Updated SharedTrade to use SharedOrderQuantity for quantities

CryptoExchange.Net/SharedApis/ResponseModels/SharedTrade.cs

@@ -12,7 +12,12 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// Quantity of the trade
         /// </summary>
-        public decimal Quantity { get; set; }
+        [Obsolete("Use `Quantities` instead")]
+        public decimal Quantity => Quantities.QuantityInBaseAsset ?? Quantities.QuantityInContracts ?? 0;
+        /// <summary>
+        /// The quantities of the trade
+        /// </summary>
+        public SharedOrderQuantity Quantities { get; set; }
         /// <summary>
         /// Price of the trade
         /// </summary>
@@ -29,9 +34,9 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public SharedTrade(SharedSymbol? sharedSymbol, string symbol, decimal quantity, decimal price, DateTime timestamp) : base(sharedSymbol, symbol)
+        public SharedTrade(SharedSymbol? sharedSymbol, string symbol, SharedOrderQuantity quantities, decimal price, DateTime timestamp) : base(sharedSymbol, symbol)
         {
-            Quantity = quantity;
+            Quantities = quantities;
             Price = price;
             Timestamp = timestamp;
         }

CryptoExchange.Net/SharedApis/SharedQuantity.cs

@@ -160,6 +160,22 @@ namespace CryptoExchange.Net.SharedApis
         {
         }
 
+        /// <summary>
+        /// Get the quantity in quote asset. Will use the set `QuantityInQuoteAsset` property if it has a value, or `QuantityInBaseAsset` * `price` if not. Null otherwise.
+        /// </summary>
+        /// <param name="price">The price to use for the QuantityInBaseAsset to quote asset quantity calculation</param>
+        /// <returns>Quantity in quote asset if it's available or can be calculated, null otherwise</returns>
+        public decimal? GetQuantityInQuoteAsset(decimal? price)
+        {
+            if (QuantityInQuoteAsset != null)
+                return QuantityInQuoteAsset;
+
+            if (QuantityInBaseAsset != null && price != null)
+                return QuantityInBaseAsset * price;
+
+            return null;
+        }
+
         /// <inheritdoc />
         public override string ToString() => base.ToString();
     }

CryptoExchange.Net/Trackers/Klines/KlineTracker.cs

@@ -284,8 +284,10 @@ namespace CryptoExchange.Net.Trackers.Klines
                 LastOpenTime = klines.Last().OpenTime,
                 HighPrice = klines.Select(d => d.LowPrice).Max(),
                 LowPrice = klines.Select(d => d.HighPrice).Min(),
+#pragma warning disable CS0618 // Type or member is obsolete | Temporary to maintain previous behavior
                 Volume = klines.Select(d => d.Volume).Sum(),
                 AverageVolume = Math.Round(klines.OrderByDescending(d => d.OpenTime).Skip(1).Select(d => d.Volume).DefaultIfEmpty().Average(), 8)
+#pragma warning restore
             };
         }
 

CryptoExchange.Net/Trackers/Trades/TradeTracker.cs

@@ -138,6 +138,11 @@ namespace CryptoExchange.Net.Trackers.Trades
             }
         }
 
+        /// <summary>
+        /// The type of quantity the trades and stats are denoted in
+        /// </summary>
+        public TradeQuantityType QuantityType { get; }
+
         /// <inheritdoc />
         public event Func<SharedTrade, Task>? OnAdded;
         /// <inheritdoc />
@@ -156,12 +161,14 @@ namespace CryptoExchange.Net.Trackers.Trades
             SharedSymbol symbol,
             int? limit = null,
             TimeSpan? period = null,
+            TradeQuantityType tradeQuantityType = TradeQuantityType.BaseAsset,
             ExchangeParameters? exchangeParameters = null)
         {
             _logger = logger ?? new NullLogger<TradeTracker>();
             _recentRestClient = recentRestClient;
             _historyRestClient = historyRestClient;
             _socketClient = socketClient;
+            QuantityType = tradeQuantityType;
             _exchangeParameters = exchangeParameters;
             Exchange = socketClient.Exchange;
             Symbol = symbol;
@@ -170,22 +177,41 @@ namespace CryptoExchange.Net.Trackers.Trades
             Period = period;
         }
 
