[Feature] Add support for stop limit orders (#116)

dougdellolio · Apr 28, 2018 · 2f98ee0 · 2f98ee0
1 parent 3a10822
commit 2f98ee0
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Showing 6 changed files with 101 additions and 1 deletion.
diff --git a/GDAXSharp.Specs/JsonFixtures/Services/Orders/OrderResponseFixture.cs b/GDAXSharp.Specs/JsonFixtures/Services/Orders/OrderResponseFixture.cs
@@ -76,7 +76,31 @@ public static string CreateStopOrder()
             return json;
         }
 
-        public static string CreateLimitOrderMany(OrderStatus orderStatus = OrderStatus.Pending)
+	    public static string CreateStopLimitOrder()
+	    {
+		    var json = @"
+{
+    ""id"": ""d0c5340b-6d6c-49d9-b567-48c4bfca13d2"",
+    ""price"": ""0.10000000"",
+    ""size"": ""0.01000000"",
+    ""product_id"": ""BTC-USD"",
+    ""side"": ""buy"",
+    ""stp"": ""dc"",
+    ""type"": ""limit"",
+    ""time_in_force"": ""GTC"",
+    ""post_only"": false,
+    ""created_at"": ""2016-12-08T24:00:00Z"",
+    ""fill_fees"": ""0.0000000000000000"",
+    ""filled_size"": ""0.00000000"",
+    ""executed_value"": ""0.0000000000000000"",
+    ""status"": ""pending"",
+    ""settled"": false
+}";
+
+		    return json;
+	    }
+
+	    public static string CreateLimitOrderMany(OrderStatus orderStatus = OrderStatus.Pending)
         {
             var json = $@"
 [

diff --git a/GDAXSharp.Specs/Services/Orders/OrdersServiceSpecs.cs b/GDAXSharp.Specs/Services/Orders/OrdersServiceSpecs.cs
@@ -118,6 +118,35 @@ class when_placing_a_stop_order
             };
         }
 
+	    class when_placing_a_stop_limit_order
+	    {
+		    Establish context = () =>
+			    The<IHttpClient>().WhenToldTo(p => p.ReadAsStringAsync(Param.IsAny<HttpResponseMessage>()))
+				    .Return(Task.FromResult(OrderResponseFixture.CreateStopLimitOrder()));
+
+			Because of = () =>
+				order_response_result = Subject.PlaceStopLimitOrderAsync(OrderSide.Buy, ProductType.BtcUsd, .01M, .1M, .1M, false).Result;
+
+		    It should_have_correct_order_information = () =>
+		    {
+			    order_response_result.Id.ShouldEqual(new Guid("d0c5340b-6d6c-49d9-b567-48c4bfca13d2"));
+			    order_response_result.Price.ShouldEqual(0.10000000M);
+			    order_response_result.Size.ShouldEqual(0.01000000M);
+			    order_response_result.ProductId.ShouldEqual(ProductType.BtcUsd);
+			    order_response_result.Side.ShouldEqual(OrderSide.Buy);
+			    order_response_result.Stp.ShouldEqual("dc");
+			    order_response_result.OrderType.ShouldEqual(OrderType.Limit);
+			    order_response_result.TimeInForce.ShouldEqual(TimeInForce.Gtc);
+			    order_response_result.PostOnly.ShouldBeFalse();
+			    order_response_result.CreatedAt.ShouldEqual(new DateTime(2016, 12, 9));
+			    order_response_result.FillFees.ShouldEqual(0.0000000000000000M);
+			    order_response_result.FilledSize.ShouldEqual(0.00000000M);
+			    order_response_result.ExecutedValue.ShouldEqual(0.0000000000000000M);
+			    order_response_result.Status.ShouldEqual(OrderStatus.Pending);
+			    order_response_result.Settled.ShouldBeFalse();
+			};
+	    }
+
         class when_cancelling_all_orders
         {
             Establish context = () =>

diff --git a/GDAXSharp/GDAXSharp.csproj b/GDAXSharp/GDAXSharp.csproj
@@ -89,6 +89,7 @@
     <Compile Include="GDAXClient.cs" />
     <Compile Include="Network\HttpClient\HttpClient.cs" />
     <Compile Include="Network\HttpClient\IHttpClient.cs" />
+    <Compile Include="Services\Orders\Types\StopType.cs" />
     <Compile Include="Shared\ApiUris.cs" />
     <Compile Include="Shared\Utilities\JsonConfig.cs" />
     <Compile Include="WebSocket\Models\Response\Done.cs" />

diff --git a/GDAXSharp/Services/Orders/Models/Order.cs b/GDAXSharp/Services/Orders/Models/Order.cs
@@ -17,6 +17,13 @@ public class Order
 
         public decimal Price { get; set; }
 
+        [JsonProperty("stop")]
+        [JsonConverter(typeof(StringEnumConverter))]
+        public StopType StopType { get; set; }
+
+        [JsonProperty("stop_price")]
+        public decimal StopPrice { get; set; }
+
         [JsonProperty("type")]
         [JsonConverter(typeof(StringEnumConverter))]
         public OrderType OrderType { get; set; }

diff --git a/GDAXSharp/Services/Orders/OrdersService.cs b/GDAXSharp/Services/Orders/OrdersService.cs
@@ -89,6 +89,33 @@ public async Task<OrderResponse> PlaceLimitOrderAsync(
             return await PlaceOrderAsync(order);
         }
 
+        public async Task<OrderResponse> PlaceStopLimitOrderAsync(
+            OrderSide side,
+            ProductType productId,
+            decimal size,
+            decimal stopPrice,
+            decimal limitPrice,
+            bool postOnly = true,
+            Guid? clientOid = null)
+        {
+            var order = new Order
+            {
+                Side = side,
+                ProductId = productId,
+                OrderType = OrderType.Limit,
+                Price = limitPrice,
+                Size = size,
+                StopType = side == OrderSide.Buy 
+                    ? StopType.Entry
+                    : StopType.Loss,
+                StopPrice = stopPrice,
+                ClientOid = clientOid,
+                PostOnly = postOnly,
+            };
+
+            return await PlaceOrderAsync(order);
+        }
+
         public async Task<OrderResponse> PlaceStopOrderAsync(
             OrderSide side,
             ProductType productId,

diff --git a/GDAXSharp/Services/Orders/Types/StopType.cs b/GDAXSharp/Services/Orders/Types/StopType.cs
@@ -0,0 +1,12 @@
+using System.Runtime.Serialization;
+
+namespace GDAXSharp.Services.Orders.Types
+{
+    public enum StopType
+    {
+        [EnumMember(Value = "loss")]
+        Loss,
+        [EnumMember(Value = "entry")]
+        Entry
+    }
+}