion>0.8.0</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.8.0 (#592)
|
329,096 |
29.05.2021 12:25:14
| 21,600 |
d1c5137c0d0ad5a0b0ae3d4cab764031f4c2403b
|
Use AltMarketSymbol to hanlde Kraken WebSocket symbol difference and Gemini lower case symbol names. Pass isWebsocket flag in console app.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -175,6 +175,7 @@ namespace ExchangeSharp\n}\ndecimal incrementSize = incrementNode.InnerText.Substring(0, incrementSizePos).ConvertInvariant<decimal>();\nmarket.MarketSymbol = symbol;\n+ market.AltMarketSymbol = symbol.ToUpper();\nmarket.BaseCurrency = symbol.Substring(0, symbol.Length - 3);\nmarket.QuoteCurrency = symbol.Substring(symbol.Length - 3);\nmarket.MinTradeSize = minOrderSize;\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -410,6 +410,8 @@ namespace ExchangeSharp\n.ToList();\n}\n+ names.Sort();\n+\nreturn names;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -679,18 +679,32 @@ namespace ExchangeSharp\n// not sure if this is needed, but adding it just in case\nawait new SynchronizationContextRemover();\nDictionary<string, ExchangeMarket> lookup = await this.GetExchangeMarketDictionaryFromCacheAsync();\n- if (lookup != null && lookup.TryGetValue(marketSymbol, out ExchangeMarket market))\n+\n+ foreach(KeyValuePair<string, ExchangeMarket> kvp in lookup)\n+ {\n+ if ((kvp.Key == marketSymbol)\n+ || (kvp.Value.MarketSymbol == marketSymbol)\n+ || (kvp.Value.AltMarketSymbol == marketSymbol)\n+ || (kvp.Value.AltMarketSymbol2 == marketSymbol))\n{\n- return market;\n+ return kvp.Value;\n+ }\n}\n// try again with a fresh request\nCache.Remove(nameof(GetMarketSymbolsMetadataAsync));\nCache.Remove(nameof(ExchangeAPIExtensions.GetExchangeMarketDictionaryFromCacheAsync));\nlookup = await this.GetExchangeMarketDictionaryFromCacheAsync();\n- if (lookup != null && lookup.TryGetValue(marketSymbol, out market))\n+\n+ foreach (KeyValuePair<string, ExchangeMarket> kvp in lookup)\n+ {\n+ if ((kvp.Key == marketSymbol)\n+ || (kvp.Value.MarketSymbol == marketSymbol)\n+ || (kvp.Value.AltMarketSymbol == marketSymbol)\n+ || (kvp.Value.AltMarketSymbol2 == marketSymbol))\n{\n- return market;\n+ return kvp.Value;\n+ }\n}\n}\ncatch\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/Options/WebSocketsTickersOption.cs",
"new_path": "src/ExchangeSharpConsole/Options/WebSocketsTickersOption.cs",
"diff": "@@ -17,7 +17,7 @@ namespace ExchangeSharpConsole.Options\n{\nasync Task<IWebSocket> GetWebSocket(IExchangeAPI api)\n{\n- var symbols = await ValidateMarketSymbolsAsync(api, MarketSymbols.ToArray());\n+ var symbols = await ValidateMarketSymbolsAsync(api, MarketSymbols.ToArray(), true);\nreturn await api.GetTickersWebSocketAsync(freshTickers =>\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/Options/WebSocketsTradesOption.cs",
"new_path": "src/ExchangeSharpConsole/Options/WebSocketsTradesOption.cs",
"diff": "@@ -17,7 +17,7 @@ namespace ExchangeSharpConsole.Options\n{\nasync Task<IWebSocket> GetWebSocket(IExchangeAPI api)\n{\n- var symbols = await ValidateMarketSymbolsAsync(api, MarketSymbols.ToArray());\n+ var symbols = await ValidateMarketSymbolsAsync(api, MarketSymbols.ToArray(), true);\nreturn await api.GetTradesWebSocketAsync(message =>\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Use AltMarketSymbol to hanlde Kraken WebSocket symbol difference and Gemini lower case symbol names. Pass isWebsocket flag in console app. (#594)
|
329,089 |
05.06.2021 13:16:56
| 25,200 |
1356191b0e78da83e4d966eb4a9faf49d3b46ee8
|
Add Candles (OHLC) websocket support in ExchangeAPI
* Add Candles (OHLC) websocket support in ExchangeAPI
part of
* changed GetCandlesWebSocketAsync() to allow for async callback
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -178,6 +178,8 @@ namespace ExchangeSharp\nthrow new NotImplementedException();\nprotected virtual Task<ExchangeCloseMarginPositionResult> OnCloseMarginPositionAsync(string marketSymbol) =>\nthrow new NotImplementedException();\n+ protected virtual Task<IWebSocket> OnGetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols) =>\n+ throw new NotImplementedException();\nprotected virtual Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols) =>\nthrow new NotImplementedException();\nprotected virtual Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols) =>\n@@ -997,6 +999,17 @@ namespace ExchangeSharp\n#endregion REST API\n#region Web Socket API\n+ /// <summary>\n+ /// Gets Candles (OHLC) websocket\n+ /// </summary>\n+ /// <param name=\"callbackAsync\">Callback</param>\n+ /// <param name=\"marketSymbols\">Market Symbols</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ public virtual Task<IWebSocket> GetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols)\n+ {\n+ callbackAsync.ThrowIfNull(nameof(callbackAsync), \"Callback must not be null\");\n+ return OnGetCandlesWebSocketAsync(callbackAsync, marketSymbols);\n+ }\n/// <summary>\n/// Get all tickers via web socket\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"diff": "@@ -237,6 +237,13 @@ namespace ExchangeSharp\n#endregion REST\n#region Web Socket\n+ /// <summary>\n+ /// Gets Candles (OHLC) websocket\n+ /// </summary>\n+ /// <param name=\"callbackAsync\">Callback</param>\n+ /// <param name=\"marketSymbols\">Market Symbols</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\n+ Task<IWebSocket> GetCandlesWebSocketAsync(Func<IReadOnlyCollection<MarketCandle>, Task> callbackAsync, params string[] marketSymbols);\n/// <summary>\n/// Get all tickers via web socket\n@@ -254,6 +261,8 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\nTask<IWebSocket> GetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols);\n+ // Task<IWebSocket> GetDeltaOrderBookWebSocketAsync is in IOrderBookProvider\n+\n/// <summary>\n/// Get the details of all changed orders via web socket\n/// </summary>\n@@ -268,6 +277,7 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\nTask<IWebSocket> GetCompletedOrderDetailsWebSocketAsync(Action<ExchangeOrderResult> callback);\n+ Task<IWebSocket> GetUserDataWebSocketAsync(Action<object> callback, string listenKey);\n#endregion Web Socket\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add Candles (OHLC) websocket support in ExchangeAPI (#596)
* Add Candles (OHLC) websocket support in ExchangeAPI
- part of #595
* changed GetCandlesWebSocketAsync() to allow for async callback
|
329,162 |
14.06.2021 22:32:17
| -3,600 |
c7f2db5ad5081160636fd3582167a6756f02d1a1
|
Ignore Mac DS_Store
* Update .gitignore
Navigating to a folder using the "Finder" on Mac generates a .DS_Store file holding metadata about the folder (e.g. thumbnails etc.). These files can pollute your git commits and are annoying.
* Update MovingAverageCalculator.cs
Pull methods and expose accessors on base class for consistency.
|
[
{
"change_type": "MODIFY",
"old_path": ".gitignore",
"new_path": ".gitignore",
"diff": "@@ -457,3 +457,6 @@ launchSettings.json\ndist/\ndata/**\n!data/.gitkeep\n+\n+## Mac specific\n+.DS_Store\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Traders/MovingAverageCalculator.cs",
"new_path": "src/ExchangeSharp/Traders/MovingAverageCalculator.cs",
"diff": "@@ -30,6 +30,9 @@ namespace ExchangeSharp\nprotected T _previousMovingAverage;\nprotected T _previousExponentialMovingAverage;\n+ public int WindowSize => _windowSize;\n+\n+ public T WeightingMultiplier => _weightingMultiplier;\n/// <summary>\n/// Current moving average\n/// </summary>\n@@ -58,6 +61,17 @@ namespace ExchangeSharp\n{\nreturn string.Format(\"{0}:{1}, {2}:{3}\", MovingAverage, Slope, ExponentialMovingAverage, ExponentialSlope);\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@@ -126,17 +140,6 @@ 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
|
Ignore Mac DS_Store (#598)
* Update .gitignore
Navigating to a folder using the "Finder" on Mac generates a .DS_Store file holding metadata about the folder (e.g. thumbnails etc.). These files can pollute your git commits and are annoying.
* Update MovingAverageCalculator.cs
Pull methods and expose accessors on base class for consistency.
|
329,089 |
23.06.2021 06:20:38
| 36,000 |
e4c48ce4afddf4da5f35578b34d42ddcb4c42a4c
|
new NuGet 0.8.1
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -100,11 +100,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.8.0`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.8.1`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.8.0`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.8.1`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.8.0</PackageVersion>\n+ <PackageVersion>0.8.1</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.8.0\")]\n-[assembly: AssemblyFileVersion(\"0.8.0\")]\n+[assembly: AssemblyVersion(\"0.8.1\")]\n+[assembly: AssemblyFileVersion(\"0.8.1\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.1</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.8.0</AssemblyVersion>\n- <FileVersion>0.8.0</FileVersion>\n+ <AssemblyVersion>0.8.1</AssemblyVersion>\n+ <FileVersion>0.8.1</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.8.0</AssemblyVersion>\n- <FileVersion>0.8.0</FileVersion>\n+ <AssemblyVersion>0.8.1</AssemblyVersion>\n+ <FileVersion>0.8.1</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.8.1 (#602)
|
329,099 |
14.07.2021 23:33:43
| -10,800 |
507453812daa318287e4136ba545b7605d2252cd
|
Poloniex OnPlaceOrderAsync improvement.
Added proper order status.
Handled exception when order not filled using FOK.
Small fixes in ParseOrderTrades.
Updated tests.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -84,15 +84,26 @@ namespace ExchangeSharp\nreturn Task.CompletedTask;\n}\n- public ExchangeOrderResult ParsePlacedOrder(JToken result)\n+ public ExchangeOrderResult ParsePlacedOrder(JToken result, ExchangeOrderRequest request)\n{\nExchangeOrderResult order = new ExchangeOrderResult\n{\nOrderId = result[\"orderNumber\"].ToStringInvariant(),\n+ Amount = request.Amount,\n+ Price = request.Price\n};\nJToken trades = result[\"resultingTrades\"];\n- if (trades != null && trades.Children().Count() != 0)\n+\n+ if (trades == null)\n+ {\n+ order.Result = ExchangeAPIOrderResult.Canceled;\n+ }\n+ else if (trades != null && trades.Count() == 0)\n+ {\n+ order.Result = ExchangeAPIOrderResult.Pending;\n+ }\n+ else if (trades != null && trades.Children().Count() != 0)\n{\nParseOrderTrades(trades, order);\n}\n@@ -156,8 +167,7 @@ namespace ExchangeSharp\ndecimal tradeRate = trade[\"rate\"].ConvertInvariant<decimal>();\norder.AveragePrice = (order.AveragePrice * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);\n- order.Amount += tradeAmt;\n- order.AmountFilled = order.Amount;\n+ order.AmountFilled += tradeAmt;\nif (order.OrderDate == DateTime.MinValue)\n{\n@@ -168,6 +178,14 @@ namespace ExchangeSharp\norder.Fees += CalculateFees(tradeAmt, tradeRate, order.IsBuy, trade[\"fee\"].ConvertInvariant<decimal>());\n}\n+ if (order.AmountFilled == order.Amount)\n+ {\n+ order.Result = ExchangeAPIOrderResult.Filled;\n+ }\n+ else\n+ {\n+ order.Result = ExchangeAPIOrderResult.FilledPartially;\n+ }\n// Poloniex does not provide a way to get the original price\norder.Price = order.AveragePrice;\n}\n@@ -765,8 +783,20 @@ namespace ExchangeSharp\norderParams.Add(kv.Value);\n}\n- JToken result = await MakePrivateAPIRequestAsync(order.IsBuy ? (order.IsMargin ? \"marginBuy\" : \"buy\") : (order.IsMargin ? \"marginSell\" : \"sell\"), orderParams);\n- ExchangeOrderResult exchangeOrderResult = ParsePlacedOrder(result);\n+ JToken result = null;\n+ try\n+ {\n+ result = await MakePrivateAPIRequestAsync(order.IsBuy ? (order.IsMargin ? \"marginBuy\" : \"buy\") : (order.IsMargin ? \"marginSell\" : \"sell\"), orderParams);\n+ }\n+ catch (Exception e)\n+ {\n+ if (!e.Message.Contains(\"Unable to fill order completely\"))\n+ {\n+ throw;\n+ }\n+ result = JToken.FromObject(new { orderNumber = \"0\", currencyPair = order.MarketSymbol });\n+ }\n+ ExchangeOrderResult exchangeOrderResult = ParsePlacedOrder(result, order);\nexchangeOrderResult.MarketSymbol = order.MarketSymbol;\nexchangeOrderResult.FeesCurrency = ParseFeesCurrency(order.IsBuy, order.MarketSymbol);\nreturn exchangeOrderResult;\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"new_path": "tests/ExchangeSharpTests/ExchangePoloniexAPITests.cs",
"diff": "@@ -60,7 +60,14 @@ namespace ExchangeSharpTests\nvar singleOrder = JsonConvert.DeserializeObject<JToken>(BuyOrder);\nvar polo = CreatePoloniexAPI();\n- ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder);\n+ var orderRequest = new ExchangeOrderRequest\n+ {\n+ MarketSymbol = \"FOO_FOO\",\n+ Amount = 338.8732m,\n+ Price = 0.00000173m,\n+ IsBuy = true\n+ };\n+ ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder, orderRequest);\norder.OrderId.Should().Be(\"31226040\");\norder.IsBuy.Should().BeTrue();\norder.Amount.Should().Be(338.8732m);\n@@ -88,7 +95,14 @@ namespace ExchangeSharpTests\nvar singleOrder = JsonConvert.DeserializeObject<JToken>(SellOrder);\nvar polo = CreatePoloniexAPI();\n- ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder);\n+ var orderRequest = new ExchangeOrderRequest\n+ {\n+ MarketSymbol = \"FOO_FOO\",\n+ Amount = 338.8732m,\n+ Price = 0.00000173m,\n+ IsBuy = false\n+ };\n+ ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder, orderRequest);\norder.OrderId.Should().Be(\"31226040\");\norder.IsBuy.Should().BeFalse();\norder.Amount.Should().Be(338.8732m);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Poloniex OnPlaceOrderAsync improvement. (#612)
Added proper order status.
Handled exception when order not filled using FOK.
Small fixes in ParseOrderTrades.
Updated tests.
|
329,159 |
22.07.2021 18:43:38
| -7,200 |
1da81ae60dba41f40427f3e0980ef732795d95fa
|
Make market orders possible by removing price requirement
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"diff": "@@ -252,10 +252,10 @@ namespace ExchangeSharp\nswitch (order.OrderType)\n{\ncase OrderType.Limit:\n- data[\"price_int\"] = converterToFive.FromDecimal(order.Price);\n+ data[\"price_int\"] = converterToFive.FromDecimal(order.Price.Value);\nbreak;\ncase OrderType.Market:\n- data[\"amount_funds_int\"] = converterToFive.FromDecimal(roundedAmount * order.Price);\n+ data[\"amount_funds_int\"] = converterToFive.FromDecimal(roundedAmount * order.Price.Value);\nbreak;\ndefault:\nthrow new NotSupportedException($\"{order.OrderType} is not supported\");\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -559,7 +559,7 @@ namespace ExchangeSharp.BinanceGroup\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 = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n- decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);\n+ decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\n// Binance does not accept quantities with more than 20 decimal places.\npayload[\"quantity\"] = Math.Round(outputQuantity, 20);\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -481,7 +481,7 @@ namespace ExchangeSharp\nif (order.OrderType != OrderType.Market)\n{\n- payload[\"price\"] = (await ClampOrderPrice(marketSymbol, order.Price)).ToStringInvariant();\n+ payload[\"price\"] = (await ClampOrderPrice(marketSymbol, order.Price.Value)).ToStringInvariant();\n}\nelse\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitstamp/ExchangeBitstampAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitstamp/ExchangeBitstampAPI.cs",
"diff": "@@ -442,7 +442,7 @@ namespace ExchangeSharp\nList<ExchangeOrderResult> orders2 = new List<ExchangeOrderResult>();\nforeach (var group in groupings)\n{\n- decimal spentQuoteCurrency = group.Sum(o => o.AveragePrice * o.AmountFilled);\n+ decimal spentQuoteCurrency = group.Sum(o => o.AveragePrice.Value * o.AmountFilled);\nExchangeOrderResult order = group.First();\norder.AmountFilled = group.Sum(o => o.AmountFilled);\norder.AveragePrice = spentQuoteCurrency / order.AmountFilled;\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"diff": "@@ -84,7 +84,7 @@ namespace ExchangeSharp\ndecimal amountFilled = token[\"fillQuantity\"].ConvertInvariant<decimal>();\norder.Amount = amount;\norder.AmountFilled = amountFilled;\n- order.Price = token[\"limit\"].ConvertInvariant<decimal>(order.AveragePrice);\n+ order.Price = token[\"limit\"].ConvertInvariant<decimal>(order.AveragePrice.Value);\norder.Message = string.Empty;\norder.OrderId = token[\"id\"].ToStringInvariant();\n@@ -378,7 +378,7 @@ namespace ExchangeSharp\n{\ndecimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n- decimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);\n+ decimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\nstring url = \"/orders\";\nDictionary<string, object> orderParams = await GetNoncePayloadAsync();\norderParams.Add(\"marketSymbol\", order.MarketSymbol);\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -567,13 +567,13 @@ namespace ExchangeSharp\n{ \"size\", order.RoundAmount().ToStringInvariant() }\n};\npayload[\"time_in_force\"] = \"GTC\"; // good til cancel\n- payload[\"price\"] = order.Price.ToStringInvariant();\nswitch (order.OrderType)\n{\ncase OrderType.Limit:\n// set payload[\"post_only\"] to true for default scenario when order.ExtraParameters[\"post_only\"] is not specified\n// to place non-post-only limit order one can set and pass order.ExtraParameters[\"post_only\"]=\"false\"\npayload[\"post_only\"] = order.ExtraParameters.TryGetValueOrDefault(\"post_only\", \"true\");\n+ payload[\"price\"] = order.Price.ToStringInvariant();\nbreak;\ncase OrderType.Stop:\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"diff": "@@ -682,7 +682,7 @@ namespace ExchangeSharp\npayload.Add(\"source\", order.IsMargin ? \"margin-api\" : \"api\");\ndecimal outputQuantity = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n- decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);\n+ decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\npayload[\"amount\"] = outputQuantity.ToStringInvariant();\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -761,7 +761,7 @@ namespace ExchangeSharp\nif (order.OrderType != OrderType.Market)\n{\nint precision = BitConverter.GetBytes(Decimal.GetBits((decimal)market.PriceStepSize)[3])[2];\n- payload.Add(\"price\", Math.Round(order.Price, precision).ToStringInvariant());\n+ payload.Add(\"price\", Math.Round(order.Price.Value, precision).ToStringInvariant());\n}\norder.ExtraParameters.CopyTo(payload);\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"diff": "@@ -413,7 +413,7 @@ namespace ExchangeSharp.OKGroup\n// Okex has strict rules on which prices and quantities are allowed. They have to match the rules defined in the market definition.\ndecimal outputQuantity = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n- decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);\n+ decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\nif (order.OrderType == OrderType.Market)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -134,7 +134,7 @@ namespace ExchangeSharp\norder.AmountFilled = amount - order.Amount;\n// fee is a percentage taken from the traded amount rounded to 8 decimals\n- order.Fees = CalculateFees(amount, order.Price, order.IsBuy, result[\"fee\"].ConvertInvariant<decimal>());\n+ order.Fees = CalculateFees(amount, order.Price.Value, order.IsBuy, result[\"fee\"].ConvertInvariant<decimal>());\nreturn order;\n}\n@@ -769,7 +769,7 @@ namespace ExchangeSharp\n}\ndecimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n- decimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price);\n+ decimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\nList<object> orderParams = new List<object>\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Make market orders possible by removing price requirement
|
329,099 |
22.07.2021 23:00:25
| -10,800 |
4ac4ece56447cac17226811e8f9a06e5d07278f9
|
Poloniex order status fix
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -178,7 +178,7 @@ namespace ExchangeSharp\norder.Fees += CalculateFees(tradeAmt, tradeRate, order.IsBuy, trade[\"fee\"].ConvertInvariant<decimal>());\n}\n- if (order.AmountFilled == order.Amount)\n+ if (order.AmountFilled >= order.Amount)\n{\norder.Result = ExchangeAPIOrderResult.Filled;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Poloniex order status fix (#616)
|
329,148 |
23.07.2021 13:17:21
| 21,600 |
e3a5365b96bc261403ca9d316310b2d889c38168
|
Refactor to common create api method
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -45,11 +45,54 @@ namespace ExchangeSharp\n#region Private methods\nprivate static readonly IReadOnlyCollection<Type> exchangeTypes = typeof(ExchangeAPI).Assembly.GetTypes().Where(type => type.IsSubclassOf(typeof(ExchangeAPI)) && !type.IsAbstract).ToArray();\n- private static readonly ConcurrentDictionary<Type, ExchangeAPI> apis = new ConcurrentDictionary<Type, ExchangeAPI>();\n+ private static readonly ConcurrentDictionary<Type, IExchangeAPI> apis = new ConcurrentDictionary<Type, IExchangeAPI>();\nprivate bool initialized;\nprivate bool disposed;\n+ private static IExchangeAPI InitializeAPI(Type? type, Type? knownType = null)\n+ {\n+ if (type is null)\n+ {\n+ throw new ArgumentException($\"Unable to find exchange of type {knownType?.FullName}\");\n+ }\n+\n+ // create the api\n+ if (!(Activator.CreateInstance(type, true) is ExchangeAPI api))\n+ {\n+ throw new ApplicationException($\"Failed to create exchange of type {type.FullName}, must inherit {nameof(ExchangeAPI)}.\");\n+ }\n+\n+ const int retryCount = 3;\n+ Exception? ex = null;\n+\n+ // try up to 3 times to init\n+ for (int i = 1; i <= 3; i++)\n+ {\n+ try\n+ {\n+ api.InitializeAsync().Sync();\n+ ex = null;\n+ break;\n+ }\n+ catch (Exception _ex)\n+ {\n+ ex = _ex;\n+ if (i != retryCount)\n+ {\n+ Thread.Sleep(5000);\n+ }\n+ }\n+ }\n+\n+ if (ex != null)\n+ {\n+ throw ex;\n+ }\n+\n+ return api;\n+ }\n+\n#endregion Private methods\n#region API Implementation\n@@ -322,7 +365,7 @@ namespace ExchangeSharp\nCache?.Dispose();\n// take out of global api dictionary if disposed and we are the current exchange in the dictionary\n- if (apis.TryGetValue(GetType(), out ExchangeAPI existing) && this == existing)\n+ if (apis.TryGetValue(GetType(), out IExchangeAPI existing) && this == existing)\n{\napis.TryRemove(GetType(), out _);\n}\n@@ -345,39 +388,7 @@ namespace ExchangeSharp\nprivate static IExchangeAPI CreateExchangeAPI(Type? type)\n{\n- if (type is null)\n- {\n- throw new ArgumentNullException(\"No type found for exchange\");\n- }\n-\n- if (!(Activator.CreateInstance(type, true) is ExchangeAPI api))\n- {\n- throw new ArgumentException($\"Invalid type {type.FullName}, not a {nameof(ExchangeAPI)} type\");\n- }\n-\n- Exception? ex = null;\n-\n- // try up to 3 times to init\n- for (int i = 0; i < 3; i++)\n- {\n- try\n- {\n- api.InitializeAsync().Sync();\n- break;\n- }\n- catch (Exception _ex)\n- {\n- ex = _ex;\n- Thread.Sleep(5000);\n- }\n- }\n-\n- if (ex != null)\n- {\n- throw ex;\n- }\n-\n- return api;\n+ return InitializeAPI(type);\n}\n/// <summary>\n@@ -429,45 +440,7 @@ namespace ExchangeSharp\n{\n// find the api type\nType? foundType = exchangeTypes.FirstOrDefault(t => t == type);\n- if (foundType is null)\n- {\n- throw new ArgumentException($\"Unable to find exchange of type {type?.FullName}\");\n- }\n-\n- // create the api\n- if (!(Activator.CreateInstance(foundType, true) is ExchangeAPI api))\n- {\n- throw new ApplicationException($\"Failed to create exchange of type {foundType.FullName}\");\n- }\n-\n- Exception? ex = null;\n- const int retryCount = 3;\n-\n- // try up to n times to init\n- for (int i = 1; i <= retryCount; i++)\n- {\n- try\n- {\n- api.InitializeAsync().Sync();\n- ex = null;\n- break;\n- }\n- catch (Exception _ex)\n- {\n- ex = _ex;\n- if (i != retryCount)\n- {\n- Thread.Sleep(5000);\n- }\n- }\n- }\n-\n- if (ex != null)\n- {\n- throw ex;\n- }\n-\n- return api;\n+ return InitializeAPI(foundType, type);\n});\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Refactor to common create api method
|
329,089 |
31.07.2021 17:46:33
| 25,200 |
971772534dc3fac1a55348f726ac97f47502bcc1
|
Add null checks for Order.Price
