Version 1.4.0

OKX.Api.Examples/Usings.cs

@@ -0,0 +1,9 @@
+global using ApiSharp.WebSocket;
+global using OKX.Api.Enums;
+global using OKX.Api.Models.AlgoTrading;
+global using OKX.Api.Models.GridTrading;
+global using OKX.Api.Models.Trade;
+global using System;
+global using System.Collections.Generic;
+global using System.Linq;
+global using System.Threading.Tasks;

OKX.Api/Clients/RestApi/OKXRestApiBaseClient.cs

@@ -1,6 +1,4 @@
-using OKX.Api.Models;
-
-namespace OKX.Api.Clients.RestApi;
+namespace OKX.Api.Clients.RestApi;
 
 /// <summary>
 /// OKX Rest Api Base Client

OKX.Api/Clients/RestApi/OKXRestApiMarketDataClient.cs

@@ -1,5 +1,4 @@
-using OKX.Api.Models;
-using OKX.Api.Models.MarketData;
+using OKX.Api.Models.MarketData;
 
 namespace OKX.Api.Clients.RestApi;
 
@@ -12,13 +11,13 @@ public class OKXRestApiMarketDataClient : OKXRestApiBaseClient
     private const string v5MarketTickers = "api/v5/market/tickers";
     private const string v5MarketTicker = "api/v5/market/ticker";
     private const string v5MarketBooks = "api/v5/market/books";
-    // TODO: api/v5/market/books-lite
+    private const string v5MarketBooksLite = "api/v5/market/books-lite";
     private const string v5MarketCandles = "api/v5/market/candles";
     private const string v5MarketHistoryCandles = "api/v5/market/history-candles";
     private const string v5MarketTrades = "api/v5/market/trades";
     private const string v5MarketTradesHistory = "api/v5/market/history-trades";
-    // TODO: api/v5/market/option/instrument-family-trades
-    // TODO: api/v5/public/option-trades
+    private const string v5MarketOptionInstrumentFamilyTrades = "api/v5/market/option/instrument-family-trades";
+    private const string v5PublicOptionTrades = "api/v5/public/option-trades";
     private const string v5MarketPlatform24Volume = "api/v5/market/platform-24-volume";
 
     internal OKXRestApiMarketDataClient(OKXRestApiClient root) : base(root)
@@ -91,6 +90,29 @@ public async Task<RestCallResult<OkxOrderBook>> GetOrderBookAsync(string instrum
         return result.As(orderbook);
     }
 
+    // BURAK
+    /// <summary>
+    /// Retrieve order top 25 book of the instrument more quickly
+    /// </summary>
+    /// <param name="instrumentId">Instrument ID</param>
+    /// <param name="ct">Cancellation Token</param>
+    /// <returns></returns>
+    public async Task<RestCallResult<OkxOrderBook>> GetOrderBookLiteAsync(string instrumentId, CancellationToken ct = default)
+    {
+        var parameters = new Dictionary<string, object>
+        {
+            { "instId", instrumentId},
+        };
+
+        var result = await SendOKXRequest<IEnumerable<OkxOrderBook>>(GetUri(v5MarketBooksLite), HttpMethod.Get, ct, signed: false, queryParameters: parameters).ConfigureAwait(false);
+        if (!result.Success || result.Data.Count() == 0) return result.AsError<OkxOrderBook>(new OkxRestApiError(result.Error.Code, result.Error.Message, result.Error.Data));
+        if (result.Error != null && result.Error.Code > 0) return result.AsError<OkxOrderBook>(new OkxRestApiError(result.Error.Code, result.Error.Message, null));
+
+        var orderbook = result.Data.FirstOrDefault();
+        orderbook.Instrument = instrumentId;
+        return result.As(orderbook);
+    }
+
     /// <summary>
     /// Retrieve the candlestick charts. This endpoint can retrieve the latest 1,440 data entries. Charts are returned in groups based on the requested bar.
     /// </summary>
@@ -208,49 +230,57 @@ public async Task<RestCallResult<IEnumerable<OkxTrade>>> GetTradesHistoryAsync(
         return await SendOKXRequest<IEnumerable<OkxTrade>>(GetUri(v5MarketTradesHistory), HttpMethod.Get, ct, signed: false, queryParameters: parameters).ConfigureAwait(false);
     }
 
