Updated client order id logic for spot API, added AllowAppendingClien…

…tOrderId option
JKorf · Dec 2, 2024 · 3fcfea6 · 3fcfea6
1 parent b5c987d
commit 3fcfea6
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Showing 20 changed files with 100 additions and 44 deletions.
diff --git a/HTX.Net/Clients/SpotApi/HTXRestClientSpotApi.cs b/HTX.Net/Clients/SpotApi/HTXRestClientSpotApi.cs
@@ -30,8 +30,6 @@ internal partial class HTXRestClientSpotApi : RestApiClient, IHTXRestClientSpotA
         /// <inheritdoc />
         public string ExchangeName => "HTX";
 
-        internal readonly string _brokerId;
-
         #region Api clients
 
         /// <inheritdoc />
@@ -57,7 +55,6 @@ internal HTXRestClientSpotApi(ILogger logger, HttpClient? httpClient, HTXRestOpt
             Margin = new HTXRestClientSpotApiMargin(this);
             Trading = new HTXRestClientSpotApiTrading(this);
 
-            _brokerId = !string.IsNullOrEmpty(options.BrokerId) ? options.BrokerId! : "AA1ef14811";
         }
         #endregion
 

diff --git a/HTX.Net/Clients/SpotApi/HTXRestClientSpotApiTrading.cs b/HTX.Net/Clients/SpotApi/HTXRestClientSpotApiTrading.cs
@@ -47,7 +47,7 @@ public async Task<WebCallResult<long>> PlaceOrderAsync(
             };
             parameters.AddString("amount", quantity);
 
-            clientOrderId ??= ExchangeHelpers.AppendRandomString(_baseClient._brokerId, 64);
+            clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId);
 
             parameters.AddOptionalParameter("client-order-id", clientOrderId);
             parameters.AddOptionalString("stop-price", stopPrice);
@@ -84,8 +84,8 @@ public async Task<WebCallResult<IEnumerable<HTXBatchPlaceResult>>> PlaceMultiple
                     { "type", orderType }
                 };
                 parameters.AddString("amount", order.Quantity);
-                order.ClientOrderId ??= ExchangeHelpers.AppendRandomString(_baseClient._brokerId, 64);
-
+                order.ClientOrderId = LibraryHelpers.ApplyBrokerId(order.ClientOrderId, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId);
+                
                 parameters.AddOptionalParameter("client-order-id", order.ClientOrderId);
                 parameters.AddOptionalString("stop-price", order.StopPrice);
                 parameters.AddOptionalEnum("source", order.Source);
@@ -180,6 +180,8 @@ public async Task<WebCallResult<long>> CancelOrderAsync(long orderId, Cancellati
         /// <inheritdoc />
         public async Task<WebCallResult<long>> CancelOrderByClientOrderIdAsync(string clientOrderId, CancellationToken ct = default)
         {
+            clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId);
+
             var parameters = new ParameterCollection()
             {
                 { "client-order-id", clientOrderId }
@@ -239,8 +241,8 @@ public async Task<WebCallResult<HTXBatchCancelResult>> CancelOrdersAsync(IEnumer
                 throw new ArgumentException("Either orderIds or clientOrderIds should be provided");
 
             var parameters = new ParameterCollection();
-            parameters.AddOptionalParameter("order-ids", orderIds?.Select(s => s.ToString(CultureInfo.InvariantCulture)));
-            parameters.AddOptionalParameter("client-order-ids", clientOrderIds?.Select(s => s.ToString(CultureInfo.InvariantCulture)));
+            parameters.AddOptionalParameter("order-ids", orderIds?.Select(s => s.ToString(CultureInfo.InvariantCulture)).ToArray());
+            parameters.AddOptionalParameter("client-order-ids", clientOrderIds?.Select(s => LibraryHelpers.ApplyBrokerId(s, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId).ToString(CultureInfo.InvariantCulture)).ToArray());
 
