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new NuGet 1.0.2 (#773)
- changed link from jjxtra/ES to DigitalRuby/ES - added BtcTurk to readme
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‎README.md

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -41,6 +41,7 @@ The following cryptocurrency exchanges are supported:
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| Bittrex | x | x | T R |
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| BL3P | x | x | R B | Trades stream does not send trade's ids. |
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| Bleutrade | x | x | |
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| BtcTurk | | | R |
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| BTSE | x | x | |
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| Bybit | x | x | R | Has public method for Websocket Positions
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| Coinbase | x | x | T R O U |
@@ -112,11 +113,11 @@ See [`WebSocket4NetClientWebSocket.cs`][websocket4net] for implementation detail
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#### dotnet CLI
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[`dotnet add package DigitalRuby.ExchangeSharp --version 1.0.1`][nuget]
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[`dotnet add package DigitalRuby.ExchangeSharp --version 1.0.2`][nuget]
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#### Package Manager on VS
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[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 1.0.1`][nuget]
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[`PM> Install-Package DigitalRuby.ExchangeSharp -Version 1.0.2`][nuget]
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### Examples
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‎src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs

Lines changed: 123 additions & 106 deletions
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@@ -88,109 +88,114 @@ protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
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protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
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{
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/*
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{{
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"symbol": ".XRPXBT",
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"rootSymbol": "XRP",
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"state": "Unlisted",
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"typ": "MRCXXX",
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"listing": null,
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"front": null,
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"expiry": null,
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"settle": null,
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"relistInterval": null,
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"inverseLeg": "",
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"sellLeg": "",
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"buyLeg": "",
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"optionStrikePcnt": null,
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"optionStrikeRound": null,
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"optionStrikePrice": null,
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"optionMultiplier": null,
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"positionCurrency": "",
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"underlying": "XRP",
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"quoteCurrency": "XBT",
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"underlyingSymbol": "XRPXBT=",
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"reference": "PLNX",
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"referenceSymbol": "BTC_XRP",
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"calcInterval": null,
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"publishInterval": "2000-01-01T00:01:00Z",
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"publishTime": null,
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"maxOrderQty": null,
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"maxPrice": null,
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"lotSize": null,
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"tickSize": 1E-08,
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"multiplier": null,
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"settlCurrency": "",
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"underlyingToPositionMultiplier": null,
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"underlyingToSettleMultiplier": null,
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"quoteToSettleMultiplier": null,
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"isQuanto": false,
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"isInverse": false,
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"initMargin": null,
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"maintMargin": null,
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"riskLimit": null,
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"riskStep": null,
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"limit": null,
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"capped": false,
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"taxed": false,
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"deleverage": false,
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"makerFee": null,
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"takerFee": null,
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"settlementFee": null,
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"insuranceFee": null,
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"fundingBaseSymbol": "",
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"fundingQuoteSymbol": "",
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"fundingPremiumSymbol": "",
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"fundingTimestamp": null,
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"fundingInterval": null,
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"fundingRate": null,
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"indicativeFundingRate": null,
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"rebalanceTimestamp": null,
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"rebalanceInterval": null,
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"openingTimestamp": null,
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"closingTimestamp": null,
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"sessionInterval": null,
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"prevClosePrice": null,
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"limitDownPrice": null,
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"limitUpPrice": null,
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"bankruptLimitDownPrice": null,
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"bankruptLimitUpPrice": null,
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"prevTotalVolume": null,
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"totalVolume": null,
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"volume": null,
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"volume24h": null,
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"prevTotalTurnover": null,
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"totalTurnover": null,
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"turnover": null,
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"turnover24h": null,
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"prevPrice24h": 7.425E-05,
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"vwap": null,
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"highPrice": null,
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"lowPrice": null,
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"lastPrice": 7.364E-05,
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"lastPriceProtected": null,
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"lastTickDirection": "MinusTick",
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"lastChangePcnt": -0.0082,
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"bidPrice": null,
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"midPrice": null,
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"askPrice": null,
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"impactBidPrice": null,
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"impactMidPrice": null,
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"impactAskPrice": null,
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"hasLiquidity": false,
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"openInterest": 0,
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"openValue": 0,
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"fairMethod": "",
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"fairBasisRate": null,
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"fairBasis": null,
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"fairPrice": null,
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"markMethod": "LastPrice",
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"markPrice": 7.364E-05,
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"indicativeTaxRate": null,
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"indicativeSettlePrice": null,
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"optionUnderlyingPrice": null,
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"settledPrice": null,
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"timestamp": "2018-07-05T13:27:15Z"
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}}
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[
