GetProductHistoryAsync + Limit Orders additional parameters (#22)

dougdellolio · Jan 6, 2018 · 68a89a9 · 68a89a9
1 parent 5aea483
commit 68a89a9
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Showing 8 changed files with 150 additions and 5 deletions.
diff --git a/GDAXClient.Specs/GDAXClient.Specs.csproj b/GDAXClient.Specs/GDAXClient.Specs.csproj
@@ -92,6 +92,7 @@
     <Compile Include="JsonFixtures\Payments\PaymentMethodsResponseFixture.cs" />
     <Compile Include="JsonFixtures\Products\ProductsOrderBookResponseFixture.cs" />
     <Compile Include="JsonFixtures\Products\ProductsResponseFixture.cs" />
+    <Compile Include="JsonFixtures\Products\ProductHistoryFixture.cs" />
     <Compile Include="JsonFixtures\Products\ProductStatsFixture.cs" />
     <Compile Include="JsonFixtures\Products\ProductTickerFixture.cs" />
     <Compile Include="JsonFixtures\Withdrawals\CoinbaseWithdrawalResponseFixture.cs" />

diff --git a/GDAXClient.Specs/JsonFixtures/Products/ProductHistoryFixture.cs b/GDAXClient.Specs/JsonFixtures/Products/ProductHistoryFixture.cs
@@ -0,0 +1,39 @@
+namespace GDAXClient.Specs.JsonFixtures.Products
+{
+    public static class ProductHistoryFixture
+    {
+        public static string Create()
+        {
+
+            var json = @"
+[
+    [
+        1512691200,
+        16777,
+        17777.69,
+        17390.01,
+        17210.99,
+        7650.386033540894
+    ],
+    [
+        1512633600,
+        14487.8,
+        19697,
+        14487.8,
+        17390.01,
+        65581.82529800163
+    ],
+    [
+        1512576000,
+        13500,
+        14499.89,
+        14056.78,
+        14487.8,
+        12303.76923928093
+    ]
+]";
+
+            return json;
+        }
+    }
+}
diff --git a/GDAXClient.Specs/Services/Orders/OrdersServiceSpecs.cs b/GDAXClient.Specs/Services/Orders/OrdersServiceSpecs.cs
@@ -81,7 +81,7 @@ class when_placing_a_limit_order
             };
 
             Because of = () =>
-                order_response_result = Subject.PlaceLimitOrderAsync(OrderSide.Buy, ProductType.BtcUsd, .01M, 0.1M).Result;
+                order_response_result = Subject.PlaceLimitOrderAsync(OrderSide.Buy, ProductType.BtcUsd, .01M, 0.1M, DateTime.Today.Date.ToUniversalTime()).Result;
 
             It should_have_correct_account_information = () =>
             {

diff --git a/GDAXClient.Specs/Services/Products/ProductsServiceSpecs.cs b/GDAXClient.Specs/Services/Products/ProductsServiceSpecs.cs
@@ -1,4 +1,5 @@
-using GDAXClient.Authentication;
+using System;
+using GDAXClient.Authentication;
 using GDAXClient.HttpClient;
 using GDAXClient.Products;
 using GDAXClient.Services.HttpRequest;
@@ -10,6 +11,7 @@
 using Machine.Fakes;
 using Machine.Specifications;
 using System.Collections.Generic;
+using System.Globalization;
 using System.Linq;
 using System.Net.Http;
 using System.Threading.Tasks;
@@ -25,6 +27,8 @@ public class ProductsServiceSpecs : WithSubject<ProductsService>
 
         static ProductsOrderBookResponse product_order_books_response;
 
