Added new private BitMEX methods: GetHistoricalTrades, GetCurrentPositions, CancelAllOrders, and Deadman (#528)

Author: jacobjthompson

src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs

@@ -389,6 +389,47 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin
             return candles;
         }
 
+        public async Task<IEnumerable<ExchangeTrade>> GetHistoricalTradesAsync(
+            string marketSymbol = null,
+            DateTime? startDate = null,
+            DateTime? endDate = null,
+            int? startingIndex = null,
+            int? limit = 1000)
+        {
+            List<ExchangeTrade> trades = new List<ExchangeTrade>();
+            Dictionary<string, object> payload = await GetNoncePayloadAsync();
+            string url = "/trade?";
+            url += "&columns=[\"symbol\", \"size\", \"price\", \"side\", \"timestamp\", \"trdMatchID\"]";
+            if (!string.IsNullOrWhiteSpace(marketSymbol))
+            {
+                url += "&symbol=" + NormalizeMarketSymbol(marketSymbol);
+            }
+            if (startDate != null)
+            {
+                url += "&startTime=" + startDate.Value.ToString("yyyy-MM-ddTHH:mm:ss.fff") + "Z";
+            }
+            if (endDate != null)
+            {
+                url += "&endTime=" + endDate.Value.ToString("yyyy-MM-ddTHH:mm:ss.fff") + "Z";
+            }
+            if (limit != null)
+            {
+                url += "&count=" + (limit.Value.ToStringInvariant());
+            }
+            if (startingIndex != null)
+            {
+                url += "&start=" + (startingIndex.Value.ToStringInvariant());
+            }
+
+            var obj = await MakeJsonRequestAsync<JToken>(url);
+            foreach (var t in obj)
+            {
+                trades.Add(t.ParseTrade("size", "price", "side", "timestamp", TimestampType.Iso8601, "trdMatchID"));
+            }
+
+            return trades;
+        }
+
         protected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()
         {
             /*
@@ -482,6 +523,28 @@ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailable
             return amounts;
         }
 
+        public async Task<IEnumerable<ExchangePosition>> GetCurrentPositionsAsync()
+        {
+            var payload = await GetNoncePayloadAsync();
+            string url = "/position?";
+            url += "&columns=[\"symbol\", \"currentQty\", \"avgEntryPrice\", \"liquidationPrice\", \"leverage\"]";
+            JToken token = await MakeJsonRequestAsync<JToken>(url, BaseUrl, payload);
+            List<ExchangePosition> positions = new List<ExchangePosition>();
+            foreach (var item in token)
+            {
+                ExchangePosition position = new ExchangePosition
+                {
+                    MarketSymbol = item["symbol"].ToStringUpperInvariant(),
+                    Amount = item["currentQty"].ConvertInvariant<decimal>(),
+                    AveragePrice = item["avgEntryPrice"].ConvertInvariant<decimal>(),
+                    LiquidationPrice = item["liquidationPrice"].ConvertInvariant<decimal>(),
+                    Leverage = item["leverage"].ConvertInvariant<decimal>(),
+                };
+                positions.Add(position);
+            }
+            return positions;
+        }
+
         protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)
         {
             List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();
@@ -521,7 +584,25 @@ protected override async Task OnCancelOrderAsync(string orderId, string marketSy
             payload["orderID"] = orderId;
             JToken token = await MakeJsonRequestAsync<JToken>("/order", BaseUrl, payload, "DELETE");
         }
+    
+        public async Task CancelAllOrdersAsync(string marketSymbol = null)
+        {
+            Dictionary<string, object> payload = await GetNoncePayloadAsync();
+            string query = "/order/all";
+            if (!string.IsNullOrWhiteSpace(marketSymbol))
+            {
+                payload["symbol"] = NormalizeMarketSymbol(marketSymbol);
+            }
+            JToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, "DELETE");
+        }
 
+        public async Task Deadman(int timeoutMS)
+        {
+            Dictionary<string, object> payload = await GetNoncePayloadAsync();
+            payload["timeout"] = timeoutMS;
+            JToken token = await MakeJsonRequestAsync<JToken>("/order/cancelAllAfter", BaseUrl, payload, "POST");
+        }
+        
         protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrderRequest order)
         {
             Dictionary<string, object> payload = await GetNoncePayloadAsync();

src/ExchangeSharp/Model/ExchangePosition.cs

@@ -0,0 +1,45 @@
+/*
+MIT LICENSE
+
+Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com
+
+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:
+
+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
+
+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.
+*/
+
+namespace ExchangeSharp
+{
+    /// <summary>
+    /// Contains information about a position on exchange
+    /// </summary>
+    public class ExchangePosition
+    {
+        /// <summary>
+        /// Market Symbol
+        /// </summary>
+        public string MarketSymbol { get; set; }
+
+        /// <summary>
+        /// Amount
+        /// </summary>
+        public decimal Amount { get; set; }
+
+        /// <summary>
+        /// Average Price
+        /// </summary>
+        public decimal AveragePrice { get; set; }
+
+        /// <summary>
+        /// Liquidation Price
+        /// </summary>
+        public decimal LiquidationPrice { get; set; }
+
+        /// <summary>
+        /// Leverage
+        /// </summary>
+        public decimal Leverage { get; set; }
+    }
+}