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Add MEXC public REST endpoints (#838)
* Add CryptoUtility.SecondsToPeriodInMinutesUpToHourString Convert seconds to a period string, i.e. 1m, 5m, 60m, 4h, 1d, 1W, 1M. Used on MEXC. * Add MEXC public REST endpoints * Create ExchangeMEXCAPITests.cs * Add MEXC to README.md
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src/ExchangeSharp/API/Exchanges/MEXC/ExchangeMEXCAPI.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,211 @@ | ||
| using System; | ||
| using System.Collections.Generic; | ||
| using System.Linq; | ||
| using System.Threading.Tasks; | ||
| using Newtonsoft.Json.Linq; | ||
|
|
||
| namespace ExchangeSharp | ||
| { | ||
| public sealed class ExchangeMEXCAPI : ExchangeAPI | ||
| { | ||
| public override string BaseUrl { get; set; } = "https://api.mexc.com/api/v3"; | ||
| public override string BaseUrlWebSocket { get; set; } = "wss://wbs.mexc.com/ws"; | ||
|
|
||
| public override string PeriodSecondsToString(int seconds) => | ||
| CryptoUtility.SecondsToPeriodInMinutesUpToHourString(seconds); | ||
|
|
||
| private ExchangeMEXCAPI() | ||
| { | ||
| NonceStyle = NonceStyle.UnixMilliseconds; | ||
| MarketSymbolSeparator = string.Empty; | ||
| MarketSymbolIsUppercase = true; | ||
| RateLimit = new RateGate(20, TimeSpan.FromSeconds(2)); | ||
| } | ||
|
|
||
| public override Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol) | ||
| { | ||
| var quoteLength = 3; | ||
| if (marketSymbol.EndsWith("USDT") || | ||
| marketSymbol.EndsWith("USDC") || | ||
| marketSymbol.EndsWith("TUSD")) | ||
| { | ||
| quoteLength = 4; | ||
| } | ||
|
|
||
| var baseSymbol = marketSymbol.Substring(marketSymbol.Length - quoteLength); | ||
|
|
||
| return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparatorAsync( | ||
| marketSymbol.Replace(baseSymbol, "") | ||
| + GlobalMarketSymbolSeparator | ||
| + baseSymbol); | ||
| } | ||
|
|
||
| protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync() | ||
| { | ||
| return (await OnGetMarketSymbolsMetadataAsync()) | ||
| .Select(x => x.MarketSymbol); | ||
| } | ||
|
|
||
| protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync() | ||
| { | ||
| var symbols = await MakeJsonRequestAsync<JToken>("/exchangeInfo", BaseUrl); | ||
|
|
||
| return (symbols["symbols"] ?? throw new ArgumentNullException()) | ||
| .Select(symbol => new ExchangeMarket() | ||
| { | ||
| MarketSymbol = symbol["symbol"].ToStringInvariant(), | ||
| IsActive = symbol["isSpotTradingAllowed"].ConvertInvariant<bool>(), | ||
| MarginEnabled = symbol["isMarginTradingAllowed"].ConvertInvariant<bool>(), | ||
| BaseCurrency = symbol["baseAsset"].ToStringInvariant(), | ||
| QuoteCurrency = symbol["quoteAsset"].ToStringInvariant(), | ||
| QuantityStepSize = symbol["baseSizePrecision"].ConvertInvariant<decimal>(), | ||
| // Not 100% sure about this | ||
| PriceStepSize = | ||
| CryptoUtility.PrecisionToStepSize(symbol["quoteCommissionPrecision"].ConvertInvariant<decimal>()), | ||
| MinTradeSizeInQuoteCurrency = symbol["quoteAmountPrecision"].ConvertInvariant<decimal>(), | ||
| MaxTradeSizeInQuoteCurrency = symbol["maxQuoteAmount"].ConvertInvariant<decimal>() | ||
| }); | ||
| } | ||
|
|
||
| protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync() | ||
| { | ||
| var tickers = new List<KeyValuePair<string, ExchangeTicker>>(); | ||
| var token = await MakeJsonRequestAsync<JToken>("/ticker/24hr", BaseUrl); | ||
| foreach (var t in token) | ||
| { | ||
| var symbol = (t["symbol"] ?? throw new ArgumentNullException()).ToStringInvariant(); | ||
| tickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, | ||
| await this.ParseTickerAsync( | ||
| t, | ||
| symbol, | ||
| "askPrice", | ||
| "bidPrice", | ||
| "lastPrice", | ||
| "volume", | ||
| timestampType: TimestampType.UnixMilliseconds, | ||
| timestampKey: "closeTime"))); | ||
