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Update deribit client
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@prodigy
prodigy committed Aug 6, 2024
1 parent 0d0d8fd commit b783139
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Showing 37 changed files with 903 additions and 703 deletions.
164 changes: 75 additions & 89 deletions src/Prodigy.Solutions.Deribit.Client/AccountManagement/AccountSummaryResponse.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -4,95 +4,87 @@ namespace Prodigy.Solutions.Deribit.Client.AccountManagement;

public class AccountSummaryResponse
{
[JsonProperty("delta_total_map")]
public IReadOnlyDictionary<string, decimal>? DeltaTotalMap { get; set; }
[JsonProperty("margin_balance")]
public decimal? MarginBalance { get; set; }
[JsonProperty("futures_session_rpl")]
public decimal? FuturesSessionRpl { get; set; }
[JsonProperty("options_session_rpl")]
public int? OptionsSessionRpl { get; set; }
[JsonProperty("delta_total_map")] public IReadOnlyDictionary<string, decimal>? DeltaTotalMap { get; set; }

[JsonProperty("margin_balance")] public decimal? MarginBalance { get; set; }

[JsonProperty("futures_session_rpl")] public decimal? FuturesSessionRpl { get; set; }

[JsonProperty("options_session_rpl")] public int? OptionsSessionRpl { get; set; }

[JsonProperty("estimated_liquidation_ratio_map")]
public IReadOnlyDictionary<string, decimal>? EstimatedLiquidationRatioMap { get; set; }

[JsonProperty("session_upl")]
public decimal? SessionUpl { get; set; }
[JsonProperty("email")]
public string? Email { get; set; }
[JsonProperty("system_name")]
public string? SystemName { get; set; }
[JsonProperty("username")]
public string? Username { get; set; }
[JsonProperty("session_upl")] public decimal? SessionUpl { get; set; }

[JsonProperty("email")] public string? Email { get; set; }

[JsonProperty("system_name")] public string? SystemName { get; set; }

[JsonProperty("username")] public string? Username { get; set; }

[JsonProperty("interuser_transfers_enabled")]
public bool? InteruserTransfersEnabled { get; set; }

[JsonProperty("id")]
public int Id { get; set; }
[JsonProperty("id")] public int Id { get; set; }

[JsonProperty("estimated_liquidation_ratio")]
public decimal? EstimatedLiquidationRatio { get; set; }

[JsonProperty("options_gamma_map")]
public IReadOnlyDictionary<string, decimal>? OptionsGammaMap { get; set; }
[JsonProperty("options_vega")]
public decimal? OptionsVega { get; set; }
[JsonProperty("options_value")]
public decimal? OptionsValue { get; set; }
[JsonProperty("options_gamma_map")] public IReadOnlyDictionary<string, decimal>? OptionsGammaMap { get; set; }

[JsonProperty("options_vega")] public decimal? OptionsVega { get; set; }

[JsonProperty("options_value")] public decimal? OptionsValue { get; set; }

[JsonProperty("available_withdrawal_funds")]
public decimal? AvailableWithdrawalFunds { get; set; }

[JsonProperty("projected_delta_total")]
public decimal? ProjectedDeltaTotal { get; set; }

[JsonProperty("maintenance_margin")]
public decimal? MaintenanceMargin { get; set; }
[JsonProperty("total_pl")]
public decimal? TotalPl { get; set; }
[JsonProperty("limits")]
public LimitsInfo? Limits { get; set; }
[JsonProperty("options_theta_map")]
public IReadOnlyDictionary<string, decimal>? OptionsThetaMap { get; set; }
[JsonProperty("maintenance_margin")] public decimal? MaintenanceMargin { get; set; }

[JsonProperty("total_pl")] public decimal? TotalPl { get; set; }

[JsonProperty("limits")] public LimitsInfo? Limits { get; set; }

[JsonProperty("options_theta_map")] public IReadOnlyDictionary<string, decimal>? OptionsThetaMap { get; set; }

[JsonProperty("projected_maintenance_margin")]
public decimal? ProjectedMaintenanceMargin { get; set; }

[JsonProperty("available_funds")]
public decimal? AvailableFunds { get; set; }
[JsonProperty("login_enabled")]
public bool? LoginEnabled { get; set; }
[JsonProperty("options_delta")]
public decimal? OptionsDelta { get; set; }
[JsonProperty("balance")]
public decimal? Balance { get; set; }
[JsonProperty("available_funds")] public decimal? AvailableFunds { get; set; }

