Lykke.Service.Hft

Lykke service for high frequency trading.

Nuget: https://www.nuget.org/packages/Lykke.Service.HFT.Client/

Refit client can be generated using the Lykke HttpClientGenerator or the default Refit RestService.

Registering HFT services

Refit clients are preferably registerd in your DI framework as scoped instances or singletons. Multiple instances of the same REST client are not needed to have parallel functionality.

Lykke HttpClientGenerator with AutoFac

containerBuilder
    .RegisterClient<IHighFrequencyTradingApi>(myHftUrl)
    .WithApiKey(myApiKey);

Default Refit RestService

myContainer
    .RegisterInstance<IHighFrequencyTradingApi>(RestService.For<IHighFrequencyTradingApi>(myHftUrl));

Note: Send your api-key as api-key header or as argument to the specific calls.

Service endpoints

IsAlive

public async Task<bool> IsHftAlive() {
    var client = container.Get<IHighFrequencyTradingApi>();
    return client.IsAlive();
}

Assetpairs

var client = container.Get<IAssetPairsApi>();

// Get all asset pairs
var pairs = await client.GetAll();
pairs.Should().NotBeNull();

// Get a specific asset pair
var pair = await client.Get("BTCEUR");
pair.Should().NotBeNull();

History

var client = container.Get<IHistoryApi>();

// Get a specific trade
var trade = await client.GetTrade(tradeId);
trade.Should().NotBeNull();

// Get latest trades by asset ID
var assetTrades = await client.GetLatestTrades("LKK");
assetTrades.Should().NotBeNull();

// Get latest trades by asset pair ID
var assetpairTrades = await client.GetLatestTradesByAssetPairId("BTCUSD");
assetpairTrades.Should().NotBeNull();

// Get latest 100 trades
var trades = await client.GetLatestTradesByAssetId(new LatestTradesQueryModel
            {
                AssetId = "BTC",
                Skip = 0,
                Take = 100
            });
trades.Should().NotBeNull();

Orderbooks

var client = container.Get<IOrderBooksApi>();

// Get a specific order book
var orderbook = await client.Get("ETHCHF");
orderbook.Should().NotBeNull();

// Get all order books
var books = await client.GetAll();
books.Should().NotBeNull();

Wallets

var client = container.Get<IWalletsApi>();

// Get wallet balances
var balances = await client.GetBalances();
balances.Should().NotBeNull();

Orders

Get orders

var client = container.Get<IOrdersApi>();

// Get a specific order
var order = await client.GetOrder(orderId);
order.Should().NotBeNull();

// Get all open orders
var openOrders = await client.GetOrders(OrderStatusQuery.Open);
openOrders.Should().NotBeNull();

// Get last 250 orders
var orders = await client.GetOrders(take: 250);
orders.Should().NotBeNull();

Market orders

var client = container.Get<IOrdersApi>();
var order = new PlaceMarketOrderModel
{
    Asset = "BTC",
    AssetPairId = "BTCUSD",
    OrderAction = OrderAction.Buy,
    Volume = 0.001
};

// Place new market order
var result = await client.PlaceMarketOrder(order).TryExecute();

if (result.Success) {
    var price = result.Result.Result;
    price.Should().BeGreaterThan(0d);
} else {
    Console.WriteLine(result.Error);
}

Limit orders

var client = container.Get<IOrdersApi>();
var order = new PlaceLimitOrderModel
{
    AssetPairId = "BTCUSD",
    OrderAction = OrderAction.Buy,
    Price = 500,
    Volume = 0.001
};

// Place new limit order
var result = await client.PlaceLimitOrder(order).TryExecute();
Guid orderId = Guid.Empty;

if (result.Success) {
    oderId = result.Result;
} else {
    Console.WriteLine(result.Error);
}

// Cancel limit order
await client.CancelLimitOrder(orderId);

// Cancel all open limit orders
await client.CancelAll();

Bulk limit orders

var order = new PlaceBulkOrderModel
{
    AssetPairId = "BTCUSD",
    CancelPreviousOrders = true,
    Orders = Enumerable.Range(0,10).Select(x => new BulkOrderItemModel
    {
        OrderAction = OrderAction.Buy,
        Price = 500 + x,
        Volume = 0.001
    })
};

var result = await client.PlaceBulkOrder(order).TryExecute();

if (!result.Success) {
    Console.WriteLine(result.Error);
} else {
    foreach(var status in result.Statuses) {
        // Handle the specific order status
        // Order progress can be retrieved by Id or cancelled by like regular limit orders
    }
}