技术图文：如何利用BigOne的API制作自动化交易系统 -- 订单系统

背景

前面几天，我们一起封装了 BigONE 提供的身份验证与资产账户部分的 API。

现在，离搭建咱们的自动化交易系统更近一步了。

本次，大家一起来封装有关订单的 API。

技术分析

BigOne 的订单系统包括：<u>创建订单、取消指定订单、取消所有订单、获取指定订单、获取全部订单等</u>，对应的 API 说明如下：

创建订单的 API：

create order

取消指定订单的 API：

cancle order

取消所有订单的 API：

cancle all orders

获取指定订单的 API：

get one order

获取全部订单的 API：

get all order
get all order

代码实现

Step1 对创建订单 API 的封装。

<u>构造创建订单的参数结构 OrderCreate</u>。

public class OrderCreate
{
    /// <summary>
    /// market id,EOS-BTC
    /// </summary>
    public string market_id { get; set; }
    /// <summary>
    /// order side  one of "ASK"/"BID"
    /// </summary>
    public string side { get; set; }
    /// <summary>
    /// order price string
    /// </summary>
    public string price { get; set; }
    /// <summary>
    /// order amount    string, must larger than 0
    /// </summary>
    public string amount { get; set; }
}

<u>构造接收“创建订单”返回的数据结构 OrderResponse</u>。

order
public class OrderResponseData
{
    public string updated_at { get; set; }

    /// <summary>
    /// one of "FILLED"/"PENDING"/"CANCLED"
    /// </summary>
    public string state { get; set; }
    /// <summary>
    /// one of ASK/BID
    /// </summary>
    public string side { get; set; }
    /// <summary>
    /// order price 
    /// </summary>
    public string price { get; set; }
    public string market_uuid { get; set; }
    /// <summary>
    /// id of market
    /// </summary>
    public string market_id { get; set; }
    public string inserted_at { get; set; }
    /// <summary>
    /// id of order
    /// </summary>
    public string id { get; set; }
    /// <summary>
    /// already filled amount
    /// </summary>
    public string filled_amount { get; set; }
    /// <summary>
    /// average price of the deal
    /// </summary>
    public string avg_deal_price { get; set; }
    /// <summary>
    /// order amount
    /// </summary>
    public string amount { get; set; }

    /// <summary>
    /// 格式化输出
    /// </summary>
    /// <returns></returns>
    public override string ToString()
    {
        DateTime dt1 = DateTime.Parse(inserted_at);
        DateTime dt2 = DateTime.Parse(updated_at);
        string result =
            "inserted_at:" + LSGOComFun.TranslateToStdDateTime(dt1) + ","
            + "updated_at:" + LSGOComFun.TranslateToStdDateTime(dt2) + ","
            + "market_id:" + market_id + ","
            + "id:" + id + ","
            + "state:" + state + ","
            + "side:" + side + ","
            + "price:" + price + ","
            + "amount:" + amount;
        return result;
    }
}

public class OrderResponse
{
    //{"errors":[{"message":"invalid token","code":10018}],"data":null}
    public OrderResponseData data { get; set; }
    public List<Errors> errors { get; set; }
}

side属性：

  • Ask：卖家喊出来的价（卖价）
  • Bid：买家愿意出的最高价（买价）

<u>创建订单的方法 CreatOrders</u>。

public static List<OrderResponse> CreatOrders(List<OrderCreate> lst)
{
    if (lst == null)
        throw new ArgumentNullException();

    List<OrderResponse> result = new List<OrderResponse>();
    string url = ApiEntryPoint + "viewer/orders";
            
    for (int i = 0, len = lst.Count; i < len; i++)
    {
        string token = "Bearer " + GetToken();
        RestClient client = new RestClient(url);
        RestRequest request = new RestRequest(Method.POST);
        request.AddHeader("cache-control", "no-cache");
        request.AddHeader("Content-Type", "application/json");
        request.AddHeader("authorization", token);
        string json = JsonConvert.SerializeObject(lst[i]);
        request.AddParameter("application/json", json,
                ParameterType.RequestBody);
        ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
        IRestResponse response = client.Execute(request);
        string str = response.Content;
        StringReader sr = new StringReader(str);
        JsonTextReader jsonReader = new JsonTextReader(sr);
        JsonSerializer serializer = new JsonSerializer();
        OrderResponse order = serializer.Deserialize<OrderResponse>(jsonReader);
        if (order!=null)
            result.Add(order);
    }
    return result;
}

Step2 对取消指定订单 API 的封装。

<u>构造取消订单的参数结构 OrderCancel</u>。

public class OrderCancel
{
    /// <summary>
    /// id of the order
    /// </summary>
    public string order_id { get; set; }
}

<u>取消给定订单的方法 CancelOrder</u>。

public static List<OrderResponse> CancelOrder(List<OrderCancel> lst)
{
    if (lst == null)
        throw new ArgumentNullException();

