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Poloniex OnPlaceOrderAsync improvement. #612

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merged 1 commit into from
Jul 14, 2021
Merged

Poloniex OnPlaceOrderAsync improvement. #612

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154 changes: 92 additions & 62 deletions src/ExchangeSharp/API/Exchanges/Poloniex/ExchangePoloniexAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -84,29 +84,40 @@ protected override Task OnInitializeAsync()
return Task.CompletedTask;
}

public ExchangeOrderResult ParsePlacedOrder(JToken result)
{
ExchangeOrderResult order = new ExchangeOrderResult
{
OrderId = result["orderNumber"].ToStringInvariant(),
};
public ExchangeOrderResult ParsePlacedOrder(JToken result, ExchangeOrderRequest request)
{
ExchangeOrderResult order = new ExchangeOrderResult
{
OrderId = result["orderNumber"].ToStringInvariant(),
Amount = request.Amount,
Price = request.Price
};

JToken trades = result["resultingTrades"];
if (trades != null && trades.Children().Count() != 0)
{
ParseOrderTrades(trades, order);
}
JToken trades = result["resultingTrades"];

return order;
}
if (trades == null)
{
order.Result = ExchangeAPIOrderResult.Canceled;
}
else if (trades != null && trades.Count() == 0)
{
order.Result = ExchangeAPIOrderResult.Pending;
}
else if (trades != null && trades.Children().Count() != 0)
{
ParseOrderTrades(trades, order);
}

/// <summary>
/// Parses an order which has not been filled.
/// </summary>
/// <param name="result">The JToken to parse.</param>
/// <param name="marketSymbol">Market symbol or null if it's in the result</param>
/// <returns>ExchangeOrderResult with the open order and how much is remaining to fill</returns>
public ExchangeOrderResult ParseOpenOrder(JToken result, string marketSymbol = null)
return order;
}

/// <summary>
/// Parses an order which has not been filled.
/// </summary>
/// <param name="result">The JToken to parse.</param>
/// <param name="marketSymbol">Market symbol or null if it's in the result</param>
/// <returns>ExchangeOrderResult with the open order and how much is remaining to fill</returns>
public ExchangeOrderResult ParseOpenOrder(JToken result, string marketSymbol = null)
{
ExchangeOrderResult order = new ExchangeOrderResult
{
Expand All @@ -128,51 +139,58 @@ public ExchangeOrderResult ParseOpenOrder(JToken result, string marketSymbol = n
return order;
}

public void ParseOrderTrades(IEnumerable<JToken> trades, ExchangeOrderResult order)
{
bool orderMetadataSet = false;
foreach (JToken trade in trades)
{
if (!orderMetadataSet)
{
order.IsBuy = trade["type"].ToStringLowerInvariant() != "sell";
string parsedSymbol = trade["currencyPair"].ToStringInvariant();
if (string.IsNullOrWhiteSpace(parsedSymbol) && trade.Parent != null)
{
parsedSymbol = trade.Parent.Path;
}
if (order.MarketSymbol == "all" || !string.IsNullOrWhiteSpace(parsedSymbol))
{
order.MarketSymbol = parsedSymbol;
}
if (!string.IsNullOrWhiteSpace(order.MarketSymbol))
{
order.FeesCurrency = ParseFeesCurrency(order.IsBuy, order.MarketSymbol);
}
orderMetadataSet = true;
}
public void ParseOrderTrades(IEnumerable<JToken> trades, ExchangeOrderResult order)
{
bool orderMetadataSet = false;
foreach (JToken trade in trades)
{
if (!orderMetadataSet)
{
order.IsBuy = trade["type"].ToStringLowerInvariant() != "sell";
string parsedSymbol = trade["currencyPair"].ToStringInvariant();
if (string.IsNullOrWhiteSpace(parsedSymbol) && trade.Parent != null)
{
parsedSymbol = trade.Parent.Path;
}
if (order.MarketSymbol == "all" || !string.IsNullOrWhiteSpace(parsedSymbol))
{
order.MarketSymbol = parsedSymbol;
}
if (!string.IsNullOrWhiteSpace(order.MarketSymbol))
{
order.FeesCurrency = ParseFeesCurrency(order.IsBuy, order.MarketSymbol);
}
orderMetadataSet = true;
}

decimal tradeAmt = trade["amount"].ConvertInvariant<decimal>();
decimal tradeRate = trade["rate"].ConvertInvariant<decimal>();
decimal tradeAmt = trade["amount"].ConvertInvariant<decimal>();
decimal tradeRate = trade["rate"].ConvertInvariant<decimal>();