             var request = _definitions.GetOrCreate(HttpMethod.Post, "v1/order/orders/batchcancel", HTXExchange.RateLimiter.EndpointLimit, 1, true,
                 new SingleLimitGuard(50, TimeSpan.FromSeconds(2), RateLimitWindowType.Sliding, keySelector: SingleLimitGuard.PerApiKey));
@@ -268,6 +270,8 @@ public async Task<WebCallResult<HTXOrder>> GetOrderAsync(long orderId, Cancellat
         /// <inheritdoc />
         public async Task<WebCallResult<HTXOrder>> GetOrderByClientOrderIdAsync(string clientOrderId, CancellationToken ct = default)
         {
+            clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId);
+
             var parameters = new ParameterCollection()
             {
                 { "clientOrderId", clientOrderId }
@@ -381,13 +385,14 @@ public async Task<WebCallResult<HTXPlacedConditionalOrder>> PlaceConditionalOrde
         {
             symbol = symbol.ToLowerInvariant();
 
+            clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId);
             var parameters = new ParameterCollection()
             {
                 { "accountId", accountId },
                 { "symbol", symbol },
                 { "orderSide", EnumConverter.GetString(side) },
                 { "orderType", EnumConverter.GetString(type) },
-                { "clientOrderId", clientOrderId ?? Guid.NewGuid().ToString() }
+                { "clientOrderId", clientOrderId }
             };
             parameters.AddString("stopPrice", stopPrice);
 
@@ -411,7 +416,7 @@ public async Task<WebCallResult<HTXConditionalOrderCancelResult>> CancelConditio
         {
             var parameters = new ParameterCollection()
             {
-                { "clientOrderIds", clientOrderIds }
+                { "clientOrderIds", clientOrderIds.Select(x => LibraryHelpers.ApplyBrokerId(x, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId)).ToArray() }
             };
 
             var request = _definitions.GetOrCreate(HttpMethod.Post, $"v2/algo-orders/cancellation", HTXExchange.RateLimiter.EndpointLimit, 1, true,
@@ -488,6 +493,8 @@ public async Task<WebCallResult<IEnumerable<HTXConditionalOrder>>> GetClosedCond
         /// <inheritdoc />
         public async Task<WebCallResult<HTXConditionalOrder>> GetConditionalOrderAsync(string clientOrderId, CancellationToken ct = default)
         {
+            clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, _baseClient.ClientOptions.AllowAppendingClientOrderId);
+
             var parameters = new ParameterCollection()
             {
                 { "clientOrderId", clientOrderId }

diff --git a/HTX.Net/Clients/SpotApi/HTXSocketClientSpotApi.cs b/HTX.Net/Clients/SpotApi/HTXSocketClientSpotApi.cs
@@ -28,9 +28,8 @@ internal partial class HTXSocketClientSpotApi : SocketApiClient, IHTXSocketClien
         private static readonly MessagePath _channelPath = MessagePath.Get().Property("ch");
         private static readonly MessagePath _pingPath = MessagePath.Get().Property("ping");
 
-        #region fields
-        internal readonly string _brokerId;
-        #endregion
+        /// <inheritdoc />
+        public new HTXSocketOptions ClientOptions => (HTXSocketOptions)base.ClientOptions;
 
         #region ctor
         internal HTXSocketClientSpotApi(ILogger logger, HTXSocketOptions options)
@@ -43,8 +42,6 @@ internal HTXSocketClientSpotApi(ILogger logger, HTXSocketOptions options)
 
             RateLimiter = HTXExchange.RateLimiter.SpotConnection;
 
-            _brokerId = !string.IsNullOrEmpty(options.BrokerId) ? options.BrokerId! : "AA1ef14811";
-
             SetDedicatedConnection(options.Environment.SocketBaseAddress.AppendPath("ws/trade"), true);
         }
 
