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Merged
merged 2 commits into from
Mar 29, 2020
Merged

BTSE: added some private REST endpoints #529

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0d34255
add BTSE public api
Kukks Feb 26, 2020
9f51137
BTSE: Private REST
Kukks Mar 24, 2020
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4 changes: 2 additions & 2 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -33,7 +33,7 @@ The following cryptocurrency exchanges are supported:
| Bittrex | x | x | T R |
| BL3P | x | x | R B | Trades stream does not send trade's ids.
| Bleutrade | x | x | |
| BTSE | x | | |
| BTSE | x | x | |
| Coinbase | x | x | T R |
| Digifinex | x | x | R B |
| Gemini | x | x | R |
Expand Down Expand Up @@ -157,4 +157,4 @@ [email protected]
http://www.digitalruby.com

[nuget]: https://www.nuget.org/packages/DigitalRuby.ExchangeSharp/
[websocket4net]: https://github.com/kerryjiang/WebSocket4Net
[websocket4net]: https://github.com/kerryjiang/WebSocket4Net
232 changes: 222 additions & 10 deletions src/ExchangeSharp/API/Exchanges/BTSE/ExchangeBTSEAPI.cs
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Original file line number Diff line number Diff line change
@@ -1,11 +1,15 @@
namespace ExchangeSharp {
using Newtonsoft.Json;

namespace ExchangeSharp
{
using Newtonsoft.Json.Linq;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading.Tasks;

public sealed partial class ExchangeBTSEAPI :ExchangeAPI {
public sealed partial class ExchangeBTSEAPI : ExchangeAPI
{
public override string BaseUrl { get; set; } = "https://api.btse.com";

protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
Expand All @@ -16,7 +20,8 @@ protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()
{
JToken allPairs = await MakeJsonRequestAsync<JArray>("/spot/api/v3/market_summary");
var tasks = allPairs.Select(async token => await this.ParseTickerAsync(token, token["symbol"].Value<string>(), "lowestAsk", "highestBid", "last", "volume", null,
var tasks = allPairs.Select(async token => await this.ParseTickerAsync(token,
token["symbol"].Value<string>(), "lowestAsk", "highestBid", "last", "volume", null,
null, TimestampType.UnixMilliseconds, "base", "quote", "symbol"));

return (await Task.WhenAll(tasks)).Select(ticker =>
Expand All @@ -25,15 +30,17 @@ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>>

protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)
{
JToken ticker = await MakeJsonRequestAsync<JObject>("/spot/api/v3/market_summary", null, new Dictionary<string, object>()
{
{"symbol", marketSymbol}
});
JToken ticker = await MakeJsonRequestAsync<JObject>("/spot/api/v3/market_summary", null,
new Dictionary<string, object>()
{
{"symbol", marketSymbol}
});
return await this.ParseTickerAsync(ticker, marketSymbol, "lowestAsk", "highestBid", "last", "volume", null,
null, TimestampType.UnixMilliseconds, "base", "quote", "symbol");
}

protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null,
protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol,
int periodSeconds, DateTime? startDate = null, DateTime? endDate = null,
int? limit = null)
{
var payload = new Dictionary<string, object>()
Expand All @@ -46,6 +53,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin
{
payload.Add("start", startDate.Value.UnixTimestampFromDateTimeMilliseconds());
}

if (endDate != null)
{
payload.Add("end", startDate.Value.UnixTimestampFromDateTimeMilliseconds());
Expand All @@ -56,15 +64,219 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin
this.ParseCandle(token, marketSymbol, periodSeconds, 1, 2, 3, 4, 0, TimestampType.UnixMilliseconds, 5));
}

protected override async Task OnCancelOrderAsync(string orderId, string? marketSymbol = null)
{
var payload = await GetNoncePayloadAsync();

payload["order_id"] = orderId.ConvertInvariant<long>();
var url = new UriBuilder(BaseUrl) {Path = "/spot/api/v3/order"};
url.AppendPayloadToQuery(new Dictionary<string, object>()
{
{"symbol", marketSymbol},
{"orderID", orderId}
});

await MakeJsonRequestAsync<JToken>(url.ToStringInvariant().Replace(BaseUrl, ""),
requestMethod: "DELETE", payload: payload);
}

protected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()
{
var payload = await GetNoncePayloadAsync();

var result = await MakeJsonRequestAsync<JToken>("/spot/api/v3/user/wallet",
requestMethod: "GET", payload: payload);
return Extract(result, token => (token["currency"].Value<string>(), token["total"].Value<decimal>()));
}

protected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailableToTradeAsync()
{
var payload = await GetNoncePayloadAsync();

var result = await MakeJsonRequestAsync<JToken>("/spot/api/v3/user/wallet",
requestMethod: "GET", payload: payload);
return Extract(result, token => (token["currency"].Value<string>(), token["available"].Value<decimal>()));
}

protected override async Task<Dictionary<string, decimal>> OnGetFeesAsync()
{
var payload = await GetNoncePayloadAsync();

var result = await MakeJsonRequestAsync<JToken>("/spot/api/v3/user/fees",
requestMethod: "GET", payload: payload);

