[Feature] Add optional levels to product order book (#51)

dougdellolio · Jan 15, 2018 · ab55f41 · ab55f41
1 parent 26af7a9
commit ab55f41
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Showing 11 changed files with 210 additions and 15 deletions.
diff --git a/GDAXClient.Specs/JsonFixtures/Products/ProductsOrderBookResponseFixture.cs b/GDAXClient.Specs/JsonFixtures/Products/ProductsOrderBookResponseFixture.cs
@@ -17,5 +17,21 @@ public static string Create()
 
             return json;
         }
+
+        public static string CreateWithLevelThree()
+        {
+            var json = @"
+{
+    'sequence': '3',
+    'bids': [
+        [200, 100, '3b0f1225-7f84-490b-a29f-0faef9de823a'],
+    ],
+    'asks': [
+        [200, 100, 'da863862-25f4-4868-ac41-005d11ab0a5f'],
+    ]
+}";
+
+            return json;
+        }
     }
 }
diff --git a/GDAXClient.Specs/Services/Products/ProductsServiceSpecs.cs b/GDAXClient.Specs/Services/Products/ProductsServiceSpecs.cs
@@ -66,7 +66,7 @@ class when_getting_all_products
             };
         }
 
-        class when_getting_a_product_order_book
+        class when_getting_a_product_order_book_for_level_one
         {
             Establish context = () =>
             {
@@ -86,12 +86,76 @@ class when_getting_a_product_order_book
             It should_have_correct_product_order_book_response = () =>
             {
                 product_order_books_response.Sequence.ShouldEqual(3M);
-                product_order_books_response.Bids.SelectMany(p => p).ShouldContain(200);
-                product_order_books_response.Bids.SelectMany(p => p).ShouldContain(100);
-                product_order_books_response.Bids.SelectMany(p => p).ShouldContain(3);
-                product_order_books_response.Asks.SelectMany(p => p).ShouldContain(200);
-                product_order_books_response.Asks.SelectMany(p => p).ShouldContain(100);
-                product_order_books_response.Asks.SelectMany(p => p).ShouldContain(3);
+                product_order_books_response.Bids.First().Price.ShouldEqual(200M);
+                product_order_books_response.Bids.First().Size.ShouldEqual(100M);
+                product_order_books_response.Bids.First().NumberOfOrders.ShouldEqual(3);
+                product_order_books_response.Bids.First().OrderId.ShouldBeNull();
+                product_order_books_response.Asks.First().Price.ShouldEqual(200M);
+                product_order_books_response.Asks.First().Size.ShouldEqual(100M);
+                product_order_books_response.Asks.First().NumberOfOrders.ShouldEqual(3);
+                product_order_books_response.Asks.First().OrderId.ShouldBeNull();
+            };
+        }
+
+        class when_getting_a_product_order_book_for_level_two
+        {
+            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(ProductsOrderBookResponseFixture.Create()));
+            };
+
+            Because of = () =>
+                product_order_books_response = Subject.GetProductOrderBookAsync(ProductType.BtcUsd, ProductLevel.Two).Result;
+
+            It should_have_correct_product_order_book_response = () =>
+            {
+                product_order_books_response.Sequence.ShouldEqual(3M);
+                product_order_books_response.Bids.First().Price.ShouldEqual(200M);
+                product_order_books_response.Bids.First().Size.ShouldEqual(100M);
+                product_order_books_response.Bids.First().NumberOfOrders.ShouldEqual(3);
+                product_order_books_response.Bids.First().OrderId.ShouldBeNull();
+                product_order_books_response.Asks.First().Price.ShouldEqual(200M);
+                product_order_books_response.Asks.First().Size.ShouldEqual(100M);
+                product_order_books_response.Asks.First().NumberOfOrders.ShouldEqual(3);
+                product_order_books_response.Asks.First().OrderId.ShouldBeNull();
+            };
+        }
+
+        class when_getting_a_product_order_book_with_level_3_specified
+        {
+            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(ProductsOrderBookResponseFixture.CreateWithLevelThree()));
+            };
+
+            Because of = () =>
+                product_order_books_response = Subject.GetProductOrderBookAsync(ProductType.BtcUsd, ProductLevel.Three).Result;
+
+            It should_have_correct_product_order_book_response = () =>
+            {
+                product_order_books_response.Sequence.ShouldEqual(3M);
+                product_order_books_response.Bids.First().Price.ShouldEqual(200M);
+                product_order_books_response.Bids.First().Size.ShouldEqual(100M);
+                product_order_books_response.Bids.First().NumberOfOrders.ShouldBeNull();
+                product_order_books_response.Bids.First().OrderId.ShouldEqual(new Guid("3b0f1225-7f84-490b-a29f-0faef9de823a"));
+                product_order_books_response.Asks.First().Price.ShouldEqual(200M);
+                product_order_books_response.Asks.First().Size.ShouldEqual(100M);
+                product_order_books_response.Asks.First().NumberOfOrders.ShouldBeNull();
+                product_order_books_response.Asks.First().OrderId.ShouldEqual(new Guid("da863862-25f4-4868-ac41-005d11ab0a5f"));
             };
         }
 

