BitMEX amend bulk seems to be missing #23

samples/bitmex/Program.cs

@@ -1,20 +1,23 @@
 using System;
+using System.Collections.Generic;
+using System.Linq;
 using System.Threading.Tasks;
+using CCXT.NET.BitMEX.Trade;
 using CCXT.NET.Shared.Coin.Types;
 
 namespace bitmex
 {
     class Program
     {
-        private static int __step_no = 1;
+        private static int __step_no = 2;
 
-        private static readonly string API_KEY = "";    // Put your API key
-        private static readonly string API_SECRET = ""; // Put your API secret;
-        private static decimal initial_sell_limit = 20000m;
-        private static decimal amended_sell_limit = 19500m;
+        private static readonly string API_KEY = "N5lkLW2eUsVF3CxaxpaM5ry7";    // Put your API key
+        private static readonly string API_SECRET = "ORKlDys1wouXV84H_G_H5zxN_VrF8IsUf_MNYux1B4GFfHJd"; // Put your API secret;
+        private static decimal initial_sell_limit = 60000m;
+        private static decimal amended_sell_limit = 59500m;
         private static decimal order_quantity = 100m;
 
-        private static async Task Main(string[] args)
+        private static async Task<int> Main(string[] args)
         {
             var _public_api = new CCXT.NET.BitMEX.Public.PublicApi();
             var _private_api = new CCXT.NET.BitMEX.Private.PrivateApi(API_KEY, API_SECRET, is_live: false);
@@ -47,9 +50,56 @@ private static async Task Main(string[] args)
                     Console.Out.WriteLine("Order successfully cancelled.");
                 }
             }
+            if (__step_no == 2)
+            {
+                var _order1 = new BBulkOrderItem(symbol: "XBTUSD", side: SideType.Ask, orderType: OrderType.Limit, orderQty: order_quantity, price: initial_sell_limit);
+                var _order2 = new BBulkOrderItem(symbol: "XBTUSD", side: SideType.Ask, orderType: OrderType.Limit, orderQty: order_quantity * 2, price: initial_sell_limit);
+                var _orders = new List<BBulkOrderItem> { _order1, _order2 };
+                Console.Out.WriteLine($"Placing sell limit bulk order at {initial_sell_limit}...");
+                var _limit_orders = await _trade_api.CreateBulkOrder(_orders);
+                if (!_limit_orders.success)
+                {
+                    Console.Error.WriteLine($"Error {_limit_orders.errorCode}, message: {_limit_orders.message}");
+                    return _limit_orders.statusCode;
+                }
+
+                if (_limit_orders.result.All(x => x.orderStatus == OrderStatus.Open))
+                //if (_limit_order.result.orderStatus == OrderStatus.Open)
+                {
+                    var _order_updates = _limit_orders.result.Select(x => new BBulkUpdateOrderItem
+                    {
+                        orderID = x.orderId,
+                        orderQty = x.quantity,
+                        price = amended_sell_limit
+                    });
+                    Console.Out.WriteLine($"Changing limit of the sell orders to {amended_sell_limit} in bulk...");
+                    _limit_orders = await _trade_api.UpdateOrders(_order_updates.ToList());
+                }
+                if (!_limit_orders.success)
+                {
+                    Console.Error.WriteLine($"Error {_limit_orders.errorCode}, message: {_limit_orders.message}");
+                    return _limit_orders.statusCode;
+                }
+
+                if (_limit_orders.result.All(x => x.orderStatus == OrderStatus.Open))
+                {
+                    Console.Out.WriteLine("Cancelling orders...");
+                    _limit_orders = await _trade_api.CancelOrdersAsync("BTC", "USD", _limit_orders.result.Select(x => x.orderId).ToArray());
+                }
+                if (_limit_orders.result.All(x => x.orderStatus == OrderStatus.Canceled))
+                {
+                    Console.Out.WriteLine("Orders successfully bulk cancelled.");
+                }
+                if (!_limit_orders.success)
+                {
+                    Console.Error.WriteLine($"Error {_limit_orders.errorCode}, message: {_limit_orders.message}");
+                    return _limit_orders.statusCode;
+                }
+            }
 