[JsonProperty("login_enabled")] public bool? LoginEnabled { get; set; }

[JsonProperty("options_delta")] public decimal? OptionsDelta { get; set; }

[JsonProperty("balance")] public decimal? Balance { get; set; }

[JsonProperty("security_keys_enabled")]
public bool? SecurityKeysEnabled { get; set; }

[JsonProperty("referrer_id")]
public object ReferrerId { get; set; }
[JsonProperty("mmp_enabled")]
public bool? MmpEnabled { get; set; }
[JsonProperty("equity")]
public decimal? Equity { get; set; }
[JsonProperty("futures_session_upl")]
public decimal? FuturesSessionUpl { get; set; }
[JsonProperty("fee_balance")]
public int? FeeBalance { get; set; }
[JsonProperty("currency")]
public string? Currency { get; set; }
[JsonProperty("options_session_upl")]
public decimal? OptionsSessionUpl { get; set; }
[JsonProperty("referrer_id")] public object ReferrerId { get; set; }

Check warning on line 68 in src/Prodigy.Solutions.Deribit.Client/AccountManagement/AccountSummaryResponse.cs

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GitHub Actions / build 

Non-nullable property 'ReferrerId' must contain a non-null value when exiting constructor. Consider declaring the property as nullable.

[JsonProperty("mmp_enabled")] public bool? MmpEnabled { get; set; }

[JsonProperty("equity")] public decimal? Equity { get; set; }

[JsonProperty("futures_session_upl")] public decimal? FuturesSessionUpl { get; set; }

[JsonProperty("fee_balance")] public int? FeeBalance { get; set; }

[JsonProperty("currency")] public string? Currency { get; set; }

[JsonProperty("options_session_upl")] public decimal? OptionsSessionUpl { get; set; }

[JsonProperty("projected_initial_margin")]
public decimal? ProjectedInitialMargin { get; set; }

[JsonProperty("options_theta")]
public decimal? OptionsTheta { get; set; }
[JsonProperty("creation_timestamp")]
public long CreationTimestamp { get; set; }
[JsonProperty("options_theta")] public decimal? OptionsTheta { get; set; }

[JsonProperty("creation_timestamp")] public long CreationTimestamp { get; set; }

[JsonProperty("self_trading_extended_to_subaccounts")]
public bool? SelfTradingExtendedToSubaccounts { get; set; }
Expand All @@ -103,54 +95,48 @@ public class AccountSummaryResponse
[JsonProperty("cross_collateral_enabled")]
public bool? CrossCollateralEnabled { get; set; }

[JsonProperty("margin_model")]
public string? MarginModel { get; set; }
[JsonProperty("margin_model")] public string? MarginModel { get; set; }

[JsonProperty("decimal?> options_vega_map")]
public IReadOnlyDictionary<string, decimal>? OptionsVegaMap { get; set; }

[JsonProperty("futures_pl")]
public decimal? FuturesPl { get; set; }
[JsonProperty("options_pl")]
public decimal? OptionsPl { get; set; }
[JsonProperty("type")]
public string? Type { get; set; }
[JsonProperty("futures_pl")] public decimal? FuturesPl { get; set; }

[JsonProperty("options_pl")] public decimal? OptionsPl { get; set; }

[JsonProperty("type")] public string? Type { get; set; }

[JsonProperty("self_trading_reject_mode")]
public string? SelfTradingRejectMode { get; set; }

[JsonProperty("initial_margin")]
public decimal? InitialMargin { get; set; }
[JsonProperty("spot_reserve")]
public int? SpotReserve { get; set; }
[JsonProperty("delta_total")]
public decimal? DeltaTotal { get; set; }
[JsonProperty("options_gamma")]
public decimal? OptionsGamma { get; set; }
[JsonProperty("session_rpl")]
public decimal? SessionRpl { get; set; }
[JsonProperty("initial_margin")] public decimal? InitialMargin { get; set; }

[JsonProperty("spot_reserve")] public int? SpotReserve { get; set; }

[JsonProperty("delta_total")] public decimal? DeltaTotal { get; set; }

[JsonProperty("options_gamma")] public decimal? OptionsGamma { get; set; }

[JsonProperty("session_rpl")] public decimal? SessionRpl { get; set; }

public class LimitsInfo
{
[JsonProperty("non_matching_engine")]
public NonMatchingEngine? NonMatchingEngine { get; set; }
[JsonProperty("matching_engine")]
public MatchingEngine? MatchingEngine { get; set; }
[JsonProperty("non_matching_engine")] public NonMatchingEngine? NonMatchingEngine { get; set; }