-        private static TradesStats GetStats(IEnumerable<SharedTrade> trades)
+        private TradesStats GetStats(IEnumerable<SharedTrade> trades)
         {
             if (!trades.Any())
                 return new TradesStats();
 
-            return new TradesStats
+
+            var stats = new TradesStats
             {
                 TradeCount = trades.Count(),
                 FirstTradeTime = trades.First().Timestamp,
                 LastTradeTime = trades.Last().Timestamp,
-                AveragePrice = Math.Round(trades.Select(d => d.Price).DefaultIfEmpty().Average(), 8),
+                AveragePrice = Math.Round(trades.Select(d => d.Price).DefaultIfEmpty().Average(), 8),                
-                VolumeWeightedAveragePrice = trades.Any() ? Math.Round(trades.Select(d => d.Price * d.Quantity).DefaultIfEmpty().Sum() / trades.Select(d => d.Quantity).DefaultIfEmpty().Sum(), 8) : null,
+                QuoteVolume = Math.Round(trades.Sum(d => d.Quantities.GetQuantityInQuoteAsset(d.Price) ?? 0), 8),
-                Volume = Math.Round(trades.Sum(d => d.Quantity), 8),
-                QuoteVolume = Math.Round(trades.Sum(d => d.Quantity * d.Price), 8),
-                BuySellRatio = Math.Round(trades.Where(x => x.Side == SharedOrderSide.Buy).Sum(x => x.Quantity) / trades.Sum(x => x.Quantity), 8)
             };
+
+            if (QuantityType == TradeQuantityType.BaseAsset)
+            {
+                stats.VolumeWeightedAveragePrice =
+                    trades.Any()
+                        ? Math.Round(trades.Select(d => d.Quantities.GetQuantityInQuoteAsset(d.Price) ?? 0).DefaultIfEmpty().Sum() / trades.Select(d => d.Quantities.QuantityInBaseAsset!.Value).DefaultIfEmpty().Sum(), 8)
+                        : null;
+                stats.Volume = Math.Round(trades.Sum(d => d.Quantities.QuantityInBaseAsset!.Value), 8);
+                stats.BuySellRatio = Math.Round(trades.Where(x => x.Side == SharedOrderSide.Buy).Sum(x => x.Quantities.QuantityInBaseAsset!.Value) / trades.Sum(x => x.Quantities.QuantityInBaseAsset!.Value), 8);
+            }
+            else
+            {
+                stats.VolumeWeightedAveragePrice =
+                    trades.Any()
+                        ? Math.Round(trades.Select(d => d.Quantities.GetQuantityInQuoteAsset(d.Price) ?? 0).DefaultIfEmpty().Sum() / trades.Select(d => d.Quantities.QuantityInContracts!.Value).DefaultIfEmpty().Sum(), 8)
+                        : null;
+                stats.Volume = Math.Round(trades.Sum(d => d.Quantities.QuantityInContracts!.Value), 8);
+                stats.BuySellRatio = Math.Round(trades.Where(x => x.Side == SharedOrderSide.Buy).Sum(x => x.Quantities.QuantityInContracts!.Value) / trades.Sum(x => x.Quantities.QuantityInContracts!.Value), 8);
+            }
+
+            return stats;
         }
 
         /// <inheritdoc />
@@ -498,4 +524,19 @@ namespace CryptoExchange.Net.Trackers.Trades
                 Status = SyncStatus.Synced;
         }
     }
+
+    /// <summary>
+    /// The quantities to use for trade tracking
+    /// </summary>
+    public enum TradeQuantityType
+    {
+        /// <summary>
+        /// Base asset
+        /// </summary>
+        BaseAsset,
+        /// <summary>
+        /// Contracts
+        /// </summary>
+        Contracts
+    }
 }