             Console.Out.WriteLine("hit return to exit...");
             Console.ReadLine();
+            return 0;
         }
     }
 }

src/exchanges/sey/bitmex/trade/order.cs

@@ -240,5 +240,131 @@ public decimal price
             get;
             set;
         }
+
+        /// <summary>
+        /// Ctor. Accepts Typed parameters for convenience.
+        /// </summary>
+        public BBulkOrderItem(string symbol, SideType side, OrderType orderType, decimal orderQty, decimal price, string execInst = "")
+        {
+            this.symbol = symbol;
+            this.side = BSideTypeConverter.ToString(side);
+            this.execInst = execInst;
+            this.ordType = BOrderTypeConverter.ToString(orderType);
+            this.orderQty = orderQty;
+            this.price = price;
+        }
+    }
+
+    /// <summary>
+    /// Converter between SideType and string
+    /// </summary>
+    public class BSideTypeConverter
+    {
+        /// <summary>
+        /// string -> SideType
+        /// </summary>
+        public static SideType FromString(string side)
+        {
+            switch (side)
+            {
+                case "Sell":
+                    return SideType.Ask;
+                case "Buy":
+                    return SideType.Bid;
+                default:
+                    return SideType.Unknown;
+            }
+        }
+
+        /// <summary>
+        /// SideType -> string
+        /// </summary>
+        public static string ToString(SideType side)
+        {
+            switch (side)
+            {
+                case SideType.Ask:
+                    return "Sell";
+                case SideType.Bid:
+                    return "Buy";
+                default:
+                    throw new NotSupportedException("Unkown side not supported");
+            }
+        }
+    }
+
+    /// <summary>
+    /// Converter between OrderType and string
+    /// </summary>
+    public class BOrderTypeConverter
+    {
+        /// <summary>
+        /// string -> OrderType
+        /// </summary>
+        public static OrderType FromString(string orderType)
+        {
+            switch (orderType)
+            {
+                case "Limit":
+                    return OrderType.Limit;
+                case "Market":
+                    return OrderType.Market;
+                default:
+                    return OrderType.Unknown;
+            }
+        }
+
+        /// <summary>
+        /// OrderType -> string
+        /// </summary>
+        public static string ToString(OrderType type)
+        {
+            switch (type)
+            {
+                case OrderType.Limit:
+                    return "Limit";
+                case OrderType.Market:
+                    return "Market";
+                default:
+                    throw new NotSupportedException("Unkown or unsupported order type");
+            }
+        }
+    }
+    /// <summary>
+    /// Items for TradeApi.UpdateOrders call
+    /// </summary>
+    public class BBulkUpdateOrderItem
+    {
+        /// <summary>
+        ///
+        /// </summary>
+        public string orderID
+        {
+            get;
+            set;
+        }
+
+        /// <summary>
+        ///
+        /// </summary>
+        public decimal orderQty
+        {
+            get;
+            set;
+        }
+
+        /// <summary>
+        ///
+        /// </summary>
+        public decimal price
+        {
+            get;
+            set;
+        }
+
+        public BBulkUpdateOrderItem()
+        {
+
+        }
     }
 }

src/exchanges/sey/bitmex/trade/tradeApi.cs

@@ -756,6 +756,45 @@ public async Task<MyOrder> UpdateOrder(string base_name, string quote_name, stri
             return _result;
         }
 
+        /// <summary>
+        /// Update orders in bulk.
+        /// </summary>
+        /// <param name="orders"></param>
+        /// <param name="args">Add additional attributes for each exchange</param>
+        /// <returns></returns>
+        public async Task<MyOrders> UpdateOrders(List<BBulkUpdateOrderItem> orders, Dictionary<string, object> args = null)
+        {
+            var _result = new MyOrders();
+
+            tradeClient.ExchangeInfo.ApiCallWait(TradeType.Trade);
+            {
+                var _params = tradeClient.MergeParamsAndArgs(
+                    new Dictionary<string, object>
+                    {
+                        { "orders", orders }
+                    },
+                    args
+                );
+
+                var _json_value = await tradeClient.CallApiPut1Async("/api/v1/order/bulk", _params);
+#if DEBUG
+                _result.rawJson = _json_value.Content;
+#endif
+                var _json_result = tradeClient.GetResponseMessage(_json_value.Response);
+                if (_json_result.success == true)
+                {
+                    var _orders = tradeClient.DeserializeObject<List<BMyOrderItem>>(_json_value.Content);
+                    {
+                        _result.result = _orders.ToList<IMyOrderItem>();
+                    }
+                }
+
+                _result.SetResult(_json_result);
+            }
+
+            return _result;
+        }
+
         /// <summary>
         /// Cancel an order.
         /// </summary>