Updates

For #111.
sonvister · Dec 5, 2018 · 109c396 · 109c396
1 parent 6938996
commit 109c396
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Showing 3 changed files with 58 additions and 10 deletions.
diff --git a/samples/BinanceConsoleApp/Controllers/GetSymbols.cs b/samples/BinanceConsoleApp/Controllers/GetSymbols.cs
@@ -18,10 +18,15 @@ public async Task<bool> HandleAsync(string command, CancellationToken token = de
 
             var args = command.Split(' ');
 
-            if (args.Length > 1 && args[1].Equals("refresh", StringComparison.OrdinalIgnoreCase))
+            if (args.Length > 1 && (args[1].Equals("refresh", StringComparison.OrdinalIgnoreCase) || args[1].Equals("update", StringComparison.OrdinalIgnoreCase)))
             {
                 await Symbol.UpdateCacheAsync(Program.Api, token);
             }
+            else
+            {
+                Console.WriteLine($"Invalid command: \"{args[1]}\"");
+                return true;
+            }
 
             var symbols = Symbol.Cache.GetAll().OrderBy(s => s.ToString());
             //var symbols = await Program.Api.SymbolsAsync(token); // as string.

diff --git a/samples/BinanceConsoleApp/Controllers/IntegrationTests.cs b/samples/BinanceConsoleApp/Controllers/IntegrationTests.cs
@@ -20,15 +20,44 @@ public async Task<bool> HandleAsync(string command, CancellationToken token = de
 
             ///////////////////////////////////////////////////////////////////
             var valid = symbol.IsPriceQuantityValid(5000.01m, 0.1m);
-            var _valid = symbol.IsPriceQuantityValid(50000.01m, 0.1m);
-            var __valid = symbol.IsPriceQuantityValid(50.01m, 0.1m);
+            var _valid = symbol.IsPriceQuantityValid(symbol.Price.Maximum + 1, 0.01m);
+            var __valid = symbol.IsPriceQuantityValid(symbol.Price.Minimum - 1, 1.0m);
 
             lock (Program.ConsoleSync)
             {
                 Console.WriteLine();
                 Console.WriteLine($"Price/Quantity Valid: {valid}");
-                Console.WriteLine($"Price/Quantity Valid: {_valid}");
-                Console.WriteLine($"Price/Quantity Valid: {__valid}");
+                Console.WriteLine($"Price/Quantity Not Valid: {!_valid}");
+                Console.WriteLine($"Price/Quantity Not Valid: {!__valid}");
+
+                Console.WriteLine($"Maximum: {symbol.Price.Maximum}");
+                Console.WriteLine($"Minimum: {symbol.Price.Minimum}");
+            }
+
+            try
+            {
+                await Program.Api.TestPlaceAsync(new LimitOrder(Program.User)
+                {
+                    Symbol = symbol,
+                    Side = OrderSide.Sell,
+                    Quantity = 0.01m,
+                    Price = symbol.Price.Maximum,
+                });
+                Console.WriteLine("Maximum Test Order Placed.");
+
+                await Program.Api.TestPlaceAsync(new LimitOrder(Program.User)
+                {
+                    Symbol = symbol,
+                    Side = OrderSide.Buy,
+                    Quantity = 1.0m,
+                    Price = symbol.Price.Minimum
+                });
+                Console.WriteLine("Minimum Test Order Placed.");
+            }
+            catch (Exception e)
+            {
+                Console.WriteLine(e);
+                throw;
             }
             ///////////////////////////////////////////////////////////////////
 
@@ -122,7 +151,7 @@ public async Task<bool> HandleAsync(string command, CancellationToken token = de
             /////////////////////////////////////////////////////////////////*/
 
 
-            return true;
+            return await Task.FromResult(true);
         }
     }
 }
diff --git a/src/Binance/PriceRange.cs b/src/Binance/PriceRange.cs
@@ -10,9 +10,21 @@ public sealed class PriceRange : InclusiveRange
 
         public decimal MultiplierDown { get; }
 
-        public override decimal Minimum => Math.Floor(GetAveragePrice() * MultiplierDown / Increment) * Increment;
-
-        public override decimal Maximum => Math.Ceiling(GetAveragePrice() * MultiplierUp / Increment) * Increment;
+        /// <summary>
+        /// Get the realtime minimum price.
+        /// 
+        /// NOTE: Average price changes frequently; using the exact minimum value for an order price occassionaly fails.
+        ///       So, a (10 * Increment) buffer is added to the minimum calculation to improve reliability.
+        /// </summary>
+        public override decimal Minimum => Math.Ceiling(GetAveragePrice() * MultiplierDown / Increment) * Increment + 10 * Increment;
+
+        /// <summary>
+        /// Get the realtime maximum price.
+        /// 
+        /// NOTE: Average price changes frequently; using the exact maximum value for an order price occassionaly fails.
+        ///       So, a (10 * Increment) buffer is subtraced from the maximum calculation to improve reliability.
+        /// </summary>
+        public override decimal Maximum => Math.Floor(GetAveragePrice() * MultiplierUp / Increment) * Increment - 10 * Increment;
 
         #endregion Public Properties
 
@@ -49,9 +61,11 @@ public PriceRange(IBinanceApi api, string symbol, decimal multiplierUp, decimal
 
         private decimal GetAveragePrice()
         {
+            // TODO: Add a BinanceApiOption property for this update delay seconds/milliseconds... ?
             if (_averagePrice == 0 || DateTime.UtcNow - _lastUpdate > TimeSpan.FromSeconds(1))
             {
-                _averagePrice = _api.GetAvgPriceAsync(_symbol).GetAwaiter().GetResult().Value;
+                // TODO: Redesign price/quantity validation to use async methods rather than properties... ?
+                _averagePrice = _api.GetAvgPriceAsync(_symbol).GetAwaiter().GetResult().Value; // HACK
                 _lastUpdate = DateTime.UtcNow;
             }