Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Client order id update #60

Merged
merged 2 commits into from
Dec 3, 2024
Merged

Client order id update #60

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
d34548c
Client order id update
JKorf Dec 2, 2024
824311f
Update OKX.Net.csproj
JKorf Dec 3, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 2 additions & 3 deletions OKX.Net/Clients/UnifiedApi/OKXRestClientUnifiedApi.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -13,8 +13,9 @@ namespace OKX.Net.Clients.UnifiedApi;
internal partial class OKXRestClientUnifiedApi : RestApiClient, IOKXRestClientUnifiedApi, ISpotClient
{
#region Internal Fields
public new OKXRestOptions ClientOptions => (OKXRestOptions)base.ClientOptions;

private static TimeSyncState _timeSyncState = new("Unified Api");
internal readonly string _ref;

public event Action<OrderId>? OnOrderPlaced;
public event Action<OrderId>? OnOrderCanceled;
Expand All @@ -38,8 +39,6 @@ internal OKXRestClientUnifiedApi(ILogger logger, HttpClient? httpClient, OKXRest
Trading = new OKXRestClientUnifiedApiTrading(this);
SubAccounts = new OKXRestClientUnifiedApiSubAccounts(this);

_ref = !string.IsNullOrEmpty(options.BrokerId) ? options.BrokerId! : "1425d83a94fbBCDE";

if (options.Environment.Name == TradeEnvironmentNames.Testnet)
{
StandardRequestHeaders = new Dictionary<string, string>
Expand Down
40 changes: 30 additions & 10 deletions OKX.Net/Clients/UnifiedApi/OKXRestClientUnifiedApiTrading.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -42,12 +42,12 @@ public virtual async Task<WebCallResult<OKXOrderPlaceResponse>> PlaceOrderAsync(

CancellationToken ct = default)
{
clientOrderId ??= ExchangeHelpers.AppendRandomString(_baseClient._ref, 32);
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection {
{"instId", symbol },
{"sz", quantity.ToString(CultureInfo.InvariantCulture) },
{"tag", _baseClient._ref },
{"tag", OKXExchange.ClientOrderId },
{"clOrdId", clientOrderId },
};
parameters.AddEnum("tdMode", tradeMode ?? Enums.TradeMode.Cash);
Expand All @@ -61,6 +61,11 @@ public virtual async Task<WebCallResult<OKXOrderPlaceResponse>> PlaceOrderAsync(
parameters.AddOptional("stpId", selfTradePreventionId);
parameters.AddOptionalEnum("stpMode", selfTradePreventionMode);

if (attachedAlgoOrders != null)
{
foreach(var attachOrder in attachedAlgoOrders)
attachOrder.ClientOrderId = LibraryHelpers.ApplyBrokerId(attachOrder.ClientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);
}
parameters.AddOptional("attachAlgoOrds", attachedAlgoOrders?.ToArray());

parameters.AddOptional("tag", tag);
Expand Down Expand Up @@ -118,8 +123,7 @@ public virtual async Task<WebCallResult<OKXCheckOrderResponse>> CheckOrderAsync(
{
var parameters = new ParameterCollection {
{"instId", symbol },
{"sz", quantity.ToString(CultureInfo.InvariantCulture) },
{"tag", _baseClient._ref },
{"sz", quantity.ToString(CultureInfo.InvariantCulture) }
};
parameters.AddEnum("tdMode", tradeMode ?? Enums.TradeMode.Cash);
parameters.AddEnum("side", side);
Expand Down Expand Up @@ -148,8 +152,8 @@ public virtual async Task<WebCallResult<IEnumerable<OKXOrderPlaceResponse>>> Pla
{
foreach (var order in orders)
{
var clientOrderId = order.ClientOrderId ?? ExchangeHelpers.AppendRandomString(_baseClient._ref, 32);
order.Tag = _baseClient._ref;
var clientOrderId = LibraryHelpers.ApplyBrokerId(order.ClientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);
order.Tag = OKXExchange.ClientOrderId;
order.ClientOrderId = clientOrderId;
}