+        static IEnumerable<object[]> product_history_response;
+
         static ProductTicker product_ticker_result;
 
         static ProductStats product_stats_result;
@@ -146,5 +150,47 @@ class when_getting_product_stats
                 product_stats_result.Volume.ShouldEqual(2.41000000M);
             };
         }
+
+        class when_getting_product_history
+        {
+            Establish context = () =>
+            {
+                The<IHttpRequestMessageService>().WhenToldTo(p => p.CreateHttpRequestMessage(Param.IsAny<HttpMethod>(), Param.IsAny<Authenticator>(), Param.IsAny<string>(), Param.IsAny<string>()))
+                    .Return(new HttpRequestMessage());
+
+                The<IHttpClient>().WhenToldTo(p => p.SendASync(Param.IsAny<HttpRequestMessage>()))
+                    .Return(Task.FromResult(new HttpResponseMessage()));
+
+                The<IHttpClient>().WhenToldTo(p => p.ReadAsStringAsync(Param.IsAny<HttpResponseMessage>()))
+                    .Return(Task.FromResult(ProductHistoryFixture.Create()));
+            };
+
+            Because of = () =>
+                product_history_response = Subject.GetProductHistoryAsync(ProductType.BtcUsd, DateTime.Now.AddDays(-1), DateTime.Now, 57600).Result;
+
+            It should_have_correct_product_stats = () =>
+            {
+                product_history_response.ToList()[0][0].ToString().ShouldEqual(1512691200.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[0][1].ToString().ShouldEqual(16777.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[0][2].ToString().ShouldEqual(17777.69.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[0][3].ToString().ShouldEqual(17390.01.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[0][4].ToString().ShouldEqual(17210.99.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[0][5].ToString().ShouldEqual(7650.386033540894.ToString(CultureInfo.InvariantCulture));
+
+                product_history_response.ToList()[1][0].ToString().ShouldEqual(1512633600.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[1][1].ToString().ShouldEqual(14487.8.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[1][2].ToString().ShouldEqual(19697.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[1][3].ToString().ShouldEqual(14487.8.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[1][4].ToString().ShouldEqual(17390.01.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[1][5].ToString().ShouldEqual(65581.82529800163.ToString(CultureInfo.InvariantCulture));
+
+                product_history_response.ToList()[2][0].ToString().ShouldEqual(1512576000.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[2][1].ToString().ShouldEqual(13500.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[2][2].ToString().ShouldEqual(14499.89.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[2][3].ToString().ShouldEqual(14056.78.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[2][4].ToString().ShouldEqual(14487.8.ToString(CultureInfo.InvariantCulture));
+                product_history_response.ToList()[2][5].ToString().ShouldEqual(12303.76923928093.ToString(CultureInfo.InvariantCulture));
+            };
+        }
     }
 }
diff --git a/GDAXClient/GDAXClient.csproj b/GDAXClient/GDAXClient.csproj
@@ -55,6 +55,7 @@
     <Compile Include="GDAXClient.cs" />
     <Compile Include="HttpClient\HttpClient.cs" />
     <Compile Include="HttpClient\IHttpClient.cs" />
+    <Compile Include="Services\Orders\TimeInForce.cs" />
     <Compile Include="Services\Accounts\Models\AccountHistory.cs" />
     <Compile Include="Services\Accounts\Models\AccountHold.cs" />
     <Compile Include="Services\Currencies\CurrenciesService.cs" />

diff --git a/GDAXClient/Services/Orders/OrdersService.cs b/GDAXClient/Services/Orders/OrdersService.cs
@@ -7,6 +7,7 @@
 using System.Collections.Generic;
 using System.Linq;
 using System.Net.Http;
+using System.Text;
 using System.Threading.Tasks;
 
 namespace GDAXClient.Services.Orders
@@ -48,7 +49,7 @@ public async Task<OrderResponse> PlaceMarketOrderAsync(OrderSide side, ProductTy
             return orderResponse;
         }
 