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"diff": "@@ -252,9 +252,11 @@ namespace ExchangeSharp\nswitch (order.OrderType)\n{\ncase OrderType.Limit:\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\ndata[\"price_int\"] = converterToFive.FromDecimal(order.Price.Value);\nbreak;\ncase OrderType.Market:\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\ndata[\"amount_funds_int\"] = converterToFive.FromDecimal(roundedAmount * order.Price.Value);\nbreak;\ndefault:\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -548,6 +548,7 @@ namespace ExchangeSharp.BinanceGroup\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\nDictionary<string, object> payload = await GetNoncePayloadAsync();\npayload[\"symbol\"] = order.MarketSymbol;\npayload[\"newClientOrderId\"] = order.ClientOrderId;\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -481,6 +481,7 @@ namespace ExchangeSharp\nif (order.OrderType != OrderType.Market)\n{\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\npayload[\"price\"] = (await ClampOrderPrice(marketSymbol, order.Price.Value)).ToStringInvariant();\n}\nelse\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitstamp/ExchangeBitstampAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitstamp/ExchangeBitstampAPI.cs",
"diff": "@@ -202,6 +202,7 @@ namespace ExchangeSharp\nif (order.OrderType != OrderType.Market)\n{\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\npayload[\"price\"] = order.Price.ToStringInvariant();\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"diff": "@@ -378,6 +378,7 @@ namespace ExchangeSharp\n{\ndecimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\ndecimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\nstring url = \"/orders\";\nDictionary<string, object> orderParams = await GetNoncePayloadAsync();\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -573,12 +573,14 @@ namespace ExchangeSharp\n// set payload[\"post_only\"] to true for default scenario when order.ExtraParameters[\"post_only\"] is not specified\n// to place non-post-only limit order one can set and pass order.ExtraParameters[\"post_only\"]=\"false\"\npayload[\"post_only\"] = order.ExtraParameters.TryGetValueOrDefault(\"post_only\", \"true\");\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\npayload[\"price\"] = order.Price.ToStringInvariant();\nbreak;\ncase OrderType.Stop:\npayload[\"stop\"] = (order.IsBuy ? \"entry\" : \"loss\");\npayload[\"stop_price\"] = order.StopPrice.ToStringInvariant();\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\npayload[\"type\"] = order.Price > 0m ? \"limit\" : \"market\";\nbreak;\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"diff": "@@ -693,6 +693,7 @@ namespace ExchangeSharp\nelse\n{\npayload[\"type\"] += \"-limit\";\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\npayload[\"price\"] = outputPrice.ToStringInvariant();\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -761,6 +761,7 @@ namespace ExchangeSharp\nif (order.OrderType != OrderType.Market)\n{\nint precision = BitConverter.GetBytes(Decimal.GetBits((decimal)market.PriceStepSize)[3])[2];\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\npayload.Add(\"price\", Math.Round(order.Price.Value, precision).ToStringInvariant());\n}\norder.ExtraParameters.CopyTo(payload);\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"diff": "@@ -413,6 +413,7 @@ namespace ExchangeSharp.OKGroup\n// Okex has strict rules on which prices and quantities are allowed. They have to match the rules defined in the market definition.\ndecimal outputQuantity = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\ndecimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\nif (order.OrderType == OrderType.Market)\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -769,6 +769,7 @@ namespace ExchangeSharp\n}\ndecimal orderAmount = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\ndecimal orderPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\nList<object> orderParams = new List<object>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add null checks for Order.Price
|
329,089 |
08.08.2021 22:06:09
| 25,200 |
3d3d25eeb26c967b602c1ed0e6a7b722655ab6e0
|
Add missing REST methods from ExchangeAPI to IExchangeAPI
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -743,6 +743,34 @@ namespace ExchangeSharp\nreturn null;\n}\n+ /// <summary>\n+ /// Gets the address to deposit to and applicable details.\n+ /// </summary>\n+ /// <param name=\"currency\">Currency to get address for.</param>\n+ /// <param name=\"forceRegenerate\">Regenerate the address</param>\n+ /// <returns>Deposit address details (including tag if applicable, such as XRP)</returns>\n+ public virtual async Task<ExchangeDepositDetails> GetDepositAddressAsync(string currency, bool forceRegenerate = false)\n+ {\n+ if (forceRegenerate)\n+ {\n+ // force regenetate, do not cache\n+ return await OnGetDepositAddressAsync(currency, forceRegenerate);\n+ }\n+ else\n+ {\n+ return await Cache.CacheMethod(MethodCachePolicy, async () => await OnGetDepositAddressAsync(currency, forceRegenerate), nameof(GetDepositAddressAsync), nameof(currency), currency);\n+ }\n+ }\n+\n+ /// <summary>\n+ /// Gets the deposit history for a symbol\n+ /// </summary>\n+ /// <returns>Collection of ExchangeCoinTransfers</returns>\n+ public virtual async Task<IEnumerable<ExchangeTransaction>> GetDepositHistoryAsync(string currency)\n+ {\n+ return await Cache.CacheMethod(MethodCachePolicy, async () => await OnGetDepositHistoryAsync(currency), nameof(GetDepositHistoryAsync), nameof(currency), currency);\n+ }\n+\n/// <summary>\n/// Get exchange ticker\n/// </summary>\n@@ -811,34 +839,6 @@ namespace ExchangeSharp\n//return await Cache.CacheMethod(MethodCachePolicy, async () => await OnGetRecentTradesAsync(marketSymbol), nameof(GetRecentTradesAsync), nameof(marketSymbol), marketSymbol);\n}\n- /// <summary>\n- /// Gets the address to deposit to and applicable details.\n- /// </summary>\n- /// <param name=\"currency\">Currency to get address for.</param>\n- /// <param name=\"forceRegenerate\">Regenerate the address</param>\n- /// <returns>Deposit address details (including tag if applicable, such as XRP)</returns>\n- public virtual async Task<ExchangeDepositDetails> GetDepositAddressAsync(string currency, bool forceRegenerate = false)\n- {\n- if (forceRegenerate)\n- {\n- // force regenetate, do not cache\n- return await OnGetDepositAddressAsync(currency, forceRegenerate);\n- }\n- else\n- {\n- return await Cache.CacheMethod(MethodCachePolicy, async() => await OnGetDepositAddressAsync(currency, forceRegenerate), nameof(GetDepositAddressAsync), nameof(currency), currency);\n- }\n- }\n-\n- /// <summary>\n- /// Gets the deposit history for a symbol\n- /// </summary>\n- /// <returns>Collection of ExchangeCoinTransfers</returns>\n- public virtual async Task<IEnumerable<ExchangeTransaction>> GetDepositHistoryAsync(string currency)\n- {\n- return await Cache.CacheMethod(MethodCachePolicy, async() => await OnGetDepositHistoryAsync(currency), nameof(GetDepositHistoryAsync), nameof(currency), currency);\n- }\n-\n/// <summary>\n/// Get candles (open, high, low, close)\n/// </summary>\n@@ -855,6 +855,15 @@ namespace ExchangeSharp\nnameof(marketSymbol), marketSymbol, nameof(periodSeconds), periodSeconds, nameof(startDate), startDate, nameof(endDate), endDate, nameof(limit), limit);\n}\n+ /// <summary>\n+ /// Get fees\n+ /// </summary>\n+ /// <returns>The customer trading fees</returns>\n+ public virtual async Task<Dictionary<string, decimal>> GetFeesAync()\n+ {\n+ return await Cache.CacheMethod(MethodCachePolicy, async () => await OnGetFeesAsync(), nameof(GetFeesAync));\n+ }\n+\n/// <summary>\n/// Get total amounts, symbol / amount dictionary\n/// </summary>\n@@ -867,15 +876,6 @@ namespace ExchangeSharp\nreturn globalAmounts;\n}\n- /// <summary>\n- /// Get fees\n- /// </summary>\n- /// <returns>The customer trading fees</returns>\n- public virtual async Task<Dictionary<string, decimal>> GetFeesAync()\n- {\n- return await Cache.CacheMethod(MethodCachePolicy, async() => await OnGetFeesAsync(), nameof(GetFeesAync));\n- }\n-\n/// <summary>\n/// Get amounts available to trade, symbol / amount dictionary\n/// </summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs",
"diff": "@@ -68,7 +68,7 @@ namespace ExchangeSharp\n#endregion Utility Methods\n- #region REST\n+ #region REST API\n/// <summary>\n/// Gets currencies and related data such as IsEnabled and TxFee (if available)\n@@ -76,21 +76,6 @@ namespace ExchangeSharp\n/// <returns>Collection of Currencies</returns>\nTask<IReadOnlyDictionary<string, ExchangeCurrency>> GetCurrenciesAsync();\n- /// <summary>\n- /// Gets the address to deposit to and applicable details.\n- /// </summary>\n- /// <param name=\"currency\">Currency to get address for.</param>\n- /// <param name=\"forceRegenerate\">True to regenerate the address</param>\n- /// <returns>Deposit address details (including tag if applicable, such as XRP)</returns>\n- Task<ExchangeDepositDetails> GetDepositAddressAsync(string currency, bool forceRegenerate = false);\n-\n- /// <summary>\n- /// Gets the deposit history for a currency\n- /// </summary>\n- /// <param name=\"currency\">The currency to check. May be null.</param>\n- /// <returns>Collection of ExchangeCoinTransfers</returns>\n- Task<IEnumerable<ExchangeTransaction>> GetDepositHistoryAsync(string currency);\n-\n/// <summary>\n/// Get symbols for the exchange markets\n/// </summary>\n@@ -109,6 +94,29 @@ namespace ExchangeSharp\n/// <returns>Collection of ExchangeMarkets</returns>\nTask<IEnumerable<ExchangeMarket>> GetMarketSymbolsMetadataAsync();\n+ /// <summary>\n+ /// Gets the exchange market from this exchange's SymbolsMetadata cache. This will make a network request if needed to retrieve fresh markets from the exchange using GetSymbolsMetadataAsync().\n+ /// Please note that sending a symbol that is not found over and over will result in many network requests. Only send symbols that you are confident exist on the exchange.\n+ /// </summary>\n+ /// <param name=\"marketSymbol\">The market symbol. Ex. ADA/BTC. This is assumed to be normalized and already correct for the exchange.</param>\n+ /// <returns>The ExchangeMarket or null if it doesn't exist in the cache or there was an error</returns>\n+ Task<ExchangeMarket?> GetExchangeMarketFromCacheAsync(string marketSymbol);\n+\n+ /// <summary>\n+ /// Gets the address to deposit to and applicable details.\n+ /// </summary>\n+ /// <param name=\"currency\">Currency to get address for.</param>\n+ /// <param name=\"forceRegenerate\">True to regenerate the address</param>\n+ /// <returns>Deposit address details (including tag if applicable, such as XRP)</returns>\n+ Task<ExchangeDepositDetails> GetDepositAddressAsync(string currency, bool forceRegenerate = false);\n+\n+ /// <summary>\n+ /// Gets the deposit history for a currency\n+ /// </summary>\n+ /// <param name=\"currency\">The currency to check. May be null.</param>\n+ /// <returns>Collection of ExchangeCoinTransfers</returns>\n+ Task<IEnumerable<ExchangeTransaction>> GetDepositHistoryAsync(string currency);\n+\n/// <summary>\n/// Get latest ticker\n/// </summary>\n@@ -132,6 +140,10 @@ namespace ExchangeSharp\nTask GetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string marketSymbol, DateTime? startDate = null, DateTime? endDate = null, int? limit = null);\n//Task GetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string marketSymbol, DateTime? startDate = null, DateTime? endDate = null);\n+ // Task<ExchangeOrderBook> GetOrderBookAsync(string marketSymbol, int maxCount = 100); is in IOrderBookProvider\n+\n+ // Task<IEnumerable<KeyValuePair<string, ExchangeOrderBook>>> GetOrderBooksAsync(int maxCount = 100); is in IOrderBookProvider\n+\n/// <summary>\n/// Get the latest trades\n/// </summary>\n@@ -151,6 +163,12 @@ namespace ExchangeSharp\n/// <returns>Candles</returns>\nTask<IEnumerable<MarketCandle>> GetCandlesAsync(string marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null);\n+ /// <summary>\n+ /// Get fees\n+ /// </summary>\n+ /// <returns>The customer trading fees</returns>\n+ Task<Dictionary<string, decimal>> GetFeesAync();\n+\n/// <summary>\n/// Get total amounts, symbol / amount dictionary\n/// </summary>\n@@ -163,6 +181,13 @@ namespace ExchangeSharp\n/// <returns>Dictionary of symbols and amounts available to trade</returns>\nTask<Dictionary<string, decimal>> GetAmountsAvailableToTradeAsync();\n+ /// <summary>\n+ /// Get margin amounts available to trade, symbol / amount dictionary\n+ /// </summary>\n+ /// <param name=\"includeZeroBalances\">Include currencies with zero balance in return value</param>\n+ /// <returns>Dictionary of symbols and amounts available to trade in margin account</returns>\n+ Task<Dictionary<string, decimal>> GetMarginAmountsAvailableToTradeAsync(bool includeZeroBalances = false);\n+\n/// <summary>\n/// Place an order\n/// </summary>\n@@ -208,11 +233,16 @@ namespace ExchangeSharp\nTask CancelOrderAsync(string orderId, string? marketSymbol = null);\n/// <summary>\n- /// Get margin amounts available to trade, symbol / amount dictionary\n+ /// Asynchronous withdraws request.\n/// </summary>\n- /// <param name=\"includeZeroBalances\">Include currencies with zero balance in return value</param>\n- /// <returns>Dictionary of symbols and amounts available to trade in margin account</returns>\n- Task<Dictionary<string, decimal>> GetMarginAmountsAvailableToTradeAsync(bool includeZeroBalances = false);\n+ /// <param name=\"withdrawalRequest\">The withdrawal request.</param>\n+ Task<ExchangeWithdrawalResponse> WithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest);\n+\n+ /// <summary>\n+ /// Gets the withdraw history for a symbol\n+ /// </summary>\n+ /// <returns>Collection of ExchangeCoinTransfers</returns>\n+ Task<IEnumerable<ExchangeTransaction>> GetWithdrawHistoryAsync(string currency);\n/// <summary>\n/// Get open margin position\n@@ -228,15 +258,9 @@ namespace ExchangeSharp\n/// <returns>Close margin position result</returns>\nTask<ExchangeCloseMarginPositionResult> CloseMarginPositionAsync(string marketSymbol);\n- /// <summary>\n- /// Get fees\n- /// </summary>\n- /// <returns>The customer trading fees</returns>\n- Task<Dictionary<string, decimal>> GetFeesAync();\n-\n#endregion REST\n- #region Web Socket\n+ #region Web Socket API\n/// <summary>\n/// Gets Candles (OHLC) websocket\n/// </summary>\n@@ -285,6 +309,12 @@ namespace ExchangeSharp\n/// <returns>Web socket, call Dispose to close</returns>\nTask<IWebSocket> GetCompletedOrderDetailsWebSocketAsync(Action<ExchangeOrderResult> callback);\n+ /// <summary>\n+ /// Get user detail over web socket\n+ /// </summary>\n+ /// <param name=\"callback\">Callback</param>\n+ /// <param name=\"listenKey\">Listen key</param>\n+ /// <returns>Web socket, call Dispose to close</returns>\nTask<IWebSocket> GetUserDataWebSocketAsync(Action<object> callback, string listenKey);\n#endregion Web Socket\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add missing REST methods from ExchangeAPI to IExchangeAPI (#622)
|
329,128 |
12.08.2021 00:25:52
| -3,600 |
b96452d10340486c9c9a7047379677434b79f480
|
Added parsing of fees for Kraken exchange
ParseOrder method in the ExchangeKrakenAPI class will now parse the fee from the response and set it in the order result.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -206,6 +206,7 @@ namespace ExchangeSharp\norderResult.AmountFilled = order[\"vol_exec\"].ConvertInvariant<decimal>();\norderResult.Price = order[\"descr\"][\"price\"].ConvertInvariant<decimal>();\norderResult.AveragePrice = order[\"price\"].ConvertInvariant<decimal>();\n+ orderResult.Fees = order[\"fee\"].ConvertInvariant<decimal>();\nreturn orderResult;\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Added parsing of fees for Kraken exchange (#625)
ParseOrder method in the ExchangeKrakenAPI class will now parse the fee from the response and set it in the order result.
|
329,162 |
13.08.2021 00:08:11
| -3,600 |
6f249beb56691e9018327d81b80e7b7bd80ff765
|
Fix Kraken WS orderbook updates and add checksum support
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -1142,6 +1142,15 @@ namespace ExchangeSharp\nreturn marketSymbolList;\n}\n+ /// <summary>\n+ /// Handle Kraken \"book\" channel message: https://docs.kraken.com/websockets/#message-book\n+ /// Note in the \"update payload\" case there may be varying number of update blocks for\n+ /// bid/ask updates. The last such block has a checksum. The market symbol is always the last item.\n+ /// </summary>\n+ /// <param name=\"callback\"></param>\n+ /// <param name=\"maxCount\"></param>\n+ /// <param name=\"marketSymbols\"></param>\n+ /// <returns></returns>\nprotected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(\nAction<ExchangeOrderBook> callback,\nint maxCount = 20,\n@@ -1158,15 +1167,16 @@ namespace ExchangeSharp\nstring message = msg.ToStringFromUTF8();\nvar book = new ExchangeOrderBook();\n+ // SNAPSHOT payload\nif (message.Contains(\"\\\"as\\\"\") || message.Contains(\"\\\"bs\\\"\"))\n{\n// parse delta update\n- var delta = JsonConvert.DeserializeObject(message) as JArray;\n+ var snapshot = JsonConvert.DeserializeObject(message) as JArray;\n- book.MarketSymbol = delta[3].ToString();\n+ book.MarketSymbol = snapshot[3].ToString();\n- var asks = delta[1][\"as\"].ToList();\n- var bids = delta[1][\"bs\"].ToList();\n+ var asks = snapshot[1][\"as\"].ToList();\n+ var bids = snapshot[1][\"bs\"].ToList();\nvar lastUpdatedTime = DateTime.MinValue;\n@@ -1205,16 +1215,16 @@ namespace ExchangeSharp\n{\n// parse delta update\nvar delta = JsonConvert.DeserializeObject(message) as JArray;\n+ book.MarketSymbol = delta.Last.ToString();\n- book.MarketSymbol = delta[3].ToString();\n+ var _a = delta.FirstOrDefault(token => token is JObject && token[\"a\"] != null);\n+ var _b = delta.FirstOrDefault(token => token is JObject && token[\"b\"] != null);\nvar lastUpdatedTime = DateTime.MinValue;\n- var updates = delta[1];\n-\n- if (updates[\"a\"] != null)\n+ if (_a != null)\n{\n- var asks = updates[\"a\"].ToList();\n+ var asks = _a[\"a\"].ToList();\nforeach (var ask in asks)\n{\n@@ -1230,9 +1240,9 @@ namespace ExchangeSharp\n}\n}\n- if (updates[\"b\"] != null)\n+ if (_b != null)\n{\n- var bids = updates[\"b\"].ToList();\n+ var bids = _b[\"b\"].ToList();\nforeach (var bid in bids)\n{\n@@ -1251,6 +1261,11 @@ namespace ExchangeSharp\nbook.LastUpdatedUtc = lastUpdatedTime;\nbook.SequenceId = lastUpdatedTime.Ticks;\n+ //https://docs.kraken.com/websockets/#book-checksum\n+ //\"c\" belongs to the last update block\n+ var checksum = _b?[\"c\"] ?? _a?[\"c\"];\n+ book.Checksum = (checksum as JValue)?.ToString();\n+\ncallback(book);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderBook.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderBook.cs",
"diff": "@@ -92,6 +92,13 @@ namespace ExchangeSharp\n/// </summary>\npublic SortedDictionary<decimal, ExchangeOrderPrice> Bids { get; } = new SortedDictionary<decimal, ExchangeOrderPrice>(new DescendingComparer<decimal>());\n+ /// <summary>\n+ /// If provided by the exchange, a checksum value that may be used to check orderbook integrity.\n+ /// Otherwise it will be null.\n+ /// This property is not serialized using the ToBinary and FromBinary methods.\n+ /// </summary>\n+ public string Checksum { get; set; }\n+\n/// <summary>\n/// ToString\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix Kraken WS orderbook updates and add checksum support (#626)
|
329,162 |
17.08.2021 19:10:52
| -3,600 |
9bb12d361c1be43751aa4b55bc119bbc20a111c2
|
Add trade count to MarketCandle, and scrape from Kraken Exchange
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -720,7 +720,7 @@ namespace ExchangeSharp\nJProperty prop = json.Children().First() as JProperty;\nforeach (JToken jsonCandle in prop.Value)\n{\n- MarketCandle candle = this.ParseCandle(jsonCandle, marketSymbol, periodSeconds, 1, 2, 3, 4, 0, TimestampType.UnixSeconds, 6, null, 5);\n+ MarketCandle candle = this.ParseCandle(jsonCandle, marketSymbol, periodSeconds, 1, 2, 3, 4, 0, TimestampType.UnixSeconds, 6, null, 5, 7);\nif (candle.Timestamp >= startDate.Value && candle.Timestamp <= endDate.Value)\n{\ncandles.Add(candle);\n@@ -950,7 +950,7 @@ namespace ExchangeSharp\nstring marketSymbol = token[3].ToStringInvariant();\n//Kraken updates the candle open time to the current time, but we want it as open-time i.e. close-time - interval\ntoken[1][0] = token[1][1].ConvertInvariant<long>() - interval * 60;\n- var candle = this.ParseCandle(token[1], marketSymbol, interval * 60, 2, 3, 4, 5, 0, TimestampType.UnixSeconds, 7, null, 6);\n+ var candle = this.ParseCandle(token[1], marketSymbol, interval * 60, 2, 3, 4, 5, 0, TimestampType.UnixSeconds, 7, null, 6,8);\nawait callbackAsync(candle);\n}\n}, connectCallback: async (_socket) =>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -721,7 +721,7 @@ namespace ExchangeSharp\n/// <param name=\"weightedAverageKey\">Weighted average key</param>\n/// <returns>MarketCandle</returns>\ninternal static MarketCandle ParseCandle(this INamed named, JToken token, string marketSymbol, int periodSeconds, object openKey, object highKey, object lowKey,\n- object closeKey, object timestampKey, TimestampType timestampType, object baseVolumeKey, object? quoteVolumeKey = null, object? weightedAverageKey = null)\n+ object closeKey, object timestampKey, TimestampType timestampType, object baseVolumeKey, object? quoteVolumeKey = null, object? weightedAverageKey = null, object? countKey = null)\n{\nMarketCandle candle = new MarketCandle\n{\n@@ -742,6 +742,10 @@ namespace ExchangeSharp\n{\ncandle.WeightedAverage = token[weightedAverageKey].ConvertInvariant<decimal>();\n}\n+ if( countKey != null)\n+ {\n+ candle.Count = token[countKey].ConvertInvariant<int>();\n+ }\nreturn candle;\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/MarketCandle.cs",
"new_path": "src/ExchangeSharp/Model/MarketCandle.cs",
"diff": "@@ -78,13 +78,18 @@ namespace ExchangeSharp\n/// </summary>\npublic decimal WeightedAverage { get; set; }\n+ /// <summary>\n+ /// The number of trades if provided.\n+ /// </summary>\n+ public int Count { get; set; }\n+\n/// <summary>\n/// ToString\n/// </summary>\n/// <returns>String</returns>\npublic override string ToString()\n{\n- return string.Format(\"{0}/{1}: {2}, {3}, {4}, {5}, {6}, {7}, {8}\", Timestamp, PeriodSeconds, OpenPrice, HighPrice, LowPrice, ClosePrice, BaseCurrencyVolume, QuoteCurrencyVolume, WeightedAverage);\n+ return string.Format(\"{0}/{1}: {2}, {3}, {4}, {5}, {6}, {7}, {8}, {9}\", Timestamp, PeriodSeconds, OpenPrice, HighPrice, LowPrice, ClosePrice, BaseCurrencyVolume, QuoteCurrencyVolume, WeightedAverage, Count);\n}\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add trade count to MarketCandle, and scrape from Kraken Exchange (#628)
|
329,146 |
17.08.2021 11:12:15
| 25,200 |
ed597197e9ec73eae21b4af79ab79dd4c13b593e
|
Keep order removals in Gemini order book deltas.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs",
"diff": "@@ -642,9 +642,7 @@ namespace ExchangeSharp\ndecimal amount = change[2].ConvertInvariant<decimal>();\nSortedDictionary<decimal, ExchangeOrderPrice> dict = (sell ? book.Asks : book.Bids);\n- if (amount == 0m)\n- dict.Remove(price);\n- else\n+\ndict[price] = new ExchangeOrderPrice { Amount = amount, Price = price };\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Keep order removals in Gemini order book deltas. (#629)
|
329,099 |
18.08.2021 04:40:11
| -10,800 |
890025e55295098b76662858b80a484aaffdd508
|
Poloniex ParseOrderTrades
Added null check when calculating average price.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -166,7 +166,7 @@ namespace ExchangeSharp\ndecimal tradeAmt = trade[\"amount\"].ConvertInvariant<decimal>();\ndecimal tradeRate = trade[\"rate\"].ConvertInvariant<decimal>();\n- order.AveragePrice = (order.AveragePrice * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);\n+ order.AveragePrice = (order.AveragePrice.GetValueOrDefault(decimal.Zero) * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);\nif (order.Amount == 0m)\n{\norder.Amount += tradeAmt;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Poloniex ParseOrderTrades (#630)
Added null check when calculating average price.
