Merge pull request #1 from JKorf/master

sync

Kraken.Net.UnitTests/KrakenClientTests.cs

@@ -105,7 +105,6 @@ public string SerializeExpected<T>(T data)
         [TestCase("BTCUSDT", true)]
         [TestCase("BTCUSDTA", true)]
         [TestCase("BTCUSDTAF", true)]
-        [TestCase("BTCUSDTAFDA", false)]
         [TestCase("BTCUSD", true)]
         [TestCase("NANOUSDT.d", true)]
         public void CheckValidKrakenSymbol(string symbol, bool isValid)
@@ -123,7 +122,6 @@ public void CheckValidKrakenSymbol(string symbol, bool isValid)
         [TestCase("BE/ETC", true)]
         [TestCase("B/ETC", false)]
         [TestCase("NANO/USDTD", true)]
-        [TestCase("NANO/USDTDD", false)]
         [TestCase("BTCUSDT", false)]
         [TestCase("BTCUSD", false)]
         public void CheckValidKrakenWebsocketSymbol(string symbol, bool isValid)

Kraken.Net/Kraken.Net.csproj

@@ -1,13 +1,13 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
-	<Nullable>enable</Nullable>
-	<LangVersion>8.0</LangVersion>
+    <Nullable>enable</Nullable>
+    <LangVersion>8.0</LangVersion>
   </PropertyGroup>
   <PropertyGroup>
     <PackageId>KrakenExchange.Net</PackageId>
     <Authors>JKorf</Authors>
-    <PackageVersion>1.0.2</PackageVersion>
+    <PackageVersion>1.0.8</PackageVersion>
     <Description>Kraken.Net is a .Net wrapper for the Kraken API. It includes all features the API provides, REST API and Websocket, using clear and readable objects including but not limited to Reading market info, Placing and managing orders and Reading balances and funds</Description>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <PackageTags>Kraken Kraken.Net C# .Net CryptoCurrency Exchange API wrapper</PackageTags>
@@ -16,7 +16,7 @@
     <PackageIcon>icon.png</PackageIcon>
     <NeutralLanguage>en</NeutralLanguage>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>1.0.2 - Fixed order deserialization</PackageReleaseNotes>
+    <PackageReleaseNotes>1.0.8 - Updated CryptoExchange</PackageReleaseNotes>
   </PropertyGroup>
   <PropertyGroup>
     <DocumentationFile>Kraken.Net.xml</DocumentationFile>
@@ -25,6 +25,6 @@
     <None Include="icon\icon.png" Pack="true" PackagePath="\" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="CryptoExchange.Net" Version="3.0.0" />
+    <PackageReference Include="CryptoExchange.Net" Version="3.0.11" />
   </ItemGroup>
 </Project>

Kraken.Net/KrakenAuthenticationProvider.cs

@@ -7,6 +7,7 @@
 using System.Text;
 using CryptoExchange.Net;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects;
 
 namespace Kraken.Net
 {
@@ -40,7 +41,7 @@ public KrakenAuthenticationProvider(ApiCredentials credentials) : base(credentia
             encryptor = new HMACSHA512(Convert.FromBase64String(credentials.Secret.GetString()));
         }
 
-        public override Dictionary<string, object> AddAuthenticationToParameters(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed)
+        public override Dictionary<string, object> AddAuthenticationToParameters(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed, PostParameters postParameterPosition, ArrayParametersSerialization arraySerialization)
         {
             if (!signed)
                 return parameters;
@@ -49,7 +50,7 @@ public KrakenAuthenticationProvider(ApiCredentials credentials) : base(credentia
             return parameters;
         }
 
-        public override Dictionary<string, string> AddAuthenticationToHeaders(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed)
+        public override Dictionary<string, string> AddAuthenticationToHeaders(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed, PostParameters postParameterPosition, ArrayParametersSerialization arraySerialization)
         {
             if(!signed)
                 return new Dictionary<string, string>();

Kraken.Net/KrakenClient.cs

@@ -235,7 +235,7 @@ public async Task<WebCallResult<KrakenTradesResult>> GetRecentTradesAsync(string
             {
                 {"pair", symbol},
             };
-            parameters.AddOptionalParameter("since", since.HasValue ? JsonConvert.SerializeObject(since, new TimestampSecondsConverter()) : null);
+            parameters.AddOptionalParameter("since", since.HasValue ? JsonConvert.SerializeObject(since, new TimestampNanoSecondsConverter()) : null);
             return await Execute<KrakenTradesResult>(GetUri("/0/public/Trades"), HttpMethod.Get, ct, parameters: parameters).ConfigureAwait(false);
         }
 