| } | ||
|
|
||
| return tickers; | ||
| } | ||
|
|
||
| protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol) => | ||
| await this.ParseTickerAsync( | ||
| await MakeJsonRequestAsync<JToken>($"/ticker/24hr?symbol={marketSymbol.ToUpperInvariant()}", BaseUrl), | ||
| marketSymbol, | ||
| "askPrice", | ||
| "bidPrice", | ||
| "lastPrice", | ||
| "volume", | ||
| timestampType: TimestampType.UnixMilliseconds, | ||
| timestampKey: "closeTime"); | ||
|
|
||
| protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(string marketSymbol, int maxCount = 100) | ||
| { | ||
| const int maxDepth = 5000; | ||
| const string sequenceKey = "lastUpdateId"; | ||
| marketSymbol = marketSymbol.ToUpperInvariant(); | ||
| if (string.IsNullOrEmpty(marketSymbol)) | ||
| { | ||
| throw new ArgumentOutOfRangeException(nameof(marketSymbol), "Market symbol cannot be empty."); | ||
| } | ||
|
|
||
| if (maxCount > maxDepth) | ||
| { | ||
| throw new ArgumentOutOfRangeException(nameof(maxCount), $"Max order book depth is {maxDepth}"); | ||
| } | ||
|
|
||
| var token = await MakeJsonRequestAsync<JToken>($"/depth?symbol={marketSymbol}"); | ||
| var orderBook = token.ParseOrderBookFromJTokenArrays(sequence: sequenceKey); | ||
| orderBook.MarketSymbol = marketSymbol; | ||
| orderBook.ExchangeName = Name; | ||
| orderBook.LastUpdatedUtc = DateTime.UtcNow; | ||
|
|
||
| return orderBook; | ||
| } | ||
|
|
||
| protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, | ||
| int? limit = null) | ||
| { | ||
| const int maxLimit = 1000; | ||
| const int defaultLimit = 500; | ||
| marketSymbol = marketSymbol.ToUpperInvariant(); | ||
| if (limit == null || limit <= 0) | ||
| { | ||
| limit = defaultLimit; | ||
| } | ||
|
|
||
| if (limit > maxLimit) | ||
| { | ||
| throw new ArgumentOutOfRangeException(nameof(limit), $"Max recent trades limit is {maxLimit}"); | ||
| } | ||
|
|
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| var token = await MakeJsonRequestAsync<JToken>($"/trades?symbol={marketSymbol}&limit={limit.Value}"); | ||
| return token | ||
| .Select(t => t.ParseTrade( | ||
| "qty", | ||
| "price", | ||
| "isBuyerMaker", | ||
| "time", | ||
| TimestampType.UnixMilliseconds, | ||
| "id", | ||
| "true")); | ||
| } | ||
|
|
||
| protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync( | ||
| string marketSymbol, | ||
| int periodSeconds, | ||
| DateTime? startDate = null, | ||
| DateTime? endDate = null, | ||
| int? limit = null) | ||
| { | ||
| var period = PeriodSecondsToString(periodSeconds); | ||
| const int maxLimit = 1000; | ||
| const int defaultLimit = 500; | ||
| if (limit == null || limit <= 0) | ||
| { | ||
| limit = defaultLimit; | ||
| } | ||
|
|
||
| if (limit > maxLimit) | ||
| { | ||
| throw new ArgumentOutOfRangeException(nameof(limit), $"Max recent candlesticks limit is {maxLimit}"); | ||
| } | ||
|
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||
|
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| var url = $"/klines?symbol={marketSymbol}&interval={period}&limit={limit.Value}"; | ||
| if (startDate != null) | ||
| { | ||
| url = | ||
| $"{url}&startTime={new DateTimeOffset(startDate.Value).ToUnixTimeMilliseconds()}"; | ||
| } | ||
|
|
||
| if (endDate != null) | ||
| { | ||
| url = $"{url}&endTime={new DateTimeOffset(endDate.Value).ToUnixTimeMilliseconds()}"; | ||
| } | ||
|
|
||
| var candleResponse = await MakeJsonRequestAsync<JToken>(url); | ||
| return candleResponse.Select( | ||
| cr => | ||
| this.ParseCandle( | ||
| cr, | ||
| marketSymbol, | ||
| periodSeconds, | ||
| 1, | ||
| 2, | ||
| 3, | ||
| 4, | ||
| 0, | ||
| TimestampType.UnixMilliseconds, | ||
| 5, | ||
| 7 | ||
| )); | ||
| } | ||
| } | ||
|
|
||
| public partial class ExchangeName | ||
| { | ||
| public const string MEXC = "MEXC"; | ||
| } | ||
| } |
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