order.AveragePrice = (order.AveragePrice * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);
order.Amount += tradeAmt;
order.AmountFilled = order.Amount;
order.AveragePrice = (order.AveragePrice * order.AmountFilled + tradeAmt * tradeRate) / (order.AmountFilled + tradeAmt);
order.AmountFilled += tradeAmt;

if (order.OrderDate == DateTime.MinValue)
{
order.OrderDate = trade["date"].ToDateTimeInvariant();
}
if (order.OrderDate == DateTime.MinValue)
{
order.OrderDate = trade["date"].ToDateTimeInvariant();
}

// fee is a percentage taken from the traded amount rounded to 8 decimals
order.Fees += CalculateFees(tradeAmt, tradeRate, order.IsBuy, trade["fee"].ConvertInvariant<decimal>());
}
// fee is a percentage taken from the traded amount rounded to 8 decimals
order.Fees += CalculateFees(tradeAmt, tradeRate, order.IsBuy, trade["fee"].ConvertInvariant<decimal>());
}

// Poloniex does not provide a way to get the original price
order.Price = order.AveragePrice;
}
if (order.AmountFilled == order.Amount)
{
order.Result = ExchangeAPIOrderResult.Filled;
}
else
{
order.Result = ExchangeAPIOrderResult.FilledPartially;
}
// Poloniex does not provide a way to get the original price
order.Price = order.AveragePrice;
}

public void ParseClosePositionTrades(IEnumerable<JToken> trades, ExchangeCloseMarginPositionResult closePosition)
public void ParseClosePositionTrades(IEnumerable<JToken> trades, ExchangeCloseMarginPositionResult closePosition)
{
bool closePositionMetadataSet = false;
var tradeIds = new List<string>();
Expand Down Expand Up @@ -765,9 +783,21 @@ protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrd
orderParams.Add(kv.Value);
}

JToken result = await MakePrivateAPIRequestAsync(order.IsBuy ? (order.IsMargin ? "marginBuy" : "buy") : (order.IsMargin ? "marginSell" : "sell"), orderParams);
ExchangeOrderResult exchangeOrderResult = ParsePlacedOrder(result);
exchangeOrderResult.MarketSymbol = order.MarketSymbol;
JToken result = null;
try
{
result = await MakePrivateAPIRequestAsync(order.IsBuy ? (order.IsMargin ? "marginBuy" : "buy") : (order.IsMargin ? "marginSell" : "sell"), orderParams);
}
catch (Exception e)
{
if (!e.Message.Contains("Unable to fill order completely"))
{
throw;
}
result = JToken.FromObject(new { orderNumber = "0", currencyPair = order.MarketSymbol });
}
ExchangeOrderResult exchangeOrderResult = ParsePlacedOrder(result, order);
exchangeOrderResult.MarketSymbol = order.MarketSymbol;
exchangeOrderResult.FeesCurrency = ParseFeesCurrency(order.IsBuy, order.MarketSymbol);
return exchangeOrderResult;
}
Expand Down
18 changes: 16 additions & 2 deletions tests/ExchangeSharpTests/ExchangePoloniexAPITests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,14 @@ public void ParseBuyOrder_SingleTrade_HappyPath()

var singleOrder = JsonConvert.DeserializeObject<JToken>(BuyOrder);
var polo = CreatePoloniexAPI();
ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder);
var orderRequest = new ExchangeOrderRequest
{
MarketSymbol = "FOO_FOO",
Amount = 338.8732m,
Price = 0.00000173m,
IsBuy = true
};
ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder, orderRequest);
order.OrderId.Should().Be("31226040");
order.IsBuy.Should().BeTrue();
order.Amount.Should().Be(338.8732m);
Expand Down Expand Up @@ -88,7 +95,14 @@ public void ParseSellOrder_SingleTrade_HappyPath()

var singleOrder = JsonConvert.DeserializeObject<JToken>(SellOrder);
var polo = CreatePoloniexAPI();
ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder);
var orderRequest = new ExchangeOrderRequest
{
MarketSymbol = "FOO_FOO",
Amount = 338.8732m,
Price = 0.00000173m,
IsBuy = false
};
ExchangeOrderResult order = polo.ParsePlacedOrder(singleOrder, orderRequest);
order.OrderId.Should().Be("31226040");
order.IsBuy.Should().BeFalse();
order.Amount.Should().Be(338.8732m);
Expand Down