diff --git a/GDAXClient/GDAXClient.csproj b/GDAXClient/GDAXClient.csproj
@@ -66,10 +66,15 @@
     <Compile Include="Services\Fundings\FundingsService.cs" />
     <Compile Include="Services\Fundings\FundingStatus.cs" />
     <Compile Include="Services\Fundings\Models\Funding.cs" />
+    <Compile Include="Services\Products\Models\Ask.cs" />
+    <Compile Include="Services\Products\Models\Bid.cs" />
     <Compile Include="Services\Products\Models\Product.cs" />
+    <Compile Include="Services\Products\Models\ProductLevel.cs" />
     <Compile Include="Services\Products\Models\ProductStats.cs" />
     <Compile Include="Services\Products\Models\ProductTicker.cs" />
+    <Compile Include="Services\Products\Models\Quote.cs" />
     <Compile Include="Services\Products\Models\Responses\ProductsOrderBookResponse.cs" />
+    <Compile Include="Services\Products\Models\Responses\ProductsOrderBookJsonResponse.cs" />
     <Compile Include="Services\Products\ProductsService.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
     <Compile Include="Services\AbstractService.cs" />

diff --git a/GDAXClient/Services/Products/Models/Ask.cs b/GDAXClient/Services/Products/Models/Ask.cs
@@ -0,0 +1,12 @@
+namespace GDAXClient.Services.Products.Models
+{
+    public class Ask : Quote
+    {
+        public Ask(
+            decimal price, 
+            decimal size) 
+                : base(price, size)
+        {
+        }
+    }
+}
diff --git a/GDAXClient/Services/Products/Models/Bid.cs b/GDAXClient/Services/Products/Models/Bid.cs
@@ -0,0 +1,12 @@
+namespace GDAXClient.Services.Products.Models
+{
+    public class Bid : Quote
+    {
+        public Bid(
+            decimal price, 
+            decimal size) 
+                : base(price, size)
+        {
+        }
+    }
+}
diff --git a/GDAXClient/Services/Products/Models/ProductLevel.cs b/GDAXClient/Services/Products/Models/ProductLevel.cs
@@ -0,0 +1,9 @@
+namespace GDAXClient.Services.Products.Models
+{
+    public enum ProductLevel
+    {
+        One = 1,
+        Two = 2,
+        Three = 3
+    }
+}
diff --git a/GDAXClient/Services/Products/Models/Quote.cs b/GDAXClient/Services/Products/Models/Quote.cs
@@ -0,0 +1,23 @@
+using System;
+
+namespace GDAXClient.Services.Products.Models
+{
+    public class Quote
+    {
+        public Quote(
+            decimal price,
+            decimal size)
+        {
+            Price = price;
+            Size = size;
+        }
+
+        public decimal Price { get; }
+
+        public decimal Size { get; }
+
+        public decimal? NumberOfOrders { get; set; }
+
+        public Guid? OrderId { get; set; }
+    }
+}
diff --git a/GDAXClient/Services/Products/Models/Responses/ProductsOrderBookJsonResponse.cs b/GDAXClient/Services/Products/Models/Responses/ProductsOrderBookJsonResponse.cs
@@ -0,0 +1,13 @@
+using System.Collections.Generic;
+
+namespace GDAXClient.Services.Products.Models.Responses
+{
+    public class ProductsOrderBookJsonResponse
+    {
+        public decimal Sequence { get; set; }
+
+        public IEnumerable<IEnumerable<string>> Bids { get; set; }
+
+        public IEnumerable<IEnumerable<string>> Asks { get; set; }
+    }
+}
diff --git a/GDAXClient/Services/Products/Models/Responses/ProductsOrderBookResponse.cs b/GDAXClient/Services/Products/Models/Responses/ProductsOrderBookResponse.cs
@@ -4,10 +4,20 @@ namespace GDAXClient.Services.Products.Models.Responses
 {
     public class ProductsOrderBookResponse
     {
-        public decimal Sequence { get; set; }
+        public ProductsOrderBookResponse(
+            decimal sequence,
+            IEnumerable<Bid> bids,
+            IEnumerable<Ask> asks)
+        {
+            Sequence = sequence;
+            Bids = bids;
+            Asks = asks;
+        }
 
