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CryptoExchange.Net v8.0.0, shared interfaces
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CoinEx.Net/Clients/FuturesApi/CoinExRestClientFuturesApiShared.cs
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CoinEx.Net/Clients/FuturesApi/CoinExSocketClientFuturesApiShared.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,225 @@ | ||
| using CoinEx.Net.Enums; | ||
| using CoinEx.Net.Interfaces.Clients.FuturesApi; | ||
| using CoinEx.Net.Objects.Models.V2; | ||
| using CryptoExchange.Net.Objects; | ||
| using CryptoExchange.Net.Objects.Sockets; | ||
| using CryptoExchange.Net.SharedApis; | ||
| using System; | ||
| using System.Collections.Generic; | ||
| using System.Linq; | ||
| using System.Threading; | ||
| using System.Threading.Tasks; | ||
|
|
||
| namespace CoinEx.Net.Clients.FuturesApi | ||
| { | ||
| internal partial class CoinExSocketClientFuturesApi : ICoinExSocketClientFuturesApiShared | ||
| { | ||
| public string Exchange => CoinExExchange.ExchangeName; | ||
| public TradingMode[] SupportedTradingModes { get; } = new[] { TradingMode.PerpetualLinear, TradingMode.PerpetualInverse }; | ||
| public void SetDefaultExchangeParameter(string key, object value) => ExchangeParameters.SetStaticParameter(Exchange, key, value); | ||
| public void ResetDefaultExchangeParameters() => ExchangeParameters.ResetStaticParameters(); | ||
|
|
||
| #region Tickers client | ||
| EndpointOptions<SubscribeAllTickersRequest> ITickersSocketClient.SubscribeAllTickersOptions { get; } = new EndpointOptions<SubscribeAllTickersRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> ITickersSocketClient.SubscribeToAllTickersUpdatesAsync(SubscribeAllTickersRequest request, Action<ExchangeEvent<IEnumerable<SharedSpotTicker>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((ITickersSocketClient)this).SubscribeAllTickersOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var result = await SubscribeToTickerUpdatesAsync(update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedSpotTicker(x.Symbol, x.LastPrice, x.HighPrice, x.LowPrice, x.Volume, x.OpenPrice == 0 ? null : Math.Round(x.LastPrice / x.OpenPrice * 100 - 100, 2))))), ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
|
|
||
| #endregion | ||
|
|
||
| #region Ticker client | ||
| EndpointOptions<SubscribeTickerRequest> ITickerSocketClient.SubscribeTickerOptions { get; } = new EndpointOptions<SubscribeTickerRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> ITickerSocketClient.SubscribeToTickerUpdatesAsync(SubscribeTickerRequest request, Action<ExchangeEvent<SharedSpotTicker>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((ITickerSocketClient)this).SubscribeTickerOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToTickerUpdatesAsync(new[] { symbol }, update => | ||
| { | ||
| var ticker = update.Data.Single(); | ||
| handler(update.AsExchangeEvent(Exchange, new SharedSpotTicker(symbol, ticker.LastPrice, ticker.HighPrice, ticker.LowPrice, ticker.Volume, Math.Round(ticker.LastPrice / ticker.OpenPrice * 100 - 100, 2)))); | ||
| }, ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Trade client | ||
|
|
||
| EndpointOptions<SubscribeTradeRequest> ITradeSocketClient.SubscribeTradeOptions { get; } = new EndpointOptions<SubscribeTradeRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTradeUpdatesAsync(SubscribeTradeRequest request, Action<ExchangeEvent<IEnumerable<SharedTrade>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((ITradeSocketClient)this).SubscribeTradeOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)))), ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Book Ticker client | ||
|
|
||
| EndpointOptions<SubscribeBookTickerRequest> IBookTickerSocketClient.SubscribeBookTickerOptions { get; } = new EndpointOptions<SubscribeBookTickerRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IBookTickerSocketClient.SubscribeToBookTickerUpdatesAsync(SubscribeBookTickerRequest request, Action<ExchangeEvent<SharedBookTicker>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IBookTickerSocketClient)this).SubscribeBookTickerOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToBookPriceUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, new SharedBookTicker(update.Data.BestAskPrice, update.Data.BestAskQuantity, update.Data.BestBidPrice, update.Data.BestBidQuantity))), ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Order Book client | ||
| SubscribeOrderBookOptions IOrderBookSocketClient.SubscribeOrderBookOptions { get; } = new SubscribeOrderBookOptions(false, new[] { 5, 10, 20, 50 }); | ||
| async Task<ExchangeResult<UpdateSubscription>> IOrderBookSocketClient.SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<ExchangeEvent<SharedOrderBook>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IOrderBookSocketClient)this).SubscribeOrderBookOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToOrderBookUpdatesAsync(symbol, request.Limit ?? 20, null, true, update => handler(update.AsExchangeEvent(Exchange, new SharedOrderBook(update.Data.Data.Asks, update.Data.Data.Bids))), ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Balance client | ||
