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mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-10-28 14:00:48 +00:00
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CryptoExchange.Net/CryptoExchange.Net/SharedApis/Models/SharedQuantity.cs
T
Jan Korf ae7504c26c Shared API's V2 (#289)
Added V2 Shared API's infrastructure
Added request coalescing
Added rate limiting admission logic
Fixed some rate limiting issues
2026-09-23 09:15:39 +02:00

219 lines
9.7 KiB
C#

using CryptoExchange.Net.Converters.SystemTextJson;
using System.Text;
using System.Text.Json.Serialization;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Quantity reference
/// </summary>
public record SharedQuantityReference
{
/// <summary>
/// Quantity denoted in the base asset of the symbol
/// </summary>
public decimal? QuantityInBaseAsset { get; set; }
/// <summary>
/// Quantity denoted in the quote asset of the symbol
/// </summary>
public decimal? QuantityInQuoteAsset { get; set; }
/// <summary>
/// Quantity denoted in the number of contracts
/// </summary>
public decimal? QuantityInContracts { get; set; }
/// <summary>
/// Whether all values are null or zero
/// </summary>
public bool IsZero => !(QuantityInBaseAsset > 0) && !(QuantityInQuoteAsset > 0) && !(QuantityInContracts > 0);
/// <summary>
/// ctor
/// </summary>
internal SharedQuantityReference(decimal? baseAssetQuantity, decimal? quoteAssetQuantity, decimal? contractQuantity)
{
QuantityInBaseAsset = baseAssetQuantity;
QuantityInQuoteAsset = quoteAssetQuantity;
QuantityInContracts = contractQuantity;
}
/// <inheritdoc />
public override string ToString()
{
var sb = new StringBuilder("[");
if (QuantityInBaseAsset != null)
sb.Append($"{QuantityInBaseAsset} base");
if (QuantityInQuoteAsset != null)
{
if (sb.Length > 1)
sb.Append(", ");
sb.Append($"{QuantityInQuoteAsset} quote");
}
if (QuantityInContracts != null)
{
if (sb.Length > 1)
sb.Append(", ");
sb.Append($"{QuantityInContracts} contracts");
}
sb.Append("]");
return sb.ToString();
}
}
/// <summary>
/// Quantity for an order
/// </summary>
[JsonConverter(typeof(SharedQuantityConverter))]
public record SharedQuantity : SharedQuantityReference
{
private SharedQuantity(decimal? baseAssetQuantity, decimal? quoteAssetQuantity, decimal? contractQuantity)
: base(baseAssetQuantity, quoteAssetQuantity, contractQuantity)
{
}
/// <summary>
/// ctor
/// </summary>
public SharedQuantity() : base(null, null, null) { }
/// <inheritdoc />
public override string ToString() => base.ToString();
/// <summary>
/// Specify quantity in base asset
/// </summary>
public static SharedQuantity Base(decimal quantity) => new SharedQuantity(quantity, null, null);
/// <summary>
/// Specify quantity in quote asset
/// </summary>
public static SharedQuantity Quote(decimal quantity) => new SharedQuantity(null, quantity, null);
/// <summary>
/// Specify quantity in number of contracts
/// </summary>
public static SharedQuantity Contracts(decimal quantity) => new SharedQuantity(null, null, quantity);
/// <summary>
/// Get the base asset quantity from a quote quantity using a price
/// </summary>
/// <param name="quoteQuantity">Quantity in quote asset to convert</param>
/// <param name="price">Price to use for conversion</param>
/// <param name="decimalPlaces">The max number of decimal places for the result</param>
/// <param name="lotSize">The lot size (step per quantity) for the base asset</param>
public static SharedQuantity BaseFromQuote(decimal quoteQuantity, decimal price, int decimalPlaces = 8, decimal lotSize = 0.00000001m)
=> new SharedQuantity(ExchangeHelpers.ApplyRules(quoteQuantity / price, decimalPlaces, lotSize), null, null);
/// <summary>
/// Get the quote asset quantity from a base quantity using a price
/// </summary>
/// <param name="baseQuantity">Quantity in base asset to convert</param>
/// <param name="price">Price to use for conversion</param>
/// <param name="decimalPlaces">The max number of decimal places for the result</param>