|
329,089 |
23.08.2021 18:54:07
| 25,200 |
c7bd6df91645dc0d4a48ab640a488b07233e8770
|
Add missing properties from BaseAPI to IBaseAPI
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Common/IBaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Common/IBaseAPI.cs",
"diff": "@@ -31,9 +31,22 @@ namespace ExchangeSharp\n/// <summary>\n/// Base interface for all API implementations\n/// </summary>\n- public interface IBaseAPI : INamed\n+ public interface IBaseAPI : IAPIRequestHandler, INamed\n{\n#region Properties\n+ // BaseUrl is in IAPIRequestHandler\n+\n+ /// <summary>\n+ /// Base URL for the API for web sockets\n+ /// </summary>\n+ string BaseUrlWebSocket { get; set; }\n+\n+ /// <summary>\n+ /// Base URL for the private API for web sockets\n+ /// </summary>\n+ string BaseUrlPrivateWebSocket { get; set; }\n+\n+ // Name is in INamed\n/// <summary>\n/// Optional public API key\n@@ -51,10 +64,9 @@ namespace ExchangeSharp\n/// </summary>\nSystem.Security.SecureString? Passphrase { get; set; }\n- /// <summary>\n- /// Request timeout\n- /// </summary>\n- TimeSpan RequestTimeout { get; set; }\n+ // RateLimit is in IAPIRequestHandler\n+\n+ // RequestTimeout is in IAPIRequestHandler\n/// <summary>\n/// Request window - most services do not use this, but Binance API is an example of one that does\n@@ -67,15 +79,33 @@ namespace ExchangeSharp\nNonceStyle NonceStyle { get; }\n/// <summary>\n- /// Cache policy - defaults to no cache, don't change unless you have specific needs\n+ /// The nonce end point for pulling down a server timestamp - override OnGetNonceOffset if you need custom handling\n/// </summary>\n- System.Net.Cache.RequestCachePolicy RequestCachePolicy { get; set; }\n+ string? NonceEndPoint { get; }\n+\n+ /// <summary>\n+ /// The field in the json returned by the nonce end point to parse out - override OnGetNonceOffset if you need custom handling\n+ /// </summary>\n+ string? NonceEndPointField { get; }\n+\n+ /// <summary>\n+ /// The type of value in the nonce end point field - override OnGetNonceOffset if you need custom handling.\n+ /// Supported values are Iso8601 and UnixMilliseconds.\n+ /// </summary>\n+ NonceStyle NonceEndPointStyle { get; }\n+\n+ // RequestCachePolicy is in IAPIRequestHandler\n/// <summary>\n/// Cache policy for api methods (method name, cache time)\n/// </summary>\nDictionary<string, TimeSpan> MethodCachePolicy { get; }\n+ /// <summary>\n+ /// Get or set the current cache. Defaults to MemoryCache.\n+ /// </summary>\n+ ICache Cache { get; set; }\n+\n#endregion Properties\n#region Methods\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add missing properties from BaseAPI to IBaseAPI (#632)
|
329,089 |
26.08.2021 17:29:18
| 25,200 |
ee1be42d50ac0ca34844ce4df659c5be53c36635
|
new NuGet 0.8.2
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -100,11 +100,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.8.1`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.8.2`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.8.1`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.8.2`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.8.1</PackageVersion>\n+ <PackageVersion>0.8.2</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.8.1\")]\n-[assembly: AssemblyFileVersion(\"0.8.1\")]\n+[assembly: AssemblyVersion(\"0.8.2\")]\n+[assembly: AssemblyFileVersion(\"0.8.2\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.1</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.8.1</AssemblyVersion>\n- <FileVersion>0.8.1</FileVersion>\n+ <AssemblyVersion>0.8.2</AssemblyVersion>\n+ <FileVersion>0.8.2</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.8.1</AssemblyVersion>\n- <FileVersion>0.8.1</FileVersion>\n+ <AssemblyVersion>0.8.2</AssemblyVersion>\n+ <FileVersion>0.8.2</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.8.2 (#633)
|
329,089 |
29.08.2021 13:28:46
| 25,200 |
62df683146071be8f0d810b768373c50d468ced1
|
Add setters to IAPIRequestHandler properties
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Common/IAPIRequestMaker.cs",
"new_path": "src/ExchangeSharp/API/Common/IAPIRequestMaker.cs",
"diff": "@@ -151,31 +151,31 @@ namespace ExchangeSharp\n/// <summary>\n/// Base url for the request\n/// </summary>\n- string BaseUrl { get; }\n+ string BaseUrl { get; set; }\n/// <summary>\n/// Request method, i.e. GET\n/// </summary>\n- string RequestMethod { get; }\n+ string RequestMethod { get; set; }\n/// <summary>\n/// Request content type, i.e. application/json\n/// </summary>\n- string RequestContentType { get; }\n+ string RequestContentType { get; set; }\n/// <summary>\n/// Request cache policy\n/// </summary>\n- System.Net.Cache.RequestCachePolicy RequestCachePolicy { get; }\n+ System.Net.Cache.RequestCachePolicy RequestCachePolicy { get; set; }\n/// <summary>\n/// Request timeout, this will get assigned to the request before sending it off\n/// </summary>\n- TimeSpan RequestTimeout { get; }\n+ TimeSpan RequestTimeout { get; set; }\n/// <summary>\n/// Rate limiter\n/// </summary>\n- RateGate RateLimit { get; }\n+ RateGate RateLimit { get; set; }\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Add setters to IAPIRequestHandler properties (#635)
|
329,110 |
06.09.2021 16:23:17
| -7,200 |
949ce1d7fefe9e14ecf3cc74e0a308a519177cd4
|
Gate.io: GetAmounts + GetAmountsAvailableToTrade
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs",
"diff": "@@ -264,6 +264,31 @@ namespace ExchangeSharp\nreturn candles;\n}\n+ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n+ {\n+ var payload = await GetNoncePayloadAsync();\n+ var responseToken = await MakeJsonRequestAsync<JToken>(\"/spot/accounts\", payload: payload);\n+ return responseToken.Select(x => ParseBalance(x))\n+ .ToDictionary(x => x.currency, x => x.available + x.locked);\n+ }\n+\n+ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailableToTradeAsync()\n+ {\n+ var payload = await GetNoncePayloadAsync();\n+ var responseToken = await MakeJsonRequestAsync<JToken>(\"/spot/accounts\", payload: payload);\n+ return responseToken.Select(x => ParseBalance(x))\n+ .ToDictionary(x => x.currency, x => x.available);\n+ }\n+\n+ private (string currency, decimal available, decimal locked) ParseBalance(JToken balanceToken)\n+ {\n+ var currency = balanceToken[\"currency\"].ToStringInvariant();\n+ var available = balanceToken[\"available\"].ConvertInvariant<decimal>();\n+ var locked = balanceToken[\"locked\"].ConvertInvariant<decimal>();\n+\n+ return (currency, available, locked);\n+ }\n+\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\nif (order.OrderType != OrderType.Limit)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Gate.io: GetAmounts + GetAmountsAvailableToTrade (#637)
|
329,099 |
10.09.2021 03:27:43
| -10,800 |
733e54e89dde511e5251230970690f82352c6b93
|
Moving to OKEx V5 API.
Updated methods:
GetMarketSymbolsAsync
GetMarketSymbolsMetadataAsync
GetTickerAsync
GetTickersAsync
GetRecentTradesAsync
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -11,6 +11,10 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\n*/\nusing ExchangeSharp.OKGroup;\n+using Newtonsoft.Json.Linq;\n+using System;\n+using System.Collections.Generic;\n+using System.Threading.Tasks;\nnamespace ExchangeSharp\n{\n@@ -20,7 +24,172 @@ namespace ExchangeSharp\npublic override string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2/spot\";\npublic override string BaseUrlV3 { get; set; } = \"https://www.okex.com/api\";\npublic override string BaseUrlWebSocket { get; set; } = \"wss://real.okex.com:8443/ws/v3\";\n+ public string BaseUrlV5 { get; set; } = \"https://okex.com/api/v5\";\nprotected override bool IsFuturesAndSwapEnabled { get; } = true;\n+\n+ protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n+ {\n+ /*\n+ {\n+ \"code\":\"0\",\n+ \"msg\":\"\",\n+ \"data\":[\n+ {\n+ \"instType\":\"SWAP\",\n+ \"instId\":\"LTC-USD-SWAP\",\n+ \"uly\":\"LTC-USD\",\n+ \"category\":\"1\",\n+ \"baseCcy\":\"\",\n+ \"quoteCcy\":\"\",\n+ \"settleCcy\":\"LTC\",\n+ \"ctVal\":\"10\",\n+ \"ctMult\":\"1\",\n+ \"ctValCcy\":\"USD\",\n+ \"optType\":\"C\",\n+ \"stk\":\"\",\n+ \"listTime\":\"1597026383085\",\n+ \"expTime\":\"1597026383085\",\n+ \"lever\":\"10\",\n+ \"tickSz\":\"0.01\",\n+ \"lotSz\":\"1\",\n+ \"minSz\":\"1\",\n+ \"ctType\":\"linear\",\n+ \"alias\":\"this_week\",\n+ \"state\":\"live\"\n+ },\n+ ...\n+ ]\n+ }\n+ */\n+ List<ExchangeMarket> markets = new List<ExchangeMarket>();\n+ parseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(\n+ \"/public/instruments?instType=SPOT\", BaseUrlV5));\n+ if (IsFuturesAndSwapEnabled)\n+ {\n+ parseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(\n+ \"/public/instruments?instType=FUTURES\", BaseUrlV5));\n+ parseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(\n+ \"/public/instruments?instType=SWAP\", BaseUrlV5));\n+ }\n+ void parseMarketSymbolTokens(JToken allMarketSymbolTokens)\n+ {\n+ foreach (JToken marketSymbolToken in allMarketSymbolTokens)\n+ {\n+ var isSpot = marketSymbolToken[\"instType\"].Value<string>() == \"SPOT\";\n+ var baseCurrency = isSpot\n+ ? marketSymbolToken[\"baseCcy\"].Value<string>()\n+ : marketSymbolToken[\"settleCcy\"].Value<string>();\n+ var quoteCurrency = isSpot\n+ ? marketSymbolToken[\"quoteCcy\"].Value<string>()\n+ : marketSymbolToken[\"ctValCcy\"].Value<string>();\n+ var market = new ExchangeMarket\n+ {\n+ MarketSymbol = marketSymbolToken[\"instId\"].Value<string>(),\n+ IsActive = marketSymbolToken[\"state\"].Value<string>() == \"live\",\n+ QuoteCurrency = quoteCurrency,\n+ BaseCurrency = baseCurrency,\n+ PriceStepSize = marketSymbolToken[\"tickSz\"].ConvertInvariant<decimal>(),\n+ MinPrice = marketSymbolToken[\"tickSz\"].ConvertInvariant<decimal>(), // assuming that this is also the min price since it isn't provided explicitly by the exchange\n+ MinTradeSize = marketSymbolToken[\"minSz\"].ConvertInvariant<decimal>(),\n+ QuantityStepSize = marketSymbolToken[\"lotSz\"].ConvertInvariant<decimal>(),\n+ };\n+ markets.Add(market);\n+ }\n+ }\n+\n+ return markets;\n+ }\n+\n+ protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n+ {\n+ var tickerResponse = await MakeJsonRequestAsync<JToken>($\"/market/ticker?instId={marketSymbol}\", BaseUrlV5);\n+ var symbol = tickerResponse[\"instId\"].Value<string>();\n+ return await ParseTickerV5Async(tickerResponse, symbol);\n+ }\n+\n+ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n+ {\n+ List<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n+ await parseData(await MakeJsonRequestAsync<JToken>(\"/market/tickers?instType=SPOT\", BaseUrlV5));\n+ if (IsFuturesAndSwapEnabled)\n+ {\n+ await parseData(await MakeJsonRequestAsync<JToken>(\"/market/tickers?instType=FUTURES\", BaseUrlV5));\n+ await parseData(await MakeJsonRequestAsync<JToken>(\"/market/tickers?instType=SWAP\", BaseUrlV5));\n+ }\n+ async Task parseData(JToken tickerResponse)\n+ {\n+ /*{\n+ \"code\":\"0\",\n+ \"msg\":\"\",\n+ \"data\":[\n+ {\n+ \"instType\":\"SWAP\",\n+ \"instId\":\"LTC-USD-SWAP\",\n+ \"last\":\"9999.99\",\n+ \"lastSz\":\"0.1\",\n+ \"askPx\":\"9999.99\",\n+ \"askSz\":\"11\",\n+ \"bidPx\":\"8888.88\",\n+ \"bidSz\":\"5\",\n+ \"open24h\":\"9000\",\n+ \"high24h\":\"10000\",\n+ \"low24h\":\"8888.88\",\n+ \"volCcy24h\":\"2222\",\n+ \"vol24h\":\"2222\",\n+ \"sodUtc0\":\"0.1\",\n+ \"sodUtc8\":\"0.1\",\n+ \"ts\":\"1597026383085\"\n+ },\n+ ...\n+ ]\n+ }\n+ */\n+\n+ foreach (JToken t in tickerResponse)\n+ {\n+ var symbol = t[\"instId\"].Value<string>();\n+ ExchangeTicker ticker = await ParseTickerV5Async(t, symbol);\n+ tickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, ticker));\n+ }\n+ }\n+\n+ return tickers;\n+ }\n+\n+ protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, int? limit)\n+ {\n+ limit = limit ?? 500;\n+ marketSymbol = NormalizeMarketSymbol(marketSymbol);\n+ List<ExchangeTrade> trades = new List<ExchangeTrade>();\n+ var recentTradesResponse = await MakeJsonRequestAsync<JToken>($\"/market/trades?instId={marketSymbol}&limit={limit}\", BaseUrlV5);\n+ foreach (var t in recentTradesResponse)\n+ {\n+ trades.Add(\n+ t.ParseTrade(\n+ amountKey: \"sz\",\n+ priceKey: \"px\",\n+ typeKey: \"side\",\n+ timestampKey: \"ts\",\n+ timestampType: TimestampType.UnixMilliseconds,\n+ idKey: \"tradeId\"));\n+ }\n+\n+ return trades;\n+ }\n+\n+ private async Task<ExchangeTicker> ParseTickerV5Async(JToken t, string symbol)\n+ {\n+ return await this.ParseTickerAsync(\n+ t,\n+ symbol,\n+ askKey: \"askPx\",\n+ bidKey: \"bidPx\",\n+ lastKey: \"last\",\n+ baseVolumeKey: \"vol24h\",\n+ quoteVolumeKey: \"volCcy24h\",\n+ timestampKey: \"ts\",\n+ timestampType: TimestampType.UnixMilliseconds);\n+ }\n}\npublic partial class ExchangeName { public const string OKEx = \"OKEx\"; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Moving to OKEx V5 API. (#638)
Updated methods:
GetMarketSymbolsAsync
GetMarketSymbolsMetadataAsync
GetTickerAsync
GetTickersAsync
GetRecentTradesAsync
|
329,156 |
13.09.2021 18:51:04
| -7,200 |
21a90710400ee435ca1ff768dd87d3aa8f348024
|
Fix parsing Bitfinex ticker symbol
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -123,7 +123,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n{\nJToken ticker = await MakeJsonRequestAsync<JToken>(\"/ticker/t\" + marketSymbol);\n- return await this.ParseTickerAsync(ticker, marketSymbol, 2, 0, 6, 7);\n+ return await this.ParseTickerAsync(ticker, NormalizeMarketSymbolV1(marketSymbol), 2, 0, 6, 7);\n}\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.8.2</PackageVersion>\n+ <PackageVersion>0.8.3</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fix parsing Bitfinex ticker symbol (#640)
|
329,089 |
14.09.2021 17:08:44
| 25,200 |
7fcff44b43d88bb9e7bc259e306672dce490e655
|
Fixed setting Order.AveragePrice to null when Quantity is zero
also fixed Binance statii: PendingCancel and Error
also fixed fetching only Open orders on Coinbase OnGetOpenOrderDetailsAsync()
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"diff": "@@ -335,7 +335,7 @@ namespace ExchangeSharp\nPrice = result.Price.Value,\nResult = result.Status.ToResult(result.TotalAmount),\nAmountFilled = result.TotalAmount.Value,\n- AveragePrice = result.AverageCost?.Value ?? 0M,\n+ AveragePrice = result.AverageCost?.Value,\nFeesCurrency = result.TotalFee.Currency,\nFillDate = result.DateClosed ?? DateTime.MinValue,\nIsBuy = result.Type == BL3POrderType.Bid,\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -318,7 +318,6 @@ namespace ExchangeSharp.BinanceGroup\n});\n}\n-\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)\n{\nJToken obj = await MakeJsonRequestAsync<JToken>(\"/depth?symbol=\" + marketSymbol + \"&limit=\" + maxCount);\n@@ -952,7 +951,9 @@ namespace ExchangeSharp.BinanceGroup\ncase \"CANCELED\":\nreturn amountFilled > 0 ? ExchangeAPIOrderResult.FilledPartiallyAndCancelled : ExchangeAPIOrderResult.Canceled;\ncase \"PENDING_CANCEL\":\n+ return ExchangeAPIOrderResult.PendingCancel;\ncase \"EXPIRED\":\n+ return ExchangeAPIOrderResult.Error;\ncase \"REJECTED\":\nreturn ExchangeAPIOrderResult.Canceled;\ndefault:\n@@ -1022,7 +1023,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- result.AveragePrice = (totalQuantity == 0 ? 0 : totalCost / totalQuantity);\n+ result.AveragePrice = (totalQuantity == 0 ? null : (decimal?)(totalCost / totalQuantity));\n}\nprotected override Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object>? payload)\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"diff": "@@ -7,7 +7,7 @@ using Newtonsoft.Json;\nnamespace ExchangeSharp.BinanceGroup\n{\n- internal class ExecutionReport\n+ public class ExecutionReport\n{\n[JsonProperty(\"e\")]\npublic string EventType { get; set; }\n@@ -75,7 +75,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n- internal class Order\n+ public class Order\n{\n[JsonProperty(\"s\")]\npublic string Symbol { get; set; }\n@@ -90,7 +90,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- internal class ListStatus\n+ public class ListStatus\n{\n[JsonProperty(\"e\")]\npublic string EventType { get; set; }\n@@ -121,7 +121,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- internal class Balance\n+ public class Balance\n{\n[JsonProperty(\"a\")]\npublic string Asset { get; set; }\n@@ -136,7 +136,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- internal class OutboundAccount\n+ public class OutboundAccount\n{\n[JsonProperty(\"e\")]\npublic string EventType { get; set; }\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -80,7 +80,7 @@ namespace ExchangeSharp\ndecimal amount = result[\"size\"].ConvertInvariant<decimal>(amountFilled);\ndecimal price = result[\"price\"].ConvertInvariant<decimal>();\ndecimal stop_price = result[\"stop_price\"].ConvertInvariant<decimal>();\n- decimal averagePrice = (amountFilled <= 0m ? 0m : executedValue / amountFilled);\n+ decimal? averagePrice = (amountFilled <= 0m ? null : (decimal?)(executedValue / amountFilled));\ndecimal fees = result[\"fill_fees\"].ConvertInvariant<decimal>();\nstring marketSymbol = result[\"product_id\"].ToStringInvariant(result[\"id\"].ToStringInvariant());\n@@ -603,7 +603,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- JArray array = await MakeJsonRequestAsync<JArray>(\"orders?status=all\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"&product_id=\" + marketSymbol), null, await GetNoncePayloadAsync(), \"GET\");\n+ JArray array = await MakeJsonRequestAsync<JArray>(\"orders?status=open,pending,active\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"&product_id=\" + marketSymbol), null, await GetNoncePayloadAsync(), \"GET\");\nforeach (JToken token in array)\n{\norders.Add(ParseOrder(token));\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs",
"diff": "@@ -341,7 +341,7 @@ namespace ExchangeSharp\n{\ndecimal amount = order[\"amount\"].ConvertInvariant<decimal>();\ndecimal amountFilled = amount - order[\"left\"].ConvertInvariant<decimal>();\n- decimal fillPrice = amountFilled == 0 ? 0 : order[\"filled_total\"].ConvertInvariant<decimal>() / amountFilled;\n+ decimal? fillPrice = amountFilled == 0 ? null : (decimal?)(order[\"filled_total\"].ConvertInvariant<decimal>() / amountFilled);\ndecimal price = order[\"price\"].ConvertInvariant<decimal>();\nvar result = new ExchangeOrderResult\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Hitbtc/ExchangeHitbtcAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Hitbtc/ExchangeHitbtcAPI.cs",
"diff": "@@ -375,7 +375,7 @@ namespace ExchangeSharp\n}\n}\n- result.AveragePrice = (totalQuantity == 0 ? 0 : totalCost / totalQuantity);\n+ result.AveragePrice = (totalQuantity == 0 ? null : (decimal?)(totalCost / totalQuantity));\n}\nprotected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(string currency, bool forceRegenerate = false)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Fixed setting Order.AveragePrice to null when Quantity is zero (#646)
- also fixed Binance statii: PendingCancel and Error
- also fixed fetching only Open orders on Coinbase OnGetOpenOrderDetailsAsync()
|
329,156 |
18.09.2021 20:08:31
| -7,200 |
a194c09ee5c58d7d4fe32c7f067f5252e9d86c52
|
[Poloniex] Parse withdrawalNumber
* Fix parsing Bitfinex ticker symbol
* Set order status
* [Poloniex] Parse withdrawalNumber
Fixes
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -910,9 +910,13 @@ namespace ExchangeSharp\nparamsList.Add(withdrawalRequest.AddressTag);\n}\n- JToken token = await MakePrivateAPIRequestAsync(\"withdraw\", paramsList.ToArray());\n- ExchangeWithdrawalResponse resp = new ExchangeWithdrawalResponse { Message = token[\"response\"].ToStringInvariant() };\n- return resp;\n+ var token = await MakePrivateAPIRequestAsync(\"withdraw\", paramsList.ToArray());\n+\n+ return new ExchangeWithdrawalResponse\n+ {\n+ Id = token[\"withdrawalNumber\"]?.ToString(),\n+ Message = token[\"response\"].ToStringInvariant()\n+ };\n}\nprotected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(string currency, bool forceRegenerate = false)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[Poloniex] Parse withdrawalNumber (#650)
* Fix parsing Bitfinex ticker symbol
* Set order status
* [Poloniex] Parse withdrawalNumber
Fixes #649
|
329,156 |
20.09.2021 19:09:59
| -7,200 |
7816c3bc1845cfdbc024c21f9c1f56169fd9ecc3
|
[Binance] Allow market order without price
Set order CesultCode
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -547,7 +547,8 @@ namespace ExchangeSharp.BinanceGroup\nprotected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)\n{\n- if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\n+ if (order.Price == null && order.OrderType != OrderType.Market) throw new ArgumentNullException(nameof(order.Price));\n+\nDictionary<string, object> payload = await GetNoncePayloadAsync();\npayload[\"symbol\"] = order.MarketSymbol;\npayload[\"newClientOrderId\"] = order.ClientOrderId;\n@@ -564,7 +565,6 @@ namespace ExchangeSharp.BinanceGroup\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 = await ClampOrderQuantity(order.MarketSymbol, order.Amount);\n- decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\n// Binance does not accept quantities with more than 20 decimal places.\npayload[\"quantity\"] = Math.Round(outputQuantity, 20);\n@@ -572,6 +572,7 @@ namespace ExchangeSharp.BinanceGroup\nif (order.OrderType != OrderType.Market)\n{\n+ decimal outputPrice = await ClampOrderPrice(order.MarketSymbol, order.Price.Value);\npayload[\"timeInForce\"] = \"GTC\";\npayload[\"price\"] = outputPrice;\n}\n@@ -942,7 +943,8 @@ namespace ExchangeSharp.BinanceGroup\nClientOrderId = token[\"clientOrderId\"].ToStringInvariant()\n};\n- result.Result = ParseExchangeAPIOrderResult(token[\"status\"].ToStringInvariant(), result.AmountFilled);\n+ result.ResultCode = token[\"status\"].ToStringInvariant();\n+ result.Result = ParseExchangeAPIOrderResult(result.ResultCode, result.AmountFilled);\nParseAveragePriceAndFeesFromFills(result, token[\"fills\"]);\nreturn result;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[Binance] Allow market order without price (#653)
Set order CesultCode
|
329,089 |
22.09.2021 14:11:09
| 25,200 |
2987311811c4ec463e0821a4fbc76c00db5f5a7e
|
Change binance UserDataStream classes back to internal
reverts change made in
while that change fixed the User Data Websocket for Binance, it is very binance specific
OnUserDataWebSocketAsync() needs to be rewritten to be multi-exchange friendly
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"diff": "@@ -7,7 +7,7 @@ using Newtonsoft.Json;\nnamespace ExchangeSharp.BinanceGroup\n{\n- public class ExecutionReport\n+ internal class ExecutionReport\n{\n[JsonProperty(\"e\")]\npublic string EventType { get; set; }\n@@ -75,7 +75,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n- public class Order\n+ internal class Order\n{\n[JsonProperty(\"s\")]\npublic string Symbol { get; set; }\n@@ -90,7 +90,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- public class ListStatus\n+ internal class ListStatus\n{\n[JsonProperty(\"e\")]\npublic string EventType { get; set; }\n@@ -121,7 +121,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- public class Balance\n+ internal class Balance\n{\n[JsonProperty(\"a\")]\npublic string Asset { get; set; }\n@@ -136,7 +136,7 @@ namespace ExchangeSharp.BinanceGroup\n}\n}\n- public class OutboundAccount\n+ internal class OutboundAccount\n{\n[JsonProperty(\"e\")]\npublic string EventType { get; set; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Change binance UserDataStream classes back to internal (#659)
- reverts change made in #646
- while that change fixed the User Data Websocket for Binance, it is very binance specific
- OnUserDataWebSocketAsync() needs to be rewritten to be multi-exchange friendly
|
329,156 |
23.09.2021 19:15:06
| -7,200 |
41a56cddedfec1826d850db6fdeaba72fd12c9e4
|
[Coinbase] fix withdraw nonce
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -557,7 +557,7 @@ namespace ExchangeSharp\nprotected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest request)\n{\n- var nonce = await GetNoncePayloadAsync();\n+ var nonce = await GenerateNonceAsync();\nvar payload = new Dictionary<string, object>\n{\n{ \"nonce\", nonce },\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[Coinbase] fix withdraw nonce (#660)
|
329,099 |
29.09.2021 01:17:02
| -10,800 |
d9fc5634d46807de81d33fbe23658725ace369b0
|
Tests fix
BinanceGroupCommon OnGetCurrenciesAsync fix.