//taker or maker fees in BTSE.. i chose take for here
return Extract(result, token => (token["symbol"].Value<string>(), token["taker"].Value<decimal>()));
}

protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(
string? marketSymbol = null)
{
if (marketSymbol == null) throw new ArgumentNullException(nameof(marketSymbol));
var payload = await GetNoncePayloadAsync();
var url = new UriBuilder(BaseUrl) {Path = "/spot/api/v3/open_orders"};
url.AppendPayloadToQuery(new Dictionary<string, object>()
{
{"symbol", marketSymbol}
});
var result = await MakeJsonRequestAsync<JToken>(url.ToStringInvariant().Replace(BaseUrl, ""),
requestMethod: "GET", payload: payload);

//taker or maker fees in BTSE.. i chose take for here
return Extract2(result, token => new ExchangeOrderResult()
{
Amount = token["size"].Value<decimal>(),
AmountFilled = token["filledSize"].Value<decimal>(),
OrderId = token["orderID"].Value<string>(),
IsBuy = token["side"].Value<string>() == "BUY",
Price = token["price"].Value<decimal>(),
MarketSymbol = token["symbol"].Value<string>(),
OrderDate = token["timestamp"].ConvertInvariant<long>().UnixTimeStampToDateTimeMilliseconds()
});
}

public override async Task<ExchangeOrderResult[]> PlaceOrdersAsync(params ExchangeOrderRequest[] orders)
{
var payload = await GetNoncePayloadAsync();
payload.Add("body", orders.Select(request => new
{
size = request.Amount,
side = request.IsBuy ? "BUY" : "SELL",
price = request.Price,
stopPrice = request.StopPrice,
symbol = request.MarketSymbol,
txType = request.OrderType == OrderType.Limit ? "LIMIT" :
request.OrderType == OrderType.Stop ? "STOP" : null,
type = request.OrderType == OrderType.Limit ? "LIMIT" :
request.OrderType == OrderType.Market ? "MARKET" : null
}));
var result = await MakeJsonRequestAsync<JToken>("/spot/api/v3/order",
requestMethod: "POST", payload: payload);
return Extract2(result, token =>
{
var status = ExchangeAPIOrderResult.Unknown;
switch (token["status"].Value<int>())
{
case 2:
status = ExchangeAPIOrderResult.Pending;
break;
case 4:
status = ExchangeAPIOrderResult.Filled;
break;
case 5:
status = ExchangeAPIOrderResult.FilledPartially;
break;
case 6:
status = ExchangeAPIOrderResult.Canceled;
break;
case 9: //trigger inserted
case 10: //trigger activated
status = ExchangeAPIOrderResult.Pending;
break;
case 15: //rejected
status = ExchangeAPIOrderResult.Error;
break;
case 16: //not found
status = ExchangeAPIOrderResult.Unknown;
break;
}

return new ExchangeOrderResult()
{
Message = token["message"].Value<string>(),
OrderId = token["orderID"].Value<string>(),
IsBuy = token["orderType"].Value<string>().ToLowerInvariant() == "buy",
Price = token["price"].Value<decimal>(),
MarketSymbol = token["symbol"].Value<string>(),
Result = status,
Amount = token["size"].Value<decimal>(),
OrderDate = token["timestamp"].ConvertInvariant<long>().UnixTimeStampToDateTimeMilliseconds(),
};
}).ToArray();
}

private Dictionary<TKey, TValue> Extract<TKey, TValue>(JToken token, Func<JToken, (TKey, TValue)> processor)
{
if (token is JArray resultArr)
{
return resultArr.Select(processor.Invoke)
.ToDictionary(tuple => tuple.Item1, tuple => tuple.Item2);
}

var resItem = processor.Invoke(token);
return new Dictionary<TKey, TValue>()
{
{resItem.Item1, resItem.Item2}
};
}

private IEnumerable<TValue> Extract2<TValue>(JToken token, Func<JToken, TValue> processor)
{
if (token is JArray resultArr)
{
return resultArr.Select(processor.Invoke);
}

return new List<TValue>()
{
processor.Invoke(token)
};
}

protected override Uri ProcessRequestUrl(UriBuilder url, Dictionary<string, object> payload, string method)
{
if ( method == "GET" && (payload?.Count??0) != 0)
if (method == "GET" && (payload?.Count ?? 0) != 0 && !payload.ContainsKey("nonce"))
{
url.AppendPayloadToQuery(payload);
}

return base.ProcessRequestUrl(url, payload, method);
}

protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dictionary<string, object> payload)
{
if (CanMakeAuthenticatedRequest(payload))
{
if (payload.TryGetValue("body", out var body))
{
payload.Remove("body");
}

var nonce = payload["nonce"].ToString();
payload.Remove("nonce");


var json = JsonConvert.SerializeObject(body ?? payload);
if (json == "{}")
{
json = "";
}

var hexSha384 = CryptoUtility.SHA384Sign(
$"{request.RequestUri.PathAndQuery.Replace("/spot", string.Empty)}{nonce}{json}",
PrivateApiKey.ToUnsecureString());
request.AddHeader("btse-sign", hexSha384);
request.AddHeader("btse-api", PublicApiKey.ToUnsecureString());
await request.WriteToRequestAsync(json);
}

await base.ProcessRequestAsync(request, payload);
}

protected override async Task<Dictionary<string, object>> GetNoncePayloadAsync()
{
var result = await base.GetNoncePayloadAsync();
if (result.ContainsKey("recvWindow"))
{
result.Remove("recvWindow");
}

return result;
}
}

public partial class ExchangeName { public const string BTSE = "BTSE"; }
public partial class ExchangeName
{
public const string BTSE = "BTSE";
}
}