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{
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"symbol": "XBTZ14",
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"rootSymbol": "XBT",
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"state": "Settled",
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"typ": "FXXXS",
97+
"listing": "2014-11-21T20:00:00.000Z",
98+
"front": "2014-11-28T12:00:00.000Z",
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"expiry": "2014-12-26T12:00:00.000Z",
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"settle": "2014-12-26T12:00:00.000Z",
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"listedSettle": "2014-12-26T12:00:00.000Z",
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"relistInterval": null,
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"inverseLeg": "",
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"sellLeg": "",
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"buyLeg": "",
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"optionStrikePcnt": null,
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"optionStrikeRound": null,
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"optionStrikePrice": null,
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"optionMultiplier": null,
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"positionCurrency": "",
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"underlying": "XBT",
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"quoteCurrency": "USD",
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"underlyingSymbol": "XBT=",
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"reference": "BMEX",
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"referenceSymbol": ".XBT2H",
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"calcInterval": null,
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"publishInterval": null,
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"publishTime": null,
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"maxOrderQty": 10000000,
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"maxPrice": 1000000,
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"lotSize": 1,
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"tickSize": 0.01,
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"multiplier": 1000,
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"settlCurrency": "XBt",
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"underlyingToPositionMultiplier": null,
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"underlyingToSettleMultiplier": 100000000,
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"quoteToSettleMultiplier": null,
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"isQuanto": true,
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"isInverse": false,
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"initMargin": 0.3,
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"maintMargin": 0.2,
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"riskLimit": 25000000000,
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"riskStep": 5000000000,
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"limit": 0.2,
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"capped": false,
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"taxed": false,
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"deleverage": false,
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"makerFee": 0.00005,
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"takerFee": 0.00005,
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"settlementFee": 0.00005,
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"insuranceFee": 0.00015,
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"fundingBaseSymbol": "",
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"fundingQuoteSymbol": "",
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"fundingPremiumSymbol": "",
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"fundingTimestamp": null,
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"fundingInterval": null,
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"fundingRate": null,
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"indicativeFundingRate": null,
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"rebalanceTimestamp": null,
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"rebalanceInterval": null,
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"openingTimestamp": "2014-12-26T12:00:00.000Z",
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"closingTimestamp": "2014-12-26T12:00:00.000Z",
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"sessionInterval": "2000-01-01T08:00:00.000Z",
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"prevClosePrice": 319,
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"limitDownPrice": 255.2,
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"limitUpPrice": 382.8,
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"bankruptLimitDownPrice": null,
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"bankruptLimitUpPrice": null,
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"prevTotalVolume": 323564,
160+
"totalVolume": 348271,
161+
"volume": 0,
162+
"volume24h": 0,
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"prevTotalTurnover": 0,
164+
"totalTurnover": 0,
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"turnover": 0,
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"turnover24h": 0,
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"homeNotional24h": 0,
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"foreignNotional24h": 0,
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"prevPrice24h": 323.33,
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"vwap": null,
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"highPrice": null,
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"lowPrice": null,
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"lastPrice": 323.33,
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"lastPriceProtected": 323.33,
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"lastTickDirection": "PlusTick",
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"lastChangePcnt": 0,
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"bidPrice": null,
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"midPrice": null,
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"askPrice": null,
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"impactBidPrice": null,
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"impactMidPrice": null,
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"impactAskPrice": null,
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"hasLiquidity": false,
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"openInterest": 0,
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"openValue": 0,
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"fairMethod": "",
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"fairBasisRate": null,
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"fairBasis": 0,
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"fairPrice": 323.33,
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"markMethod": "LastPrice",
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"markPrice": 323.33,
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"indicativeTaxRate": null,
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"indicativeSettlePrice": 323.33,
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"optionUnderlyingPrice": null,
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"settledPriceAdjustmentRate": null,
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"settledPrice": 323.33,
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"timestamp": "2014-11-21T21:00:02.409Z"
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},
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*/
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List<ExchangeMarket> markets = new List<ExchangeMarket>();
@@ -209,11 +214,23 @@ protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketS
209214
{
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market.PriceStepSize = marketSymbolToken["tickSize"].ConvertInvariant<decimal>();
211216
market.MaxPrice = marketSymbolToken["maxPrice"].ConvertInvariant<decimal>();
212-
//market.MinPrice = symbol["minPrice"].ConvertInvariant<decimal>();
217+
//market.MinPrice = symbol["minPrice"].ConvertInvariant<decimal>(); - BitMex does not provide min price
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214219
market.MaxTradeSize = marketSymbolToken["maxOrderQty"].ConvertInvariant<decimal>();
215-
//market.MinTradeSize = symbol["minQty"].ConvertInvariant<decimal>();
216-
//market.QuantityStepSize = symbol["stepSize"].ConvertInvariant<decimal>();
220+
var underlyingToPositionMultiplier = marketSymbolToken["underlyingToPositionMultiplier"].Type == JTokenType.Null ? 1 : marketSymbolToken["underlyingToPositionMultiplier"].ConvertInvariant<decimal>();
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var contractSize = 1 / underlyingToPositionMultiplier;
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var lotSize = marketSymbolToken["lotSize"].ConvertInvariant<decimal>();
223+
var minTradeAmt = contractSize * lotSize;
224+
var positionCurrency = marketSymbolToken["positionCurrency"]?.ToStringUpperInvariant();
225+
if (positionCurrency == market.BaseCurrency)
226+
{
227+
market.MinTradeSize = market.QuantityStepSize = minTradeAmt;
228+
}
229+
else if (positionCurrency == market.QuoteCurrency)
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{
231+
market.MinTradeSizeInQuoteCurrency = minTradeAmt;
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}
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// else positionCurrency is probably null and the intrument is not active
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}
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catch
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{

