Skip to content

Fix inconsistent naming #272

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
jjxtra merged 9 commits into from
Oct 29, 2018
Merged

Fix inconsistent naming #272

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
9 commits
Select commit Hold shift + click to select a range
b14987f
Rename ExchangeMarket.BaseCurrency to ExchangeMarket.QuoteCurrency an…
superhappychris Oct 16, 2018
cd81669
Fix baseCurrency / quoteCurrency naming in Bitstamp methods. Add "ge…
superhappychris Oct 17, 2018
7a03182
Rename ExchangeVolume properties BaseSymbol, BaseVolume, ConvertSymbo…
superhappychris Oct 18, 2018
c2e8e2b
Rename ExchangeTransaction property Symbol to Currency. Update all us…
superhappychris Oct 18, 2018
c727118
Rename ExchangeDepositDetails property Symbol to Currency. Update all…
superhappychris Oct 19, 2018
2992d67
Rename MarketCandle properties BaseVolume and ConvertVolume to BaseCu…
superhappychris Oct 19, 2018
a10c9f4
Rename 'symbol' to 'marketSymbol', and 'Symbol' to 'MarketSymbol' whe…
superhappychris Oct 24, 2018
5c7a658
Merge branch 'master' into fix-inconsistent-naming
superhappychris Oct 24, 2018
c9047cb
Fix build errors after merge
superhappychris Oct 24, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
83 changes: 40 additions & 43 deletions ExchangeSharp/API/Exchanges/Abucoins/ExchangeAbucoinsAPI.cs
View file
Open in desktop

Large diffs are not rendered by default.

256 changes: 133 additions & 123 deletions ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs
View file
Open in desktop

Large diffs are not rendered by default.

2 changes: 1 addition & 1 deletion ExchangeSharp/API/Exchanges/Binance/Models/MarketDepthDiffUpdate.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,7 @@ internal class MarketDepthDiffUpdate
public long EventTime { get; set; }

[JsonProperty("s")]
public string Symbol { get; set; }
public string MarketSymbol { get; set; }

[JsonProperty("U")]
public int FirstUpdate { get; set; }
Expand Down
80 changes: 40 additions & 40 deletions ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -42,19 +42,19 @@ public ExchangeBitMEXAPI()
// this will give us an api-expires 60 seconds into the future
NonceOffset = TimeSpan.FromSeconds(-60.0);

SymbolSeparator = string.Empty;
MarketSymbolSeparator = string.Empty;
RequestContentType = "application/json";
WebSocketOrderBookType = WebSocketOrderBookType.FullBookFirstThenDeltas;

RateLimit = new RateGate(300, TimeSpan.FromMinutes(5));
}

public override string ExchangeSymbolToGlobalSymbol(string symbol)
public override string ExchangeMarketSymbolToGlobalMarketSymbol(string marketSymbol)
{
throw new NotImplementedException();
}

public override string GlobalSymbolToExchangeSymbol(string symbol)
public override string GlobalMarketSymbolToExchangeMarketSymbol(string marketSymbol)
{
throw new NotImplementedException();
}
Expand All @@ -78,14 +78,14 @@ protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dicti
}
}

protected override async Task<IEnumerable<string>> OnGetSymbolsAsync()
protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
{
var m = await GetSymbolsMetadataAsync();
return m.Select(x => x.MarketName);
var m = await GetMarketSymbolsMetadataAsync();
return m.Select(x => x.MarketSymbol);
}


protected override async Task<IEnumerable<ExchangeMarket>> OnGetSymbolsMetadataAsync()
protected override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
{
/*
{{
Expand Down Expand Up @@ -195,23 +195,23 @@ protected override async Task<IEnumerable<ExchangeMarket>> OnGetSymbolsMetadataA

List<ExchangeMarket> markets = new List<ExchangeMarket>();
JToken allSymbols = await MakeJsonRequestAsync<JToken>("/instrument");
foreach (JToken symbol in allSymbols)
foreach (JToken marketSymbolToken in allSymbols)
{
var market = new ExchangeMarket
{
MarketName = symbol["symbol"].ToStringUpperInvariant(),
IsActive = symbol["status"].ToStringInvariant().EqualsWithOption("Open"),
BaseCurrency = symbol["quoteCurrency"].ToStringUpperInvariant(),
MarketCurrency = symbol["underlying"].ToStringUpperInvariant(),
MarketSymbol = marketSymbolToken["symbol"].ToStringUpperInvariant(),
IsActive = marketSymbolToken["status"].ToStringInvariant().EqualsWithOption("Open"),
QuoteCurrency = marketSymbolToken["quoteCurrency"].ToStringUpperInvariant(),
BaseCurrency = marketSymbolToken["underlying"].ToStringUpperInvariant(),
};