@@ -299,7 +299,7 @@ public async Task<WebCallResult<KrakenTradeBalance>> GetTradeBalanceAsync(string
             var parameters = new Dictionary<string, object>();
             parameters.AddOptionalParameter("aclass", "currency");
             parameters.AddOptionalParameter("asset", baseAsset);
-            return await Execute<KrakenTradeBalance>(GetUri("/0/private/TradeBalance"), HttpMethod.Post, ct, null, true).ConfigureAwait(false);
+            return await Execute<KrakenTradeBalance>(GetUri("/0/private/TradeBalance"), HttpMethod.Post, ct, parameters, true).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -707,6 +707,7 @@ public async Task<WebCallResult<IEnumerable<KrakenDepositStatus>>> GetDepositSta
                 { "type", JsonConvert.SerializeObject(side, new OrderSideConverter(false)) },
                 { "ordertype", JsonConvert.SerializeObject(type, new OrderTypeConverter(false)) },
                 { "volume", quantity.ToString(CultureInfo.InvariantCulture) },
+                { "trading_agreement", "agree" }
             };
             parameters.AddOptionalParameter("price", price?.ToString(CultureInfo.InvariantCulture));
             parameters.AddOptionalParameter("userref", clientOrderId);

Kraken.Net/KrakenHelpers.cs

@@ -16,7 +16,7 @@ public static string ValidateKrakenSymbol(this string symbolString)
         {
             if (string.IsNullOrEmpty(symbolString))
                 throw new ArgumentException("Symbol is not provided");
-            if (!Regex.IsMatch(symbolString, "^(([a-z]|[A-Z]|\\.){5,10})$"))
+            if (!Regex.IsMatch(symbolString, "^(([a-z]|[A-Z]|\\.){5,})$"))
                 throw new ArgumentException($"{symbolString} is not a valid Kraken symbol. Should be [QuoteCurrency][BaseCurrency], e.g. ETHXBT");
             return symbolString;
         }
@@ -29,7 +29,7 @@ public static void ValidateKrakenWebsocketSymbol(this string symbolString)
         {
             if (string.IsNullOrEmpty(symbolString))
                 throw new ArgumentException("Symbol is not provided");
-            if (!Regex.IsMatch(symbolString, "^([A-Z]{2,5})[/]([A-Z]{2,5})$"))
+            if (!Regex.IsMatch(symbolString, "^([A-Z]{2,})[/]([A-Z]{2,})$"))
                 throw new ArgumentException($"{symbolString} is not a valid Kraken websocket symbol. Should be [QuoteCurrency]/[BaseCurrency] in ISO 4217-A3 standardized names, e.g. ETH/XBT" +
                                             "Websocket names for pairs are returned in the GetSymbols method in the WebsocketName property.");
         }

Kraken.Net/KrakenOptions.cs

@@ -43,7 +43,7 @@ public class KrakenOrderBookOptions : OrderBookOptions
         /// <summary>
         /// </summary>
         /// <param name="client">The client to use for the socket connection. When using the same client for multiple order books the connection can be shared.</param>
-        public KrakenOrderBookOptions(IKrakenSocketClient? client = null) : base("Kraken", false)
+        public KrakenOrderBookOptions(IKrakenSocketClient? client = null) : base("Kraken", false, true)
         {
             SocketClient = client;
         }

Kraken.Net/KrakenSymbolOrderBook.cs

@@ -1,4 +1,5 @@
 using System;
+using System.Linq;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.OrderBook;
@@ -16,7 +17,6 @@ public class KrakenSymbolOrderBook : SymbolOrderBook
     {
         private readonly IKrakenSocketClient socketClient;
         private bool initialSnapshotDone;
-        private readonly int limit;
 
         /// <summary>
         /// Create a new order book instance
@@ -28,13 +28,13 @@ public KrakenSymbolOrderBook(string symbol, int limit, KrakenOrderBookOptions? o
         {
             socketClient = options?.SocketClient ?? new KrakenSocketClient();
 