-        public async Task<OrderResponse> PlaceLimitOrderAsync(OrderSide side, ProductType productId, decimal size, decimal price)
+        public async Task<OrderResponse> PlaceLimitOrderAsync(OrderSide side, ProductType productId, decimal size, decimal price, TimeInForce timeInForce = TimeInForce.Gtc, bool postOnly = true)
         {
             var newOrder = JsonConvert.SerializeObject(new Order
             {
@@ -59,13 +60,47 @@ public async Task<OrderResponse> PlaceLimitOrderAsync(OrderSide side, ProductTyp
                 size = size
             });
 
-            var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Post, authenticator, "/orders", newOrder);
+            var queryString = new StringBuilder("?");
+
+            queryString.Append("time_in_force=");
+            queryString.Append(timeInForce.ToString().ToUpperInvariant());
+
+            queryString.Append("&post_only=");
+            queryString.Append(postOnly.ToString().ToLower());
+
+            var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Post, authenticator, "/orders"  + queryString, newOrder).ConfigureAwait(false);
             var contentBody = await httpClient.ReadAsStringAsync(httpResponseMessage).ConfigureAwait(false);
             var orderResponse = JsonConvert.DeserializeObject<OrderResponse>(contentBody);
 
             return orderResponse;
         }
 
+        public async Task<OrderResponse> PlaceLimitOrderAsync(OrderSide side, ProductType productId, decimal size, decimal price, DateTime cancelAfter, bool postOnly = true)
+        {
+            var newOrder = JsonConvert.SerializeObject(new Order
+            {
+                side = side.ToString().ToLower(),
+                product_id = productId.ToDasherizedUpper(),
+                type = OrderType.Limit.ToString().ToLower(),
+                price = price,
+                size = size
+            });
+
+            var queryString = new StringBuilder("?");
+
+            queryString.Append("time_in_force=GTT");
+            queryString.Append("&cancel_after=");
+            queryString.Append(cancelAfter.Minute + "," + cancelAfter.Hour + "," + cancelAfter.Day);
+            queryString.Append("&post_only=");
+            queryString.Append(postOnly.ToString().ToLower());
+
+            var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Post, authenticator, "/orders" + queryString, newOrder);
+            var contentBody = await httpClient.ReadAsStringAsync(httpResponseMessage).ConfigureAwait(false);            
+            var orderResponse = JsonConvert.DeserializeObject<OrderResponse>(contentBody);
+
+            return orderResponse;
+        }
+
         public async Task<CancelOrderResponse> CancelAllOrdersAsync()
         {
             var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Delete, authenticator, "/orders");

diff --git a/GDAXClient/Services/Orders/TimeInForce.cs b/GDAXClient/Services/Orders/TimeInForce.cs
@@ -0,0 +1,9 @@
+namespace GDAXClient.Services.Orders
+{
+    public enum TimeInForce
+    {
+        Gtc,
+        Ioc,
+        Fok
+    }
+}
diff --git a/GDAXClient/Services/Products/ProductsService.cs b/GDAXClient/Services/Products/ProductsService.cs
@@ -1,4 +1,5 @@
-using GDAXClient.HttpClient;
+using System;
+using GDAXClient.HttpClient;
 using GDAXClient.Services;
 using GDAXClient.Services.Accounts;
 using GDAXClient.Services.HttpRequest;
@@ -68,5 +69,18 @@ public async Task<ProductStats> GetProductStatsAsync(ProductType productPair)
 
             return productStatsResponse;
         }
+
+
+        public async Task<IEnumerable<object[]>> GetProductHistoryAsync(ProductType productPair, DateTime start, DateTime end, int granularity)
+        {
+            var isoStart = start.ToString("s");
+            var isoEnd = end.ToString("s");
+
+            var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Get, authenticator, $"/products/{productPair.ToDasherizedUpper()}/candles?start={isoStart}&end={isoEnd}&granularity={granularity}");
+            var contentBody = await httpClient.ReadAsStringAsync(httpResponseMessage).ConfigureAwait(false);
+            var productHistoryResponse = JsonConvert.DeserializeObject<IEnumerable<object[]>>(contentBody);
+
+            return productHistoryResponse;
+        }
     }
 }