+    // BURAK
     /// <summary>
-    /// The 24-hour trading volume is calculated on a rolling basis, using USD as the pricing unit.
+    /// Retrieve the recent transactions of an instrument under same instFamily. The maximum is 100.
     /// </summary>
+    /// <param name="instrumentFamily">Instrument family, e.g. BTC-USD. Applicable to OPTION</param>
     /// <param name="ct">Cancellation Token</param>
     /// <returns></returns>
-    public async Task<RestCallResult<Okx24HourVolume>> Get24HourVolumeAsync(CancellationToken ct = default)
+    public async Task<RestCallResult<IEnumerable<OkxOptionTradeByInstrumentFamily>>> GetOptionTradesByInstrumentFamilyAsync(
+        string instrumentFamily,
+        CancellationToken ct = default)
     {
-        return await SendOKXSingleRequest<Okx24HourVolume>(GetUri(v5MarketPlatform24Volume), HttpMethod.Get, ct).ConfigureAwait(false);
-    }
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
+        var parameters = new Dictionary<string, object>
+        {
+            { "instFamily", instrumentFamily },
+        };
 
+        return await SendOKXRequest<IEnumerable<OkxOptionTradeByInstrumentFamily>>(GetUri(v5MarketOptionInstrumentFamilyTrades), HttpMethod.Get, ct, signed: false, queryParameters: parameters).ConfigureAwait(false);
+    }
 
+    // BURAK
+    /// <summary>
+    /// The maximum is 100.
+    /// </summary>
+    /// <param name="instrumentId">Instrument ID, e.g. BTC-USD-221230-4000-C, Either instId or instFamily is required. If both are passed, instId will be used.</param>
+    /// <param name="instrumentFamily">Instrument family, e.g. BTC-USD</param>
+    /// <param name="optionType">Option type, C: Call P: put</param>
+    /// <param name="ct">Cancellation Token</param>
+    /// <returns></returns>
+    public async Task<RestCallResult<IEnumerable<OkxOptionTrade>>> GetOptionTradesByInstrumentFamilyAsync(
+    string instrumentId = null,
+    string instrumentFamily = null,
+    OkxOptionType? optionType = null,
+    CancellationToken ct = default)
+    {
+        var parameters = new Dictionary<string, object>();
+        parameters.AddOptionalParameter("instId", instrumentId);
+        parameters.AddOptionalParameter("instFamily", instrumentFamily);
+        parameters.AddOptionalParameter("optType", JsonConvert.SerializeObject(optionType, new OptionTypeConverter(false)));
 
+        return await SendOKXRequest<IEnumerable<OkxOptionTrade>>(GetUri(v5PublicOptionTrades), HttpMethod.Get, ct, signed: false, queryParameters: parameters).ConfigureAwait(false);
+    }
 
+    /// <summary>
+    /// The 24-hour trading volume is calculated on a rolling basis, using USD as the pricing unit.
+    /// </summary>
+    /// <param name="ct">Cancellation Token</param>
+    /// <returns></returns>
+    public async Task<RestCallResult<Okx24HourVolume>> Get24HourVolumeAsync(CancellationToken ct = default)
+    {
+        return await SendOKXSingleRequest<Okx24HourVolume>(GetUri(v5MarketPlatform24Volume), HttpMethod.Get, ct).ConfigureAwait(false);
+    }
     #endregion
 
 }

OKX.Api/Clients/RestApi/OKXRestApiTradingAccountClient.cs

@@ -26,7 +26,7 @@ public class OKXRestApiTradingAccountClient : OKXRestApiBaseClient
     private const string v5AccountInterestAccrued = "api/v5/account/interest-accrued";
     private const string v5AccountInterestRate = "api/v5/account/interest-rate";
     private const string v5AccountSetGreeks = "api/v5/account/set-greeks";
-    // TODO: api/v5/account/set-isolated-mode
+    private const string v5AccountSetIsolatedMode = "api/v5/account/set-isolated-mode";
     private const string v5AccountMaxWithdrawal = "api/v5/account/max-withdrawal";
     // TODO: api/v5/account/risk-state
     // TODO: api/v5/account/quick-margin-borrow-repay
@@ -526,7 +526,7 @@ public async Task<RestCallResult<IEnumerable<OkxInterestRate>>> GetInterestRateA
     /// <param name="greeksType">Display type of Greeks.</param>
     /// <param name="ct">Cancellation Token</param>
     /// <returns></returns>
-    public async Task<RestCallResult<OkxAccountGreeksType>> SetGreeksAsync(Enums.OkxGreeksType greeksType, CancellationToken ct = default)
+    public async Task<RestCallResult<OkxAccountGreeksType>> SetGreeksAsync(OkxGreeksType greeksType, CancellationToken ct = default)
     {
         var parameters = new Dictionary<string, object> {
             {"greeksType", JsonConvert.SerializeObject(greeksType, new GreeksTypeConverter(false)) },
@@ -535,6 +535,26 @@ public async Task<RestCallResult<OkxAccountGreeksType>> SetGreeksAsync(Enums.Okx
         return await SendOKXSingleRequest<OkxAccountGreeksType>(GetUri(v5AccountSetGreeks), HttpMethod.Post, ct, signed: true, bodyParameters: parameters).ConfigureAwait(false);
     }
 
