Exchange impl

Cargo.toml

@@ -8,14 +8,17 @@ license = "BSD-2-Clause"
 repository = "https://github.com/nash-io/openlimits"
 keywords = ["cryptocurrency", "exchange", "openlimits", "api"]
 
+[[example]]
+name = "orderbook"
+path = "examples/rust/orderbook.rs"
 
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
 
 [features]
+bindings = ["ligen", "ligen-macro", "ligen-csharp"]
 default = ["rust_gmp"]
 rust_gmp = ["nash-protocol/rust_gmp", "nash-native-client/rust_gmp"]
 num_bigint = ["nash-protocol/num_bigint", "nash-native-client/num_bigint"]
-python = ["pyo3"]
 
 [dependencies]
 async-trait = "0.1"
@@ -41,8 +44,17 @@ tungstenite = "0.12"
 sha2 = "0.9.1"
 url = "2.1.1"
 derive_more = "0.99"
-nash-protocol = { version = "0.1", default-features = false, features = ["rustcrypto"] }
-nash-native-client = { version = "0.1", default-features = false, features = ["rustcrypto"] }
+#nash-protocol = { version = "0.1", default-features = false, features = ["rustcrypto"] }
+#nash-native-client = { version = "0.1", default-features = false, features = ["rustcrypto"] }
+nash-protocol = { path = "../nash-rust/nash-protocol", default-features = false, features = ["rustcrypto"] }
+nash-native-client = { path = "../nash-rust/nash-native-client", default-features = false, features = ["rustcrypto"] }
 pyo3 = { version = "0.12.3", optional = true }
-openlimits-binance = { version = "0.1" }
-openlimits-exchange = { version = "0.1" }
+openlimits-binance = { path = "crates/openlimits-binance" }
+openlimits-exchange = { path = "crates/openlimits-exchange" }
+ligen-macro = { path = "../../sensorial/systems/ligen/ligen/macro", optional = true }
+ligen        = { path = "../../sensorial/systems/ligen/ligen", optional = true }
+lazy_static = "1.4.0"
+
+[build-dependencies]
+ligen        = { path = "../../sensorial/systems/ligen/ligen", optional = true }
+ligen-csharp = { path = "../../sensorial/systems/ligen/generators/ligen-csharp", optional = true }

bindings/csharp/.gitignore

@@ -0,0 +1,2 @@
+obj
+bin

bindings/csharp/AskBid.cs

@@ -0,0 +1,47 @@
+namespace OpenLimits
+{
+    using System;
+    using System.Runtime.InteropServices;
+    using System.Globalization;
+    [StructLayout(LayoutKind.Sequential, Pack = 1)]
+    internal struct FFIAskBid
+    {
+        public readonly IntPtr price;
+        public readonly IntPtr qty;
+
+        public FFIAskBid(IntPtr price, IntPtr qty)
+        {
+            this.price = price;
+            this.qty = qty;
+        }
+
+        public void Dispose() {
+            ExchangeClient.FreeString(price);
+            ExchangeClient.FreeString(qty);
+        }
+
+        public AskBid ToAskBid() {
+            return new AskBid(
+                CString.ToString(this.price),
+                CString.ToString(this.qty)
+            );
+        }
+    }
+
+    public struct AskBid
+    {
+        public readonly decimal price;
+        public readonly decimal qty;
+
+        public AskBid(string price, string qty)
+        {
+            this.price = Decimal.Parse(price, System.Globalization.NumberStyles.AllowDecimalPoint, CultureInfo.InvariantCulture);
+            this.qty = Decimal.Parse(qty, System.Globalization.NumberStyles.AllowDecimalPoint, CultureInfo.InvariantCulture);
+        }
+
+        public override string ToString()
+        {
+            return "AskBid { price=" + price + ", qty=" + qty + "}";
+        }
+    }
+}