Expand Down Expand Up @@ -186,6 +190,9 @@ public virtual async Task<WebCallResult<IEnumerable<OKXOrderPlaceResponse>>> Pla
/// <inheritdoc />
public virtual async Task<WebCallResult<OKXOrderCancelResponse>> CancelOrderAsync(string symbol, long? orderId = null, string? clientOrderId = null, CancellationToken ct = default)
{
if (clientOrderId != null)
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection {
{"instId", symbol },
};
Expand Down Expand Up @@ -265,6 +272,9 @@ public virtual async Task<WebCallResult<OKXOrderAmendResponse>> AmendOrderAsync(
TriggerPriceType? newStopLossPriceTriggerType = null,
CancellationToken ct = default)
{
if (clientOrderId != null)
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection
{
{ "instId", symbol },
Expand Down Expand Up @@ -310,11 +320,11 @@ public virtual async Task<WebCallResult<OKXClosePositionResponse>> ClosePosition
string? clientOrderId = null,
CancellationToken ct = default)
{
clientOrderId ??= ExchangeHelpers.AppendRandomString(_baseClient._ref, 32);
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection {
{"instId", symbol },
{"tag", _baseClient._ref },
{"tag", OKXExchange.ClientOrderId },
{"clOrdId", clientOrderId }
};
parameters.AddEnum("mgnMode", marginMode);
Expand All @@ -334,6 +344,9 @@ public virtual async Task<WebCallResult<OKXOrder>> GetOrderDetailsAsync(
string? clientOrderId = null,
CancellationToken ct = default)
{
if (clientOrderId != null)
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection {
{"instId", symbol },
};
Expand Down Expand Up @@ -568,10 +581,11 @@ public virtual async Task<WebCallResult<OKXAlgoOrderResponse>> PlaceAlgoOrderAsy

CancellationToken ct = default)
{
clientOrderId ??= ExchangeHelpers.AppendRandomString(_baseClient._ref, 32);
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection {
{"instId", symbol },
{"tag", _baseClient._ref },
{"tag", OKXExchange.ClientOrderId },
{"clOrdId", clientOrderId }
};
parameters.AddEnum("tdMode", tradeMode);
Expand Down Expand Up @@ -718,6 +732,9 @@ public virtual async Task<WebCallResult<OKXAlgoOrder>> GetAlgoOrderAsync(string?
if ((algoId == null) == (clientAlgoId == null))
throw new ArgumentException("Either algoId or clientAlgoId needs to be provided");

if (clientAlgoId != null)
clientAlgoId = LibraryHelpers.ApplyBrokerId(clientAlgoId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection();
parameters.AddOptional("algoId", algoId);
parameters.AddOptional("algoClOrdId", clientAlgoId);
Expand Down Expand Up @@ -746,6 +763,9 @@ public virtual async Task<WebCallResult<OKXAlgoOrderAmendResponse>> AmendAlgoOrd
if ((algoId == null) == (clientAlgoId == null))
throw new ArgumentException("Either algoId or clientAlgoId needs to be provided");

if (clientAlgoId != null)
clientAlgoId = LibraryHelpers.ApplyBrokerId(clientAlgoId, OKXExchange.ClientOrderId, 32, _baseClient.ClientOptions.AllowAppendingClientOrderId);

var parameters = new ParameterCollection
{
{ "instId", symbol },
Expand Down
5 changes: 2 additions & 3 deletions OKX.Net/Clients/UnifiedApi/OKXSocketClientUnifiedApi.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -24,14 +24,15 @@ internal partial class OKXSocketClientUnifiedApi : SocketApiClient, IOKXSocketCl
private static readonly MessagePath _instTypePath = MessagePath.Get().Property("arg").Property("instType");
private static readonly MessagePath _instFamilyPath = MessagePath.Get().Property("arg").Property("instFamily");

public new OKXSocketOptions ClientOptions => (OKXSocketOptions)base.ClientOptions;

