Support Amending Orders in Bulk (#532)

Author: jacobjthompson

src/ExchangeSharp/API/Exchanges/BitMEX/ExchangeBitMEXAPI.cs

@@ -596,7 +596,7 @@ public async Task CancelAllOrdersAsync(string marketSymbol = null)
             JToken token = await MakeJsonRequestAsync<JToken>(query, BaseUrl, payload, "DELETE");
         }
 
-        public async Task Deadman(int timeoutMS)
+        public async Task DeadmanAsync(int timeoutMS)
         {
             Dictionary<string, object> payload = await GetNoncePayloadAsync();
             payload["timeout"] = timeoutMS;
@@ -611,7 +611,7 @@ protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrd
             return ParseOrder(token);
         }
 
-        protected override async Task<ExchangeOrderResult[]> OnPlaceOrdersAsync(params ExchangeOrderRequest[] orders)
+        private async Task<ExchangeOrderResult[]> PlaceOrdersAsync(string requestMethod, params ExchangeOrderRequest[] orders)
         {
             List<ExchangeOrderResult> results = new List<ExchangeOrderResult>();
             Dictionary<string, object> payload = await GetNoncePayloadAsync();
@@ -623,23 +623,39 @@ protected override async Task<ExchangeOrderResult[]> OnPlaceOrdersAsync(params E
                 orderRequests.Add(subPayload);
             }
             payload["orders"] = orderRequests;
-            JToken token = await MakeJsonRequestAsync<JToken>("/order/bulk", BaseUrl, payload, "POST");
+            JToken token = await MakeJsonRequestAsync<JToken>("/order/bulk", BaseUrl, payload, requestMethod);
             foreach (JToken orderResultToken in token)
             {
                 results.Add(ParseOrder(orderResultToken));
             }
             return results.ToArray();
         }
 
+        protected override async Task<ExchangeOrderResult[]> OnPlaceOrdersAsync(params ExchangeOrderRequest[] orders)
+        {
+            return await PlaceOrdersAsync("POST", orders);
+        }
+
+        public async Task<ExchangeOrderResult[]> AmendOrdersAsync(params ExchangeOrderRequest[] orders)
+        {
+            return await PlaceOrdersAsync("PUT", orders);
+        }
+
         private void AddOrderToPayload(ExchangeOrderRequest order, Dictionary<string, object> payload)
         {
             payload["symbol"] = order.MarketSymbol;
             payload["ordType"] = order.OrderType.ToStringInvariant();
             payload["side"] = order.IsBuy ? "Buy" : "Sell";
             payload["orderQty"] = order.Amount;
 
+            if(order.OrderId != null)
+                payload["orderID"] = order.OrderId;
+
+            if(order.ClientOrderId != null)
+                payload["clOrdID"] = order.ClientOrderId;
+
             if(order.OrderType!=OrderType.Market)
-            payload["price"] = order.Price;
+                payload["price"] = order.Price;
 
             if (order.ExtraParameters.TryGetValue("execInst", out var execInst))
             {
@@ -696,6 +712,7 @@ private ExchangeOrderResult ParseOrder(JToken token)
                 IsBuy = token["side"].ToStringInvariant().EqualsWithOption("Buy"),
                 OrderDate = token["transactTime"].ConvertInvariant<DateTime>(),
                 OrderId = token["orderID"].ToStringInvariant(),
+                ClientOrderId = token["clOrdID"].ToStringInvariant(),
                 MarketSymbol = token["symbol"].ToStringInvariant()
             };
 

src/ExchangeSharp/Model/ExchangeOrderRequest.cs

@@ -54,6 +54,16 @@ public class ExchangeOrderRequest
         /// </summary>
         public bool IsMargin { get; set; }
 
+        /// <summary>Order id</summary>
+        public string OrderId { get; set; }
+
+        /// <summary>
+        /// Client Order id
+        /// Order IDs put here will be returned in the Order Result returned by the exchange
+        /// Not all exchanges support this
+        /// </summary>
+        public string ClientOrderId { get; set; }
+
         /// <summary>
         /// Whether the amount should be rounded - set to false if you know the exact amount, otherwise leave
         /// as true so that the exchange does not reject the order due to too many decimal places.

src/ExchangeSharp/Model/ExchangeOrderResult.cs

@@ -20,6 +20,13 @@ public sealed class ExchangeOrderResult
         /// <summary>Order id</summary>
         public string OrderId { get; set; }
 
+        /// <summary>
+        /// Client Order id
+        /// Order IDs put here in the Request will be returned by the exchange
+        /// Not all exchanges support this
+        /// </summary>
+        public string ClientOrderId { get; set; }
+
         /// <summary>Result of the order</summary>
         public ExchangeAPIOrderResult Result { get; set; }