@@ -299,7 +296,7 @@ public async Task<CallResult<string>> PlaceOrderAsync(
             var request = new HTXSocketPlaceOrderRequest()
             {
                 AccountId = accountId,
-                ClientOrderId = clientOrderId ?? ExchangeHelpers.AppendRandomString(_brokerId, 64),
+                ClientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, ClientOptions.AllowAppendingClientOrderId),
                 Price = price,
                 Type = orderType,
                 Quantity = quantity,
@@ -333,7 +330,7 @@ public async Task<CallResult<IEnumerable<HTXBatchPlaceResult>>> PlaceMultipleOrd
                 var parameters = new HTXSocketPlaceOrderRequest()
                 {
                     AccountId = long.Parse(order.AccountId),
-                    ClientOrderId = order.ClientOrderId ?? ExchangeHelpers.AppendRandomString(_brokerId, 64),
+                    ClientOrderId = LibraryHelpers.ApplyBrokerId(order.ClientOrderId, HTXExchange.ClientOrderId, 64, ClientOptions.AllowAppendingClientOrderId),
                     Price = order.Price,
                     Type = orderType,
                     Quantity = order.Quantity,
@@ -429,6 +426,9 @@ public async Task<CallResult> CancelOrdersAsync(
             string? clientOrderId = null,
             CancellationToken ct = default)
         {
+            if (clientOrderId != null)
+                clientOrderId = LibraryHelpers.ApplyBrokerId(clientOrderId, HTXExchange.ClientOrderId, 64, ClientOptions.AllowAppendingClientOrderId);
+
             var result = await CancelOrdersAsync(orderId == null ? null : [orderId], clientOrderId == null ? null : [clientOrderId], ct).ConfigureAwait(false);
             if (!result)
                 return result.AsDataless();
@@ -445,9 +445,10 @@ public async Task<CallResult<HTXBatchCancelResult>> CancelOrdersAsync(
             IEnumerable<string>? clientOrderIds = null,
             CancellationToken ct = default)
         {
+
             var parameters = new ParameterCollection();
-            parameters.AddOptional("order-ids", orderIds);
-            parameters.AddOptional("client-order-ids", clientOrderIds);
+            parameters.AddOptional("order-ids", orderIds?.ToArray());
+            parameters.AddOptional("client-order-ids", clientOrderIds?.Select(x => LibraryHelpers.ApplyBrokerId(x, HTXExchange.ClientOrderId, 64, ClientOptions.AllowAppendingClientOrderId)).ToArray());
 
             var query = new HTXOrderQuery<ParameterCollection, HTXBatchCancelResult>(new HTXSocketOrderRequest<ParameterCollection>
             {

diff --git a/HTX.Net/Clients/UsdtFutures/HTXRestClientUsdtFuturesApi.cs b/HTX.Net/Clients/UsdtFutures/HTXRestClientUsdtFuturesApi.cs
@@ -19,8 +19,6 @@ internal partial class HTXRestClientUsdtFuturesApi : RestApiClient, IHTXRestClie
         /// <inheritdoc />
         public string ExchangeName => "HTX";
 
-        internal readonly string _brokerId;
-
         #region Api clients
 
         /// <inheritdoc />
@@ -43,7 +41,6 @@ internal HTXRestClientUsdtFuturesApi(ILogger log, HttpClient? httpClient, HTXRes
             SubAccount = new HTXRestClientUsdtFuturesApiSubAccount(this);
             Trading = new HTXRestClientUsdtFuturesApiTrading(this);
 
-            _brokerId = !string.IsNullOrEmpty(options.BrokerId) ? options.BrokerId! : "AA1ef14811";
         }
         #endregion
 