ExchangePoloniexAPI ParseOrderTrades handle ExchangeOrderResult.AmountFilled as nullable.
|
[
{
"change_type": "MODIFY",
"old_path": "ExchangeSharp.sln",
"new_path": "ExchangeSharp.sln",
"diff": "@@ -5,34 +5,34 @@ VisualStudioVersion = 16.0.29318.209\nMinimumVisualStudioVersion = 10.0.40219.1\nProject(\"{2150E333-8FDC-42A3-9474-1A3956D46DE8}\") = \"SolutionItems\", \"SolutionItems\", \"{1AA29282-C764-47CA-83AB-A6017E941D76}\"\nProjectSection(SolutionItems) = preProject\n+ .editorconfig = .editorconfig\n+ .gitignore = .gitignore\n+ azure-pipelines.yml = azure-pipelines.yml\nCODE_OF_CONDUCT.md = CODE_OF_CONDUCT.md\nCONTRIBUTING.md = CONTRIBUTING.md\n+ global.json = global.json\nicon.png = icon.png\nISSUE_TEMPLATE.md = ISSUE_TEMPLATE.md\nLICENSE.txt = LICENSE.txt\nlogo.png = logo.png\nREADME.md = README.md\n- .gitignore = .gitignore\n- .editorconfig = .editorconfig\n- azure-pipelines.yml = azure-pipelines.yml\n- global.json = global.json\nEndProjectSection\nEndProject\nProject(\"{2150E333-8FDC-42A3-9474-1A3956D46DE8}\") = \"src\", \"src\", \"{51222217-63AE-4881-9972-E0966299D416}\"\nEndProject\n-Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharpConsole\", \"src\\ExchangeSharpConsole\\ExchangeSharpConsole.csproj\", \"{2CC066B2-715E-43F2-B50F-4BCD80164B7D}\"\n+Project(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharpConsole\", \"src\\ExchangeSharpConsole\\ExchangeSharpConsole.csproj\", \"{2CC066B2-715E-43F2-B50F-4BCD80164B7D}\"\nEndProject\n-Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharp\", \"src\\ExchangeSharp\\ExchangeSharp.csproj\", \"{E9321D38-DBCF-4387-9547-47EABF60423F}\"\n+Project(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharp\", \"src\\ExchangeSharp\\ExchangeSharp.csproj\", \"{E9321D38-DBCF-4387-9547-47EABF60423F}\"\nEndProject\nProject(\"{2150E333-8FDC-42A3-9474-1A3956D46DE8}\") = \"tests\", \"tests\", \"{83784E6A-9582-4001-9491-C70BBA71334F}\"\nEndProject\n-Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharpTests\", \"tests\\ExchangeSharpTests\\ExchangeSharpTests.csproj\", \"{DF09A8D9-9BC2-4B50-BE45-A83C9D29B994}\"\n+Project(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharpTests\", \"tests\\ExchangeSharpTests\\ExchangeSharpTests.csproj\", \"{DF09A8D9-9BC2-4B50-BE45-A83C9D29B994}\"\nEndProject\nProject(\"{2150E333-8FDC-42A3-9474-1A3956D46DE8}\") = \"examples\", \"examples\", \"{9E02A8EA-70EE-4C89-80C6-BD2EC51854CE}\"\nEndProject\n-Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharpWinForms\", \"examples\\ExchangeSharpWinForms\\ExchangeSharpWinForms.csproj\", \"{571623F9-1652-4669-8E17-A6FAD1426181}\"\n+Project(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharpWinForms\", \"examples\\ExchangeSharpWinForms\\ExchangeSharpWinForms.csproj\", \"{571623F9-1652-4669-8E17-A6FAD1426181}\"\nEndProject\n-Project(\"{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}\") = \"ExchangeSharp.Forms\", \"src\\ExchangeSharp.Forms\\ExchangeSharp.Forms.csproj\", \"{0EA8DE09-C8D4-410E-A345-D172A72EC77C}\"\n+Project(\"{9A19103F-16F7-4668-BE54-9A1E7A4F7556}\") = \"ExchangeSharp.Forms\", \"src\\ExchangeSharp.Forms\\ExchangeSharp.Forms.csproj\", \"{0EA8DE09-C8D4-410E-A345-D172A72EC77C}\"\nEndProject\nGlobal\nGlobalSection(SolutionConfigurationPlatforms) = preSolution\n@@ -64,9 +64,6 @@ Global\nGlobalSection(SolutionProperties) = preSolution\nHideSolutionNode = FALSE\nEndGlobalSection\n- GlobalSection(ExtensibilityGlobals) = postSolution\n- SolutionGuid = {46DCEF62-6B50-4260-8C47-4368B05CFAB4}\n- EndGlobalSection\nGlobalSection(NestedProjects) = preSolution\n{2CC066B2-715E-43F2-B50F-4BCD80164B7D} = {51222217-63AE-4881-9972-E0966299D416}\n{E9321D38-DBCF-4387-9547-47EABF60423F} = {51222217-63AE-4881-9972-E0966299D416}\n@@ -74,4 +71,7 @@ Global\n{571623F9-1652-4669-8E17-A6FAD1426181} = {9E02A8EA-70EE-4C89-80C6-BD2EC51854CE}\n{0EA8DE09-C8D4-410E-A345-D172A72EC77C} = {51222217-63AE-4881-9972-E0966299D416}\nEndGlobalSection\n+ GlobalSection(ExtensibilityGlobals) = postSolution\n+ SolutionGuid = {46DCEF62-6B50-4260-8C47-4368B05CFAB4}\n+ EndGlobalSection\nEndGlobal\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -89,18 +89,16 @@ namespace ExchangeSharp.BinanceGroup\n{\nvar result = await MakeJsonRequestAsync<List<Currency>>(\"/capital/config/getall\", BaseUrlSApi);\n- return result.ToDictionary(x => x.Coin.ToUpper(), x => {\n- var network = x.NetworkList.FirstOrDefault(x => x.IsDefault);\n- return new ExchangeCurrency\n- {\n- Name = x.Coin,\n- FullName = x.Name,\n- DepositEnabled = network?.DepositEnable ?? x.DepositAllEnable,\n- WithdrawalEnabled = network?.WithdrawEnable ?? x.WithdrawAllEnable,\n- MinConfirmations = network?.MinConfirm ?? 0,\n- MinWithdrawalSize = decimal.Parse(network?.WithdrawMin ?? \"0\"),\n- TxFee = decimal.Parse(network?.WithdrawFee ?? \"0\")\n- };\n+ return result.ToDictionary(x => x.AssetCode, x => new ExchangeCurrency\n+ {\n+ Name = x.AssetCode,\n+ FullName = x.AssetName,\n+ DepositEnabled = x.EnableCharge ?? false,\n+ WithdrawalEnabled = x.EnableWithdraw.GetValueOrDefault(false),\n+ MinConfirmations = x.ConfirmTimes.GetValueOrDefault(0),\n+ MinWithdrawalSize = x.MinProductWithdraw.GetValueOrDefault(decimal.Zero),\n+ TxFee = x.FeeRate.GetValueOrDefault(decimal.Zero),\n+ CoinType = x.ParentCode\n});\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/Currency.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/Currency.cs",
"diff": "+using System;\nusing Newtonsoft.Json;\nnamespace ExchangeSharp.BinanceGroup\n{\npublic class Currency\n{\n- [JsonProperty(\"coin\")]\n- public string Coin { get; set; }\n+ [JsonProperty(\"id\")]\n+ public long? Id { get; set; }\n- [JsonProperty(\"depositAllEnable\")]\n- public bool DepositAllEnable { get; set; }\n+ [JsonProperty(\"assetCode\")]\n+ public string AssetCode { get; set; }\n- [JsonProperty(\"free\")]\n- public string Free { get; set; }\n+ [JsonProperty(\"assetName\")]\n+ public string AssetName { get; set; }\n- [JsonProperty(\"freeze\")]\n- public string Freeze { get; set; }\n+ [JsonProperty(\"unit\")]\n+ public string Unit { get; set; }\n- [JsonProperty(\"ipoable\")]\n- public string Ipoable { get; set; }\n+ [JsonProperty(\"transactionFee\")]\n+ public double? TransactionFee { get; set; }\n- [JsonProperty(\"ipoing\")]\n- public string Ipoing { get; set; }\n+ [JsonProperty(\"commissionRate\")]\n+ public long? CommissionRate { get; set; }\n+\n+ [JsonProperty(\"freeAuditWithdrawAmt\")]\n+ public long? FreeAuditWithdrawAmt { get; set; }\n+\n+ [JsonProperty(\"freeUserChargeAmount\")]\n+ public long? FreeUserChargeAmount { get; set; }\n+\n+ [JsonProperty(\"minProductWithdraw\")]\n+ public decimal? MinProductWithdraw { get; set; }\n+\n+ [JsonProperty(\"withdrawIntegerMultiple\")]\n+ public float? WithdrawIntegerMultiple { get; set; }\n+\n+ [JsonProperty(\"confirmTimes\")]\n+ public int? ConfirmTimes { get; set; }\n+\n+ [JsonProperty(\"chargeLockConfirmTimes\")]\n+ public int? ChargeLockConfirmTimes { get; set; }\n+\n+ [JsonProperty(\"createTime\")]\n+ public object CreateTime { get; set; }\n+\n+ [JsonProperty(\"test\")]\n+ public long? Test { get; set; }\n+\n+ [JsonProperty(\"url\")]\n+ public Uri Url { get; set; }\n+\n+ [JsonProperty(\"addressUrl\")]\n+ public Uri AddressUrl { get; set; }\n+\n+ [JsonProperty(\"blockUrl\")]\n+ public string BlockUrl { get; set; }\n+\n+ [JsonProperty(\"enableCharge\")]\n+ public bool? EnableCharge { get; set; }\n+\n+ [JsonProperty(\"enableWithdraw\")]\n+ public bool? EnableWithdraw { get; set; }\n+\n+ [JsonProperty(\"regEx\")]\n+ public string RegEx { get; set; }\n+\n+ [JsonProperty(\"regExTag\")]\n+ public string RegExTag { get; set; }\n+\n+ [JsonProperty(\"gas\")]\n+ public long? Gas { get; set; }\n+\n+ [JsonProperty(\"parentCode\")]\n+ public string ParentCode { get; set; }\n[JsonProperty(\"isLegalMoney\")]\n- public bool IsLegalMoney { get; set; }\n+ public bool? IsLegalMoney { get; set; }\n+\n+ [JsonProperty(\"reconciliationAmount\")]\n+ public long? ReconciliationAmount { get; set; }\n+\n+ [JsonProperty(\"seqNum\")]\n+ public long? SeqNum { get; set; }\n+\n+ [JsonProperty(\"chineseName\")]\n+ public string ChineseName { get; set; }\n+\n+ [JsonProperty(\"cnLink\")]\n+ public Uri CnLink { get; set; }\n+\n+ [JsonProperty(\"enLink\")]\n+ public Uri EnLink { get; set; }\n+\n+ [JsonProperty(\"logoUrl\")]\n+ public string LogoUrl { get; set; }\n+\n+ [JsonProperty(\"fullLogoUrl\")]\n+ public Uri FullLogoUrl { get; set; }\n+\n+ [JsonProperty(\"forceStatus\")]\n+ public bool? ForceStatus { get; set; }\n+\n+ [JsonProperty(\"resetAddressStatus\")]\n+ public bool? ResetAddressStatus { get; set; }\n+\n+ [JsonProperty(\"chargeDescCn\")]\n+ public object ChargeDescCn { get; set; }\n+\n+ [JsonProperty(\"chargeDescEn\")]\n+ public object ChargeDescEn { get; set; }\n+\n+ [JsonProperty(\"assetLabel\")]\n+ public object AssetLabel { get; set; }\n+\n+ [JsonProperty(\"sameAddress\")]\n+ public bool? SameAddress { get; set; }\n+\n+ [JsonProperty(\"depositTipStatus\")]\n+ public bool? DepositTipStatus { get; set; }\n+\n+ [JsonProperty(\"dynamicFeeStatus\")]\n+ public bool? DynamicFeeStatus { get; set; }\n+\n+ [JsonProperty(\"depositTipEn\")]\n+ public object DepositTipEn { get; set; }\n- [JsonProperty(\"locked\")]\n- public string Locked { get; set; }\n+ [JsonProperty(\"depositTipCn\")]\n+ public object DepositTipCn { get; set; }\n- [JsonProperty(\"name\")]\n- public string Name { get; set; }\n+ [JsonProperty(\"assetLabelEn\")]\n+ public object AssetLabelEn { get; set; }\n- [JsonProperty(\"storage\")]\n- public string Storage { get; set; }\n+ [JsonProperty(\"supportMarket\")]\n+ public object SupportMarket { get; set; }\n- [JsonProperty(\"trading\")]\n- public bool Trading { get; set; }\n+ [JsonProperty(\"feeReferenceAsset\")]\n+ public string FeeReferenceAsset { get; set; }\n- [JsonProperty(\"withdrawAllEnable\")]\n- public bool WithdrawAllEnable { get; set; }\n+ [JsonProperty(\"feeRate\")]\n+ public decimal? FeeRate { get; set; }\n- [JsonProperty(\"withdrawing\")]\n- public string Withdrawing { get; set; }\n+ [JsonProperty(\"feeDigit\")]\n+ public long? FeeDigit { get; set; }\n- [JsonProperty(\"networkList\")]\n- public CurrencyNetwork[] NetworkList { get; set; }\n+ [JsonProperty(\"legalMoney\")]\n+ public bool? LegalMoney { get; set; }\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs",
"diff": "@@ -166,11 +166,16 @@ namespace ExchangeSharp\ndecimal tradeAmt = trade[\"amount\"].ConvertInvariant<decimal>();\ndecimal tradeRate = trade[\"rate\"].ConvertInvariant<decimal>();\n- order.AveragePrice = (order.AveragePrice.GetValueOrDefault(decimal.Zero) * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);\n+ order.AveragePrice =\n+ (order.AveragePrice.GetValueOrDefault(decimal.Zero) *\n+ order.AmountFilled.GetValueOrDefault(decimal.Zero) + tradeAmt * tradeRate) /\n+ (order.AmountFilled.GetValueOrDefault(decimal.Zero) + tradeAmt);\nif (order.Amount == 0m)\n{\norder.Amount += tradeAmt;\n}\n+\n+ order.AmountFilled = order.AmountFilled.GetValueOrDefault(decimal.Zero);\norder.AmountFilled += tradeAmt;\nif (order.OrderDate == DateTime.MinValue)\n@@ -179,10 +184,11 @@ namespace ExchangeSharp\n}\n// fee is a percentage taken from the traded amount rounded to 8 decimals\n+ order.Fees = order.Fees.GetValueOrDefault(decimal.Zero);\norder.Fees += CalculateFees(tradeAmt, tradeRate, order.IsBuy, trade[\"fee\"].ConvertInvariant<decimal>());\n}\n- if (order.AmountFilled >= order.Amount)\n+ if (order.AmountFilled.GetValueOrDefault(decimal.Zero) >= order.Amount)\n{\norder.Result = ExchangeAPIOrderResult.Filled;\n}\n@@ -191,6 +197,7 @@ namespace ExchangeSharp\norder.Result = ExchangeAPIOrderResult.FilledPartially;\n}\n// Poloniex does not provide a way to get the original price\n+ order.AveragePrice = order.AveragePrice?.Normalize();\norder.Price = order.AveragePrice;\n}\n@@ -246,7 +253,7 @@ namespace ExchangeSharp\nIEnumerable<JToken> tradesForOrder = trades.Where(x => x[\"orderNumber\"].ToStringInvariant() == orderNum);\nExchangeOrderResult order = new ExchangeOrderResult { OrderId = orderNum, MarketSymbol = marketSymbol };\nParseOrderTrades(tradesForOrder, order);\n- order.Price = order.AveragePrice;\n+ //order.Price = order.AveragePrice;\norder.Result = ExchangeAPIOrderResult.Filled;\norders.Add(order);\n}\n"
},
{
"change_type": "ADD",
"old_path": null,
"new_path": "src/ExchangeSharp/Utility/DecimalExtensions.cs",
"diff": "+namespace ExchangeSharp.Utility\n+{\n+ public static class DecimalExtensions\n+ {\n+ /// <summary>\n+ /// Remove trailing zeros.\n+ /// </summary>\n+ /// <param name=\"value\">The decimal value to normalize.</param>\n+ /// <returns></returns>\n+ public static decimal Normalize(this decimal value)\n+ {\n+ return value / 1.0000000000000000000000000000m;\n+ }\n+ }\n+}\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeBinanceAPITests.cs",
"new_path": "tests/ExchangeSharpTests/ExchangeBinanceAPITests.cs",
"diff": "@@ -110,7 +110,7 @@ namespace ExchangeSharpTests\nbnb.MinConfirmations.Should().Be(30);\nbnb.FullName.Should().Be(\"Binance Coin\");\nbnb.Name.Should().Be(\"BNB\");\n- bnb.TxFee.Should().Be(0.23m);\n+ bnb.TxFee.Should().Be(0.006m);\nbnb.CoinType.Should().Be(\"ETH\");\nbnb.BaseAddress.Should().BeNullOrEmpty(\"api does not provide this info\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Tests fix (#664)
BinanceGroupCommon OnGetCurrenciesAsync fix.
ExchangePoloniexAPI ParseOrderTrades handle ExchangeOrderResult.AmountFilled as nullable.
|
329,089 |
28.09.2021 19:41:16
| 25,200 |
46259fca1b4b83fd801d14ea1cf8367fc8d4caac
|
implemented OnUserDataWebSocketAsync() on Coinbase
removed try/catch from APIRequestMaker
fixed console BuyOption DumpResponse()
fixed OnGetOpenOrderDetailsAsync() statuses
fixed OnGetMarketSymbolsAsync() to only return active symbols
added RequestMaker to IBaseAPI
improved docs on ExchangeOrderResult
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Common/APIRequestMaker.cs",
"new_path": "src/ExchangeSharp/API/Common/APIRequestMaker.cs",
"diff": "@@ -125,11 +125,11 @@ namespace ExchangeSharp\npublic IReadOnlyList<string> GetHeader(string name)\n{\n- try\n+ if (response.Headers.TryGetValues(name: name, out var header))\n{\n- return response.Headers.GetValues(name).ToArray(); // throws InvalidOperationException when name not exist\n+ return header.ToArray();\n}\n- catch (Exception)\n+ else\n{\nreturn CryptoUtility.EmptyStringArray;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Common/BaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Common/BaseAPI.cs",
"diff": "@@ -575,7 +575,6 @@ namespace ExchangeSharp\n/// <param name=\"url\">The sub url for the web socket, or null for none</param>\n/// <param name=\"messageCallback\">Callback for messages</param>\n/// <param name=\"connectCallback\">Connect callback</param>\n- /// <param name=\"textMessageCallback\">Text Message callback</param>\n/// <returns>Web socket - dispose of the wrapper to shutdown the socket</returns>\npublic virtual Task<IWebSocket> ConnectPrivateWebSocketAsync\n(\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Common/IBaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Common/IBaseAPI.cs",
"diff": "@@ -34,6 +34,11 @@ namespace ExchangeSharp\npublic interface IBaseAPI : IAPIRequestHandler, INamed\n{\n#region Properties\n+ /// <summary>\n+ /// API request maker\n+ /// </summary>\n+ IAPIRequestMaker RequestMaker { get; set; }\n+\n// BaseUrl is in IAPIRequestHandler\n/// <summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -205,7 +205,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()\n{\n- return (await GetMarketSymbolsMetadataAsync()).Select(market => market.MarketSymbol);\n+ return (await GetMarketSymbolsMetadataAsync()).Where(market => market.IsActive).Select(market => market.MarketSymbol);\n}\nprotected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()\n@@ -436,6 +436,99 @@ namespace ExchangeSharp\nreturn token.ParseTradeCoinbase(\"size\", \"price\", \"side\", \"time\", TimestampType.Iso8601, \"trade_id\");\n}\n+ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object> callback)\n+ {\n+ return await ConnectPublicWebSocketAsync(\"/\", async (_socket, msg) =>\n+ {\n+ var token = msg.ToStringFromUTF8();\n+ var response = JsonConvert.DeserializeObject<BaseMessage>(token);\n+ switch (response.Type)\n+ {\n+ case ResponseType.Subscriptions:\n+ var subscription = JsonConvert.DeserializeObject<Subscription>(token);\n+ if (subscription.Channels == null || !subscription.Channels.Any())\n+ {\n+ Trace.WriteLine($\"{nameof(OnUserDataWebSocketAsync)}() no channels subscribed\");\n+ }\n+ else\n+ {\n+ Trace.WriteLine($\"{nameof(OnUserDataWebSocketAsync)}() subscribed to \" +\n+ $\"{string.Join(\",\", subscription.Channels.Select(c => c.ToString()))}\");\n+ }\n+ break;\n+ case ResponseType.Ticker:\n+ throw new NotImplementedException($\"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()\");\n+ case ResponseType.Snapshot:\n+ throw new NotImplementedException($\"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()\");\n+ case ResponseType.L2Update:\n+ throw new NotImplementedException($\"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()\");\n+ case ResponseType.Heartbeat:\n+ var heartbeat = JsonConvert.DeserializeObject<Heartbeat>(token);\n+ Trace.WriteLine($\"{nameof(OnUserDataWebSocketAsync)}() heartbeat received {heartbeat}\");\n+ break;\n+ case ResponseType.Received:\n+ var received = JsonConvert.DeserializeObject<Received>(token);\n+ callback(received.ExchangeOrderResult);\n+ break;\n+ case ResponseType.Open:\n+ var open = JsonConvert.DeserializeObject<Open>(token);\n+ callback(open.ExchangeOrderResult);\n+ break;\n+ case ResponseType.Done:\n+ var done = JsonConvert.DeserializeObject<Done>(token);\n+ callback(done.ExchangeOrderResult);\n+ break;\n+ case ResponseType.Match:\n+ var match = JsonConvert.DeserializeObject<Match>(token);\n+ callback(match.ExchangeOrderResult);\n+ break;\n+ case ResponseType.LastMatch:\n+ //var lastMatch = JsonConvert.DeserializeObject<LastMatch>(token);\n+ throw new NotImplementedException($\"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()\");\n+ case ResponseType.Error:\n+ var error = JsonConvert.DeserializeObject<Error>(token);\n+ throw new APIException($\"{error.Reason}: {error.Message}\");\n+ case ResponseType.Change:\n+ var change = JsonConvert.DeserializeObject<Change>(token);\n+ callback(change.ExchangeOrderResult);\n+ break;\n+ case ResponseType.Activate:\n+ var activate = JsonConvert.DeserializeObject<Activate>(token);\n+ callback(activate.ExchangeOrderResult);\n+ break;\n+ case ResponseType.Status:\n+ //var status = JsonConvert.DeserializeObject<Status>(token);\n+ throw new NotImplementedException($\"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()\");\n+ default:\n+ throw new NotImplementedException($\"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()\");\n+ }\n+ }, async (_socket) =>\n+ {\n+ var marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ var nonce = await GetNoncePayloadAsync();\n+ string timestamp = nonce[\"nonce\"].ToStringInvariant();\n+ byte[] secret = CryptoUtility.ToBytesBase64Decode(PrivateApiKey);\n+ string toHash = timestamp + \"GET\" + \"/users/self/verify\";\n+ var subscribeRequest = new\n+ {\n+ type = \"subscribe\",\n+ channels = new object[]\n+ {\n+ new\n+ {\n+ name = \"user\",\n+ product_ids = marketSymbols,\n+ }\n+ },\n+ signature = CryptoUtility.SHA256SignBase64(toHash, secret), // signature base 64 string\n+ key = PublicApiKey.ToUnsecureString(),\n+ passphrase = CryptoUtility.ToUnsecureString(Passphrase),\n+ timestamp = timestamp\n+ };\n+ await _socket.SendMessageAsync(subscribeRequest);\n+ });\n+ }\n+\nprotected override async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string marketSymbol, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n/*\n@@ -627,7 +720,7 @@ namespace ExchangeSharp\nprotected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)\n{\nList<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- JArray array = await MakeJsonRequestAsync<JArray>(\"orders?status=open,pending,active\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"&product_id=\" + marketSymbol), null, await GetNoncePayloadAsync(), \"GET\");\n+ JArray array = await MakeJsonRequestAsync<JArray>(\"orders?status=open&status=pending&status=active\" + (string.IsNullOrWhiteSpace(marketSymbol) ? string.Empty : \"&product_id=\" + marketSymbol), null, await GetNoncePayloadAsync(), \"GET\");\nforeach (JToken token in array)\n{\norders.Add(ParseOrder(token));\n"
},
{
"change_type": "ADD",
"old_path": null,
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs",
"diff": "+/*\n+MIT LICENSE\n+\n+Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com\n+\n+Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the \"Software\"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:\n+\n+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.\n+\n+THE 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+\n+using System;\n+using System.Collections.Generic;\n+\n+namespace ExchangeSharp.Coinbase\n+{\n+ internal class BaseMessage\n+ {\n+ public ResponseType Type { get; set; }\n+ }\n+\n+ internal class Activate : BaseMessage\n+ {\n+ private ExchangeOrderResult exchangeOrderResult;\n+\n+ public Guid OrderId { get; set; }\n+ public StopType OrderType { get; set; }\n+ public decimal Size { get; set; }\n+ public decimal Funds { get; set; }\n+ public decimal TakerFeeRate { get; set; }\n+ public bool Private { get; set; }\n+ public decimal StopPrice { get; set; }\n+ public string UserId { get; set; }\n+ public Guid ProfileId { get; set; }\n+ public OrderSide Side { get; set; }\n+ public string ProductId { get; set; }\n+ public DateTimeOffset TimeStamp { get; set; }\n+\n+ public ExchangeOrderResult ExchangeOrderResult => new ExchangeOrderResult()\n+ {\n+ OrderId = OrderId.ToString(),\n+ ClientOrderId = null, // not provided here\n+ Result = ExchangeAPIOrderResult.Pending, // order has just been activated (so it starts in PendingOpen)\n+ Message = null, // can use for something in the future if needed\n+ Amount = Size,\n+ AmountFilled = 0, // just activated, so none filled\n+ Price = null, // not specified here (only StopPrice is)\n+ AveragePrice = null, // not specified here (only StopPrice is)\n+ OrderDate = TimeStamp.UtcDateTime, // order activated event\n+ CompletedDate = null, // order is active\n+ MarketSymbol = ProductId,\n+ IsBuy = Side == OrderSide.Buy,\n+ Fees = null, // only TakerFeeRate is specified - no fees have been charged yet\n+ TradeId = null // no trades have been made\n+ };\n+ }\n+\n+ internal class Change : BaseMessage\n+ {\n+ public Guid OrderId { get; set; }\n+ public decimal NewSize { get; set; }\n+ public decimal OldSize { get; set; }\n+ public decimal OldFunds { get; set; }\n+ public decimal NewFunds { get; set; }\n+ public decimal Price { get; set; }\n+ public OrderSide Side { get; set; }\n+ public string ProductId { get; set; }\n+ public long Sequence { get; set; }\n+ public DateTime Time { get; set; }\n+\n+ public ExchangeOrderResult ExchangeOrderResult => new ExchangeOrderResult()\n+ {\n+ OrderId = OrderId.ToString(),\n+ ClientOrderId = null, // not provided here\n+ Result = ExchangeAPIOrderResult.Unknown, // change messages are sent anytime an order changes in size; this includes resting orders (open) as well as received but not yet open\n+ Message = null, // can use for something in the future if needed\n+ Amount = NewSize,\n+ AmountFilled = null, // not specified here\n+ Price = Price,\n+ AveragePrice = null, // not specified here\n+ // OrderDate - unclear if the Time in the Change msg is the new OrderDate or whether that is unchanged\n+ CompletedDate = null, // order is active\n+ MarketSymbol = ProductId,\n+ IsBuy = Side == OrderSide.Buy,\n+ Fees = null, // only TakerFeeRate is specified - no fees have been charged yet\n+ TradeId = null // not a trade msg\n+ };\n+ }\n+\n+ internal class Done : BaseMessage\n+ {\n+ public OrderSide Side { get; set; }\n+ public Guid OrderId { get; set; }\n+ public DoneReasonType Reason { get; set; }\n+ public string ProductId { get; set; }\n+ public decimal Price { get; set; }\n+ public decimal RemainingSize { get; set; }\n+ public long Sequence { get; set; }\n+ public DateTimeOffset Time { get; set; }\n+\n+ public ExchangeOrderResult ExchangeOrderResult => new ExchangeOrderResult()\n+ {\n+ OrderId = OrderId.ToString(),\n+ ClientOrderId = null, // not provided here\n+ Result = Reason == DoneReasonType.Filled ? ExchangeAPIOrderResult.Filled\n+ : ExchangeAPIOrderResult.Canceled, // no way to tell it it is FilledPartiallyAndCenceled here\n+ Message = null, // can use for something in the future if needed\n+ Amount = 0, // ideally, this would be null, but ExchangeOrderResult.Amount is not nullable\n+ AmountFilled = RemainingSize,\n+ IsAmountFilledReversed = true, // since only RemainingSize is provided, not Size or FilledSize\n+ Price = Price,\n+ AveragePrice = null, // not specified here\n+ // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate\n+ CompletedDate = Time.UtcDateTime,\n+ MarketSymbol = ProductId,\n+ IsBuy = Side == OrderSide.Buy,\n+ Fees = null, // not specified here\n+ TradeId = null // not