+    // BURAK
+    /// <summary>
+    /// You can set the currency margin and futures/perpetual Isolated margin trading mode
+    /// </summary>
+    /// <param name="instrumentType">Instrument type</param>
+    /// <param name="marginMode">Isolated margin trading settings</param>
+    /// <param name="ct">Cancellation Token</param>
+    /// <returns></returns>
+    /// <exception cref="ArgumentException"></exception>
+    public async Task<RestCallResult<OkxIsolatedMarginModeSettings>> SetIsolatedMarginModeAsync(OkxInstrumentType instrumentType, Enums.OkxIsolatedMarginMode marginMode,   CancellationToken ct = default)
+    {
+        if (!instrumentType.IsIn(OkxInstrumentType.Margin, OkxInstrumentType.Contracts)) throw new ArgumentException("Only Margin and Contracts allowed", nameof(instrumentType));
+        var parameters = new Dictionary<string, object> {
+            {"isoMode", JsonConvert.SerializeObject(marginMode, new IsolatedMarginModeConverter(false)) },
+            {"type", JsonConvert.SerializeObject(instrumentType, new InstrumentTypeConverter(false)) },
+        };
+
+        return await SendOKXSingleRequest<OkxIsolatedMarginModeSettings>(GetUri(v5AccountSetIsolatedMode), HttpMethod.Post, ct, signed: true, bodyParameters: parameters).ConfigureAwait(false);
+    }
+
     /// <summary>
     /// Retrieve the maximum transferable amount.
     /// </summary>

OKX.Api/Clients/WebSocketApi/OKXWebSocketApiAlgoTradingClient.cs

@@ -1,5 +1,4 @@
-using OKX.Api.Models;
-using OKX.Api.Models.AlgoTrading;
+using OKX.Api.Models.AlgoTrading;
 
 namespace OKX.Api.Clients.WebSocketApi;
 
@@ -61,7 +60,7 @@ public async Task<CallResult<WebSocketUpdateSubscription>> SubscribeToAlgoOrderU
             InstrumentFamily = symbol.InstrumentFamily,
         });
         var request = new OkxSocketRequest(OkxSocketOperation.Subscribe, arguments);
-        return await this.RootClient.RootSubscribeAsync(request, null, true, internalHandler, ct).ConfigureAwait(false);
+        return await this.RootClient.RootSubscribeAsync( OkxSocketEndpoint.Business, request, null, true, internalHandler, ct).ConfigureAwait(false);
     }
 
 
@@ -109,7 +108,7 @@ public async Task<CallResult<WebSocketUpdateSubscription>> SubscribeToAdvanceAlg
             InstrumentFamily = symbol.InstrumentFamily,
         });
         var request = new OkxSocketRequest(OkxSocketOperation.Subscribe, arguments);
-        return await this.RootClient.RootSubscribeAsync(request, null, true, internalHandler, ct).ConfigureAwait(false);
+        return await this.RootClient.RootSubscribeAsync(OkxSocketEndpoint.Business, request, null, true, internalHandler, ct).ConfigureAwait(false);
     }
 
 }

OKX.Api/Clients/WebSocketApi/OKXWebSocketApiBaseClient.cs

@@ -1,6 +1,4 @@
-using OKX.Api.Models;
-
-namespace OKX.Api;
+namespace OKX.Api;
 
 /// <summary>
 /// OKX WebSocket Api Base Client
@@ -30,7 +28,6 @@ internal OKXWebSocketApiBaseClient(OKXWebSocketApiClientOptions options) : base(
 
         SetDataInterpreter(DecompressData, null);
         SendPeriodic("Ping", TimeSpan.FromSeconds(5), con => "ping");
-
     }
 
     #region Overrided Methods
@@ -152,10 +149,11 @@ protected override bool HandleSubscriptionResponse(WebSocketConnection connectio
 
         // Check for Error
         // 30040: {0} Channel : {1} doesn't exist
-        if (data.HasValues && data["event"] != null && (string)data["event"]! == "error" && data["errorCode"] != null && (string)data["errorCode"]! == "30040")
+        if (data.HasValues && data["event"] != null && (string)data["event"] == "error" && 
+            data["msg"] != null && data["code"] != null)
         {
-            log.Write(LogLevel.Warning, "Subscription failed: " + (string)data["message"]!);
-            callResult = new CallResult<object>(new ServerError($"{(string)data["errorCode"]!}, {(string)data["message"]!}"));
+            log.Write(LogLevel.Warning, "Subscription failed: " + (string)data["msg"]!);
+            callResult = new CallResult<object>(new ServerError(data["code"].ToInt(), (string)data["msg"]));
             return true;
         }
 