    List<OrderResponse> result = new List<OrderResponse>();
    for (int i = 0, len = lst.Count; i < len; i++)
    {
        string token = "Bearer " + GetToken();
        string url = ApiEntryPoint + "viewer/orders/" 
                    + lst[i].order_id + "/cancel";
        RestClient client = new RestClient(url);
        RestRequest request = new RestRequest(Method.POST);
        request.AddHeader("cache-control", "no-cache");
        request.AddHeader("Content-Type", "application/json");
        request.AddHeader("authorization", token);
        string json = JsonConvert.SerializeObject(lst[i]);
        request.AddParameter("application/json", json,
                ParameterType.RequestBody);
        ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
        IRestResponse response = client.Execute(request);
        string str = response.Content;
        StringReader sr = new StringReader(str);
        JsonTextReader jsonReader = new JsonTextReader(sr);
        JsonSerializer serializer = new JsonSerializer();
        OrderResponse order = serializer.Deserialize<OrderResponse>(jsonReader);
        if (order != null)
            result.Add(order);
    }
    return result;
}

Step3 对取消所有订单 API 的封装。

<u>构造取消所有订单的参数结构 OrderAllCancel</u>。

public class OrderAllCancel
{
    public string market_id { get; set; }
}

<u>取消所有订单的方法 CancelAllOrder</u>。

public static bool CancelAllOrder(List<OrderAllCancel> lst)
{
    if (lst == null)
        throw new ArgumentNullException();

    for (int i = 0, len = lst.Count; i < len; i++)
    {
        string token = "Bearer " + GetToken();
        string url = ApiEntryPoint + "viewer/orders/cancel_all";
        RestClient client = new RestClient(url);
        RestRequest request = new RestRequest(Method.POST);
        request.AddHeader("cache-control", "no-cache");
        request.AddHeader("Content-Type", "application/json");
        request.AddHeader("authorization", token);
        string json = JsonConvert.SerializeObject(lst[i]);
        request.AddParameter("application/json", json,
                ParameterType.RequestBody);
        ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
        IRestResponse response = client.Execute(request);
                
        if (response.StatusCode != HttpStatusCode.OK)
        {
            return false;
        }
    }
    return true;
}

Step4 对获取指定订单 API 的封装。

<u>构造获取指定订单的参数结构 OrderGet</u>。

public class OrderGet
{
    /// <summary>
    /// id of the order
    /// </summary>
    public string order_id { get; set; }
}

<u>获取指定订单的方法 GetOrder</u>。

public static List<OrderResponse> GetOrder(List<OrderGet> lst)
{
    if (lst == null)
        throw new ArgumentNullException();

    List<OrderResponse> result = new List<OrderResponse>();

    for (int i = 0, len = lst.Count; i < len; i++)
    {
        string token = "Bearer " + GetToken();
        string url = ApiEntryPoint + "viewer/orders/" 
            + lst[i].order_id;
        RestClient client = new RestClient(url);
        RestRequest request = new RestRequest(Method.GET);
        request.AddHeader("cache-control", "no-cache");
        request.AddHeader("Content-Type", "application/json");
        request.AddHeader("authorization", token);
        string json = JsonConvert.SerializeObject(lst[i]);
        request.AddParameter("application/json", json,
                ParameterType.RequestBody);
        ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
        IRestResponse response = client.Execute(request);
        string str = response.Content;
        StringReader sr = new StringReader(str);
        JsonTextReader jsonReader = new JsonTextReader(sr);
        JsonSerializer serializer = new JsonSerializer();
        OrderResponse order = serializer.Deserialize<OrderResponse>(jsonReader);
        if (order != null)
            result.Add(order);
    }
    return result;
}

Step5 对获取全部订单 API 的封装。

<u>构造获取全部订单的参数结构 orderAllGet</u>。

public class OrderAllGet
{
    public string market_id { get; set; }
}

<u>构造接收“获取全部订单”返回的数据结构 GetOrderAllJson</u>。

internal class GetOrderAllJasonDataNode
{
    public OrderResponseData node;
}

internal class GetOrderAllJsonData
{
    public List<GetOrderAllJasonDataNode> edges;
}

internal class GetOrderAllJson
{
    public GetOrderAllJsonData data;
}

<u>获取全部订单的方法 GetAllOrder</u>。

public static List<OrderResponseData> GetAllOrder(OrderAllGet orderAllGet)
{
    string token = "Bearer " + GetToken();
    string url = ApiEntryPoint + "viewer/orders";
    RestClient client = new RestClient(url);
    RestRequest request = new RestRequest(Method.GET);
    request.AddHeader("cache-control", "no-cache");
    request.AddHeader("Content-Type", "application/json");
    request.AddHeader("authorization", token);
    string json = JsonConvert.SerializeObject(orderAllGet);
    request.AddParameter("application/json", json, ParameterType.RequestBody);
    ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
    IRestResponse response = client.Execute(request);
    string str = response.Content;
    StringReader sr = new StringReader(str);
    JsonTextReader jsonReader = new JsonTextReader(sr);
    JsonSerializer serializer = new JsonSerializer();
    GetOrderAllJson order = serializer.Deserialize<GetOrderAllJson>(jsonReader);

    List<OrderResponseData> result = new List<OrderResponseData>();
    if (order.data.edges != null)
    {
        for (int i = 0; i < order.data.edges.Count; i++)
            result.Add(order.data.edges[i].node);
    }
    return result;
}

总结

至此，有关订单的 API 就全部封装完毕了。

下篇图文大家一起“基于网格交易法”来做一个简单的自动化交易系统。今天就到这里吧！See You！

相关图文：

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