/// <inheritdoc />
public IOKXSocketClientUnifiedApiAccount Account { get; }
/// <inheritdoc />
public IOKXSocketClientUnifiedApiExchangeData ExchangeData { get; }
/// <inheritdoc />
public IOKXSocketClientUnifiedApiTrading Trading { get; }

internal readonly string _ref;
private readonly bool _demoTrading;

#region ctor
Expand All @@ -43,8 +44,6 @@ internal OKXSocketClientUnifiedApi(ILogger logger, OKXSocketOptions options) :
ExchangeData = new OKXSocketClientUnifiedApiExchangeData(logger, this);
Trading = new OKXSocketClientUnifiedApiTrading(logger, this);

_ref = !string.IsNullOrEmpty(options.BrokerId) ? options.BrokerId! : "078ee129065aBCDE";

_demoTrading = options.Environment.Name == TradeEnvironmentNames.Testnet;

RegisterPeriodicQuery("Ping", TimeSpan.FromSeconds(20), x => new OKXPingQuery(), null);
Expand Down
14 changes: 10 additions & 4 deletions OKX.Net/Clients/UnifiedApi/OKXSocketClientUnifiedApiTrading.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -51,11 +51,11 @@ public async Task<CallResult<OKXOrderPlaceResponse>> PlaceOrderAsync(string symb
{ "sz", quantity.ToString(CultureInfo.InvariantCulture) },
};

clientOrderId = clientOrderId ?? ExchangeHelpers.AppendRandomString(_client._ref, 32);
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _client.ClientOptions.AllowAppendingClientOrderId);

parameters.AddOptionalParameter("ccy", asset);
parameters.AddOptionalParameter("clOrdId", clientOrderId);
parameters.AddOptionalParameter("tag", _client._ref);
parameters.AddOptionalParameter("tag", OKXExchange.ClientOrderId);
parameters.AddOptionalParameter("posSide", EnumConverter.GetString(positionSide));
parameters.AddOptionalParameter("px", price?.ToString(CultureInfo.InvariantCulture));
parameters.AddOptionalParameter("reduceOnly", reduceOnly);
Expand All @@ -79,8 +79,8 @@ public async Task<CallResult<IEnumerable<OKXOrderPlaceResponse>>> PlaceMultipleO
{
foreach (var order in orders)
{
order.Tag = _client._ref;
order.ClientOrderId = order.ClientOrderId ?? ExchangeHelpers.AppendRandomString(_client._ref, 32);
order.Tag = OKXExchange.ClientOrderId;
order.ClientOrderId = LibraryHelpers.ApplyBrokerId(order.ClientOrderId, OKXExchange.ClientOrderId, 32, _client.ClientOptions.AllowAppendingClientOrderId);
}

return await _client.QueryInternalAsync<OKXOrderPlaceResponse>(_client.GetUri("/ws/v5/private"), "batch-orders", orders, true, 1, ct).ConfigureAwait(false);
Expand All @@ -89,6 +89,9 @@ public async Task<CallResult<IEnumerable<OKXOrderPlaceResponse>>> PlaceMultipleO
/// <inheritdoc />
public async Task<CallResult<OKXOrderCancelResponse>> CancelOrderAsync(string symbol, string? orderId = null, string? clientOrderId = null, CancellationToken ct = default)
{
if (clientOrderId != null)
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _client.ClientOptions.AllowAppendingClientOrderId);

var parameters = new Dictionary<string, object>()
{
{ "instId", symbol }
Expand Down Expand Up @@ -123,6 +126,9 @@ public virtual async Task<CallResult<OKXOrderAmendResponse>> AmendOrderAsync(
decimal? newPrice = null,
CancellationToken ct = default)
{
if (clientOrderId != null)
clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, OKXExchange.ClientOrderId, 32, _client.ClientOptions.AllowAppendingClientOrderId);