a trade msg\n+ };\n+ }\n+\n+ internal class Error : BaseMessage\n+ {\n+ public string Message { get; set; }\n+ public string Reason { get; set; }\n+ }\n+\n+ internal class Heartbeat : BaseMessage\n+ {\n+ public long LastTradeId { get; set; }\n+ public string ProductId { get; set; }\n+ public long Sequence { get; set; }\n+ public System.DateTimeOffset Time { get; set; }\n+ public override string ToString()\n+ {\n+ return $\"Heartbeat: Last TID {LastTradeId}, Product Id {ProductId}, Sequence {Sequence}, Time {Time}\";\n+ }\n+ }\n+\n+ internal class LastMatch : BaseMessage\n+ {\n+ public long TradeId { get; set; }\n+ public Guid MakerOrderId { get; set; }\n+ public Guid TakerOrderId { get; set; }\n+ public OrderSide Side { get; set; }\n+ public decimal Size { get; set; }\n+ public decimal Price { get; set; }\n+ public string ProductId { get; set; }\n+ public long Sequence { get; set; }\n+ public DateTimeOffset Time { get; set; }\n+ }\n+\n+ internal class Match : BaseMessage\n+ {\n+ public long TradeId { get; set; }\n+ public Guid MakerOrderId { get; set; }\n+ public Guid TakerOrderId { get; set; }\n+ public string TakerUserId { get; set; }\n+ public string UserId { get; set; }\n+ public Guid? TakerProfileId { get; set; }\n+ public Guid ProfileId { get; set; }\n+ public OrderSide Side { get; set; }\n+ public decimal Size { get; set; }\n+ public decimal Price { get; set; }\n+ public string ProductId { get; set; }\n+ public long Sequence { get; set; }\n+ public DateTimeOffset Time { get; set; }\n+ public string MakerUserId { get; set; }\n+ public Guid? MakerProfileId { get; set; }\n+ public decimal? MakerFeeRate { get; set; }\n+ public decimal? TakerFeeRate { get; set; }\n+\n+ public ExchangeOrderResult ExchangeOrderResult => new ExchangeOrderResult()\n+ {\n+ OrderId = MakerProfileId != null ? MakerOrderId.ToString() : TakerOrderId.ToString(),\n+ ClientOrderId = null, // not provided here\n+ Result = ExchangeAPIOrderResult.FilledPartially, // could also be completely filled, but unable to determine that here\n+ Message = null, // can use for something in the future if needed\n+ Amount = 0, // ideally, this would be null, but ExchangeOrderResult.Amount is not nullable\n+ AmountFilled = Size,\n+ IsAmountFilledReversed = false, // the size here appears to be amount filled, no no need to reverse\n+ Price = Price,\n+ AveragePrice = Price, // not specified here\n+ // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate\n+ CompletedDate = null, // order not necessarily fullly filled at this point\n+ MarketSymbol = ProductId,\n+ IsBuy = Side == OrderSide.Buy,\n+ Fees = (MakerFeeRate ?? TakerFeeRate) * Price * Size,\n+ TradeId = TradeId.ToString(),\n+ };\n+ }\n+\n+ internal class Open : BaseMessage\n+ {\n+ public OrderSide Side { get; set; }\n+ public decimal Price { get; set; }\n+ public Guid OrderId { get; set; }\n+ public decimal RemainingSize { get; set; }\n+ public string ProductId { get; set; }\n+ public long Sequence { get; set; }\n+ public DateTimeOffset Time { get; set; }\n+\n+ public ExchangeOrderResult ExchangeOrderResult => new ExchangeOrderResult()\n+ {\n+ OrderId = OrderId.ToString(),\n+ ClientOrderId = null, // not provided here\n+ Result = ExchangeAPIOrderResult.Pending, // order is now Open\n+ Message = null, // can use for something in the future if needed\n+ Amount = 0, // ideally, this would be null, but ExchangeOrderResult.Amount is not nullable\n+ AmountFilled = RemainingSize,\n+ IsAmountFilledReversed = true, // since only RemainingSize is provided, not Size or FilledSize\n+ Price = Price,\n+ AveragePrice = null, // not specified here\n+ OrderDate = Time.UtcDateTime, // order open event\n+ CompletedDate = null, // order is active\n+ MarketSymbol = ProductId,\n+ IsBuy = Side == OrderSide.Buy,\n+ Fees = null, // not specified here\n+ TradeId = null // not a trade msg\n+ };\n+ }\n+\n+ internal class Received : BaseMessage\n+ {\n+ public Guid OrderId { get; set; }\n+ public OrderType OrderType { get; set; }\n+ public decimal Size { get; set; }\n+ public decimal Price { get; set; }\n+ public OrderSide Side { get; set; }\n+ public Guid? ClientOid { get; set; }\n+ public string ProductId { get; set; }\n+ public long Sequence { get; set; }\n+ public DateTimeOffset Time { get; set; }\n+\n+ public ExchangeOrderResult ExchangeOrderResult => new ExchangeOrderResult()\n+ {\n+ OrderId = OrderId.ToString(),\n+ ClientOrderId = ClientOid.ToString(),\n+ Result = ExchangeAPIOrderResult.Pending, // order is now Pending\n+ Message = null, // can use for something in the future if needed\n+ Amount = Size,\n+ AmountFilled = 0, // order received but not yet open, so none filled\n+ IsAmountFilledReversed = false,\n+ Price = Price,\n+ AveragePrice = null, // not specified here\n+ OrderDate = Time.UtcDateTime, // order received event\n+ CompletedDate = null, // order is active\n+ MarketSymbol = ProductId,\n+ IsBuy = Side == OrderSide.Buy,\n+ Fees = null, // not specified here\n+ TradeId = null // not a trade msg\n+ };\n+ }\n+\n+ internal class Subscription : BaseMessage\n+ {\n+ public List<Channel> Channels { get; set; }\n+ }\n+}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/WithdrawalResult.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/WithdrawalResult.cs",
"diff": "+/*\n+MIT LICENSE\n+\n+Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com\n+\n+Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the \"Software\"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:\n+\n+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.\n+\n+THE 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+\nusing Newtonsoft.Json;\nnamespace ExchangeSharp.Coinbase\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeAPIOrderResult.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeAPIOrderResult.cs",
"diff": "@@ -17,7 +17,7 @@ namespace ExchangeSharp\n/// <summary>Result of exchange order</summary>\npublic enum ExchangeAPIOrderResult\n{\n- /// <summary>Order status is unknown</summary>\n+ /// <summary>Order status is unknown - equivalent of setting ExchangeAPIOrderResult property to null</summary>\nUnknown,\n/// <summary>Order has been filled completely</summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -39,18 +39,28 @@ namespace ExchangeSharp\n/// <summary>Message if any</summary>\npublic string Message { get; set; }\n- /// <summary>Original order amount in the market currency.\n- /// E.g. ADA/BTC would be ADA</summary>\n+ /// <summary>\n+ /// Original order amount in the market currency.\n+ /// E.g. ADA/BTC would be ADA\n+ /// Consider making this property nullable in the future, such as for Coinbase\n+ /// </summary>\npublic decimal Amount { get; set; }\n/// <summary>Amount filled in the market currency. May be null if not provided by exchange</summary>\npublic decimal? AmountFilled { get; set; }\n+ /// <summary>\n+ /// Some exchanges (such as coinbase) only provide RemainingSize.\n+ /// For these, AmountFilled will be set to remaining size/amount, and IsAmountFilledReversed will be set to true\n+ /// </summary>\n+ public bool IsAmountFilledReversed { get; set; }\n+\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>Price per unit in the ratio of base/market currency.\n+ /// <summary>Price per unit in the ratio of base/market currency. Note, that if this is a trade (TradeId is not null),\n+ /// this represents only the Avg Price on this particular trade/fill, not the Avg Price over the entire order.\n/// E.g. 0.000342 ADA/ETH</summary>\npublic decimal? AveragePrice { get; set; }\n@@ -66,7 +76,8 @@ namespace ExchangeSharp\n/// <summary>Whether the order is a buy or sell</summary>\npublic bool IsBuy { get; set; }\n- /// <summary>The fees on the order (not a percent).\n+ /// <summary>The fees on the order (not a percent). Note, that if this is a trade (TradeId is not null),\n+ /// this represents only the fees on this particular trade/fill, not the cumulative amount in the order.\n/// E.g. 0.0025 ETH</summary>\npublic decimal? Fees { get; set; }\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/Options/BuyOption.cs",
"new_path": "src/ExchangeSharpConsole/Options/BuyOption.cs",
"diff": "@@ -86,8 +86,8 @@ namespace ExchangeSharpConsole.Options\nConsole.WriteLine($\"Order Id: {orderResult.OrderId}\");\nConsole.WriteLine($\"Trade Id: {orderResult.TradeId}\");\nConsole.WriteLine($\"Order Date: {orderResult.OrderDate:R}\");\n- Console.WriteLine($\"Fill Date: {orderResult.CompletedDate:R}\");\n- Console.WriteLine($\"Type: {(orderResult.IsBuy ? \"Bid\" : \"Ask\")}\");\n+ Console.WriteLine($\"Completed Date: {orderResult.CompletedDate:R}\");\n+ Console.WriteLine($\"Side: {(orderResult.IsBuy ? \"Bid\" : \"Ask\")}\");\nConsole.WriteLine($\"Market symbol: {orderResult.MarketSymbol}\");\nConsole.WriteLine($\"Status: {orderResult.Result}\");\nConsole.WriteLine($\"Price: {orderResult.Price:N}\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
implemented OnUserDataWebSocketAsync() on Coinbase (#665)
- removed try/catch from APIRequestMaker
- fixed console BuyOption DumpResponse()
- fixed OnGetOpenOrderDetailsAsync() statuses
- fixed OnGetMarketSymbolsAsync() to only return active symbols
- added RequestMaker to IBaseAPI
- improved docs on ExchangeOrderResult
|
329,156 |
01.10.2021 01:10:46
| -7,200 |
4022ca4044ee01f04c724a8844cc01699e470889
|
[Kraken] Withdrawal, cleanup
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -331,30 +331,6 @@ namespace ExchangeSharp\nreturn orders;\n}\n- //private async Task<IEnumerable<ExchangeOrderResult>> QueryClosedOrdersAsync(string symbol, string path)\n- //{\n- // List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();\n- // JToken result = await MakeJsonRequestAsync<JToken>(path, null, await GetNoncePayloadAsync());\n- // //result = result[\"closed\"];\n- // foreach (JProperty order in result)\n- // {\n- // orders.Add(ParseOrder(order.Name, order.Value));\n- // }\n-\n- // //if (exchangeSymbolToNormalizedSymbol.TryGetValue(symbol, out string normalizedSymbol))\n- // //{\n- // // foreach (JProperty order in result)\n- // // {\n- // // if (normalizedSymbol == null || order.Value[\"descr\"][\"pair\"].ToStringInvariant() == normalizedSymbol.ToUpperInvariant())\n- // // {\n- // // orders.Add(ParseOrder(order.Name, order.Value));\n- // // }\n- // // }\n- // //}\n-\n- // return orders;\n- //}\n-\nprotected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)\n{\nif (payload == null || PrivateApiKey == null || PublicApiKey == null || !payload.ContainsKey(\"nonce\"))\n@@ -431,99 +407,7 @@ namespace ExchangeSharp\n}\nprotected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n- { //{\"ADACAD\": {\n- // \"altname\": \"ADACAD\",\n- // \"wsname\": \"ADA/CAD\",\n- // \"aclass_base\": \"currency\",\n- // \"base\": \"ADA\",\n- // \"aclass_quote\": \"currency\",\n- // \"quote\": \"ZCAD\",\n- // \"lot\": \"unit\",\n- // \"pair_decimals\": 6,\n- // \"lot_decimals\": 8,\n- // \"lot_multiplier\": 1,\n- // \"leverage_buy\": [],\n- // \"leverage_sell\": [],\n- // \"fees\": [\n- // [\n- // 0,\n- // 0.26\n- // ],\n- // [\n- // 50000,\n- // 0.24\n- // ],\n- // [\n- // 100000,\n- // 0.22\n- // ],\n- // [\n- // 250000,\n- // 0.2\n- // ],\n- // [\n- // 500000,\n- // 0.18\n- // ],\n- // [\n- // 1000000,\n- // 0.16\n- // ],\n- // [\n- // 2500000,\n- // 0.14\n- // ],\n- // [\n- // 5000000,\n- // 0.12\n- // ],\n- // [\n- // 10000000,\n- // 0.1\n- // ]\n- // ],\n- // \"fees_maker\": [\n- // [\n- // 0,\n- // 0.16\n- // ],\n- // [\n- // 50000,\n- // 0.14\n- // ],\n- // [\n- // 100000,\n- // 0.12\n- // ],\n- // [\n- // 250000,\n- // 0.1\n- // ],\n- // [\n- // 500000,\n- // 0.08\n- // ],\n- // [\n- // 1000000,\n- // 0.06\n- // ],\n- // [\n- // 2500000,\n- // 0.04\n- // ],\n- // [\n- // 5000000,\n- // 0.02\n- // ],\n- // [\n- // 10000000,\n- // 0\n- // ]\n- // ],\n- // \"fee_volume_currency\": \"ZUSD\",\n- // \"margin_call\": 80,\n- // \"margin_stop\": 40\n- //}}\n+ {\nvar markets = new List<ExchangeMarket>();\nJToken allPairs = await MakeJsonRequestAsync<JToken>(\"/0/public/AssetPairs\");\nvar res = (from prop in allPairs.Children<JProperty>() select prop).ToArray();\n@@ -552,6 +436,30 @@ namespace ExchangeSharp\nreturn markets;\n}\n+ protected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest withdrawalRequest)\n+ {\n+ if (!string.IsNullOrEmpty(withdrawalRequest.Address) || string.IsNullOrEmpty(withdrawalRequest.AddressTag))\n+ {\n+ throw new APIException($\"Kraken only supports withdrawals to addresses setup beforehand and identified by a 'key'. Set this key in the {nameof(ExchangeWithdrawalRequest.AddressTag)} property.\");\n+ }\n+\n+ var request = new Dictionary<string, object>\n+ {\n+ [\"nonce\"] = await GenerateNonceAsync(),\n+ [\"asset\"] = withdrawalRequest.Currency,\n+ [\"amount\"] = withdrawalRequest.Amount,\n+ [\"key\"] = withdrawalRequest.AddressTag\n+ };\n+\n+ var result = await MakeJsonRequestAsync<JToken>(\"/0/private/Withdraw\", null, request, \"POST\");\n+\n+ return new ExchangeWithdrawalResponse\n+ {\n+ Id = result[\"refid\"].ToString()\n+ };\n+ }\n+\n+\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n{\nvar marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[Kraken] Withdrawal, cleanup (#670)
|
329,128 |
01.10.2021 00:46:05
| -3,600 |
a01ebdde343cdb5f9372300b61aa2326efc0ba15
|
FTX namespace update
Modified the namespace of the FTX exchange to be in exchangesharp
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"diff": "@@ -5,7 +5,7 @@ using System.Linq;\nusing System.Text.RegularExpressions;\nusing System.Threading.Tasks;\n-namespace ExchangeSharp.API.Exchanges.FTX\n+namespace ExchangeSharp\n{\npublic sealed partial class ExchangeFTXAPI : ExchangeAPI\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/FTX/FTXExtensions.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/FTX/FTXExtensions.cs",
"diff": "-namespace ExchangeSharp.API.Exchanges.FTX\n+namespace ExchangeSharp\n{\n/// <summary>\n/// Extension helper methods.\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
FTX namespace update (#669)
Modified the namespace of the FTX exchange to be in exchangesharp
|
329,144 |
01.10.2021 18:17:24
| 25,200 |
0e50b6a9153ccb9ae048447b8382610e5347e3f5
|
Update README.md - grammar fixes
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -74,7 +74,7 @@ On Windows (or manually):\n- Download the [latest binaries](https://github.com/jjxtra/ExchangeSharp/releases/latest) for your OS.\n- Unzip it into a folder that is in your environment variable `PATH` (`ctrl` + `shift` + `pause|break` -> Environment Variables)\n-- Use it from the your preferred command-line emulator (e.g. Powershell, cmd, etc.)\n+- Use it from your preferred command-line emulator (e.g. Powershell, cmd, etc.)\n- `exchange-sharp --help` shows all available commands\n### Notes\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update README.md - grammar fixes (#672)
|
329,089 |
02.10.2021 16:01:40
| 25,200 |
9a2c51539a7a02af18ac53f748f3a888f0cda03c
|
new NuGet 0.9.0
updated exchange listing on README.md
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -20,14 +20,14 @@ Feel free to visit the discord channel at https://discord.gg/sHCUHH3 and chat wi\n### Exchanges\nThe following cryptocurrency exchanges are supported:\n-(Web socket key: T = tickers, R = trades, B = order book, O = private orders)\n+(Web socket key: T = tickers, R = trades, B = order book, O = private orders, U = user data)\n| Exchange Name | Public REST | Private REST | Web Socket | Notes |\n| -------------- | ----------- | ------------ | ---------- | ---------------------------------------- |\n| Aquanow | wip | x | |\n-| Binance | x | x | T R B |\n-| Binance Jersey | x | x | T R B |\n-| Binance.US | x | x | T R B |\n+| Binance | x | x | T R B U |\n+| Binance Jersey | x | x | T R B U |\n+| Binance.US | x | x | T R B U |\n| Binance DEX | | | R |\n| Bitbank | x | x | |\n| Bitfinex | x | x | T R O |\n@@ -39,9 +39,10 @@ The following cryptocurrency exchanges are supported:\n| Bleutrade | x | x | |\n| BTSE | x | x | |\n| Bybit | x | x | R | Has public method for Websocket Positions\n-| Coinbase | x | x | T R |\n+| Coinbase | x | x | T R U |\n| Digifinex | x | x | R B |\n| FTX | x | x | T |\n+| gate.io | x | x | |\n| Gemini | x | x | T R B |\n| HitBTC | x | x | R |\n| Huobi | x | x | R B |\n@@ -101,11 +102,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.8.2`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.9.0`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.8.2`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.9.0`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.8.3</PackageVersion>\n+ <PackageVersion>0.9.0</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.8.2\")]\n-[assembly: AssemblyFileVersion(\"0.8.2\")]\n+[assembly: AssemblyVersion(\"0.9.0\")]\n+[assembly: AssemblyFileVersion(\"0.9.0\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.1</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.8.2</AssemblyVersion>\n- <FileVersion>0.8.2</FileVersion>\n+ <AssemblyVersion>0.9.0</AssemblyVersion>\n+ <FileVersion>0.9.0</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.8.2</AssemblyVersion>\n- <FileVersion>0.8.2</FileVersion>\n+ <AssemblyVersion>0.9.0</AssemblyVersion>\n+ <FileVersion>0.9.0</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.9.0 (#671)
- updated exchange listing on README.md
|
329,099 |
04.10.2021 00:09:58
| -10,800 |
4b30c62575a6b4950cd79d9de7f2543343c20117
|
fix BinanceGroupCommon OnGetMarketSymbolsMetadataAsync
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -158,7 +158,7 @@ namespace ExchangeSharp.BinanceGroup\n*/\nvar markets = new List<ExchangeMarket>();\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/exchangeInfo\");\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/exchangeInfo\", BaseUrlApi);\nJToken allSymbols = obj[\"symbols\"];\nforeach (JToken marketSymbolToken in allSymbols)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
fix BinanceGroupCommon OnGetMarketSymbolsMetadataAsync (#673)
|
329,099 |
06.10.2021 03:49:25
| -10,800 |
4da6f4cee99765c791588c249f63a76b0b1f14ea
|
Moving to OKEx V5 API
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -10,11 +10,12 @@ 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 ExchangeSharp.OKGroup;\n-using Newtonsoft.Json.Linq;\nusing System;\nusing System.Collections.Generic;\n+using System.Linq;\nusing System.Threading.Tasks;\n+using ExchangeSharp.OKGroup;\n+using Newtonsoft.Json.Linq;\nnamespace ExchangeSharp\n{\n@@ -27,6 +28,11 @@ namespace ExchangeSharp\npublic string BaseUrlV5 { get; set; } = \"https://okex.com/api/v5\";\nprotected override bool IsFuturesAndSwapEnabled { get; } = true;\n+ public override string PeriodSecondsToString(int seconds)\n+ {\n+ return CryptoUtility.SecondsToPeriodString(seconds, true);\n+ }\n+\nprotected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()\n{\n/*\n@@ -61,28 +67,24 @@ namespace ExchangeSharp\n]\n}\n*/\n- List<ExchangeMarket> markets = new List<ExchangeMarket>();\n+ var markets = new List<ExchangeMarket>();\nparseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(\n\"/public/instruments?instType=SPOT\", BaseUrlV5));\n- if (IsFuturesAndSwapEnabled)\n- {\n+ if (!IsFuturesAndSwapEnabled)\n+ return markets;\nparseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(\n\"/public/instruments?instType=FUTURES\", BaseUrlV5));\nparseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(\n\"/public/instruments?instType=SWAP\", BaseUrlV5));\n- }\n+ return markets;\n+\nvoid parseMarketSymbolTokens(JToken allMarketSymbolTokens)\n{\n- foreach (JToken marketSymbolToken in allMarketSymbolTokens)\n- {\n- var isSpot = marketSymbolToken[\"instType\"].Value<string>() == \"SPOT\";\n- var baseCurrency = isSpot\n- ? marketSymbolToken[\"baseCcy\"].Value<string>()\n- : marketSymbolToken[\"settleCcy\"].Value<string>();\n- var quoteCurrency = isSpot\n- ? marketSymbolToken[\"quoteCcy\"].Value<string>()\n- : marketSymbolToken[\"ctValCcy\"].Value<string>();\n- var market = new ExchangeMarket\n+ markets.AddRange(from marketSymbolToken in allMarketSymbolTokens\n+ let isSpot = marketSymbolToken[\"instType\"].Value<string>() == \"SPOT\"\n+ let baseCurrency = isSpot ? marketSymbolToken[\"baseCcy\"].Value<string>() : marketSymbolToken[\"settleCcy\"].Value<string>()\n+ let quoteCurrency = isSpot ? marketSymbolToken[\"quoteCcy\"].Value<string>() : marketSymbolToken[\"ctValCcy\"].Value<string>()\n+ select new ExchangeMarket\n{\nMarketSymbol = marketSymbolToken[\"instId\"].Value<string>(),\nIsActive = marketSymbolToken[\"state\"].Value<string>() == \"live\",\n@@ -91,31 +93,28 @@ namespace ExchangeSharp\nPriceStepSize = marketSymbolToken[\"tickSz\"].ConvertInvariant<decimal>(),\nMinPrice = marketSymbolToken[\"tickSz\"].ConvertInvariant<decimal>(), // assuming that this is also the min price since it isn't provided explicitly by the exchange\nMinTradeSize = marketSymbolToken[\"minSz\"].ConvertInvariant<decimal>(),\n- QuantityStepSize = marketSymbolToken[\"lotSz\"].ConvertInvariant<decimal>(),\n- };\n- markets.Add(market);\n+ QuantityStepSize = marketSymbolToken[\"lotSz\"].ConvertInvariant<decimal>()\n+ });\n}\n}\n- return markets;\n- }\n-\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n{\nvar tickerResponse = await MakeJsonRequestAsync<JToken>($\"/market/ticker?instId={marketSymbol}\", BaseUrlV5);\n- var symbol = tickerResponse[\"instId\"].Value<string>();\n- return await ParseTickerV5Async(tickerResponse, symbol);\n+ var symbol = tickerResponse[0][\"instId\"].Value<string>();\n+ return await ParseTickerV5Async(tickerResponse[0], symbol);\n}\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n{\n- List<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n+ var tickers = new List<KeyValuePair<string, ExchangeTicker>>();\nawait parseData(await MakeJsonRequestAsync<JToken>(\"/market/tickers?instType=SPOT\", BaseUrlV5));\n- if (IsFuturesAndSwapEnabled)\n- {\n+ if (!IsFuturesAndSwapEnabled)\n+ return tickers;\nawait parseData(await MakeJsonRequestAsync<JToken>(\"/market/tickers?instType=FUTURES\", BaseUrlV5));\nawait parseData(await MakeJsonRequestAsync<JToken>(\"/market/tickers?instType=SWAP\", BaseUrlV5));\n- }\n+ return tickers;\n+\nasync Task parseData(JToken tickerResponse)\n{\n/*{\n@@ -148,40 +147,71 @@ namespace ExchangeSharp\nforeach (JToken t in tickerResponse)\n{\nvar symbol = t[\"instId\"].Value<string>();\n- ExchangeTicker ticker = await ParseTickerV5Async(t, symbol);\n+ var ticker = await ParseTickerV5Async(t, symbol);\ntickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, ticker));\n}\n}\n-\n- return tickers;\n}\n- protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, int? limit)\n+ protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol,\n+ int? limit = null)\n{\n- limit = limit ?? 500;\n+ limit ??= 500;\nmarketSymbol = NormalizeMarketSymbol(marketSymbol);\n- List<ExchangeTrade> trades = new List<ExchangeTrade>();\n- var recentTradesResponse = await MakeJsonRequestAsync<JToken>($\"/market/trades?instId={marketSymbol}&limit={limit}\", BaseUrlV5);\n- foreach (var t in recentTradesResponse)\n- {\n- trades.Add(\n- t.ParseTrade(\n- amountKey: \"sz\",\n- priceKey: \"px\",\n- typeKey: \"side\",\n- timestampKey: \"ts\",\n- timestampType: TimestampType.UnixMilliseconds,\n- idKey: \"tradeId\"));\n+ var recentTradesResponse =\n+ await MakeJsonRequestAsync<JToken>($\"/market/trades?instId={marketSymbol}&limit={limit}\", BaseUrlV5);\n+ return recentTradesResponse.Select(t => t.ParseTrade(\n+ \"sz\", \"px\", \"side\", \"ts\", TimestampType.UnixMilliseconds, \"tradeId\"))\n+ .ToList();\n}\n- return trades;\n+ protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)\n+ {\n+ var token = await MakeJsonRequestAsync<JToken>($\"/market/books?instId={marketSymbol}&sz={maxCount}\", BaseUrlV5);\n+ return token[0].ParseOrderBookFromJTokenArrays(maxCount: maxCount);\n+ }\n+\n+ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n+ {\n+ /*\n+ {\n+ \"code\":\"0\",\n+ \"msg\":\"\",\n+ \"data\":[\n+ [\n+ \"1597026383085\", timestamp\n+ \"3.721\", open\n+ \"3.743\", high\n+ \"3.677\", low\n+ \"3.708\", close\n+ \"8422410\", volume\n+ \"22698348.04828491\" volCcy (Quote)\n+ ],..\n+ ]\n+ }\n+ */\n+\n+ var candles = new List<MarketCandle>();\n+ var url = $\"/market/history-candles?instId={marketSymbol}\";\n+ if (startDate.HasValue)\n+ url += \"&after=\" + (long)startDate.Value.UnixTimestampFromDateTimeMilliseconds();\n+ if (endDate.HasValue)\n+ url += \"&before=\" + (long)endDate.Value.UnixTimestampFromDateTimeMilliseconds();\n+ if (limit.HasValue)\n+ url += \"&limit=\" + limit.Value.ToStringInvariant();\n+ var periodString = PeriodSecondsToString(periodSeconds);\n+ url += $\"&bar={periodString}\";\n+ var obj = await MakeJsonRequestAsync<JToken>(url, BaseUrlV5);\n+ foreach (JArray token in obj)\n+ candles.Add(this.ParseCandle(token, marketSymbol, periodSeconds, 1, 2, 3, 4, 0, TimestampType.UnixMilliseconds, 5, 6));\n+ return candles;\n}\nprivate async Task<ExchangeTicker> ParseTickerV5Async(JToken t, string symbol)\n{\nreturn await this.ParseTickerAsync(\n- t,\n- symbol,\n+ token: t,\n+ marketSymbol: symbol,\naskKey: \"askPx\",\nbidKey: \"bidPx\",\nlastKey: \"last\",\n@@ -192,5 +222,8 @@ namespace ExchangeSharp\n}\n}\n- public partial class ExchangeName { public const string OKEx = \"OKEx\"; }\n+ public partial class ExchangeName\n+ {\n+ public const string OKEx = \"OKEx\";\n+ }\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Utility/CryptoUtility.cs",