‎src/ExchangeSharp/ExchangeSharp.csproj

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<LangVersion>8</LangVersion>
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<PackageId>DigitalRuby.ExchangeSharp</PackageId>
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<Title>ExchangeSharp - C# API for cryptocurrency exchanges</Title>
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<PackageVersion>1.0.1</PackageVersion>
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<PackageVersion>1.0.2</PackageVersion>
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<Authors>jjxtra</Authors>
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<Description>ExchangeSharp is a C# API for working with various cryptocurrency exchanges. Web sockets are also supported for some exchanges.</Description>
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<Summary>Supported exchanges: Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase(GDAX) Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom. Pull requests welcome.</Summary>
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<PackageIcon>icon.png</PackageIcon>
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<PackageLicenseFile>LICENSE.txt</PackageLicenseFile>
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<PackageProjectUrl>https://github.com/jjxtra/ExchangeSharp</PackageProjectUrl>
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<PackageProjectUrl>https://github.com/DigitalRuby/ExchangeSharp</PackageProjectUrl>
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<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>
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<PackageReleaseNotes>https://github.com/jjxtra/ExchangeSharp/releases</PackageReleaseNotes>
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<PackageReleaseNotes>https://github.com/DigitalRuby/ExchangeSharp/releases</PackageReleaseNotes>
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<PackageReadmeFile>README.md</PackageReadmeFile>
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<PackageTags>C# crypto cryptocurrency trade trader exchange sharp socket web socket websocket signalr secure API Binance BitMEX Bitfinex Bithumb Bitstamp Bittrex BL3P Bleutrade BTSE Cryptopia Coinbase GDAX Digifinex Gemini Gitbtc Huobi Kraken Kucoin Livecoin NDAX OKCoin OKEx Poloniex TuxExchange Yobit ZBcom</PackageTags>
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<RepositoryUrl>https://github.com/jjxtra/ExchangeSharp</RepositoryUrl>
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<RepositoryUrl>https://github.com/DigitalRuby/ExchangeSharp</RepositoryUrl>
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<RepositoryType>git</RepositoryType>
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<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
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</PropertyGroup>

‎src/ExchangeSharp/Properties/AssemblyInfo.cs

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//
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// You can specify all the values or you can default the Build and Revision Numbers
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// by using the '*' as shown below:
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[assembly: AssemblyVersion("1.0.1")]
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[assembly: AssemblyFileVersion("1.0.1")]
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[assembly: AssemblyVersion("1.0.2")]
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[assembly: AssemblyFileVersion("1.0.2")]
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[assembly: InternalsVisibleTo("ExchangeSharpTests")]

‎src/ExchangeSharpConsole/ExchangeSharpConsole.csproj

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<AssemblyName>exchange-sharp</AssemblyName>
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<TargetFramework>net6.0</TargetFramework>
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<NeutralLanguage>en</NeutralLanguage>
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<AssemblyVersion>1.0.1</AssemblyVersion>
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<FileVersion>1.0.1</FileVersion>
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<AssemblyVersion>1.0.2</AssemblyVersion>
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<FileVersion>1.0.2</FileVersion>
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</PropertyGroup>
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<ItemGroup>

‎tests/ExchangeSharpTests/ExchangeSharpTests.csproj

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<TargetFramework>net6.0</TargetFramework>
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<IsPackable>false</IsPackable>
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<NeutralLanguage>en</NeutralLanguage>
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<AssemblyVersion>1.0.1</AssemblyVersion>
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<FileVersion>1.0.1</FileVersion>
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<AssemblyVersion>1.0.2</AssemblyVersion>
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<FileVersion>1.0.2</FileVersion>
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<NoWin32Manifest>true</NoWin32Manifest>
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</PropertyGroup>
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