-            this.limit = limit;
+            Levels = limit;
         }
 
         /// <inheritdoc />
         protected override async Task<CallResult<UpdateSubscription>> DoStart()
         {
-            var result = await socketClient.SubscribeToDepthUpdatesAsync(Symbol, limit, ProcessUpdate).ConfigureAwait(false);
+            var result = await socketClient.SubscribeToDepthUpdatesAsync(Symbol, Levels.Value, ProcessUpdate).ConfigureAwait(false);
             if (!result)
                 return result;
 
@@ -54,12 +54,13 @@ private void ProcessUpdate(KrakenSocketEvent<KrakenStreamOrderBook> data)
         {
             if (!initialSnapshotDone)
             {
-                SetInitialOrderBook(DateTime.UtcNow.Ticks, data.Data.Bids, data.Data.Asks);
+                var maxNumber = Math.Max(data.Data.Bids.Max(b => b.Sequence), data.Data.Asks.Max(b => b.Sequence));
+                SetInitialOrderBook(maxNumber, data.Data.Bids, data.Data.Asks);
                 initialSnapshotDone = true;
             }
             else
             {
-                UpdateOrderBook(DateTime.UtcNow.Ticks, data.Data.Bids, data.Data.Asks);
+                UpdateOrderBook(data.Data.Bids, data.Data.Asks);
             }
         }
 

Kraken.Net/Objects/KrakenOrderBook.cs

@@ -74,7 +74,7 @@ public KrakenStreamOrderBook()
     /// Stream order book entry
     /// </summary>
     [JsonConverter(typeof(ArrayConverter))]
-    public class KrakenStreamOrderBookEntry : ISymbolOrderBookEntry
+    public class KrakenStreamOrderBookEntry : ISymbolOrderSequencedBookEntry
     {
         /// <summary>
         /// Price of the entry
@@ -86,6 +86,7 @@ public class KrakenStreamOrderBookEntry : ISymbolOrderBookEntry
         /// </summary>
         [ArrayProperty(1)]
         public decimal Quantity { get; set; }
+
         /// <summary>
         /// Timestamp of the entry
         /// </summary>
@@ -97,5 +98,15 @@ public class KrakenStreamOrderBookEntry : ISymbolOrderBookEntry
         /// </summary>
         [ArrayProperty(3)]
         public string UpdateType { get; set; } = "";
+
+        /// <summary>
+        /// Sequence
+        /// </summary>
+        [JsonIgnore]
+        public long Sequence
+        {
+            get => Timestamp.Ticks;
+            set => Timestamp = new DateTime(value);
+        }
     }
 }

README.md

@@ -50,6 +50,10 @@ Implementations from third parties:
 <br />
 <a href="https://github.com/ridicoulous/LiquidQuoine.Net">Liquid</a>
 </td>
+<td><a href="https://github.com/burakoner/OKEx.Net"><img src="https://raw.githubusercontent.com/burakoner/OKEx.Net/master/Okex.Net/Icon/icon.png"></a>
+<br />
+<a href="https://github.com/burakoner/OKEx.Net">OKEx</a>
+</td>
 </tr>
 </table>
 
@@ -83,6 +87,24 @@ After installing it's time to actually use it. To get started you have to add th
 Kraken.Net provides two clients to interact with the Kraken API. The `KrakenClient` provides all rest API calls. The  `KrakenSocketClient`  provides functions to interact with the websocket provided by the Kraken API. Both clients are disposable and as such can be used in a `using` statement.
 
 ## Release notes
+* Version 1.0.8 - 21 Jun 2020
+    * Updated CryptoExchange
+
+* Version 1.0.7 - 16 Jun 2020
+    * Fix for KrakenSymbolOrderBook
+
+* Version 1.0.6 - 07 Jun 2020
+	* Updated CryptoExchange.Net to fix order book desync
+
+* Version 1.0.5 - 03 Mar 2020
+    * Fixed since parameter in GetRecentTrades endpoint
+
+* Version 1.0.4 - 27 Jan 2020
+    * Updated CryptoExchange.Net
+
+* Version 1.0.3 - 12 Nov 2019
+    * Added TradingAgreement parameter for placing orders for German accounts
+
 * Version 1.0.2 - 24 Oct 2019
 	* Fixed order deserialization