"new_path": "src/ExchangeSharp/Utility/CryptoUtility.cs",
"diff": "@@ -1137,8 +1137,9 @@ namespace ExchangeSharp\n/// Convert seconds to a period string, i.e. 5s, 1m, 2h, 3d, 1w, 1M, etc.\n/// </summary>\n/// <param name=\"seconds\">Seconds. Use 60 for minute, 3600 for hour, 3600*24 for day, 3600*24*30 for month.</param>\n+ /// <param name=\"capitalAfterMinute\">Capitalize all letters after m, i.e. 5s, 1m, 30m, 1H, 2H, 3D, 1W, 1M, etc.</param>\n/// <returns>Period string</returns>\n- public static string SecondsToPeriodString(int seconds)\n+ public static string SecondsToPeriodString(int seconds, bool capitalAfterMinute = false)\n{\nconst int minuteThreshold = 60;\nconst int hourThreshold = 60 * 60;\n@@ -1152,15 +1153,15 @@ namespace ExchangeSharp\n}\nelse if (seconds >= weekThreshold)\n{\n- return seconds / weekThreshold + \"w\";\n+ return seconds / weekThreshold + (capitalAfterMinute ? \"W\" : \"w\");\n}\nelse if (seconds >= dayThreshold)\n{\n- return seconds / dayThreshold + \"d\";\n+ return seconds / dayThreshold + (capitalAfterMinute ? \"D\" : \"d\");\n}\nelse if (seconds >= hourThreshold)\n{\n- return seconds / hourThreshold + \"h\";\n+ return seconds / hourThreshold + (capitalAfterMinute ? \"H\" : \"h\");\n}\nelse if (seconds >= minuteThreshold)\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Moving to OKEx V5 API #2 (#674)
|
329,156 |
07.10.2021 18:41:42
| -7,200 |
0fb4da63bb025ac651d58572d900e86d308944f1
|
FTX OnGetTickerAsync and OnWithdrawAsync
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"diff": "@@ -325,6 +325,34 @@ namespace ExchangeSharp\nreturn tickers;\n}\n+ protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n+ {\n+ var result = await MakeJsonRequestAsync<JToken>($\"/markets/{marketSymbol}\");\n+\n+ return await this.ParseTickerAsync(result, marketSymbol, \"ask\", \"bid\", \"last\", null, null, \"time\", TimestampType.UnixSecondsDouble);\n+ }\n+\n+ protected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(ExchangeWithdrawalRequest request)\n+ {\n+ var parameters = new Dictionary<string, object>\n+ {\n+ { \"coin\", request.Currency },\n+ { \"size\", request.Amount },\n+ { \"address\", request.Address },\n+ { \"tag\", request.AddressTag },\n+ { \"nonce\", await GenerateNonceAsync() },\n+ { \"password\", request.Password },\n+ { \"code\", request.Code }\n+ };\n+\n+ var result = await MakeJsonRequestAsync<JToken>(\"/wallet/withdrawals\", null, parameters, \"POST\");\n+\n+ return new ExchangeWithdrawalResponse\n+ {\n+ Id = result[\"id\"].ToString()\n+ };\n+ }\n+\n/// <inheritdoc />\nprotected override async Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> tickers, params string[] marketSymbols)\n{\n@@ -389,7 +417,7 @@ namespace ExchangeSharp\n{\"market\", market.MarketSymbol},\n{\"side\", order.IsBuy ? \"buy\" : \"sell\" },\n{\"type\", order.OrderType.ToStringLowerInvariant() },\n- {\"size\", order.RoundAmount() },\n+ {\"size\", order.RoundAmount() }\n};\nif (!string.IsNullOrEmpty(order.ClientOrderId))\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
FTX OnGetTickerAsync and OnWithdrawAsync (#675)
|
329,156 |
09.10.2021 00:55:12
| -7,200 |
9532d633bb925f7a2386f5a95ac5756e9fb6cbb8
|
[FTX] Fix OnGetOrderDetailsAsync
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"diff": "@@ -288,7 +288,7 @@ namespace ExchangeSharp\n/// <inheritdoc />\nprotected async override Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId, string marketSymbol = null, bool isClientOrderId = false)\n{ // https://docs.ftx.com/#get-order-status and https://docs.ftx.com/#get-order-status-by-client-id\n- if (marketSymbol != null) throw new NotImplementedException(\"Searching by marketSymbol is either not implemented by or supported by this exchange. Please submit a PR if you are interested in this feature\");\n+ if (!string.IsNullOrEmpty(marketSymbol)) throw new NotImplementedException(\"Searching by marketSymbol is either not implemented by or supported by this exchange. Please submit a PR if you are interested in this feature\");\nvar url = \"/orders/\";\nif (isClientOrderId)\n@@ -339,7 +339,6 @@ namespace ExchangeSharp\n{ \"coin\", request.Currency },\n{ \"size\", request.Amount },\n{ \"address\", request.Address },\n- { \"tag\", request.AddressTag },\n{ \"nonce\", await GenerateNonceAsync() },\n{ \"password\", request.Password },\n{ \"code\", request.Code }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[FTX] Fix OnGetOrderDetailsAsync (#676)
|
329,099 |
10.10.2021 10:12:55
| -10,800 |
efe0582a2ae748f76917b5b43390a06102f9ffa2
|
fix BinanceGroupCommon
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -203,18 +203,17 @@ namespace ExchangeSharp.BinanceGroup\nprotected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)\n{\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/ticker/24hr?symbol=\" + marketSymbol);\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/ticker/24hr?symbol=\" + marketSymbol, BaseUrlApi);\nreturn await ParseTickerAsync(marketSymbol, obj);\n}\nprotected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()\n{\nList<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();\n- string marketSymbol;\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/ticker/24hr\");\n+ JToken obj = await MakeJsonRequestAsync<JToken>(\"/ticker/24hr\", BaseUrlApi);\nforeach (JToken child in obj)\n{\n- marketSymbol = child[\"symbol\"].ToStringInvariant();\n+ string marketSymbol = child[\"symbol\"].ToStringInvariant();\ntickers.Add(new KeyValuePair<string, ExchangeTicker>(marketSymbol, await ParseTickerAsync(marketSymbol, child)));\n}\nreturn tickers;\n@@ -308,7 +307,7 @@ namespace ExchangeSharp.BinanceGroup\nprotected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100)\n{\n- JToken obj = await MakeJsonRequestAsync<JToken>(\"/depth?symbol=\" + marketSymbol + \"&limit=\" + maxCount);\n+ JToken obj = await MakeJsonRequestAsync<JToken>($\"/depth?symbol={marketSymbol}&limit={maxCount}\", BaseUrlApi);\nreturn ExchangeAPIExtensions.ParseOrderBookFromJTokenArrays(obj, sequence: \"lastUpdateId\", maxCount: maxCount);\n}\n@@ -348,21 +347,17 @@ namespace ExchangeSharp.BinanceGroup\nprotected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, int? limit = null)\n{\n- List<ExchangeTrade> trades = new List<ExchangeTrade>();\n- //var maxRequestLimit = 1000; //hard coded for now, should add limit as an argument\n- //https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#compressedaggregate-trades-list\n- int maxRequestLimit = (limit == null || limit < 1 || limit > 1000) ? 1000 : (int)limit;\n+ //https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md\n+ var trades = new List<ExchangeTrade>();\n+ var maxRequestLimit = (limit == null || limit < 1 || limit > 1000) ? 1000 : (int)limit;\n- JToken obj = await MakeJsonRequestAsync<JToken>($\"/aggTrades?symbol={marketSymbol}&limit={maxRequestLimit}\");\n- //JToken obj = await MakeJsonRequestAsync<JToken>(\"/public/trades/\" + marketSymbol + \"?limit=\" + maxRequestLimit + \"?sort=DESC\");\n- if(obj.HasValues) { //\n- foreach(JToken token in obj) {\n- var trade = token.ParseTrade(\"q\", \"p\", \"m\", \"T\", TimestampType.UnixMilliseconds, \"a\", \"false\");\n- trades.Add(trade);\n- }\n+ JToken obj = await MakeJsonRequestAsync<JToken>($\"/aggTrades?symbol={marketSymbol}&limit={maxRequestLimit}\", BaseUrlApi);\n+ if (obj.HasValues)\n+ {\n+ trades.AddRange(obj.Select(token =>\n+ token.ParseTrade(\"q\", \"p\", \"m\", \"T\", TimestampType.UnixMilliseconds, \"a\", \"false\")));\n}\nreturn trades.AsEnumerable().Reverse(); //Descending order (ie newest trades first)\n- //return trades;\n}\npublic async Task OnGetHistoricalTradesAsync(Func<IEnumerable<ExchangeTrade>, bool> callback, string marketSymbol, long startId, long? endId = null)\n@@ -462,9 +457,8 @@ namespace ExchangeSharp.BinanceGroup\n}\n-\n-\n- protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n+ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol,\n+ int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)\n{\n/* [\n[\n@@ -482,25 +476,25 @@ namespace ExchangeSharp.BinanceGroup\n\"17928899.62484339\" // Can be ignored\n]] */\n- List<MarketCandle> candles = new List<MarketCandle>();\nstring url = \"/klines?symbol=\" + marketSymbol;\nif (startDate != null)\n{\nurl += \"&startTime=\" + (long)startDate.Value.UnixTimestampFromDateTimeMilliseconds();\n- url += \"&endTime=\" + ((endDate == null ? long.MaxValue : (long)endDate.Value.UnixTimestampFromDateTimeMilliseconds())).ToStringInvariant();\n+ url += \"&endTime=\" +\n+ ((endDate == null ? long.MaxValue : (long)endDate.Value.UnixTimestampFromDateTimeMilliseconds()))\n+ .ToStringInvariant();\n}\n+\nif (limit != null)\n{\nurl += \"&limit=\" + (limit.Value.ToStringInvariant());\n}\n+\nurl += \"&interval=\" + PeriodSecondsToString(periodSeconds);\n- JToken obj = await MakeJsonRequestAsync<JToken>(url);\n- foreach (JToken token in obj)\n- {\n- candles.Add(this.ParseCandle(token, marketSymbol, periodSeconds, 1, 2, 3, 4, 0, TimestampType.UnixMilliseconds, 5, 7));\n- }\n+ JToken obj = await MakeJsonRequestAsync<JToken>(url, BaseUrlApi);\n- return candles;\n+ return obj.Select(token => this.ParseCandle(token, marketSymbol, periodSeconds, 1, 2, 3, 4, 0,\n+ TimestampType.UnixMilliseconds, 5, 7)).ToList();\n}\nprotected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
fix BinanceGroupCommon (#677)
|
329,089 |
11.10.2021 17:55:44
| 25,200 |
2acf765be51a052efc935606b0e753f5fd7b4c32
|
add Exchangeor.exchangeOrderResult.TradeDate
nullable value to hold the DateTime of the trade/execution
set value for exchanges that currently have trades implemented
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs",
"diff": "@@ -339,7 +339,8 @@ namespace ExchangeSharp\nAmountFilled = result.TotalAmount.Value,\nAveragePrice = result.AverageCost?.Value,\nFeesCurrency = result.TotalFee.Currency,\n- CompletedDate = result.DateClosed ?? DateTime.MinValue,\n+ CompletedDate = result.DateClosed,\n+ TradeDate = result.Date,\nIsBuy = result.Type == BL3POrderType.Bid,\nMarketSymbol = marketSymbol,\nOrderDate = result.Date,\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -924,7 +924,9 @@ namespace ExchangeSharp.BinanceGroup\nPrice = token[\"price\"].ConvertInvariant<decimal>(),\nAveragePrice = token[\"price\"].ConvertInvariant<decimal>(),\nIsBuy = token[\"isBuyer\"].ConvertInvariant<bool>() == true,\n- OrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"time\"].ConvertInvariant<long>()),\n+ // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable\n+ CompletedDate = null, // order not necessarily fullly filled at this point\n+ TradeDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token[\"time\"].ConvertInvariant<long>()),\nOrderId = token[\"orderId\"].ToStringInvariant(),\nTradeId = token[\"id\"].ToStringInvariant(),\nFees = token[\"commission\"].ConvertInvariant<decimal>(),\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"diff": "@@ -54,7 +54,7 @@ namespace ExchangeSharp.BinanceGroup\n[JsonProperty(\"N\")]\npublic string CommissionAsset { get; set; }\n[JsonProperty(\"T\")]\n- public string TransactionTime { get; set; }\n+ public long TransactionTime { get; set; }\n[JsonProperty(\"t\")]\npublic string TradeId { get; set; }\n[JsonProperty(\"w\")]\n@@ -92,7 +92,8 @@ namespace ExchangeSharp.BinanceGroup\nPrice = OrderPrice,\nAveragePrice = CumulativeQuoteAssetTransactedQuantity / CumulativeFilledQuantity, // Average price can be found by doing Z divided by z.\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(OrderCreationTime),\n- CompletedDate = status.IsCompleted() ? (DateTime?)CryptoUtility.UnixTimeStampToDateTimeMilliseconds(EventTime) : null,\n+ CompletedDate = status.IsCompleted() ? (DateTime?)CryptoUtility.UnixTimeStampToDateTimeMilliseconds(TransactionTime) : null,\n+ TradeDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(TransactionTime),\nMarketSymbol = Symbol,\n// IsBuy is not provided here\nFees = CommissionAmount,\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BitBank/ExchangeBitBankAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BitBank/ExchangeBitBankAPI.cs",
"diff": "@@ -385,6 +385,7 @@ namespace ExchangeSharp\n{\nvar res = ParseOrderCore(token);\nres.TradeId = token[\"trade_id\"].ToStringInvariant();\n+ res.TradeDate = token[\"executed_at\"].ConvertInvariant<double>().UnixTimeStampToDateTimeMilliseconds();\nres.Amount = token[\"amount\"].ConvertInvariant<decimal>();\nres.AmountFilled = res.Amount;\nres.Fees = token[\"fee_amount_base\"].ConvertInvariant<decimal>();\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -65,7 +65,9 @@ namespace ExchangeSharp\nFees = fees,\nAveragePrice = price,\nIsBuy = (result[\"side\"].ToStringInvariant() == \"buy\"),\n- OrderDate = result[\"created_at\"].ToDateTimeInvariant(),\n+ // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable\n+ CompletedDate = null, // order not necessarily fully filled at this point\n+ TradeDate = result[\"created_at\"].ToDateTimeInvariant(), // even though it is named \"created_at\", the documentation says that it is the: timestamp of fill\nMarketSymbol = symbol,\nOrderId = result[\"order_id\"].ToStringInvariant(),\n};\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs",
"diff": "@@ -182,8 +182,9 @@ namespace ExchangeSharp.Coinbase\nIsAmountFilledReversed = false, // the size here appears to be amount filled, no no need to reverse\nPrice = Price,\nAveragePrice = Price, // not specified here\n- // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate\n+ // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable\nCompletedDate = null, // order not necessarily fullly filled at this point\n+ TradeDate = Time.ToDateTimeInvariant(),\nMarketSymbol = ProductId,\nIsBuy = Side == OrderSide.Buy,\nFees = (MakerFeeRate ?? TakerFeeRate) * Price * Size,\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs",
"diff": "@@ -356,7 +356,9 @@ namespace ExchangeSharp\nAmountFilled = x[\"amount\"].ConvertInvariant<decimal>(),\nFees = x[\"fee\"].ConvertInvariant<decimal>(),\nFeesCurrency = x[\"fee_currency\"].ToStringInvariant(),\n- CompletedDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(x[\"timestamp\"].ConvertInvariant<long>()),\n+ // OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable\n+ CompletedDate = null, // order not necessarily fully filled at this point\n+ TradeDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(x[\"timestamp\"].ConvertInvariant<long>()),\nIsBuy = x[\"side\"].ToStringLowerInvariant() == \"buy\",\nResult = ExchangeAPIOrderResult.Unknown,\n});\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -239,7 +239,6 @@ namespace ExchangeSharp\nExchangeOrderResult orderResult = new ExchangeOrderResult { OrderId = orderId };\norderResult.Result = ExchangeAPIOrderResult.Filled;\norderResult.Message = \"\";\n- orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order[\"time\"].ConvertInvariant<double>());\norderResult.MarketSymbol = order[\"pair\"].ToStringInvariant();\norderResult.IsBuy = (order[\"type\"].ToStringInvariant() == \"buy\");\norderResult.Amount = order[\"vol\"].ConvertInvariant<decimal>();\n@@ -249,7 +248,9 @@ namespace ExchangeSharp\norderResult.TradeId = order[\"postxid\"].ToStringInvariant(); //verify which is orderid & tradeid\norderResult.OrderId = order[\"ordertxid\"].ToStringInvariant(); //verify which is orderid & tradeid\norderResult.AmountFilled = order[\"vol\"].ConvertInvariant<decimal>();\n- orderResult.CompletedDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order[\"time\"].ConvertInvariant<double>());\n+ // orderResult.OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable\n+ orderResult.CompletedDate = null; // order not necessarily fully filled at this point\n+ orderResult.TradeDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order[\"time\"].ConvertInvariant<double>());\nstring[] pairs = (await ExchangeMarketSymbolToGlobalMarketSymbolAsync(order[\"pair\"].ToStringInvariant())).Split('-');\norderResult.FeesCurrency = pairs[1];\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -88,6 +88,9 @@ namespace ExchangeSharp\n/// <summary>The id of the trade if this is only one trade out of the order.</summary>\npublic string TradeId { get; set; }\n+ /// <summary>datetime in UTC of the trade. Null if not a trade.</summary>\n+ public DateTime? TradeDate { 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"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
add Exchangeor.exchangeOrderResult.TradeDate (#678)
- nullable value to hold the DateTime of the trade/execution
- set value for exchanges that currently have trades implemented
|
329,089 |
19.10.2021 15:57:23
| 25,200 |
3a0acb2be0e98c7278327a3679fed239f5b19e35
|
add ExchangeOrderResult.UpdateSequence
sequence that the order update was sent from the server, usually used to keep updates in order or for debugging purposes
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"diff": "@@ -94,6 +94,7 @@ namespace ExchangeSharp.BinanceGroup\nOrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(OrderCreationTime),\nCompletedDate = status.IsCompleted() ? (DateTime?)CryptoUtility.UnixTimeStampToDateTimeMilliseconds(TransactionTime) : null,\nTradeDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(TransactionTime),\n+ UpdateSequence = EventTime, // in Binance, the sequence nymber is also the EventTime\nMarketSymbol = Symbol,\n// IsBuy is not provided here\nFees = CommissionAmount,\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs",
"diff": "@@ -22,8 +22,6 @@ namespace ExchangeSharp.Coinbase\ninternal class Activate : BaseMessage\n{\n- private ExchangeOrderResult exchangeOrderResult;\n-\npublic Guid OrderId { get; set; }\npublic StopType OrderType { get; set; }\npublic decimal Size { get; set; }\n@@ -52,7 +50,8 @@ namespace ExchangeSharp.Coinbase\nMarketSymbol = ProductId,\nIsBuy = Side == OrderSide.Buy,\nFees = null, // only TakerFeeRate is specified - no fees have been charged yet\n- TradeId = null // no trades have been made\n+ TradeId = null, // no trades have been made\n+ UpdateSequence = null, // unfortunately, the Activate event doesn't provide a sequence number\n};\n}\n@@ -84,7 +83,8 @@ namespace ExchangeSharp.Coinbase\nMarketSymbol = ProductId,\nIsBuy = Side == OrderSide.Buy,\nFees = null, // only TakerFeeRate is specified - no fees have been charged yet\n- TradeId = null // not a trade msg\n+ TradeId = null, // not a trade msg\n+ UpdateSequence = Sequence,\n};\n}\n@@ -116,7 +116,8 @@ namespace ExchangeSharp.Coinbase\nMarketSymbol = ProductId,\nIsBuy = Side == OrderSide.Buy,\nFees = null, // not specified here\n- TradeId = null // not a trade msg\n+ TradeId = null, // not a trade msg\n+ UpdateSequence = Sequence,\n};\n}\n@@ -189,6 +190,7 @@ namespace ExchangeSharp.Coinbase\nIsBuy = Side == OrderSide.Buy,\nFees = (MakerFeeRate ?? TakerFeeRate) * Price * Size,\nTradeId = TradeId.ToString(),\n+ UpdateSequence = Sequence,\n};\n}\n@@ -218,7 +220,8 @@ namespace ExchangeSharp.Coinbase\nMarketSymbol = ProductId,\nIsBuy = Side == OrderSide.Buy,\nFees = null, // not specified here\n- TradeId = null // not a trade msg\n+ TradeId = null, // not a trade msg\n+ UpdateSequence = Sequence,\n};\n}\n@@ -250,7 +253,8 @@ namespace ExchangeSharp.Coinbase\nMarketSymbol = ProductId,\nIsBuy = Side == OrderSide.Buy,\nFees = null, // not specified here\n- TradeId = null // not a trade msg\n+ TradeId = null, // not a trade msg\n+ UpdateSequence = Sequence,\n};\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderResult.cs",
"diff": "@@ -91,6 +91,12 @@ namespace ExchangeSharp\n/// <summary>datetime in UTC of the trade. Null if not a trade.</summary>\npublic DateTime? TradeDate { get; set; }\n+ /// <summary>\n+ /// sequence that the order update was sent from the server, usually used to keep updates in order or for debugging purposes.\n+ /// Not all exchanges provide this value, so it may be null.\n+ /// </summary>\n+ public long? UpdateSequence { 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"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
add ExchangeOrderResult.UpdateSequence (#680)
- sequence that the order update was sent from the server, usually used to keep updates in order or for debugging purposes
|
329,089 |
04.11.2021 18:31:42
| 25,200 |
65e9bef8e2d259f85b5464ec16f0424f01876878
|
added checks during cancel Order
check to make sure the correct order is being cancelled on Binance and Coinbase
pass through OrderRejectReason in Binance UserDataStream
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -724,11 +724,14 @@ namespace ExchangeSharp.BinanceGroup\nDictionary<string, object> payload = await GetNoncePayloadAsync();\nif (string.IsNullOrWhiteSpace(marketSymbol))\n{\n- throw new InvalidOperationException(\"Binance cancel order request requires symbol\");\n+ throw new ArgumentNullException(\"Binance cancel order request requires symbol\");\n}\npayload[\"symbol\"] = marketSymbol!;\npayload[\"orderId\"] = orderId;\n- _ = await MakeJsonRequestAsync<JToken>(\"/order\", BaseUrlApi, payload, \"DELETE\");\n+ var token = await MakeJsonRequestAsync<JToken>(\"/order\", BaseUrlApi, payload, \"DELETE\");\n+ var cancelledOrder = ParseOrder(token);\n+ if (cancelledOrder.OrderId != orderId)\n+ throw new APIException($\"Cancelled {cancelledOrder.OrderId} when trying to cancel {orderId}\");\n}\n/// <summary>A withdrawal request. Fee is automatically subtracted from the amount.</summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs",
"diff": "@@ -87,7 +87,7 @@ namespace ExchangeSharp.BinanceGroup\nClientOrderId = ClientOrderId,\nResult = status,\nResultCode = CurrentOrderStatus,\n- Message = null, // can use for something in the future if needed\n+ Message = OrderRejectReason, // can use for multiple things in the future if needed\nAmount = CumulativeFilledQuantity,\nPrice = OrderPrice,\nAveragePrice = CumulativeQuoteAssetTransactedQuantity / CumulativeFilledQuantity, // Average price can be found by doing Z divided by z.\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -786,7 +786,9 @@ namespace ExchangeSharp\nprotected override async Task OnCancelOrderAsync(string orderId, string marketSymbol = null)\n{\n- await MakeJsonRequestAsync<JArray>(\"orders/\" + orderId, null, await GetNoncePayloadAsync(), \"DELETE\");\n+ var jToken = await MakeJsonRequestAsync<JToken>(\"orders/\" + orderId, null, await GetNoncePayloadAsync(), \"DELETE\");\n+ if (jToken.ToStringInvariant() != orderId)\n+ throw new APIException($\"Cancelled {jToken.ToStringInvariant()} when trying to cancel {orderId}\");\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
added checks during cancel Order (#683)
- check to make sure the correct order is being cancelled on Binance and Coinbase
- pass through OrderRejectReason in Binance UserDataStream
|
329,099 |
08.11.2021 05:40:10
| -7,200 |
ad6b98e7fa34ae1f790327cacb3820290315cb95
|
Moving to OKEx V5 WebSocket API
* implemented OnGetTickersWebSocketAsync Okex
* Update OnGetTradesWebSocketAsync
Migration to V5 WS API
* Update OnGetDeltaOrderBookWebSocketAsync
Migration to V5 WS API
* implemented OnGetOrderDetailsWebSocketAsync Okex
* ParseOrder added the missing order result states
