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upgrade Huobi MarketSymbolsMetadata to V2 #759

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Merged
merged 1 commit into from
Apr 3, 2022
Merged

upgrade Huobi MarketSymbolsMetadata to V2 #759

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86 changes: 54 additions & 32 deletions src/ExchangeSharp/API/Exchanges/Huobi/ExchangeHuobiAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -24,8 +24,9 @@ namespace ExchangeSharp
public sealed partial class ExchangeHuobiAPI : ExchangeAPI
{
public override string BaseUrl { get; set; } = "https://api.huobipro.com";
public string BaseUrlV1 { get; set; } = "https://api.huobipro.com/v1";
public override string BaseUrlWebSocket { get; set; } = "wss://api.huobipro.com/ws";
public string BaseUrlV1 { get; set; } = "https://api.huobipro.com/v1";
public string BaseUrlV2 { get; set; } = "https://api.huobipro.com/v2";
public override string BaseUrlWebSocket { get; set; } = "wss://api.huobipro.com/ws";
public string PrivateUrlV1 { get; set; } = "https://api.huobipro.com/v1";

public bool IsMargin { get; set; }
Expand Down Expand Up @@ -123,43 +124,64 @@ protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()

protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
{
/*
{
"status"
:
"ok", "data"
:
[{
"base-currency": "btc",
"quote-currency": "usdt",
"price-precision": 2,
"amount-precision": 4,
"symbol-partition": "main"
}, {
"base-currency": "bch",
"quote-currency": "usdt",
"price-precision": 2,
"amount-precision": 4,
"symbol-partition": "main"
},

*/
List<ExchangeMarket> markets = new List<ExchangeMarket>();
JToken allMarketSymbols = await MakeJsonRequestAsync<JToken>("/common/symbols", BaseUrlV1, null);
/*{
"status":"ok",
"data":[
{
"tags": "",
"state": "online",
"wr": "1.5",
"sc": "ethusdt",
"p": [
{
"id": 9,
"name": "Grayscale",
"weight": 91
}
],
"bcdn": "ETH",
"qcdn": "USDT",
"elr": null,
"tpp": 2,
"tap": 4,
"fp": 8,
"smlr": null,
"flr": null,
"whe": false,
"cd": false,
"te": true,
"sp": "main",
"d": null,
"bc": "eth",
"qc": "usdt",
"toa": 1514779200000,
"ttp": 8,
"w": 999400000,
"lr": 5,
"dn": "ETH/USDT"
}
],
"ts":"1641870869718",
"full":1
}*/
List<ExchangeMarket> markets = new List<ExchangeMarket>();
JToken allMarketSymbols = await MakeJsonRequestAsync<JToken>("/settings/common/symbols", BaseUrlV2, null);
foreach (var marketSymbol in allMarketSymbols)
{
var baseCurrency = marketSymbol["base-currency"].ToStringLowerInvariant();
var quoteCurrency = marketSymbol["quote-currency"].ToStringLowerInvariant();
var pricePrecision = marketSymbol["price-precision"].ConvertInvariant<double>();
var baseCurrency = marketSymbol["bc"].ToStringLowerInvariant();
var quoteCurrency = marketSymbol["qc"].ToStringLowerInvariant();
var symbolCode = marketSymbol["sc"].ToStringLowerInvariant();
var pricePrecision = marketSymbol["tpp"].ConvertInvariant<double>();
var priceStepSize = Math.Pow(10, -pricePrecision).ConvertInvariant<decimal>();
var amountPrecision = marketSymbol["amount-precision"].ConvertInvariant<double>();
var amountPrecision = marketSymbol["tap"].ConvertInvariant<double>();
var quantityStepSize = Math.Pow(10, -amountPrecision).ConvertInvariant<decimal>();
var state = marketSymbol["state"].ToStringLowerInvariant();
var market = new ExchangeMarket
{
BaseCurrency = baseCurrency,
QuoteCurrency = quoteCurrency,
MarketSymbol = baseCurrency + quoteCurrency,
IsActive = true,
MarketSymbol = symbolCode,
IsActive = state == "online",
PriceStepSize = priceStepSize,
QuantityStepSize = quantityStepSize,
MinPrice = priceStepSize,
Expand Down Expand Up @@ -278,7 +300,7 @@ protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValu
{
if (marketSymbols == null || marketSymbols.Length == 0)
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
marketSymbols = (await GetMarketSymbolsMetadataAsync()).Where(s => s.IsActive.Value).Select(s => s.MarketSymbol).ToArray();
}
foreach (string marketSymbol in marketSymbols)
{
Expand Down