@@ -246,23 +244,6 @@ await connection.SendAndWaitAsync(request, TimeSpan.FromSeconds(10), data =>
         });
         return false;
     }
-
-    /// <inheritdoc />
-    protected override async Task<CallResult<WebSocketConnection>> GetWebSocketConnection(string address, bool authenticated)
-    {
-        address = authenticated
-            ? "wss://ws.okx.com:8443/ws/v5/private"
-            : "wss://ws.okx.com:8443/ws/v5/public";
-
-        if (((OKXWebSocketApiClientOptions)ClientOptions).DemoTradingService)
-        {
-            address = authenticated
-                ? "wss://wspap.okx.com:8443/ws/v5/private?brokerId=9999"
-                : "wss://wspap.okx.com:8443/ws/v5/public?brokerId=9999";
-        }
-
-        return await base.GetWebSocketConnection(address, authenticated);
-    }
     #endregion
 
     #region Private Methods
@@ -287,7 +268,9 @@ private string DecompressData(byte[] byteData)
     /// <param name="passPhrase">The passphrase you specified when creating the API key</param>
     public void SetApiCredentials(string apiKey, string apiSecret, string passPhrase)
     {
-        SetApiCredentials(new OkxApiCredentials(apiKey, apiSecret, passPhrase));
+        var credentials = new OkxApiCredentials(apiKey, apiSecret, passPhrase);
+        ClientOptions.ApiCredentials = credentials;
+        SetApiCredentials(credentials);
     }
 
     #region Ping

OKX.Api/Clients/WebSocketApi/OKXWebSocketApiFundingAccountClient.cs

@@ -14,5 +14,5 @@ internal OKXWebSocketApiFundingAccountClient(OKXWebSocketApiClient root)
     }
 
     // TODO: Deposit info channel
-
+    // TODO: Withdrawal info channel
 }

OKX.Api/Clients/WebSocketApi/OKXWebSocketApiMarketDataClient.cs

@@ -1,5 +1,4 @@
-using OKX.Api.Models;
-using OKX.Api.Models.MarketData;
+using OKX.Api.Models.MarketData;
 
 namespace OKX.Api.Clients.WebSocketApi;
 
@@ -48,7 +47,7 @@ public async Task<CallResult<WebSocketUpdateSubscription>> SubscribeToTickersAsy
             InstrumentId = instrumentId,
         });
         var request = new OkxSocketRequest(OkxSocketOperation.Subscribe, arguments);
-        return await this.RootClient.RootSubscribeAsync(request, null, false, internalHandler, ct).ConfigureAwait(false);
+        return await this.RootClient.RootSubscribeAsync(OkxSocketEndpoint.Public, request, null, false, internalHandler, ct).ConfigureAwait(false);
     }
 
     /// <summary>
@@ -88,7 +87,7 @@ public async Task<CallResult<WebSocketUpdateSubscription>> SubscribeToCandlestic
             InstrumentId = instrumentId,
         });
         var request = new OkxSocketRequest(OkxSocketOperation.Subscribe, arguments);
-        return await this.RootClient.RootSubscribeAsync(request, null, false, internalHandler, ct).ConfigureAwait(false);
+        return await this.RootClient.RootSubscribeAsync(OkxSocketEndpoint.Business, request, null, false, internalHandler, ct).ConfigureAwait(false);
     }
 
     /// <summary>
@@ -123,9 +122,11 @@ public async Task<CallResult<WebSocketUpdateSubscription>> SubscribeToTradesAsyn
             InstrumentId = instrumentId,
         });
         var request = new OkxSocketRequest(OkxSocketOperation.Subscribe, arguments);
-        return await this.RootClient.RootSubscribeAsync(request, null, false, internalHandler, ct).ConfigureAwait(false);
+        return await this.RootClient.RootSubscribeAsync(OkxSocketEndpoint.Public, request, null, false, internalHandler, ct).ConfigureAwait(false);
     }
 
+    // TODO: WS / All trades channel
+
     /// <summary>
     /// Retrieve order book data.
     /// Use books for 400 depth levels, book5 for 5 depth levels, books50-l2-tbt tick-by-tick 50 depth levels, and books-l2-tbt for tick-by-tick 400 depth levels.
@@ -174,7 +175,7 @@ public async Task<CallResult<WebSocketUpdateSubscription>> SubscribeToOrderBookA
             InstrumentId = instrumentId,
         });
         var request = new OkxSocketRequest(OkxSocketOperation.Subscribe, arguments);
-        return await this.RootClient.RootSubscribeAsync(request, null, false, internalHandler, ct).ConfigureAwait(false);
+        return await this.RootClient.RootSubscribeAsync(OkxSocketEndpoint.Public, request, null, false, internalHandler, ct).ConfigureAwait(false);
     }
 
     // TODO: WS / Option trades channel