try
{
market.PriceStepSize = symbol["tickSize"].ConvertInvariant<decimal>();
market.MaxPrice = symbol["maxPrice"].ConvertInvariant<decimal>();
market.PriceStepSize = marketSymbolToken["tickSize"].ConvertInvariant<decimal>();
market.MaxPrice = marketSymbolToken["maxPrice"].ConvertInvariant<decimal>();
//market.MinPrice = symbol["minPrice"].ConvertInvariant<decimal>();

market.MaxTradeSize = symbol["maxOrderQty"].ConvertInvariant<decimal>();
market.MaxTradeSize = marketSymbolToken["maxOrderQty"].ConvertInvariant<decimal>();
//market.MinTradeSize = symbol["minQty"].ConvertInvariant<decimal>();
//market.QuantityStepSize = symbol["stepSize"].ConvertInvariant<decimal>();
}
Expand All @@ -224,7 +224,7 @@ protected override async Task<IEnumerable<ExchangeMarket>> OnGetSymbolsMetadataA
return markets;
}

protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] symbols)
protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, ExchangeTrade>> callback, params string[] marketSymbols)
{
/*
{"table":"trade","action":"partial","keys":[],
Expand All @@ -249,31 +249,31 @@ protected override IWebSocket OnGetTradesWebSocket(Action<KeyValuePair<string, E
JArray data = token["data"] as JArray;
foreach (var t in data)
{
var symbol = t["symbol"].ToStringInvariant();
callback(new KeyValuePair<string, ExchangeTrade>(symbol, t.ParseTrade("size", "price", "size", "timestamp", TimestampType.Iso8601, "trdMatchID")));
var marketSymbol = t["symbol"].ToStringInvariant();
callback(new KeyValuePair<string, ExchangeTrade>(marketSymbol, t.ParseTrade("size", "price", "size", "timestamp", TimestampType.Iso8601, "trdMatchID")));
}
return Task.CompletedTask;
}, async (_socket) =>
{
if (symbols == null || symbols.Length == 0)
if (marketSymbols == null || marketSymbols.Length == 0)
{
symbols = (await GetSymbolsAsync()).ToArray();
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
await _socket.SendMessageAsync(new { op = "subscribe", args = symbols.Select(s => "\"trade:" + this.NormalizeSymbol(s) + "\"").ToArray() });
await _socket.SendMessageAsync(new { op = "subscribe", args = marketSymbols.Select(s => "\"trade:" + this.NormalizeMarketSymbol(s) + "\"").ToArray() });
});
}

protected override IWebSocket OnGetOrderBookWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] symbols)
protected override IWebSocket OnGetOrderBookWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] marketSymbols)
{
/*
{"info":"Welcome to the BitMEX Realtime API.","version":"2018-06-29T18:05:14.000Z","timestamp":"2018-07-05T14:22:26.267Z","docs":"https://www.bitmex.com/app/wsAPI","limit":{"remaining":39}}
{"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD"]}}
{"table":"orderBookL2","action":"update","data":[{"symbol":"XBTUSD","id":8799343000,"side":"Buy","size":350544}]}
*/

if (symbols == null || symbols.Length == 0)
if (marketSymbols == null || marketSymbols.Length == 0)
{
symbols = GetSymbolsAsync().Sync().ToArray();
marketSymbols = GetMarketSymbolsAsync().Sync().ToArray();
}
return ConnectWebSocket(string.Empty, (_socket, msg) =>
{
Expand All @@ -293,7 +293,7 @@ protected override IWebSocket OnGetOrderBookWebSocket(Action<ExchangeOrderBook>
var size = 0m;
foreach (var d in data)
{
var symbol = d["symbol"].ToStringInvariant();
var marketSymbol = d["symbol"].ToStringInvariant();
var id = d["id"].ConvertInvariant<long>();
if (d["price"] == null)
{
Expand Down Expand Up @@ -330,25 +330,25 @@ protected override IWebSocket OnGetOrderBookWebSocket(Action<ExchangeOrderBook>
{
book.Asks[depth.Price] = depth;
}
book.Symbol = symbol;
book.MarketSymbol = marketSymbol;
}