-        public IEnumerable<IEnumerable<decimal>> Bids { get; set; }
+        public decimal Sequence { get; }
 
-        public IEnumerable<IEnumerable<decimal>> Asks { get; set; }
+        public IEnumerable<Bid> Bids { get; }
+
+        public IEnumerable<Ask> Asks { get; }
     }
 }
diff --git a/GDAXClient/Services/Products/ProductsService.cs b/GDAXClient/Services/Products/ProductsService.cs
@@ -1,5 +1,6 @@
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Net.Http;
 using System.Threading.Tasks;
 using GDAXClient.Authentication;
@@ -43,11 +44,13 @@ public async Task<IEnumerable<Product>> GetAllProductsAsync()
             return productsResponse;
         }
 
-        public async Task<ProductsOrderBookResponse> GetProductOrderBookAsync(ProductType productPair)
+        public async Task<ProductsOrderBookResponse> GetProductOrderBookAsync(ProductType productPair, ProductLevel productLevel = ProductLevel.One)
         {
-            var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Get, authenticator, $"/products/{productPair.ToDasherizedUpper()}/book");
+            var httpResponseMessage = await SendHttpRequestMessageAsync(HttpMethod.Get, authenticator, $"/products/{productPair.ToDasherizedUpper()}/book/?level={(int)productLevel}");
             var contentBody = await httpClient.ReadAsStringAsync(httpResponseMessage).ConfigureAwait(false);
-            var productOrderBookResponse = JsonConvert.DeserializeObject<ProductsOrderBookResponse>(contentBody);
+            var productsOrderBookJsonResponse = JsonConvert.DeserializeObject<ProductsOrderBookJsonResponse>(contentBody);
+
+            var productOrderBookResponse = ConvertProductOrderBookResponse(productsOrderBookJsonResponse, productLevel);
 
             return productOrderBookResponse;
         }
@@ -69,7 +72,7 @@ public async Task<ProductStats> GetProductStatsAsync(ProductType productPair)
 
             return productStatsResponse;
         }
-        
+
         public async Task<IEnumerable<object[]>> GetHistoricRatesAsync(ProductType productPair, DateTime start, DateTime end, int granularity)
         {
             var isoStart = start.ToString("s");
@@ -86,5 +89,33 @@ public async Task<IEnumerable<object[]>> GetHistoricRatesAsync(ProductType produ
 
             return productHistoryResponse;
         }
+
+        private ProductsOrderBookResponse ConvertProductOrderBookResponse(
+            ProductsOrderBookJsonResponse productsOrderBookJsonResponse,
+            ProductLevel productLevel)
+        {
+            var askList = productsOrderBookJsonResponse.Asks.Select(product => product.ToArray()).Select(askArray => new Ask(Convert.ToDecimal(askArray[0]), Convert.ToDecimal(askArray[1]))
+            {
+                OrderId = productLevel == ProductLevel.Three
+                    ? new Guid(askArray[2])
+                    : (Guid?)null,
+                NumberOfOrders = productLevel == ProductLevel.Three
+                    ? (decimal?)null
+                    : Convert.ToDecimal(askArray[2])
+            }).ToArray();
+
+            var bidList = productsOrderBookJsonResponse.Bids.Select(product => product.ToArray()).Select(bidArray => new Bid(Convert.ToDecimal(bidArray[0]), Convert.ToDecimal(bidArray[1]))
+            {
+                OrderId = productLevel == ProductLevel.Three
+                    ? new Guid(bidArray[2])
+                    : (Guid?)null,
+                NumberOfOrders = productLevel == ProductLevel.Three
+                    ? (decimal?)null
+                    : Convert.ToDecimal(bidArray[2])
+            });
+
+            var productOrderBookResponse = new ProductsOrderBookResponse(productsOrderBookJsonResponse.Sequence, bidList, askList);
+            return productOrderBookResponse;
+        }
     }
 }
diff --git a/README.md b/README.md
@@ -56,7 +56,7 @@ var allAccounts = await gdaxClient.AccountsService.GetAllAccountsAsync();
 
 ###### Products ######
 - GetAllProductsAsync() - get a list of available currency pairs for trading
-- GetProductOrderBookAsync(productType) - get a list of open orders for a product
+- GetProductOrderBookAsync(productType, productLevel) - get a list of open orders for a product (specify level 1, 2, or 3)
 - GetProductTickerAsync(productType) - get information about the last trade (tick), best bid/ask and 24h volume
 - GetProductStatsAsync(productType) - get 24 hour stats for a product
 - GetHistoricRatesAsync(productPair, start, end, granularity) - get historic rates for a product