Implement Binance order source

Marfusios · Feb 20, 2024 · b06b12a · b06b12a
1 parent fce208c
commit b06b12a
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Showing 10 changed files with 283 additions and 33 deletions.
diff --git a/Directory.Build.props b/Directory.Build.props
@@ -3,7 +3,7 @@
 	<!-- Project defaults -->
 
 	<PropertyGroup>
-		<Version>2.7.0</Version>
+		<Version>2.7.1</Version>
 	</PropertyGroup>
 
 </Project>
diff --git a/src/Crypto.Websocket.Extensions.Core/Orders/CryptoOrders.cs b/src/Crypto.Websocket.Extensions.Core/Orders/CryptoOrders.cs
@@ -1,4 +1,5 @@
 using System;
+using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
@@ -31,7 +32,7 @@ public class CryptoOrders : ICryptoOrders
         /// <param name="source">Orders source</param>
         /// <param name="orderPrefix">Select prefix if you want to distinguish orders</param>
         /// <param name="targetPair">Select target pair, if you want to filter monitored orders</param>
-        public CryptoOrders(IOrderSource source, long? orderPrefix = null, string targetPair = null)
+        public CryptoOrders(IOrderSource source, long? orderPrefix = null, string? targetPair = null)
         {
             CryptoValidations.ValidateInput(source, nameof(source));
 
@@ -82,17 +83,17 @@ public CryptoOrders(IOrderSource source, long? orderPrefix = null, string target
         /// <summary>
         /// Originally provided target pair for this orders data
         /// </summary>
-        public string TargetPairOriginal { get; private set; }
+        public string? TargetPairOriginal { get; private set; }
 
         /// <summary>
         /// Last executed (or partially filled) buy order
         /// </summary>
-        public CryptoOrder LastExecutedBuyOrder { get; private set; }
+        public CryptoOrder? LastExecutedBuyOrder { get; private set; }
 
         /// <summary>
         /// Last executed (or partially filled) sell order
         /// </summary>
-        public CryptoOrder LastExecutedSellOrder { get; private set; }
+        public CryptoOrder? LastExecutedSellOrder { get; private set; }
 
 
         /// <summary>
@@ -145,7 +146,7 @@ public CryptoOrderCollectionReadonly GetAllOrders()
         /// <summary>
         /// Find active order by provided unique id
         /// </summary>
-        public CryptoOrder FindActiveOrder(string id)
+        public CryptoOrder? FindActiveOrder(string id)
         {
             if (GetActiveOrders().ContainsKey(id))
                 return _idToOrder[id];
@@ -155,11 +156,9 @@ public CryptoOrder FindActiveOrder(string id)
         /// <summary>
         /// Find order by provided unique id
         /// </summary>
-        public CryptoOrder FindOrder(string id)
+        public CryptoOrder? FindOrder(string id)
         {
-            if (_idToOrder.ContainsKey(id))
-                return _idToOrder[id];
-            return null;
+            return _idToOrder.GetValueOrDefault(id);
         }
 
         /// <summary>
@@ -191,7 +190,7 @@ public bool IsOurOrder(CryptoOrder order)
         /// <summary>
         /// Returns true if client id matches prefix
         /// </summary>
-        public bool IsOurOrder(string clientId)
+        public bool IsOurOrder(string? clientId)
         {
             if (string.IsNullOrWhiteSpace(ClientIdPrefixString))
                 return true;
@@ -235,7 +234,7 @@ private void Subscribe()
             _source.OrderUpdatedStream.Subscribe(OnOrderUpdated);
         }
 
-        private void OnOrdersUpdated(CryptoOrder[] orders)
+        private void OnOrdersUpdated(CryptoOrder[]? orders)
         {
             if (orders == null)
                 return;
@@ -246,15 +245,15 @@ private void OnOrdersUpdated(CryptoOrder[] orders)
             }
         }
 
-        private void OnOrderCreated(CryptoOrder order)
+        private void OnOrderCreated(CryptoOrder? order)
         {
             if (order == null)
                 return;
 
             HandleOrderUpdated(order);
         }
 
-        private void OnOrderUpdated(CryptoOrder order)
+        private void OnOrderUpdated(CryptoOrder? order)
         {
             if (order == null)
                 return;
@@ -291,7 +290,7 @@ private void HandleOrderUpdated(CryptoOrder order)
                 _ourOrderChanged.OnNext(order);
         }
 
-        private bool IsFilteredOut(CryptoOrder order)
+        private bool IsFilteredOut(CryptoOrder? order)
         {
             if (order == null)
                 return true;

diff --git a/src/Crypto.Websocket.Extensions.Core/Orders/ICryptoOrders.cs b/src/Crypto.Websocket.Extensions.Core/Orders/ICryptoOrders.cs
@@ -45,17 +45,17 @@ public interface ICryptoOrders
         /// <summary>
         /// Originally provided target pair for this orders data
         /// </summary>
-        string TargetPairOriginal { get; }
+        string? TargetPairOriginal { get; }
 