diff --git a/HTX.Net/Clients/UsdtFutures/HTXRestClientUsdtFuturesApiTrading.cs b/HTX.Net/Clients/UsdtFutures/HTXRestClientUsdtFuturesApiTrading.cs
@@ -57,7 +57,7 @@ public async Task<WebCallResult<HTXOrderIds>> PlaceIsolatedMarginOrderAsync(
                 { "volume", quantity },
                 { "direction", EnumConverter.GetString(side) },
                 { "lever_rate", leverageRate },
-                { "channel_code", _baseClient._brokerId },
+                { "channel_code", HTXExchange.ClientOrderId },
                 { "order_price_type", EnumConverter.GetString(orderPriceType) }
             };
             parameters.AddOptionalParameter("price", price?.ToString(CultureInfo.InvariantCulture));
@@ -105,7 +105,7 @@ public async Task<WebCallResult<HTXOrderIds>> PlaceCrossMarginOrderAsync(
                 { "volume", quantity },
                 { "direction", EnumConverter.GetString(side) },
                 { "lever_rate", leverageRate },
-                { "channel_code", _baseClient._brokerId },
+                { "channel_code", HTXExchange.ClientOrderId },
                 { "order_price_type", EnumConverter.GetString(orderPriceType) }
             };
             parameters.AddOptionalParameter("contract_code", contractCode);
@@ -554,7 +554,7 @@ public async Task<WebCallResult<HTXOrderIds>> PlaceIsolatedMarginTriggerOrderAsy
         {
             var parameters = new ParameterCollection()
             {
-                { "channel_code", _baseClient._brokerId }
+                { "channel_code", HTXExchange.ClientOrderId }
             };
             parameters.Add("contract_code", contractCode);
             parameters.AddEnum("trigger_type", triggerType);
@@ -580,7 +580,7 @@ public async Task<WebCallResult<HTXOrderIds>> PlaceCrossMarginTriggerOrderAsync(
         {
             var parameters = new ParameterCollection()
             {
-                { "channel_code", _baseClient._brokerId }
+                { "channel_code", HTXExchange.ClientOrderId }
             };
             parameters.AddOptional("contract_code", contractCode);
             parameters.AddEnum("trigger_type", triggerType);
@@ -966,7 +966,7 @@ public async Task<WebCallResult<HTXOrderIds>> PlaceIsolatedMarginTrailingOrderAs
         {
             var parameters = new ParameterCollection()
             {
-                { "channel_code", _baseClient._brokerId }
+                { "channel_code", HTXExchange.ClientOrderId }
             };
             parameters.Add("contract_code", contractCode);
             parameters.Add("reduce_only", reduceOnly ? 1 : 0);
@@ -991,7 +991,7 @@ public async Task<WebCallResult<HTXOrderIds>> PlaceCrossMarginTrailingOrderAsync
         {
             var parameters = new ParameterCollection()
             {
-                { "channel_code", _baseClient._brokerId }
+                { "channel_code", HTXExchange.ClientOrderId }
             };
             parameters.AddOptional("contract_code", contractCode);
             parameters.AddOptional("pair", pair);

diff --git a/HTX.Net/HTX.Net.csproj b/HTX.Net/HTX.Net.csproj
@@ -48,7 +48,7 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="CryptoExchange.Net" Version="8.4.0" />
+    <PackageReference Include="CryptoExchange.Net" Version="8.4.2" />
     <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="9.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>