[JsonProperty("matching_engine")] public MatchingEngine? MatchingEngine { get; set; }
}

public class NonMatchingEngine
{
[JsonProperty("rate")]
public int? Rate { get; set; }
[JsonProperty("burst")]
public int? Burst { get; set; }
[JsonProperty("rate")] public int? Rate { get; set; }

[JsonProperty("burst")] public int? Burst { get; set; }
}

public class MatchingEngine
{
[JsonProperty("rate")]
public int? Rate { get; set; }
[JsonProperty("burst")]
public int? Burst { get; set; }
[JsonProperty("rate")] public int? Rate { get; set; }

[JsonProperty("burst")] public int? Burst { get; set; }
}
}
}
79 changes: 38 additions & 41 deletions src/Prodigy.Solutions.Deribit.Client/AccountManagement/DeribitAccountManagementClient.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
using Prodigy.Solutions.Deribit.Client.Authentication;
using System.Dynamic;
using Prodigy.Solutions.Deribit.Client.Authentication;
using Prodigy.Solutions.Deribit.Client.MarketData;

namespace Prodigy.Solutions.Deribit.Client.AccountManagement;
Expand All @@ -14,86 +15,82 @@ public DeribitAccountManagementClient(DeribitJsonRpcClient deribitClient, Deribi
_session = session;
}

public Task<AccountSummaryResponse> GetAccountSummaryAsync(string currency, int? subAccountId = null, bool? extended = null)
public Task<AccountSummaryResponse> GetAccountSummaryAsync(string currency, int? subAccountId = null,
bool? extended = null)
{
dynamic requestObject = new System.Dynamic.ExpandoObject();
dynamic requestObject = new ExpandoObject();
requestObject.currency = currency;

if (subAccountId.HasValue)
{
requestObject.subaccount_id = subAccountId.Value;
}

if (extended.HasValue)
{
requestObject.extended = extended.Value;
}
if (subAccountId.HasValue) requestObject.subaccount_id = subAccountId.Value;

if (extended.HasValue) requestObject.extended = extended.Value;

return _deribitClient.InvokeAsync<AccountSummaryResponse>("private/get_account_summary", requestObject);
}

public Task<IReadOnlyCollection<PositionResult>?> GetPositionsAsync(CurrencyKind currency, InstrumentKind? kind = null, int? subaccountId = null)
public Task<IReadOnlyCollection<PositionResult>?> GetPositionsAsync(CurrencyKind currency,
InstrumentKind? kind = null, int? subaccountId = null)
{
dynamic requestObject = new System.Dynamic.ExpandoObject();
dynamic requestObject = new ExpandoObject();
requestObject.currency = currency;

if (kind.HasValue) requestObject.kind = kind.Value;
if (subaccountId.HasValue) requestObject.subaccount_id = subaccountId.Value;

return _deribitClient.InvokeAsync<IReadOnlyCollection<PositionResult>>("private/get_positions", requestObject);
}
}

public class PositionResult
{
public decimal AveragePrice { get; init; }

public decimal? AveragePriceUsd { get; init; }

public decimal Delta { get; init; }

public PositionDirection Direction { get; init; }

public decimal? EstimatedLiquidationPrice { get; init; }

public decimal FloatingProfitLoss { get; init; }

public decimal FloatingProfitLossUsd { get; init; }

public decimal? Gamma { get; init; }

public decimal IndexPrice { get; init; }

public decimal InitialMargin { get; init; }

public required string InstrumentName { get; init; }

public decimal? InterestValue { get; init; }

public InstrumentKind Kind { get; init; }

public decimal Leverage { get; init; }

public decimal MaintenanceMargin { get; init; }

public decimal MarkPrice { get; init; }

public decimal OpenOrdersMargin { get; init; }

public decimal? RealizedFunding { get; init; }

public decimal RealizedProfitLoss { get; init; }

public decimal? SettlementPrice { get; init; }

public decimal Size { get; init; }

public decimal SizeCurrency { get; init; }

public decimal? Theta { get; init; }

public decimal TotalProfitLoss { get; init; }

public decimal? Vega { get; init; }
}

Expand All @@ -102,4 +99,4 @@ public enum PositionDirection
Zero,
Buy,
Sell
}
}
8 changes: 4 additions & 4 deletions src/Prodigy.Solutions.Deribit.Client/Authentication/AuthRequest.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -3,12 +3,12 @@
public class AuthRequest
{
public required AuthRequestGrantType GrantType { get; init; }

public string? RefreshToken { get; init; }

public string? SignatureData { get; init; }

public string? State { get; init; }

public string? Scope { get; init; }
}
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