         /// <summary>
         /// Last executed (or partially filled) buy order
         /// </summary>
-        CryptoOrder LastExecutedBuyOrder { get; }
+        CryptoOrder? LastExecutedBuyOrder { get; }
 
         /// <summary>
         /// Last executed (or partially filled) sell order
         /// </summary>
-        CryptoOrder LastExecutedSellOrder { get; }
+        CryptoOrder? LastExecutedSellOrder { get; }
 
         /// <summary>
         /// Generate a new client id (with prefix)
@@ -80,22 +80,22 @@ public interface ICryptoOrders
         /// <summary>
         /// Find active order by provided unique id
         /// </summary>
-        CryptoOrder FindActiveOrder(string id);
+        CryptoOrder? FindActiveOrder(string id);
 
         /// <summary>
         /// Find order by provided unique id
         /// </summary>
-        CryptoOrder FindOrder(string id);
+        CryptoOrder? FindOrder(string id);
 
         /// <summary>
         /// Find active order by provided client id
         /// </summary>
-        CryptoOrder FindActiveOrderByClientId(string clientId);
+        CryptoOrder? FindActiveOrderByClientId(string clientId);
 
         /// <summary>
         /// Find order by provided client id
         /// </summary>
-        CryptoOrder FindOrderByClientId(string clientId);
+        CryptoOrder? FindOrderByClientId(string clientId);
 
         /// <summary>
         /// Returns true if client id matches prefix

diff --git a/src/Crypto.Websocket.Extensions.Core/Orders/Models/CryptoOrder.cs b/src/Crypto.Websocket.Extensions.Core/Orders/Models/CryptoOrder.cs
@@ -22,22 +22,22 @@ public class CryptoOrder
         /// <summary>
         /// Unique order id (provided by exchange)
         /// </summary>
-        public string Id { get; set; }
+        public string Id { get; set; } = null!;
 
         /// <summary>
         /// Group id of related orders (provided by client, supported only by a few exchanges)
         /// </summary>
-        public string GroupId { get; set; }
+        public string? GroupId { get; set; }
 
         /// <summary>
         /// Unique client order id (provided by client)
         /// </summary>
-        public string ClientId { get; set; }
+        public string? ClientId { get; set; }
 
         /// <summary>
         /// Pair to which this order belongs
         /// </summary>
-        public string Pair { get; set; }
+        public string Pair { get; set; } = null!;
 
         /// <summary>
         /// Pair to which this order belongs (cleaned)
@@ -143,6 +143,11 @@ public double? AmountOrigQuote
         /// </summary>
         public CryptoOrderStatus OrderStatus { get; set; }
 
+        /// <summary>
+        /// Current order's status in a raw format
+        /// </summary>
+        public string OrderStatusRaw { get; set; } = string.Empty;
+
         /// <summary>
         /// Order's price
         /// </summary>
@@ -172,8 +177,21 @@ public double? AmountOrigQuote
         /// Whenever order was executed on margin
         /// </summary>
         public bool OnMargin { get; set; }
+
+        /// <summary>
+        /// Reason why order was canceled/rejected
+        /// </summary>
+        public string? CanceledReason { get; set; }
 
-
+        /// <summary>
+        /// Paid fee
+        /// </summary>
+        public double Fee { get; set; }
+
+        /// <summary>
+        /// Currency of the paid fee
+        /// </summary>
+        public string? FeeCurrency { get; set; }
 
 
         private double? WithCorrectSign(double? value)

diff --git a/src/Crypto.Websocket.Extensions.Core/Utils/CryptoPairsHelper.cs b/src/Crypto.Websocket.Extensions.Core/Utils/CryptoPairsHelper.cs
@@ -8,7 +8,7 @@ public static class CryptoPairsHelper
         /// <summary>
         /// Clean pair from any unnecessary characters and make lowercase
         /// </summary>
-        public static string Clean(string pair)
+        public static string Clean(string? pair)
         {
             return (pair ?? string.Empty)
                 .Trim()
@@ -21,7 +21,7 @@ public static string Clean(string pair)
         /// <summary>
         /// Compare two pairs, clean them before
         /// </summary>
-        public static bool AreSame(string firstPair, string secondPair)
+        public static bool AreSame(string? firstPair, string? secondPair)
         {
             var first = Clean(firstPair);
             var second = Clean(secondPair);

diff --git a/src/Crypto.Websocket.Extensions/Crypto.Websocket.Extensions.csproj b/src/Crypto.Websocket.Extensions/Crypto.Websocket.Extensions.csproj
@@ -25,7 +25,7 @@
 	</PropertyGroup>
 
 	<ItemGroup>
-		<PackageReference Include="Binance.Client.Websocket" Version="2.2.1" />
+		<PackageReference Include="Binance.Client.Websocket" Version="2.3.1" />
 		<PackageReference Include="Bitfinex.Client.Websocket" Version="4.2.0" />
 		<PackageReference Include="Bitmex.Client.Websocket" Version="3.2.1" />
 		<PackageReference Include="Bitstamp.Client.Websocket" Version="1.1.1" />