| EndpointOptions<SubscribeBalancesRequest> IBalanceSocketClient.SubscribeBalanceOptions { get; } = new EndpointOptions<SubscribeBalancesRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IBalanceSocketClient.SubscribeToBalanceUpdatesAsync(SubscribeBalancesRequest request, Action<ExchangeEvent<IEnumerable<SharedBalance>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IBalanceSocketClient)this).SubscribeBalanceOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
| var result = await SubscribeToBalanceUpdatesAsync( | ||
| update => handler(update.AsExchangeEvent(Exchange, update.Data.Select(x => new SharedBalance(x.Asset, x.Available, x.Available + x.Frozen)))), | ||
| ct: ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Spot Order client | ||
|
|
||
| EndpointOptions<SubscribeFuturesOrderRequest> IFuturesOrderSocketClient.SubscribeFuturesOrderOptions { get; } = new EndpointOptions<SubscribeFuturesOrderRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IFuturesOrderSocketClient.SubscribeToFuturesOrderUpdatesAsync(SubscribeFuturesOrderRequest request, Action<ExchangeEvent<IEnumerable<SharedFuturesOrder>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IFuturesOrderSocketClient)this).SubscribeFuturesOrderOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var result = await SubscribeToOrderUpdatesAsync( | ||
| update => handler(update.AsExchangeEvent<IEnumerable<SharedFuturesOrder>>(Exchange, new[] { | ||
| new SharedFuturesOrder( | ||
| update.Data.Order.Symbol, | ||
| update.Data.Order.Id.ToString(), | ||
| update.Data.Order.OrderType == Enums.OrderTypeV2.Limit ? SharedOrderType.Limit : update.Data.Order.OrderType == Enums.OrderTypeV2.Market ? SharedOrderType.Market : SharedOrderType.Other, | ||
| update.Data.Order.Side == Enums.OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell, | ||
| GetOrderStatus(update.Data), | ||
| update.Data.Order.CreateTime) | ||
| { | ||
| ClientOrderId = update.Data.Order.ClientOrderId?.ToString(), | ||
| Quantity = update.Data.Order.Quantity, | ||
| QuantityFilled = update.Data.Order.QuantityFilled, | ||
| QuoteQuantityFilled = update.Data.Order.ValueFilled, | ||
| UpdateTime = update.Data.Order.UpdateTime, | ||
| OrderPrice = update.Data.Order.Price, | ||
| Fee = update.Data.Order.Fee, | ||
| FeeAsset = update.Data.Order.FeeAsset | ||
| } | ||
| })), | ||
| ct: ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region User Trade client | ||
| EndpointOptions<SubscribeUserTradeRequest> IUserTradeSocketClient.SubscribeUserTradeOptions { get; } = new EndpointOptions<SubscribeUserTradeRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IUserTradeSocketClient.SubscribeToUserTradeUpdatesAsync(SubscribeUserTradeRequest request, Action<ExchangeEvent<IEnumerable<SharedUserTrade>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IUserTradeSocketClient)this).SubscribeUserTradeOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var result = await SubscribeToUserTradeUpdatesAsync( | ||
| update => handler(update.AsExchangeEvent<IEnumerable<SharedUserTrade>>(Exchange, new[] { | ||
| new SharedUserTrade( | ||
| update.Data.Symbol, | ||
| update.Data.OrderId.ToString(), | ||
| update.Data.Id.ToString(), | ||
| update.Data.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell, | ||
| update.Data.Quantity, | ||
| update.Data.Price, | ||
| update.Data.CreateTime) | ||
| { | ||
| Fee = update.Data.Fee, | ||
| FeeAsset = update.Data.FeeAsset, | ||
| Role = update.Data.Role == Enums.TransactionRole.Maker ? SharedRole.Maker : SharedRole.Taker | ||
| } | ||
| })), | ||
| ct: ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Position client | ||
| EndpointOptions<SubscribePositionRequest> IPositionSocketClient.SubscribePositionOptions { get; } = new EndpointOptions<SubscribePositionRequest>(true); | ||
| async Task<ExchangeResult<UpdateSubscription>> IPositionSocketClient.SubscribeToPositionUpdatesAsync(SubscribePositionRequest request, Action<ExchangeEvent<IEnumerable<SharedPosition>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IPositionSocketClient)this).SubscribePositionOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var result = await SubscribeToPositionUpdatesAsync( | ||
| update => handler(update.AsExchangeEvent<IEnumerable<SharedPosition>>(Exchange, new[] { new SharedPosition(update.Data.Position.Symbol, update.Data.Position.OpenInterest, update.Data.Position.UpdateTime) | ||
| { | ||
| AverageOpenPrice = update.Data.Position.AverageEntryPrice, | ||
| PositionSide = update.Data.Position.Side == Enums.PositionSide.Short ? SharedPositionSide.Short : SharedPositionSide.Long, | ||
| LiquidationPrice = update.Data.Position.LiquidationPrice, | ||
| Leverage = update.Data.Position.Leverage, | ||
| UnrealizedPnl = update.Data.Position.UnrealizedPnl | ||
| } })), | ||
| ct: ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
|
|
||
| #endregion | ||
|
|
||
| private SharedOrderStatus GetOrderStatus(CoinExFuturesOrderUpdate update) | ||
| { | ||
| if (update.Order.QuantityFilled == update.Order.Quantity) | ||
| return SharedOrderStatus.Filled; | ||
|
|
||
| if (update.Event != Enums.OrderUpdateType.Finish) | ||
| { | ||
| return SharedOrderStatus.Open; | ||
| } | ||
| else | ||
| { | ||
| if (update.Order.QuantityFilled != update.Order.Quantity) | ||
| return SharedOrderStatus.Canceled; | ||
|
|
||
| return SharedOrderStatus.Filled; | ||
| } | ||
| } | ||
| } | ||
| } |
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