bindings/csharp/Balance.cs

@@ -0,0 +1,41 @@
+namespace OpenLimits
+{
+    using System.Runtime.InteropServices;
+    using System;
+
+    [StructLayout(LayoutKind.Sequential, Pack = 1)]
+    public struct FFIBalance
+    {
+        public readonly IntPtr asset;
+        public readonly IntPtr total;
+        public readonly IntPtr free;
+
+        public void Dispose() {
+            ExchangeClient.FreeString(asset);
+            ExchangeClient.FreeString(total);
+            ExchangeClient.FreeString(free);
+        }
+
+        public Balance ToBalance() {
+            return new Balance(
+                CString.ToString(this.asset),
+                CString.ToString(this.total),
+                CString.ToString(this.free)
+            );
+        }
+    }
+
+    public struct Balance
+    {
+        public readonly string asset;
+        public readonly string total;
+        public readonly string free;
+
+        public Balance(string asset, string total, string free)
+        {
+            this.asset = asset;
+            this.total = total;
+            this.free = free;
+        }
+    }
+}

bindings/csharp/BinanceClientConfig.cs

@@ -0,0 +1,27 @@
+
+namespace OpenLimits
+{
+    using System.Runtime.InteropServices;
+    [StructLayout(LayoutKind.Sequential, Pack = 1)]
+    public struct BinanceClientConfig
+    {
+        public readonly string apikey;
+        public readonly string secret;
+        public readonly bool sandbox;
+
+        private BinanceClientConfig(string apikey, string secret, bool sandbox)
+        {
+            this.apikey = apikey;
+            this.secret = secret;
+            this.sandbox = sandbox;
+        }
+
+        public static BinanceClientConfig Authenticated(string apikey, string secret, bool sandbox) {
+            return new BinanceClientConfig(apikey, secret, sandbox);
+        }
+
+        public static BinanceClientConfig Unauthenticated(bool sandbox) {
+            return new BinanceClientConfig(null, null, sandbox);
+        }
+    }
+}

bindings/csharp/CString.cs

@@ -0,0 +1,19 @@
+namespace OpenLimits
+{
+    using System.Runtime.InteropServices;
+    using System;
+    using System.Text;
+
+    public class CString {
+        public static string ToString(IntPtr handle) {
+            if (handle.ToInt64() == 0) {
+                return null;
+            }
+            int len = 0;
+            while (Marshal.ReadByte(handle,len) != 0) { ++len; }
+            byte[] buffer = new byte[len];
+            Marshal.Copy(handle, buffer, 0, buffer.Length);
+            return Encoding.UTF8.GetString(buffer);
+        }
+    }
+}

bindings/csharp/Candle.cs

@@ -0,0 +1,24 @@
+namespace OpenLimits
+{
+    using System.Runtime.InteropServices;
+    [StructLayout(LayoutKind.Sequential, Pack = 1)]
+    public struct Candle
+    {
+        public readonly ulong time;
+        public readonly double low;
+        public readonly double high;
+        public readonly double open;
+        public readonly double close;
+        public readonly double volume;
+
+        public Candle(ulong time, double low, double high, double open, double close, double volume)
+        {
+            this.time = time;
+            this.low = low;
+            this.high = high;
+            this.open = open;
+            this.close = close;
+            this.volume = volume;
+        }
+    }
+}

bindings/csharp/CoinbaseClientConfig.cs

@@ -0,0 +1,29 @@
+
+namespace OpenLimits
+{
+    using System.Runtime.InteropServices;
+    [StructLayout(LayoutKind.Sequential, Pack = 1)]
+    public struct CoinbaseClientConfig
+    {
+        public readonly string apikey;
+        public readonly string secret;
+        public readonly string passphrase;
+        public readonly bool sandbox;
+
+        private CoinbaseClientConfig(string apikey, string secret, string passphrase, bool sandbox)
+        {
+            this.apikey = apikey;
+            this.secret = secret;
+            this.passphrase = passphrase;
+            this.sandbox = sandbox;
+        }
+
+        public static CoinbaseClientConfig Authenticated(string apikey, string secret, string passphrase, bool sandbox) {
+            return new CoinbaseClientConfig(apikey, secret, passphrase, sandbox);
+        }
+
+        public static CoinbaseClientConfig Unauthenticated(bool sandbox) {
+            return new CoinbaseClientConfig(null, null, null, sandbox);
+        }
+    }
+}