tekr/deribitdotnet

C# library for connecting to the Deribit cryptocurrency derivatives exchange via the Websockets v2 API

deribitdotnet's Issues

Error: "Value was either too large or too small for an Int32 - 'open_interest'"

Ticker entity has property OpenInterest with type int, that has too small size to deserialize data from deribit into the Ticker response.

Full error message:
Error processing message {"jsonrpc":"2.0","method":"subscription","params":{"channel":"ticker.BTC-PERPETUAL.raw","data":{"timestamp":1613222943860,"stats":{"volume_usd":193698960.0,"volume":4088.6392549,"price_change":-2.2837,"low":45250.0,"high":48624.5},"state":"open","settlement_price":47157.09,"open_interest":2446540246,"min_price":46191.37,"max_price":47598.22,"mark_price":46896.7,"last_price":46895.5,"instrument_name":"BTC-PERPETUAL","index_price":46881.37,"funding_8h":0.00052489,"estimated_delivery_price":46881.37,"current_funding":0.0,"best_bid_price":46898.0,"best_bid_amount":90.0,"best_ask_price":46898.5,"best_ask_amount":114580.0}}
Newtonsoft.Json.JsonReaderException: Could not convert to integer: 2446540246. Path 'open_interest'.
---> System.OverflowException: Value was either too large or too small for an Int32.

I'd like to make PR with this fix, could you review it?

Demo app

Add simple console app demonstrating various bits of functionality.

Documentation

Document usage and available functionality in README

Unit & integration tests

Enhance test coverage with unit tests, and add (manually-run) integration tests that execute against the exchange.

Issue when sending a NewOrderRequest with limit stop market order type and stop trigger #7

when Executing the following code
'''

        NewOrderRequest newOrderRequestStop = new NewOrderRequest("BTC-PERPETUAL", dirStop);
        
        //   newOrderRequest.Price = 45000;
        newOrderRequestStop.OrderType = OrderType.StopMarket;
        newOrderRequestStop.Quantity = 1000;
        newOrderRequestStop.Label = "Testing From the bot";
        newOrderRequestStop.StopPrice = 42000;
        newOrderRequestStop.StopTrigger = StopTrigger.LastPrice;
        OrderOperationResponse orderOperationResponseStop = await deribitApi.Send(newOrderRequestStop);
        if (!orderOperationResponseStop.Succeeded) {
            Concole.WriteLine("Error " + orderOperationResponseStop.Error.Code + " " + orderOperationResponseStop.Error.Message + " " + orderOperationResponseStop.Error.Data);
        } else {
            Concole.WriteLine((orderOperationResponse.ToString());
        }

'''

I get the following exception

when I remove this line

''' newOrderRequestStop.StopTrigger = StopTrigger.LastPrice;'''

everything seems fine

Errors during auto-reconnect may result in multiple subscriptions to same channels

If the websocket connection is lost during automatic resubscription after reconnection, DeribitApi._activeSubscriptions may end up with duplicated entries.

If this occurs multiple times, the list of entries can get large enough that Deribit disconnects upon reconnection due to the large number of subscription requests.