/// <param name="lotSize">The lot size (step per quantity) for the quote asset</param>
public static SharedQuantity QuoteFromBase(decimal baseQuantity, decimal price, int decimalPlaces = 8, decimal lotSize = 0.00000001m)
=> new SharedQuantity(ExchangeHelpers.ApplyRules(baseQuantity * price, decimalPlaces, lotSize), null, null);
/// <summary>
/// Get a quantity in number of contracts from a base asset
/// </summary>
/// <param name="baseQuantity">Quantity in base asset to convert</param>
/// <param name="contractSize">The contract size of a single contract</param>
/// <param name="decimalPlaces">The max number of decimal places for the result</param>
/// <param name="lotSize">The lot size (step per quantity) for the contract</param>
public static SharedQuantity ContractsFromBase(decimal baseQuantity, decimal contractSize, int decimalPlaces = 8, decimal lotSize = 0.00000001m)
=> new SharedQuantity(ExchangeHelpers.ApplyRules(baseQuantity / contractSize, decimalPlaces, lotSize), null, null);
/// <summary>
/// Get a quantity in number of contracts from a quote asset
/// </summary>
/// <param name="quoteQuantity">Quantity in quote asset to convert</param>
/// <param name="contractSize">The contract size of a single contract</param>
/// <param name="price">The price to use for conversion</param>
/// <param name="decimalPlaces">The max number of decimal places for the result</param>
/// <param name="lotSize">The lot size (step per quantity) for the contract</param>
public static SharedQuantity ContractsFromQuote(decimal quoteQuantity, decimal contractSize, decimal price, int decimalPlaces = 8, decimal lotSize = 0.00000001m)
=> new SharedQuantity(ExchangeHelpers.ApplyRules(quoteQuantity / price / contractSize, decimalPlaces, lotSize), null, null);
}
/// <summary>
/// Order quantity
/// </summary>
[JsonConverter(typeof(SharedOrderQuantityConverter))]
public record SharedOrderQuantity : SharedQuantityReference
{
/// <summary>
/// The average price based on the base and quote asset quantities
/// </summary>
public decimal? AveragePrice => QuantityInBaseAsset == 0 ? null : QuantityInQuoteAsset / QuantityInBaseAsset;
/// <summary>
/// ctor
/// </summary>
public SharedOrderQuantity(): base(null, null,null) { }
/// <summary>
/// ctor
/// </summary>
public SharedOrderQuantity(decimal? baseAssetQuantity = null, decimal? quoteAssetQuantity = null, decimal? contractQuantity = null)
: base(baseAssetQuantity, quoteAssetQuantity, contractQuantity)
{
}
/// <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;
}
/// <summary>
/// Get a copy of this quantities record with calculated quantities for data not returned by the API based on the provided price and contract size
/// </summary>
/// <param name="price">The relevant price</param>
/// <param name="contractSize">The contract size of the symbol</param>
/// <returns>A copy of this SharedOrderQuantity with calculated quantities</returns>
public SharedOrderQuantity WithCalculatedQuantities(decimal? price, decimal? contractSize)
{
var copy = this with {};
if (copy.QuantityInBaseAsset == null)
{
if (copy.QuantityInQuoteAsset != null && price > 0)
copy.QuantityInBaseAsset = copy.QuantityInQuoteAsset / price;
else if (copy.QuantityInContracts != null && contractSize != null)
copy.QuantityInBaseAsset = copy.QuantityInContracts * contractSize;
}
if (copy.QuantityInContracts == null)
{
if (copy.QuantityInBaseAsset != null && contractSize > 0)
copy.QuantityInContracts = copy.QuantityInBaseAsset / contractSize;
else if (copy.QuantityInQuoteAsset != null && price > 0 && contractSize > 0)
copy.QuantityInContracts = copy.QuantityInQuoteAsset / price / contractSize;
}
if (copy.QuantityInQuoteAsset == null)
{
if (copy.QuantityInBaseAsset != null && price != null)
copy.QuantityInQuoteAsset = copy.QuantityInBaseAsset * price;
else if (copy.QuantityInContracts != null && price != null && contractSize != null)
copy.QuantityInQuoteAsset = copy.QuantityInContracts * contractSize * price;
}
return copy;
}
/// <inheritdoc />
public override string ToString() => base.ToString();
}
}