if (!string.IsNullOrEmpty(book.Symbol))
if (!string.IsNullOrEmpty(book.MarketSymbol))
{
callback(book);
}
return Task.CompletedTask;
}, async (_socket) =>
{
if (symbols.Length == 0)
if (marketSymbols.Length == 0)
{
symbols = (await GetSymbolsAsync()).ToArray();
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}
await _socket.SendMessageAsync(new { op = "subscribe", args = symbols.Select(s => "\"orderBookL2:" + this.NormalizeSymbol(s) + "\"").ToArray() });
await _socket.SendMessageAsync(new { op = "subscribe", args = marketSymbols.Select(s => "\"orderBookL2:" + this.NormalizeMarketSymbol(s) + "\"").ToArray() });
});
}

protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string symbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)
protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(string marketSymbol, int periodSeconds, DateTime? startDate = null, DateTime? endDate = null, int? limit = null)
{
/*
[
Expand All @@ -358,7 +358,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin

List<MarketCandle> candles = new List<MarketCandle>();
string periodString = PeriodSecondsToString(periodSeconds);
string url = $"/trade/bucketed?binSize={periodString}&partial=false&symbol={symbol}&reverse=true" + symbol;
string url = $"/trade/bucketed?binSize={periodString}&partial=false&symbol={marketSymbol}&reverse=true" + marketSymbol;
if (startDate != null)
{
url += "&startTime=" + startDate.Value.ToString("yyyy-MM-dd");
Expand All @@ -375,7 +375,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin
var obj = await MakeJsonRequestAsync<JToken>(url);
foreach (var t in obj)
{
candles.Add(this.ParseCandle(t, symbol, periodSeconds, "open", "high", "low", "close", "timestamp", TimestampType.Iso8601, "volume", "turnover", "vwap"));
candles.Add(this.ParseCandle(t, marketSymbol, periodSeconds, "open", "high", "low", "close", "timestamp", TimestampType.Iso8601, "volume", "turnover", "vwap"));
}
candles.Reverse();

Expand Down Expand Up @@ -475,15 +475,15 @@ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailable
return amounts;
}

protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string symbol = null)
protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDetailsAsync(string marketSymbol = null)
{
List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();
Dictionary<string, object> payload = await GetNoncePayloadAsync();
//string query = "/order";
string query = "/order?filter={\"open\": true}";
if (!string.IsNullOrWhiteSpace(symbol))
if (!string.IsNullOrWhiteSpace(marketSymbol))
{
query += "&symbol=" + NormalizeSymbol(symbol);
query += "&symbol=" + NormalizeMarketSymbol(marketSymbol);
}
JToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, "GET");
foreach (JToken order in token)
Expand All @@ -494,7 +494,7 @@ protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDe
return orders;
}

protected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId, string symbol = null)
protected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string orderId, string marketSymbol = null)
{
List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();
Dictionary<string, object> payload = await GetNoncePayloadAsync();
Expand All @@ -508,7 +508,7 @@ protected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string
return orders[0];
}

protected override async Task OnCancelOrderAsync(string orderId, string symbol = null)
protected override async Task OnCancelOrderAsync(string orderId, string marketSymbol = null)
{
Dictionary<string, object> payload = await GetNoncePayloadAsync();
payload["orderID"] = orderId;
Expand Down Expand Up @@ -545,7 +545,7 @@ protected override async Task<ExchangeOrderResult[]> OnPlaceOrdersAsync(params E

private void AddOrderToPayload(ExchangeOrderRequest order, Dictionary<string, object> payload)
{
payload["symbol"] = order.Symbol;
payload["symbol"] = order.MarketSymbol;
payload["ordType"] = order.OrderType.ToStringInvariant();
payload["side"] = order.IsBuy ? "Buy" : "Sell";
payload["orderQty"] = order.Amount;
Expand Down Expand Up @@ -601,7 +601,7 @@ private ExchangeOrderResult ParseOrder(JToken token)
IsBuy = token["side"].ToStringInvariant().EqualsWithOption("Buy"),
OrderDate = token["transactTime"].ConvertInvariant<DateTime>(),
OrderId = token["orderID"].ToStringInvariant(),
Symbol = token["symbol"].ToStringInvariant()
MarketSymbol = token["symbol"].ToStringInvariant()
};

// http://www.onixs.biz/fix-dictionary/5.0.SP2/tagNum_39.html
Expand Down
Loading