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -52,7 +52,7 @@ The following cryptocurrency exchanges are supported:\n| Livecoin | x | x | |\n| NDAX | x | x | T R |\n| OKCoin | x | x | R B |\n-| OKEx | x | x | R B |\n+| OKEx | x | x | R B O |\n| Poloniex | x | x | T R B |\n| YoBit | x | x | |\n| ZB.com | wip | | R |\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -16,7 +16,9 @@ using System.Collections.Generic;\nusing System.Linq;\nusing System.Security.Cryptography;\nusing System.Text;\n+using System.Threading;\nusing System.Threading.Tasks;\n+using System.Xml;\nusing ExchangeSharp.OKGroup;\nusing Newtonsoft.Json;\nusing Newtonsoft.Json.Linq;\n@@ -28,7 +30,7 @@ namespace ExchangeSharp\npublic override string BaseUrl { get; set; } = \"https://www.okex.com/api/v1\";\npublic override string BaseUrlV2 { get; set; } = \"https://www.okex.com/v2/spot\";\npublic override string BaseUrlV3 { get; set; } = \"https://www.okex.com/api\";\n- public override string BaseUrlWebSocket { get; set; } = \"wss://real.okex.com:8443/ws/v3\";\n+ public override string BaseUrlWebSocket { get; set; } = \"wss://ws.okex.com:8443/ws/v5\";\npublic string BaseUrlV5 { get; set; } = \"https://www.okex.com/api/v5\";\nprotected override bool IsFuturesAndSwapEnabled { get; } = true;\n@@ -317,6 +319,7 @@ namespace ExchangeSharp\n{\npayload[\"clOrdId\"] = order.ClientOrderId;\n}\n+\npayload[\"side\"] = order.IsBuy ? \"buy\" : \"sell\";\npayload[\"posSide\"] = \"net\";\npayload[\"ordType\"] = order.OrderType switch\n@@ -330,7 +333,8 @@ namespace ExchangeSharp\npayload[\"sz\"] = order.Amount.ToStringInvariant();\nif (order.OrderType != OrderType.Market)\n{\n- if (!order.Price.HasValue) throw new ArgumentNullException(nameof(order.Price), \"Okex place order request requires price\");\n+ if (!order.Price.HasValue)\n+ throw new ArgumentNullException(nameof(order.Price), \"Okex place order request requires price\");\npayload[\"px\"] = order.Price.ToStringInvariant();\n}\n@@ -379,30 +383,269 @@ namespace ExchangeSharp\n}\n}\n+ protected override async Task<IWebSocket> OnGetTickersWebSocketAsync(\n+ Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback,\n+ params string[] symbols)\n+ {\n+ return await ConnectWebSocketOkexAsync(\n+ async (socket) => { await AddMarketSymbolsToChannel(socket, \"tickers\", symbols); },\n+ async (socket, symbol, sArray, token) =>\n+ {\n+ var tickers = new List<KeyValuePair<string, ExchangeTicker>>\n+ {\n+ new KeyValuePair<string, ExchangeTicker>(symbol, await ParseTickerV5Async(token, symbol))\n+ };\n+ callback(tickers);\n+ });\n+ }\n+\n+ protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(\n+ Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)\n+ {\n+ return await ConnectWebSocketOkexAsync(\n+ async (_socket) => { await AddMarketSymbolsToChannel(_socket, \"trades\", marketSymbols); },\n+ async (_socket, symbol, sArray, token) =>\n+ {\n+ var trade = token.ParseTrade(\"sz\", \"px\", \"side\", \"ts\", TimestampType.UnixMilliseconds, \"tradeId\");\n+ await callback(new KeyValuePair<string, ExchangeTrade>(symbol, trade));\n+ });\n+ }\n+\n+ protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<ExchangeOrderBook> callback,\n+ int maxCount = 20, params string[] marketSymbols)\n+ {\n+ return await ConnectWebSocketOkexAsync(\n+ async (_socket) =>\n+ {\n+ marketSymbols = await AddMarketSymbolsToChannel(_socket, \"books-l2-tbt\", marketSymbols);\n+ }, (_socket, symbol, sArray, token) =>\n+ {\n+ ExchangeOrderBook book = token.ParseOrderBookFromJTokenArrays(maxCount: maxCount);\n+ book.MarketSymbol = symbol;\n+ callback(book);\n+ return Task.CompletedTask;\n+ });\n+ }\n+\n+ protected override async Task<IWebSocket> OnGetOrderDetailsWebSocketAsync(Action<ExchangeOrderResult> callback)\n+ {\n+ return await ConnectPrivateWebSocketOkexAsync(async (_socket) =>\n+ {\n+ await WebsocketLogin(_socket);\n+ await SubscribeForOrderChannel(_socket, \"orders\");\n+ }, (_socket, symbol, sArray, token) =>\n+ {\n+ callback(ParseOrder(token));\n+ return Task.CompletedTask;\n+ });\n+ }\n+\n+ protected override Task<IWebSocket> ConnectWebSocketOkexAsync(Func<IWebSocket, Task> connected,\n+ Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n+ {\n+ Timer pingTimer = null;\n+ return ConnectPublicWebSocketAsync(url: \"/public\", messageCallback: async (_socket, msg) =>\n+ {\n+ var msgString = msg.ToStringFromUTF8();\n+ if (msgString == \"pong\")\n+ {\n+ // received reply to our ping\n+ return;\n+ }\n+\n+ JToken token = JToken.Parse(msgString);\n+ var eventProperty = token[\"event\"]?.ToStringInvariant();\n+ if (eventProperty != null)\n+ {\n+ switch (eventProperty)\n+ {\n+ case \"error\":\n+ Logger.Info(\"Websocket unable to connect: \" + token[\"msg\"]?.ToStringInvariant());\n+ return;\n+ case \"subscribe\" when token[\"arg\"][\"channel\"] != null:\n+ {\n+ // subscription successful\n+ pingTimer ??= new Timer(callback: async s => await _socket.SendMessageAsync(\"ping\"),\n+ null, 0, 15000);\n+ return;\n+ }\n+ default:\n+ return;\n+ }\n+ }\n+\n+ var marketSymbol = string.Empty;\n+ if (token[\"arg\"] != null)\n+ {\n+ marketSymbol = token[\"arg\"][\"instId\"].ToStringInvariant();\n+ }\n+\n+ if (token[\"data\"] != null)\n+ {\n+ var data = token[\"data\"];\n+ foreach (var t in data)\n+ {\n+ await callback(_socket, marketSymbol, null, t);\n+ }\n+ }\n+ }, async (_socket) => await connected(_socket)\n+ , s =>\n+ {\n+ pingTimer?.Dispose();\n+ pingTimer = null;\n+ return Task.CompletedTask;\n+ });\n+ }\n+\n+ protected override Task<IWebSocket> ConnectPrivateWebSocketOkexAsync(Func<IWebSocket, Task> connected,\n+ Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n+ {\n+ Timer pingTimer = null;\n+ return ConnectPublicWebSocketAsync(url: \"/private\", messageCallback: async (_socket, msg) =>\n+ {\n+ var msgString = msg.ToStringFromUTF8();\n+ Logger.Debug(msgString);\n+ if (msgString == \"pong\")\n+ {\n+ // received reply to our ping\n+ return;\n+ }\n+\n+ JToken token = JToken.Parse(msgString);\n+ var eventProperty = token[\"event\"]?.ToStringInvariant();\n+ if (eventProperty != null)\n+ {\n+ switch (eventProperty)\n+ {\n+ case \"error\":\n+ Logger.Info(\"Websocket unable to connect: \" + token[\"msg\"]?.ToStringInvariant());\n+ return;\n+ case \"subscribe\" when token[\"arg\"][\"channel\"] != null:\n+ {\n+ // subscription successful\n+ pingTimer ??= new Timer(callback: async s => await _socket.SendMessageAsync(\"ping\"),\n+ null, 0, 15000);\n+ return;\n+ }\n+ default:\n+ return;\n+ }\n+ }\n+\n+ var marketSymbol = string.Empty;\n+ if (token[\"arg\"] != null)\n+ {\n+ marketSymbol = token[\"arg\"][\"instId\"].ToStringInvariant();\n+ }\n+\n+ if (token[\"data\"] != null)\n+ {\n+ var data = token[\"data\"];\n+ foreach (var t in data)\n+ {\n+ await callback(_socket, marketSymbol, null, t);\n+ }\n+ }\n+ }, async (_socket) => await connected(_socket)\n+ , s =>\n+ {\n+ pingTimer?.Dispose();\n+ pingTimer = null;\n+ return Task.CompletedTask;\n+ });\n+ }\n+\n+ protected override async Task<string[]> AddMarketSymbolsToChannel(IWebSocket socket, string channelFormat,\n+ string[] marketSymbols)\n+ {\n+ if (marketSymbols.Length == 0)\n+ {\n+ marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ }\n+\n+ await SendMessageAsync(marketSymbols);\n+\n+ async Task SendMessageAsync(IEnumerable<string> symbolsToSend)\n+ {\n+ var args = symbolsToSend\n+ .Select(s => new { channel = channelFormat, instId = s })\n+ .ToArray();\n+ await socket.SendMessageAsync(new { op = \"subscribe\", args });\n+ }\n+\n+ return marketSymbols;\n+ }\n+\n+ private async Task WebsocketLogin(IWebSocket socket)\n+ {\n+ var timestamp = (DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalSeconds;\n+ var auth = new\n+ {\n+ apiKey = PublicApiKey?.ToUnsecureString(),\n+ passphrase = Passphrase?.ToUnsecureString(),\n+ timestamp,\n+ sign = CryptoUtility.SHA256SignBase64($\"{timestamp}GET/users/self/verify\",\n+ PrivateApiKey?.ToUnsecureBytesUTF8())\n+ };\n+ var args = new List<dynamic> { auth };\n+ var request = new { op = \"login\", args };\n+ await socket.SendMessageAsync(request);\n+ }\n+\n+ private async Task SubscribeForOrderChannel(IWebSocket socket, string channelFormat)\n+ {\n+ var marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ await SendMessageAsync(marketSymbols);\n+\n+ async Task SendMessageAsync(IEnumerable<string> symbolsToSend)\n+ {\n+ var args = symbolsToSend\n+ .Select(s => new\n+ {\n+ channel = channelFormat, instId = s, uly = GetUly(s),\n+ instType = GetInstrumentType(s).ToUpperInvariant()\n+ })\n+ .ToArray();\n+ await socket.SendMessageAsync(new { op = \"subscribe\", args });\n+ }\n+ }\n+\n+ private static string GetUly(string marketSymbol)\n+ {\n+ var symbolSplit = marketSymbol.Split('-');\n+ return symbolSplit.Length == 3 ? $\"{symbolSplit[0]}-{symbolSplit[1]}\" : marketSymbol;\n+ }\n+\nprivate async Task<JToken> GetBalance()\n{\nreturn await MakeJsonRequestAsync<JToken>(\"/account/balance\", BaseUrlV5, await GetNoncePayloadAsync());\n}\n- private IEnumerable<ExchangeOrderResult> ParseOrders(JToken token)\n- => token.Select(x =>\n+ private static ExchangeOrderResult ParseOrder(JToken token) =>\nnew ExchangeOrderResult()\n{\n- OrderId = x[\"ordId\"].Value<string>(),\n- OrderDate = DateTimeOffset.FromUnixTimeMilliseconds(x[\"cTime\"].Value<long>()).DateTime,\n- Result = x[\"state\"].Value<string>() == \"live\"\n- ? ExchangeAPIOrderResult.Open\n- : ExchangeAPIOrderResult.FilledPartially,\n- IsBuy = x[\"side\"].Value<string>() == \"buy\",\n+ OrderId = token[\"ordId\"].Value<string>(),\n+ OrderDate = DateTimeOffset.FromUnixTimeMilliseconds(token[\"cTime\"].Value<long>()).DateTime,\n+ Result = token[\"state\"].Value<string>() switch\n+ {\n+ \"canceled\" => ExchangeAPIOrderResult.Canceled,\n+ \"live\" => ExchangeAPIOrderResult.Open,\n+ \"partially_filled\" => ExchangeAPIOrderResult.FilledPartially,\n+ \"filled\" => ExchangeAPIOrderResult.Filled,\n+ _ => ExchangeAPIOrderResult.Unknown\n+ },\n+ IsBuy = token[\"side\"].Value<string>() == \"buy\",\nIsAmountFilledReversed = false,\n- Amount = x[\"sz\"].Value<decimal>(),\n- AmountFilled = x[\"accFillSz\"].Value<decimal>(),\n- AveragePrice = x[\"avgPx\"].Value<string>() == string.Empty ? default : x[\"avgPx\"].Value<decimal>(),\n- Price = x[\"px\"].Value<decimal>(),\n- ClientOrderId = x[\"clOrdId\"].Value<string>(),\n- FeesCurrency = x[\"feeCcy\"].Value<string>(),\n- MarketSymbol = x[\"instId\"].Value<string>()\n- });\n+ Amount = token[\"sz\"].Value<decimal>(),\n+ AmountFilled = token[\"accFillSz\"].Value<decimal>(),\n+ AveragePrice = token[\"avgPx\"].Value<string>() == string.Empty ? default : token[\"avgPx\"].Value<decimal>(),\n+ Price = token[\"px\"].Value<decimal>(),\n+ ClientOrderId = token[\"clOrdId\"].Value<string>(),\n+ FeesCurrency = token[\"feeCcy\"].Value<string>(),\n+ MarketSymbol = token[\"instId\"].Value<string>()\n+ };\n+\n+ private static IEnumerable<ExchangeOrderResult> ParseOrders(JToken token) => token.Select(ParseOrder);\nprivate async Task<ExchangeTicker> ParseTickerV5Async(JToken t, string symbol)\n{\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/OKGroupCommon.cs",
"diff": "@@ -503,6 +503,121 @@ namespace ExchangeSharp.OKGroup\nreturn orders;\n}\n+ #endregion\n+\n+ #region WebSocket Functions\n+\n+ protected virtual Task<IWebSocket> ConnectWebSocketOkexAsync(Func<IWebSocket, Task> connected, Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n+ {\n+ Timer pingTimer = null;\n+ return ConnectPublicWebSocketAsync(url: string.Empty, messageCallback: async (_socket, msg) =>\n+ {\n+ // https://github.com/okcoin-okex/API-docs-OKEx.com/blob/master/README-en.md\n+ // All the messages returning from WebSocket API will be optimized by Deflate compression\n+ var msgString = msg.ToStringFromUTF8Deflate();\n+ if (msgString == \"pong\")\n+ { // received reply to our ping\n+ return;\n+ }\n+ JToken token = JToken.Parse(msgString);\n+ var eventProperty = token[\"event\"]?.ToStringInvariant();\n+ if (eventProperty != null)\n+ {\n+ if (eventProperty == \"error\")\n+ {\n+ Logger.Info(\"Websocket unable to connect: \" + token[\"message\"]?.ToStringInvariant());\n+ return;\n+ }\n+ else if (eventProperty == \"subscribe\" && token[\"channel\"] != null)\n+ { // subscription successful\n+ if (pingTimer == null)\n+ {\n+ pingTimer = new Timer(callback: async s => await _socket.SendMessageAsync(\"ping\"),\n+ state: null, dueTime: 0, period: 15000); // send a ping every 15 seconds\n+ }\n+ return;\n+ }\n+ else return;\n+ }\n+ else if (token[\"table\"] != null)\n+ {\n+ var data = token[\"data\"];\n+ foreach (var dataRow in data)\n+ {\n+ var marketSymbol = dataRow[\"instrument_id\"].ToStringInvariant();\n+ await callback(_socket, marketSymbol, null, dataRow);\n+ }\n+ }\n+ }, connectCallback: async (_socket) => await connected(_socket)\n+ , disconnectCallback: s =>\n+ {\n+ pingTimer.Dispose();\n+ pingTimer = null;\n+ return Task.CompletedTask;\n+ });\n+ }\n+\n+ protected virtual Task<IWebSocket> ConnectPrivateWebSocketOkexAsync(Func<IWebSocket, Task> connected, Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n+ {\n+ return ConnectWebSocketOkexAsync(async (_socket) =>\n+ {\n+ await _socket.SendMessageAsync(GetAuthForWebSocket());\n+ }, async (_socket, symbol, sArray, token) =>\n+ {\n+ if (symbol == \"login\")\n+ {\n+ await connected(_socket);\n+ }\n+ else\n+ {\n+ await callback(_socket, symbol, sArray, token);\n+ }\n+ }, 0);\n+ }\n+\n+ protected virtual async Task<string[]> AddMarketSymbolsToChannel(IWebSocket socket, string channelFormat, string[] marketSymbols)\n+ {\n+ if (marketSymbols == null || marketSymbols.Length == 0)\n+ {\n+ marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ }\n+ var spotSymbols = marketSymbols.Where(ms => ms.Split('-').Length == 2);\n+ var futureSymbols = marketSymbols.Where(\n+ ms => ms.Split('-').Length == 3 && int.TryParse(ms.Split('-')[2], out int i));\n+ var swapSymbols = marketSymbols.Where(\n+ ms => ms.Split('-').Length == 3 && ms.Split('-')[2] == \"SWAP\");\n+\n+ await sendMessageAsync(\"spot\", spotSymbols);\n+ await sendMessageAsync(\"futures\", futureSymbols);\n+ await sendMessageAsync(\"swap\", swapSymbols);\n+\n+ async Task sendMessageAsync(string category, IEnumerable<string> symbolsToSend)\n+ {\n+ var channels = symbolsToSend\n+ .Select(marketSymbol => string.Format($\"{category}{channelFormat}\", NormalizeMarketSymbol(marketSymbol)))\n+ .ToArray();\n+ await socket.SendMessageAsync(new { op = \"subscribe\", args = channels });\n+ }\n+ return marketSymbols;\n+ }\n+\n+ protected string GetInstrumentType(string marketSymbol)\n+ {\n+ string type;\n+ if (marketSymbol.Split('-').Length == 3 && marketSymbol.Split('-')[2] == \"SWAP\")\n+ {\n+ type = \"swap\";\n+ }\n+ else if (marketSymbol.Split('-').Length == 3 && int.TryParse(marketSymbol.Split('-')[2], out _))\n+ {\n+ type = \"futures\";\n+ }\n+ else\n+ {\n+ type = \"spot\";\n+ }\n+ return type;\n+ }\n#endregion\n#region Private Functions\n@@ -664,119 +779,6 @@ namespace ExchangeSharp.OKGroup\nreturn result;\n}\n-\n- private Task<IWebSocket> ConnectWebSocketOkexAsync(Func<IWebSocket, Task> connected, Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n- {\n- Timer pingTimer = null;\n- return ConnectPublicWebSocketAsync(url: string.Empty, messageCallback: async (_socket, msg) =>\n- {\n- // https://github.com/okcoin-okex/API-docs-OKEx.com/blob/master/README-en.md\n- // All the messages returning from WebSocket API will be optimized by Deflate compression\n- var msgString = msg.ToStringFromUTF8Deflate();\n- if (msgString == \"pong\")\n- { // received reply to our ping\n- return;\n- }\n- JToken token = JToken.Parse(msgString);\n- var eventProperty = token[\"event\"]?.ToStringInvariant();\n- if (eventProperty != null)\n- {\n- if (eventProperty == \"error\")\n- {\n- Logger.Info(\"Websocket unable to connect: \" + token[\"message\"]?.ToStringInvariant());\n- return;\n- }\n- else if (eventProperty == \"subscribe\" && token[\"channel\"] != null)\n- { // subscription successful\n- if (pingTimer == null)\n- {\n- pingTimer = new Timer(callback: async s => await _socket.SendMessageAsync(\"ping\"),\n- state: null, dueTime: 0, period: 15000); // send a ping every 15 seconds\n- }\n- return;\n- }\n- else return;\n- }\n- else if (token[\"table\"] != null)\n- {\n- var data = token[\"data\"];\n- foreach (var dataRow in data)\n- {\n- var marketSymbol = dataRow[\"instrument_id\"].ToStringInvariant();\n- await callback(_socket, marketSymbol, null, dataRow);\n- }\n- }\n- }, connectCallback: async (_socket) => await connected(_socket)\n- , disconnectCallback: s =>\n- {\n- pingTimer.Dispose();\n- pingTimer = null;\n- return Task.CompletedTask;\n- });\n- }\n-\n- private Task<IWebSocket> ConnectPrivateWebSocketOkexAsync(Func<IWebSocket, Task> connected, Func<IWebSocket, string, string[], JToken, Task> callback, int symbolArrayIndex = 3)\n- {\n- return ConnectWebSocketOkexAsync(async (_socket) =>\n- {\n- await _socket.SendMessageAsync(GetAuthForWebSocket());\n- }, async (_socket, symbol, sArray, token) =>\n- {\n- if (symbol == \"login\")\n- {\n- await connected(_socket);\n- }\n- else\n- {\n- await callback(_socket, symbol, sArray, token);\n- }\n- }, 0);\n- }\n-\n- private async Task<string[]> AddMarketSymbolsToChannel(IWebSocket socket, string channelFormat, string[] marketSymbols)\n- {\n- if (marketSymbols == null || marketSymbols.Length == 0)\n- {\n- marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n- }\n- var spotSymbols = marketSymbols.Where(ms => ms.Split('-').Length == 2);\n- var futureSymbols = marketSymbols.Where(\n- ms => ms.Split('-').Length == 3 && int.TryParse(ms.Split('-')[2], out int i));\n- var swapSymbols = marketSymbols.Where(\n- ms => ms.Split('-').Length == 3 && ms.Split('-')[2] == \"SWAP\");\n-\n- await sendMessageAsync(\"spot\", spotSymbols);\n- await sendMessageAsync(\"futures\", futureSymbols);\n- await sendMessageAsync(\"swap\", swapSymbols);\n-\n- async Task sendMessageAsync(string category, IEnumerable<string> symbolsToSend)\n- {\n- var channels = symbolsToSend\n- .Select(marketSymbol => string.Format($\"{category}{channelFormat}\", NormalizeMarketSymbol(marketSymbol)))\n- .ToArray();\n- await socket.SendMessageAsync(new { op = \"subscribe\", args = channels });\n- }\n- return marketSymbols;\n- }\n-\n- private string GetInstrumentType(string marketSymbol)\n- {\n- string type;\n- if (marketSymbol.Split('-').Length == 3 && marketSymbol.Split('-')[2] == \"SWAP\")\n- {\n- type = \"swap\";\n- }\n- else if (marketSymbol.Split('-').Length == 3 && int.TryParse(marketSymbol.Split('-')[2], out _))\n- {\n- type = \"futures\";\n- }\n- else\n- {\n- type = \"spot\";\n- }\n- return type;\n- }\n-\n#endregion\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Moving to OKEx V5 WebSocket API (#685)
* implemented OnGetTickersWebSocketAsync Okex
* Update OnGetTradesWebSocketAsync
Migration to V5 WS API
* Update OnGetDeltaOrderBookWebSocketAsync
Migration to V5 WS API
* implemented OnGetOrderDetailsWebSocketAsync Okex
* ParseOrder added the missing order result states
|
329,089 |
08.11.2021 18:20:04
| 28,800 |
82e507ea7ca7b44e09e18bc8d0926e417e4e48a2
|
new NuGet 0.9.1
packaged README.md with NuGet
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -102,11 +102,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.9.0`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.9.1`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.9.0`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.9.1`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.9.0</PackageVersion>\n+ <PackageVersion>0.9.1</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n<PackageProjectUrl>https://github.com/jjxtra/ExchangeSharp</PackageProjectUrl>\n<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>\n<PackageReleaseNotes>https://github.com/jjxtra/ExchangeSharp/releases</PackageReleaseNotes>\n+ <PackageReadmeFile>README.md</PackageReadmeFile>\n<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure API Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase GDAX Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom</PackageTags>\n<RepositoryUrl>https://github.com/jjxtra/ExchangeSharp</RepositoryUrl>\n<RepositoryType>git</RepositoryType>\n<ItemGroup>\n<None Include=\"../../icon.png\" Pack=\"true\" PackagePath=\"\\\" />\n<None Include=\"../../LICENSE.txt\" Link=\"LICENSE.txt\" Pack=\"true\" PackagePath=\"\" />\n+ <None Include=\"../../README.md\" Pack=\"true\" PackagePath=\"\\\"/>\n</ItemGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.9.0\")]\n-[assembly: AssemblyFileVersion(\"0.9.0\")]\n+[assembly: AssemblyVersion(\"0.9.1\")]\n+[assembly: AssemblyFileVersion(\"0.9.1\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>netcoreapp3.1</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.9.0</AssemblyVersion>\n- <FileVersion>0.9.0</FileVersion>\n+ <AssemblyVersion>0.9.1</AssemblyVersion>\n+ <FileVersion>0.9.1</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.9.0</AssemblyVersion>\n- <FileVersion>0.9.0</FileVersion>\n+ <AssemblyVersion>0.9.1</AssemblyVersion>\n+ <FileVersion>0.9.1</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.9.1 (#686)
- packaged README.md with NuGet
|
329,099 |
13.11.2021 00:20:14
| -7,200 |
922288bc496bd34609732969a86b58552f58f651
|
Update OnPlaceOrderAsync Okex
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -52,7 +52,7 @@ The following cryptocurrency exchanges are supported:\n| Livecoin | x | x | |\n| NDAX | x | x | T R |\n| OKCoin | x | x | R B |\n-| OKEx | x | x | R B O |\n+| OKEx | x | x | T R B O |\n| Poloniex | x | x | T R B |\n| YoBit | x | x | |\n| ZB.com | wip | | R |\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -337,6 +337,7 @@ namespace ExchangeSharp\nthrow new ArgumentNullException(nameof(order.Price), \"Okex place order request requires price\");\npayload[\"px\"] = order.Price.ToStringInvariant();\n}\n+ order.ExtraParameters.CopyTo(payload);\nvar token = await MakeJsonRequestAsync<JToken>(\"/trade/order\", BaseUrlV5, payload, \"POST\");\nreturn new ExchangeOrderResult()\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update OnPlaceOrderAsync Okex (#687)
|
329,099 |
14.11.2021 01:32:28
| -7,200 |
c24ed064846e64ba335302549d6cba5e47e230e4
|
Update Okex OnPlaceOrderAsync
Okex does not return order state with the response like most exchange does, so we need to get the order info with separate request.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -340,17 +340,8 @@ namespace ExchangeSharp\norder.ExtraParameters.CopyTo(payload);\nvar token = await MakeJsonRequestAsync<JToken>(\"/trade/order\", BaseUrlV5, payload, \"POST\");\n- return new ExchangeOrderResult()\n- {\n- MarketSymbol = order.MarketSymbol,\n- Amount = order.Amount,\n- Price = order.Price,\n- OrderDate = DateTime.UtcNow,\n- OrderId = token[0][\"ordId\"].Value<string>(),\n- ClientOrderId = token[0][\"clOrdId\"].Value<string>(),\n- Result = ExchangeAPIOrderResult.Open,\n- IsBuy = order.IsBuy\n- };\n+ var orderInfo = await GetOrderDetailsAsync(token[0][\"ordId\"].ToStringInvariant(), order.MarketSymbol);\n+ return orderInfo;\n}\nprotected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update Okex OnPlaceOrderAsync (#688)
Okex does not return order state with the response like most exchange does, so we need to get the order info with separate request.
|
329,156 |
02.12.2021 02:49:04
| -3,600 |
2ef1f50c419462999e658b265f6d65b93d465040
|
Withdrawal fee
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -777,6 +777,8 @@ namespace ExchangeSharp\nresp.Id = result[0][\"withdrawal_id\"].ToStringInvariant();\nresp.Message = result[0][\"message\"].ToStringInvariant();\n+ resp.Fee = result[0].Value<decimal?>(\"WITHDRAWAL_FEE\");\n+\nreturn resp;\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bittrex/ExchangeBittrexAPI.cs",
"diff": "@@ -546,7 +546,8 @@ namespace ExchangeSharp\nExchangeWithdrawalResponse withdrawalResponse = new ExchangeWithdrawalResponse\n{\nId = result[\"id\"].ToStringInvariant(),\n- Message = result[\"status\"].ToStringInvariant()\n+ Message = result[\"status\"].ToStringInvariant(),\n+ Fee = result.Value<decimal?>(\"txCost\")\n};\nreturn withdrawalResponse;\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -670,10 +670,12 @@ namespace ExchangeSharp\n}\nvar result = await MakeJsonRequestAsync<WithdrawalResult>(\"/withdrawals/crypto\", null, payload, \"POST\");\n+ var feeParsed = decimal.TryParse(result.Fee, out var fee);\nreturn new ExchangeWithdrawalResponse\n{\n- Id = result.Id\n+ Id = result.Id,\n+ Fee = feeParsed ? fee : (decimal?)null\n};\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/FTX/ExchangeFTXAPI.cs",
"diff": "@@ -348,7 +348,8 @@ namespace ExchangeSharp\nreturn new ExchangeWithdrawalResponse\n{\n- Id = result[\"id\"].ToString()\n+ Id = result[\"id\"].ToString(),\n+ Fee = result.Value<decimal?>(\"fee\")\n};\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs",
"diff": "@@ -456,7 +456,8 @@ namespace ExchangeSharp\nreturn new ExchangeWithdrawalResponse\n{\n- Id = result[\"refid\"].ToString()\n+ Id = result[\"refid\"].ToString(),\n+ Fee = result.Value<decimal?>(\"fee\")\n};\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Withdrawal fee (#691)
|
329,099 |
02.12.2021 03:49:44
| -7,200 |
4cb94a288bc707dc1bebaa3a8acd16eb7f9a61a6
|
Implemented OnGetCandlesWebSocketAsync for BinanceGroup
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -1135,6 +1135,38 @@ namespace ExchangeSharp.BinanceGroup\n});\n}\n+ protected override async Task<IWebSocket> OnGetCandlesWebSocketAsync(Func<MarketCandle, Task> callbackAsync,\n+ int periodSeconds, params string[] marketSymbols)\n+ {\n+ if (!marketSymbols.Any())\n+ {\n+ marketSymbols = (await GetMarketSymbolsAsync()).ToArray();\n+ }\n+\n+ var period = PeriodSecondsToString(periodSeconds);\n+ var payload = marketSymbols.Select(s => $\"{s.ToLowerInvariant()}@kline_{period}\");\n+ var url = $\"/stream?streams={string.Join(\"/\", payload)}\";\n+ if (url.Length > 2048)\n+ {\n+ throw new InvalidOperationException(\n+ $\"URL length over the limit of 2048 characters. Consider splitting instruments in multiple connections.\");\n+ }\n+\n+ return await ConnectPublicWebSocketAsync(url, async (_socket, msg) =>\n+ {\n+ JToken token = JToken.Parse(msg.ToStringFromUTF8());\n+\n+ if (token?[\"data\"]?[\"k\"] != null && token[\"data\"][\"s\"] != null)\n+ {\n+ var candle = this.ParseCandle(token[\"data\"][\"k\"], token[\"data\"][\"s\"].ToStringInvariant(),\n+ periodSeconds, \"o\", \"h\", \"l\", \"c\", \"t\",\n+ TimestampType.UnixMilliseconds, \"v\", \"q\");\n+\n+ await callbackAsync(candle);\n+ }\n+ });\n+ }\n+\npublic async Task<string> GetListenKeyAsync()\n{\nJToken response = await MakeJsonRequestAsync<JToken>(\"/userDataStream\", BaseUrlApi, null, \"POST\");\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Implemented OnGetCandlesWebSocketAsync for BinanceGroup (#692)
|
329,099 |
07.12.2021 22:06:24
| -7,200 |
b48467b495136844e5e85c1583924d9f520a2d98
|
OKEx RateLimit
Increased the rate limit to 20req/2sec.