var parameters = new Dictionary<string, object>
{
{ "instId", symbol },
Expand Down
4 changes: 4 additions & 0 deletions OKX.Net/ExtensionMethods/ServiceCollectionExtensions.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -40,8 +40,10 @@ public static IServiceCollection AddOKX(
var socketEnvName = options.Socket.Environment?.Name ?? options.Environment?.Name ?? OKXEnvironment.Live.Name;
options.Rest.Environment = OKXEnvironment.GetEnvironmentByName(restEnvName) ?? options.Rest.Environment!;
options.Rest.ApiCredentials = options.Rest.ApiCredentials ?? options.ApiCredentials;
options.Rest.AllowAppendingClientOrderId = options.Rest.AllowAppendingClientOrderId || options.AllowAppendingClientOrderId;
options.Socket.Environment = OKXEnvironment.GetEnvironmentByName(socketEnvName) ?? options.Socket.Environment!;
options.Socket.ApiCredentials = options.Socket.ApiCredentials ?? options.ApiCredentials;
options.Socket.AllowAppendingClientOrderId = options.Socket.AllowAppendingClientOrderId || options.AllowAppendingClientOrderId;


services.AddSingleton(x => Options.Options.Create(options.Rest));
Expand Down Expand Up @@ -70,8 +72,10 @@ public static IServiceCollection AddOKX(

options.Rest.Environment = options.Rest.Environment ?? options.Environment ?? OKXEnvironment.Live;
options.Rest.ApiCredentials = options.Rest.ApiCredentials ?? options.ApiCredentials;
options.Rest.AllowAppendingClientOrderId = options.Rest.AllowAppendingClientOrderId || options.AllowAppendingClientOrderId;
options.Socket.Environment = options.Socket.Environment ?? options.Environment ?? OKXEnvironment.Live;
options.Socket.ApiCredentials = options.Socket.ApiCredentials ?? options.ApiCredentials;
options.Socket.AllowAppendingClientOrderId = options.Socket.AllowAppendingClientOrderId || options.AllowAppendingClientOrderId;

services.AddSingleton(x => Options.Options.Create(options.Rest));
services.AddSingleton(x => Options.Options.Create(options.Socket));
Expand Down
4 changes: 2 additions & 2 deletions OKX.Net/OKX.Net.csproj
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
<Project Sdk="Microsoft.NET.Sdk">
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
<LangVersion>latest</LangVersion>
Expand Down Expand Up @@ -49,7 +49,7 @@
<PrivateAssets>all</PrivateAssets>
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
</PackageReference>
<PackageReference Include="CryptoExchange.Net" Version="8.4.0" />
<PackageReference Include="CryptoExchange.Net" Version="8.4.2" />
<PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="9.0.0">
<PrivateAssets>all</PrivateAssets>
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
Expand Down
30 changes: 25 additions & 5 deletions OKX.Net/OKX.Net.xml
View file
Open in desktop

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

3 changes: 3 additions & 0 deletions OKX.Net/OKXExchange.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,9 @@ public static class OKXExchange
"https://www.okx.com/docs-v5/en/"
};

internal const string ClientOrderId = "1425d83a94fbBCDE";
internal const string ClientOrderIdPrefix = ClientOrderId + LibraryHelpers.ClientOrderIdSeperator;

/// <summary>
/// Format a base and quote asset to an OKX recognized symbol
/// </summary>
Expand Down
1 change: 1 addition & 0 deletions OKX.Net/Objects/Account/OKXAccountBill.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -137,6 +137,7 @@ public record OKXAccountBill
/// Client order id
/// </summary>
[JsonPropertyName("clOrdId")]
[JsonConverterCtor<ReplaceConverter>($"{OKXExchange.ClientOrderIdPrefix}->")]
public string? ClientOrderId { get; set; }

/// <summary>
Expand Down
Loading
Loading