diff --git a/HTX.Net/HTX.Net.xml b/HTX.Net/HTX.Net.xml
@@ -419,6 +419,9 @@
         <member name="T:HTX.Net.Clients.SpotApi.HTXSocketClientSpotApi">
             <inheritdoc />
         </member>
+        <member name="P:HTX.Net.Clients.SpotApi.HTXSocketClientSpotApi.ClientOptions">
+            <inheritdoc />
+        </member>
         <member name="M:HTX.Net.Clients.SpotApi.HTXSocketClientSpotApi.FormatSymbol(System.String,System.String,CryptoExchange.Net.SharedApis.TradingMode,System.Nullable{System.DateTime})">
             <inheritdoc />
         </member>
@@ -17387,6 +17390,16 @@
             HTX options
             </summary>
         </member>
+        <member name="P:HTX.Net.Objects.Options.HTXOptions.AllowAppendingClientOrderId">
+            <summary>
+            Whether to allow the client to adjust the clientOrderId parameter send by the user when placing orders to include a client reference. This reference is used by the exchange to allocate a small percentage of the paid trading fees to developer of this library. Defaults to false.<br />
+            Note that:<br />
+            * It does not impact the amount of fees a user pays in any way<br />
+            * It does not impact functionality. The reference is added just before sending the request and removed again during data deserialization<br />
+            * It does respect client order id field limitations. For example if the user provided client order id parameter is too long to fit the reference it will not be added<br />
+            * Toggling this option might fail operations using a clientOrderId parameter for pre-existing orders which were placed before the toggle. Operations on orders placed after the toggle will work as expected. It's adviced to toggle when there are no open orders
+            </summary>
+        </member>
         <member name="T:HTX.Net.Objects.Options.HTXOrderBookOptions">
             <summary>
             Options for the HTX SymbolOrderBook
@@ -17427,14 +17440,19 @@
             ctor
             </summary>
         </member>
-        <member name="P:HTX.Net.Objects.Options.HTXRestOptions.SignPublicRequests">
+        <member name="P:HTX.Net.Objects.Options.HTXRestOptions.AllowAppendingClientOrderId">
             <summary>
-            Whether public requests should be signed if ApiCredentials are provided. Needed for accurate rate limiting.
+            Whether to allow the client to adjust the clientOrderId parameter send by the user when placing orders to include a client reference. This reference is used by the exchange to allocate a small percentage of the paid trading fees to developer of this library. Defaults to false.<br />
+            Note that:<br />
+            * It does not impact the amount of fees a user pays in any way<br />
+            * It does not impact functionality. The reference is added just before sending the request and removed again during data deserialization<br />
+            * It does respect client order id field limitations. For example if the user provided client order id parameter is too long to fit the reference it will not be added<br />
+            * Toggling this option might fail operations using a clientOrderId parameter for pre-existing orders which were placed before the toggle. Operations on orders placed after the toggle will work as expected. It's adviced to toggle when there are no open orders
             </summary>
         </member>
-        <member name="P:HTX.Net.Objects.Options.HTXRestOptions.BrokerId">
+        <member name="P:HTX.Net.Objects.Options.HTXRestOptions.SignPublicRequests">
             <summary>
-            Broker id
+            Whether public requests should be signed if ApiCredentials are provided. Needed for accurate rate limiting.
             </summary>
         </member>
         <member name="P:HTX.Net.Objects.Options.HTXRestOptions.SpotOptions">
@@ -17462,9 +17480,14 @@
             ctor
             </summary>
         </member>
-        <member name="P:HTX.Net.Objects.Options.HTXSocketOptions.BrokerId">
+        <member name="P:HTX.Net.Objects.Options.HTXSocketOptions.AllowAppendingClientOrderId">
             <summary>
-            Broker id
+            Whether to allow the client to adjust the clientOrderId parameter send by the user when placing orders to include a client reference. This reference is used by the exchange to allocate a small percentage of the paid trading fees to developer of this library. Defaults to false.<br />
+            Note that:<br />
+            * It does not impact the amount of fees a user pays in any way<br />
+            * It does not impact functionality. The reference is added just before sending the request and removed again during data deserialization<br />
+            * It does respect client order id field limitations. For example if the user provided client order id parameter is too long to fit the reference it will not be added<br />
+            * Toggling this option might fail operations using a clientOrderId parameter for pre-existing orders which were placed before the toggle. Operations on orders placed after the toggle will work as expected. It's adviced to toggle when there are no open orders
             </summary>
         </member>
         <member name="P:HTX.Net.Objects.Options.HTXSocketOptions.SpotOptions">

diff --git a/HTX.Net/HTXExchange.cs b/HTX.Net/HTXExchange.cs
@@ -38,6 +38,9 @@ public static class HTXExchange
             "https://www.htx.com/en-us/opend/newApiPages/"
             };
 
+        internal const string ClientOrderId = "AA1ef14811";
+        internal const string ClientOrderIdPrefix = ClientOrderId + LibraryHelpers.ClientOrderIdSeperator;
+
         /// <summary>
         /// Format a base and quote asset to an HTX recognized symbol 
         /// </summary>

diff --git a/HTX.Net/Objects/Models/HTXBatchCancelResult.cs b/HTX.Net/Objects/Models/HTXBatchCancelResult.cs
@@ -46,6 +46,7 @@ public record HTXFailedCancelResult
         /// The id of the failed order
         /// </summary>
         [JsonPropertyName("client-order-id")]
+        [JsonConverterCtor<ReplaceConverter>($"{HTXExchange.ClientOrderIdPrefix}->")]
         public string? ClientOrderId { get; set; }
     }
 }
diff --git a/HTX.Net/Objects/Models/HTXBatchPlaceResult.cs b/HTX.Net/Objects/Models/HTXBatchPlaceResult.cs
@@ -14,6 +14,7 @@ public record HTXBatchPlaceResult
         /// Client order id
         /// </summary>
         [JsonPropertyName("client-order-id")]
+        [JsonConverterCtor<ReplaceConverter>($"{HTXExchange.ClientOrderIdPrefix}->")]
         public string? ClientOrderId { get; set; }
         /// <summary>
         /// Whether the placement was successful