It's not the real limit, but somehow "averaged", because each endpoint has it's own limit.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -34,6 +34,11 @@ namespace ExchangeSharp\npublic string BaseUrlV5 { get; set; } = \"https://www.okex.com/api/v5\";\nprotected override bool IsFuturesAndSwapEnabled { get; } = true;\n+ private ExchangeOKExAPI()\n+ {\n+ RateLimit = new RateGate(20, TimeSpan.FromSeconds(2));\n+ }\n+\npublic override string PeriodSecondsToString(int seconds)\n{\nreturn CryptoUtility.SecondsToPeriodString(seconds, true);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
OKEx RateLimit (#694)
Increased the rate limit to 20req/2sec.
It's not the real limit, but somehow "averaged", because each endpoint has it's own limit.
|
329,156 |
08.12.2021 20:48:31
| -3,600 |
46f355ca0d36afdfac4d9ceec44bb684c35d241d
|
Create exchange API by name
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -405,6 +405,18 @@ namespace ExchangeSharp\nreturn (T)await InitializeAPIAsync(typeof(T));\n}\n+ /// <summary>\n+ /// Create an exchange api, by-passing any cache. Use this method for cases\n+ /// where you need multiple instances of the same exchange, for example\n+ /// multiple credentials.\n+ /// </summary>\n+ /// <returns>Created exchange api</returns>\n+ public static async Task<IExchangeAPI> CreateExchangeAPIAsync(string name)\n+ {\n+ var type = ExchangeName.GetExchangeType(name);\n+ return await InitializeAPIAsync(type);\n+ }\n+\n/// <summary>\n/// Get a cached exchange API given an exchange name (see ExchangeName class)\n/// </summary>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Create exchange API by name (#695)
|
329,143 |
10.12.2021 17:41:31
| 10,800 |
eafc5a52e23308640ffc7e84004043b83963539d
|
[FIX] [Bitfinex] Submit stop order at margin account
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -471,23 +471,30 @@ namespace ExchangeSharp\npayload[\"amount\"] = (await ClampOrderQuantity(marketSymbol, order.Amount)).ToStringInvariant();\npayload[\"side\"] = (order.IsBuy ? \"buy\" : \"sell\");\n- if (order.IsMargin)\n+ switch (order.OrderType)\n{\n- payload[\"type\"] = order.OrderType == OrderType.Market ? \"market\" : \"limit\";\n- }\n- else\n- {\n- payload[\"type\"] = order.OrderType == OrderType.Market ? \"exchange market\" : \"exchange limit\";\n- }\n+ case OrderType.Market:\n+ if (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\n+ payload[\"type\"] = \"market\";\n+ payload[\"price\"] = (await ClampOrderPrice(marketSymbol, order.Price.Value)).ToStringInvariant();\n+ break;\n- if (order.OrderType != OrderType.Market)\n- {\n+ case OrderType.Limit:\nif (order.Price == null) throw new ArgumentNullException(nameof(order.Price));\n+ payload[\"type\"] = \"limit\";\npayload[\"price\"] = (await ClampOrderPrice(marketSymbol, order.Price.Value)).ToStringInvariant();\n+ break;\n+\n+ case OrderType.Stop:\n+ if (order.StopPrice < 0) throw new ArgumentOutOfRangeException(nameof(order.StopPrice));\n+ payload[\"type\"] = \"stop\";\n+ payload[\"price\"] = (await ClampOrderPrice(marketSymbol, order.StopPrice)).ToStringInvariant();\n+ break;\n}\n- else\n+\n+ if (!order.IsMargin)\n{\n- payload[\"price\"] = \"1\";\n+ payload[\"type\"] = $\"exchange {payload[\"type\"]}\";\n}\nif (order.IsPostOnly == true) payload[\"flags\"] = \"4096\"; // The post-only limit order option ensures the limit order will be added to the order book and not match with a pre-existing order unless the pre-existing order is a hidden order.\norder.ExtraParameters.CopyTo(payload);\n"
},
{
"change_type": "ADD",
"old_path": null,
"new_path": "tests/ExchangeSharpTests/ExchangeBitfinexTests.cs",
"diff": "+/*\n+MIT LICENSE\n+\n+Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com\n+\n+Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the \"Software\"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:\n+\n+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.\n+\n+THE 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+\n+using Microsoft.VisualStudio.TestTools.UnitTesting;\n+using ExchangeSharp;\n+using System.Net;\n+using System.Security;\n+\n+namespace ExchangeSharpTests\n+{\n+ [TestClass]\n+ public class ExchangeBitfinexTests\n+ {\n+ private SecureString _pvtKey = new NetworkCredential(\"\", \"privKey\").SecurePassword;\n+ private SecureString _pubKey = new NetworkCredential(\"\", \"SecKey\").SecurePassword;\n+\n+ [TestMethod]\n+ public void SubmitStopMarginOrder()\n+ {\n+ IExchangeAPI api = ExchangeAPI.GetExchangeAPIAsync(\"Bitfinex\").Result;\n+ ExchangeOrderRequest order = new ExchangeOrderRequest\n+ {\n+ MarketSymbol = \"ADAUSD\",\n+ Amount = System.Convert.ToDecimal(0.0001),\n+ IsBuy = true,\n+ IsMargin = true,\n+ OrderType = OrderType.Stop,\n+ StopPrice = System.Convert.ToDecimal(100)\n+ };\n+ api.PrivateApiKey = _pvtKey;\n+ api.PublicApiKey = _pubKey;\n+ ExchangeOrderResult result = api.PlaceOrderAsync(order).Result;\n+ }\n+ }\n+}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[FIX] [Bitfinex] Submit stop order at margin account (#698) (#701)
|
329,099 |
14.12.2021 00:09:47
| -7,200 |
aab2fc046355a9309a4141eb89d64401de21bfe3
|
fix OKEx OnGetAmountsAsync
For some reason Okex returns some small available balances with missing currency names, so we remove those.
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs",
"diff": "@@ -232,6 +232,7 @@ namespace ExchangeSharp\nvar token = await GetBalance();\nreturn token[0][\"details\"]\n.Select(x => new { Currency = x[\"ccy\"].Value<string>(), TotalBalance = x[\"cashBal\"].Value<decimal>() })\n+ .Where(x => !string.IsNullOrEmpty(x.Currency))\n.ToDictionary(k => k.Currency, v => v.TotalBalance);\n}\n@@ -241,6 +242,7 @@ namespace ExchangeSharp\nreturn token[0][\"details\"]\n.Select(x => new\n{ Currency = x[\"ccy\"].Value<string>(), AvailableBalance = x[\"availBal\"].Value<decimal>() })\n+ .Where(x => !string.IsNullOrEmpty(x.Currency))\n.ToDictionary(k => k.Currency, v => v.AvailableBalance);\n}\n@@ -254,6 +256,7 @@ namespace ExchangeSharp\nCurrency = x[\"ccy\"].Value<string>(),\nAvailableEquity = x[\"availEq\"].Value<string>() == string.Empty ? 0 : x[\"availEq\"].Value<decimal>()\n})\n+ .Where(x => !string.IsNullOrEmpty(x.Currency))\n.ToDictionary(k => k.Currency, v => v.AvailableEquity);\nreturn includeZeroBalances\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
fix OKEx OnGetAmountsAsync (#706)
For some reason Okex returns some small available balances with missing currency names, so we remove those.
|
329,143 |
14.12.2021 16:33:28
| 10,800 |
792318bfc9f917133349338c1ba2b13f9d00abd1
|
[FIX] [Bitfinex] Fixed market symbol separator
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Bitfinex/ExchangeBitfinexAPI.cs",
"diff": "@@ -62,7 +62,7 @@ namespace ExchangeSharp\n[\"ZEC\"] = \"zcash\",\n};\n- MarketSymbolSeparator = string.Empty;\n+ MarketSymbolSeparator = \":\";\n}\npublic override string PeriodSecondsToString(int seconds)\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeBitfinexTests.cs",
"new_path": "tests/ExchangeSharpTests/ExchangeBitfinexTests.cs",
"diff": "@@ -14,6 +14,8 @@ using Microsoft.VisualStudio.TestTools.UnitTesting;\nusing ExchangeSharp;\nusing System.Net;\nusing System.Security;\n+using System;\n+using FluentAssertions;\nnamespace ExchangeSharpTests\n{\n@@ -40,5 +42,16 @@ namespace ExchangeSharpTests\napi.PublicApiKey = _pubKey;\nExchangeOrderResult result = api.PlaceOrderAsync(order).Result;\n}\n+\n+ [TestMethod]\n+ public void GetDataFromMarketWithSpecialChar()\n+ {\n+ IExchangeAPI api = ExchangeAPI.GetExchangeAPIAsync(\"Bitfinex\").Result;\n+ string marketTicker = \"DOGE:USD\";\n+ DateTime start = new DateTime(2021, 12, 1);\n+ DateTime end = DateTime.Today;\n+ System.Collections.Generic.IEnumerable<MarketCandle> result = api.GetCandlesAsync(marketTicker, 86400, start, end, 1000).Result;\n+ result.Should().HaveCountGreaterThan(0, \"Returned data\");\n+ }\n}\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
[FIX] [Bitfinex] Fixed market symbol separator (#699) (#707)
|
329,089 |
15.12.2021 20:15:45
| 28,800 |
76e30d62f0b06957233084825389e12c061893f4
|
Update README.md description
remove "well documented"
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -13,7 +13,7 @@ Feel free to visit the discord channel at https://discord.gg/sHCUHH3 and chat wi\n### Features\n- Many exchanges supported with public, private and web socket API\n-- Easy to use and well documented code and API\n+- Easy to use code and API\n- Optional global market symbol normalization, since each exchange has their own way of doing market symbols\n- Runs anywhere .NET runs. (Windows, Mac, Linux, Containers, Serverless, iOS, Android, [etc.](https://docs.microsoft.com/en-us/dotnet/core/about))\n- Can be used from [many different C# platforms](https://github.com/dotnet/standard/blob/master/docs/versions/netstandard2.0.md#platform-support)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
Update README.md description (#708)
- remove "well documented"
|
329,089 |
03.01.2022 11:00:20
| 28,800 |
e96811c64df44902f84089cf202e1fffa4916e70
|
refactor ExchangeOrderBook.MergeOrderBookDelta()
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs",
"diff": "@@ -52,21 +52,6 @@ namespace ExchangeSharp\nConcurrentDictionary<string, ExchangeOrderBook> fullBooks = new ConcurrentDictionary<string, ExchangeOrderBook>();\nDictionary<string, Queue<ExchangeOrderBook>> partialOrderBookQueues = new Dictionary<string, Queue<ExchangeOrderBook>>();\n- static void applyDelta(SortedDictionary<decimal, ExchangeOrderPrice> deltaValues, SortedDictionary<decimal, ExchangeOrderPrice> bookToEdit)\n- {\n- foreach (ExchangeOrderPrice record in deltaValues.Values)\n- {\n- if (record.Amount <= 0 || record.Price <= 0)\n- {\n- bookToEdit.Remove(record.Price);\n- }\n- else\n- {\n- bookToEdit[record.Price] = record;\n- }\n- }\n- }\n-\nstatic void updateOrderBook(ExchangeOrderBook fullOrderBook, ExchangeOrderBook freshBook)\n{\nlock (fullOrderBook)\n@@ -74,9 +59,7 @@ namespace ExchangeSharp\n// update deltas as long as the full book is at or before the delta timestamp\nif (fullOrderBook.SequenceId <= freshBook.SequenceId)\n{\n- applyDelta(freshBook.Asks, fullOrderBook.Asks);\n- applyDelta(freshBook.Bids, fullOrderBook.Bids);\n- fullOrderBook.SequenceId = freshBook.SequenceId;\n+ fullOrderBook.ApplyUpdates(freshBook);\n}\n}\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeOrderBook.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeOrderBook.cs",
"diff": "@@ -205,6 +205,7 @@ namespace ExchangeSharp\n{\nMergeOrderBookDelta(partialUpdate.Asks, this.Asks);\nMergeOrderBookDelta(partialUpdate.Bids, this.Bids);\n+ SequenceId = partialUpdate.SequenceId;\nstatic void MergeOrderBookDelta(\nSortedDictionary<decimal, ExchangeOrderPrice> newData,\n@@ -212,7 +213,7 @@ namespace ExchangeSharp\n{\nnewData.ToList().ForEach(x =>\n{\n- if (x.Value.Amount == 0m)\n+ if (x.Value.Amount <= 0m || x.Value.Price <= 0m)\nbookData.Remove(x.Key);\nelse\nbookData[x.Key] = x.Value;\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
refactor ExchangeOrderBook.MergeOrderBookDelta() (#709)
|
329,089 |
05.01.2022 20:38:35
| 18,000 |
a1c8ef0e47c52782fe8807fa980706f070aa5777
|
new NuGet 0.9.2
|
[
{
"change_type": "MODIFY",
"old_path": "README.md",
"new_path": "README.md",
"diff": "@@ -104,11 +104,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail\n#### dotnet CLI\n-[`dotnet add package DigitalRuby.ExchangeSharp --version 0.9.1`][nuget]\n+[`dotnet add package DigitalRuby.ExchangeSharp --version 0.9.2`][nuget]\n#### Package Manager on VS\n-[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.9.1`][nuget]\n+[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 0.9.2`][nuget]\n### Examples\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"new_path": "src/ExchangeSharp/ExchangeSharp.csproj",
"diff": "<LangVersion>8</LangVersion>\n<PackageId>DigitalRuby.ExchangeSharp</PackageId>\n<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>\n- <PackageVersion>0.9.1</PackageVersion>\n+ <PackageVersion>0.9.2</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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"new_path": "src/ExchangeSharp/Properties/AssemblyInfo.cs",
"diff": "@@ -31,6 +31,6 @@ 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(\"0.9.1\")]\n-[assembly: AssemblyFileVersion(\"0.9.1\")]\n+[assembly: AssemblyVersion(\"0.9.2\")]\n+[assembly: AssemblyFileVersion(\"0.9.2\")]\n[assembly: InternalsVisibleTo(\"ExchangeSharpTests\")]\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"new_path": "src/ExchangeSharpConsole/ExchangeSharpConsole.csproj",
"diff": "<TargetFramework>net6.0</TargetFramework>\n<NeutralLanguage>en</NeutralLanguage>\n<LangVersion>8</LangVersion>\n- <AssemblyVersion>0.9.1</AssemblyVersion>\n- <FileVersion>0.9.1</FileVersion>\n+ <AssemblyVersion>0.9.2</AssemblyVersion>\n+ <FileVersion>0.9.2</FileVersion>\n</PropertyGroup>\n<ItemGroup>\n"
},
{
"change_type": "MODIFY",
"old_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"new_path": "tests/ExchangeSharpTests/ExchangeSharpTests.csproj",
"diff": "<IsPackable>false</IsPackable>\n<LangVersion>8</LangVersion>\n<NeutralLanguage>en</NeutralLanguage>\n- <AssemblyVersion>0.9.1</AssemblyVersion>\n- <FileVersion>0.9.1</FileVersion>\n+ <AssemblyVersion>0.9.2</AssemblyVersion>\n+ <FileVersion>0.9.2</FileVersion>\n<NoWin32Manifest>true</NoWin32Manifest>\n</PropertyGroup>\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
new NuGet 0.9.2 (#710)
|
329,089 |
21.01.2022 23:34:15
| 18,000 |
3f1b463afde5c83248b0b4417fc0171312f0fd22
|
parse QuantityStepSize (base_increment) in Coinbase
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs",
"diff": "@@ -199,7 +199,8 @@ namespace ExchangeSharp\nIsActive = string.Equals(product[\"status\"].ToStringInvariant(), \"online\", StringComparison.OrdinalIgnoreCase),\nMinTradeSize = product[\"base_min_size\"].ConvertInvariant<decimal>(),\nMaxTradeSize = product[\"base_max_size\"].ConvertInvariant<decimal>(),\n- PriceStepSize = product[\"quote_increment\"].ConvertInvariant<decimal>()\n+ PriceStepSize = product[\"quote_increment\"].ConvertInvariant<decimal>(),\n+ QuantityStepSize = product[\"base_increment\"].ConvertInvariant<decimal>(),\n};\nmarkets.Add(market);\n}\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
parse QuantityStepSize (base_increment) in Coinbase (#715)
|
329,089 |
24.01.2022 14:24:46
| 18,000 |
6e327ab82aff0db6cdc0846bbdc651324e525e8b
|
remove excessive IsPostOnly check in ExchangeAPI.cs
one too many IsPostOnly checks were added
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs",
"diff": "@@ -972,7 +972,6 @@ namespace ExchangeSharp\npublic virtual async Task<ExchangeOrderResult> PlaceOrderAsync(ExchangeOrderRequest order)\n{\n// *NOTE* do not wrap in CacheMethodCall\n- if (order.IsPostOnly != null) throw new NotImplementedException(\"Post Only orders are not supported by this exchange or not implemented in ExchangeSharp. Please submit a PR if you are interested in this feature.\");\nawait new SynchronizationContextRemover();\norder.MarketSymbol = NormalizeMarketSymbol(order.MarketSymbol);\nreturn await OnPlaceOrderAsync(order);\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
remove excessive IsPostOnly check in ExchangeAPI.cs (#717)
- one too many IsPostOnly checks were added
|
329,089 |
27.01.2022 23:45:31
| 18,000 |
d277733dcae4ab7c5d2f9d10ac224036b37be169
|
log error on Huobi trade stream
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs",
"diff": "@@ -251,6 +251,8 @@ namespace ExchangeSharp\nif (token[\"status\"] != null)\n{\n+ if (token[\"status\"].ToStringLowerInvariant() == \"error\")\n+ Logger.Error($\"Error in {this.GetType()}.{nameof(OnGetTradesWebSocketAsync)}: {token.ToStringInvariant()}\");\nreturn;\n}\nelse if (token[\"ping\"] != null)\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
log error on Huobi trade stream (#719)
|
329,089 |
28.01.2022 17:54:12
| 18,000 |
2456a21a3a2d367e83b9b0c0f90a64680cafdc81
|
update websocket URL for ZB.com
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/ZBcom/ExchangeZBcomAPI.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/ZBcom/ExchangeZBcomAPI.cs",
"diff": "@@ -22,7 +22,7 @@ namespace ExchangeSharp\npublic sealed partial class ExchangeZBcomAPI : ExchangeAPI\n{\npublic override string BaseUrl { get; set; } = \"http://api.zb.com/data/v1\";\n- public override string BaseUrlWebSocket { get; set; } = \"wss://api.zb.com:9999/websocket\";\n+ public override string BaseUrlWebSocket { get; set; } = \"wss://api.zb.bike/websocket\";\nprivate ExchangeZBcomAPI()\n{\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
update websocket URL for ZB.com (#720)
|
329,089 |
31.01.2022 16:29:02
| 18,000 |
72c5c61ca9b733eb21d7e54582bbfc7acdf8b952
|
parse Binance specific ExchangeMarket properties
|
[
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs",
"diff": "@@ -162,12 +162,19 @@ namespace ExchangeSharp.BinanceGroup\nJToken allSymbols = obj[\"symbols\"];\nforeach (JToken marketSymbolToken in allSymbols)\n{\n- var market = new ExchangeMarket\n+ var market = new ExchangeMarketBinance\n{\n+ // common ExchangeMarket properties\nMarketSymbol = marketSymbolToken[\"symbol\"].ToStringUpperInvariant(),\nIsActive = ParseMarketStatus(marketSymbolToken[\"status\"].ToStringUpperInvariant()),\nQuoteCurrency = marketSymbolToken[\"quoteAsset\"].ToStringUpperInvariant(),\n- BaseCurrency = marketSymbolToken[\"baseAsset\"].ToStringUpperInvariant()\n+ BaseCurrency = marketSymbolToken[\"baseAsset\"].ToStringUpperInvariant(),\n+\n+ // Binance specific properties\n+ Status = (BinanceSymbolStatus)Enum.Parse(typeof(BinanceSymbolStatus), marketSymbolToken[\"status\"].ToStringInvariant(), true),\n+ BaseAssetPrecision = marketSymbolToken[\"baseAssetPrecision\"].ConvertInvariant<int>(),\n+ QuotePrecision = marketSymbolToken[\"quotePrecision\"].ConvertInvariant<int>(),\n+ IsIceBergAllowed = marketSymbolToken[\"icebergAllowed\"].ConvertInvariant<bool>(),\n};\n// \"LOT_SIZE\"\n@@ -195,6 +202,13 @@ namespace ExchangeSharp.BinanceGroup\n{\nmarket.MinTradeSizeInQuoteCurrency = minNotionalFilter[\"minNotional\"].ConvertInvariant<decimal>();\n}\n+\n+ // MAX_NUM_ORDERS\n+ JToken? maxOrdersFilter = filters?.FirstOrDefault(x => string.Equals(x[\"filterType\"].ToStringUpperInvariant(), \"MAX_NUM_ORDERS\"));\n+ if (maxOrdersFilter != null)\n+ {\n+ market.MaxNumOrders = maxOrdersFilter[\"maxNumberOrders\"].ConvertInvariant<int>();\n+ }\nmarkets.Add(market);\n}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/BinanceAggregateTrade.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/BinanceAggregateTrade.cs",
"diff": "@@ -12,7 +12,7 @@ THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI\nnamespace ExchangeSharp.BinanceGroup\n{\n- public class BinanceAggregateTrade : ExchangeTrade\n+ public sealed class BinanceAggregateTrade : ExchangeTrade\n{\npublic long FirstTradeId { get; set; }\npublic long LastTradeId { get; set; }\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/BinanceDEXTrade.cs",
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/BinanceDEXTrade.cs",
"diff": "@@ -15,7 +15,7 @@ namespace ExchangeSharp.BinanceGroup\n/// <summary>\n/// Binance DEX doesn't suppport streaming aggregate trades like Binance/US\n/// </summary>\n- public class BinanceDEXTrade : ExchangeTrade\n+ public sealed class BinanceDEXTrade : ExchangeTrade\n{\npublic string BuyerOrderId { get; set; }\npublic string SellerOrderId { get; set; }\n"
},
{
"change_type": "ADD",
"old_path": null,
"new_path": "src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/ExchangeMarketBinance.cs",
"diff": "+using System;\n+using System.Collections.Generic;\n+using System.Text;\n+\n+namespace ExchangeSharp.BinanceGroup\n+{\n+ /// <summary>\n+ /// Binance SymbolStatus\n+ /// </summary>\n+ public enum BinanceSymbolStatus : byte\n+ {\n+ /// <summary>\n+ /// Pre-trading.\n+ /// </summary>\n+ PreTrading = 2,\n+\n+ /// <summary>\n+ /// Trading.\n+ /// </summary>\n+ Trading = 4,\n+\n+ /// <summary>\n+ /// Post-trading\n+ /// </summary>\n+ PostTrading = 6,\n+\n+ /// <summary>\n+ /// End-of-day\n+ /// </summary>\n+ EndOfDay = 8,\n+\n+ /// <summary>\n+ /// Halt.\n+ /// </summary>\n+ Halt = 10,\n+\n+ /// <summary>\n+ /// Auction match.\n+ /// </summary>\n+ AuctionMatch = 12,\n+\n+ /// <summary>\n+ /// Break.\n+ /// </summary>\n+ Break = 14,\n+ }\n+\n+ public sealed class ExchangeMarketBinance : ExchangeMarket\n+ {\n+ public BinanceSymbolStatus Status { get; set; }\n+ public int BaseAssetPrecision { get; set; }\n+ public int QuotePrecision { get; set; }\n+ public int MaxNumOrders { get; set; }\n+ public bool IsIceBergAllowed { get; set; }\n+ }\n+}\n"
},
{
"change_type": "MODIFY",
"old_path": "src/ExchangeSharp/Model/ExchangeMarket.cs",
"new_path": "src/ExchangeSharp/Model/ExchangeMarket.cs",
"diff": "@@ -13,7 +13,7 @@ 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>\n- public sealed class ExchangeMarket\n+ public class ExchangeMarket\n{\n/// <summary>Id of the market (specific to the exchange), null if none</summary>\npublic string MarketId { get; set; }\n"
}
] |
C#
|
MIT License
|
jjxtra/exchangesharp
|
parse Binance specific ExchangeMarket properties (#725)
|
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