Optimize gemini symbol metadata

Author: jjxtra

src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs

@@ -18,6 +18,7 @@ The above copyright notice and this permission notice shall be included in all c
 using System.Text;
 using System.Threading.Tasks;
 using System.Web;
+using System.Xml;
 
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
@@ -96,10 +97,88 @@ protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
 
 		protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
 		{
-			Logger.Warn("Fetching gemini symbol metadata, this may take a minute...");
+			List<ExchangeMarket> markets = new List<ExchangeMarket>();
+
+			try
+			{
+				string html = await RequestMaker.MakeRequestAsync("/rest-api", "https://docs.gemini.com");
+				int startPos = html.IndexOf("<h1 id=\"symbols-and-minimums\">Symbols and minimums</h1>");
+				if (startPos >= 0)
+				{
+					startPos = html.IndexOf("<tbody>", startPos);
+					if (startPos >= 0)
+					{
+						int endPos = html.IndexOf("</tbody>", startPos);
+						string table = html.Substring(startPos, endPos - startPos + "</tbody>".Length);
+						string xml = "<?xml version=\"1.0\" encoding=\"UTF-8\" ?>\n" + table;
+						XmlDocument doc = new XmlDocument();
+						doc.LoadXml(xml);
+						if (doc.ChildNodes.Count > 1)
+						{
+							XmlNode root = doc.ChildNodes.Item(1);
+							foreach (XmlNode tr in root.ChildNodes)
+							{
+								// <tr>
+								// <th>Symbol</th>
+								// <th>Minimum Order Size</th>
+								// <th>Tick Size</th>
+								// <th>Quote Currency Price Increment</th>
+
+								// <td>btcusd</td>
+								// <td>0.00001 BTC (1e-5)</td>
+								// <td>0.00000001 BTC (1e-8)</td>
+								// <td>0.01 USD</td>
+								// </tr>
+
+								if (tr.ChildNodes.Count == 4)
+								{
+									ExchangeMarket market = new ExchangeMarket { IsActive = true };
+									XmlNode symbolNode = tr.ChildNodes.Item(0);
+									XmlNode minOrderSizeNode = tr.ChildNodes.Item(1);
+									XmlNode tickSizeNode = tr.ChildNodes.Item(2);
+									XmlNode incrementNode = tr.ChildNodes.Item(3);
+									string symbol = symbolNode.InnerText;
+									int minOrderSizePos = minOrderSizeNode.InnerText.IndexOf(' ');
+									if (minOrderSizePos < 0)
+									{
+										throw new ArgumentException("Min order size text does not have a space after the number");
+									}
+									decimal minOrderSize = minOrderSizeNode.InnerText.Substring(0, minOrderSizePos).ConvertInvariant<decimal>();
+									int tickSizePos = tickSizeNode.InnerText.IndexOf(' ');
+									if (tickSizePos < 0)
+									{
+										throw new ArgumentException("Tick size text does not have a space after the number");
+									}
+									decimal tickSize = tickSizeNode.InnerText.Substring(0, tickSizePos).ConvertInvariant<decimal>();
+									int incrementSizePos = incrementNode.InnerText.IndexOf(' ');
+									if (incrementSizePos < 0)
+									{
+										throw new ArgumentException("Increment size text does not have a space after the number");
+									}
+									decimal incrementSize = incrementNode.InnerText.Substring(0, incrementSizePos).ConvertInvariant<decimal>();
+									market.MarketSymbol = symbol;
+									market.BaseCurrency = symbol.Substring(0, symbol.Length - 3);
+									market.QuoteCurrency = symbol.Substring(symbol.Length - 3);
+									market.MinTradeSize = minOrderSize;
+									market.QuantityStepSize = tickSize;
+									market.PriceStepSize = incrementSize;
+									markets.Add(market);
+								}
+							}
+							return markets;
+						}
+					}
+				}
+			}
+			catch (Exception ex)
+			{
+				Logger.Error(ex, "Failed to parse gemini symbol metadata web page, falling back to per symbol query...");
+			}
+
+			// slow way, fetch each symbol one by one, gemini api epic fail
+			Logger.Warn("Fetching gemini symbol metadata per symbol, this may take a minute...");
 
 			string[] symbols = (await GetMarketSymbolsAsync()).ToArray();
-			List<ExchangeMarket> markets = new List<ExchangeMarket>();
 			List<Task> tasks = new List<Task>();
 			foreach (string symbol in symbols)
 			{
@@ -115,7 +194,7 @@ protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketS
 							BaseCurrency = token["base_currency"].ToStringInvariant(),
 							IsActive = token["status"].ToStringInvariant().Equals("open", StringComparison.OrdinalIgnoreCase),
 							MarketSymbol = token["symbol"].ToStringInvariant(),
-							MinTradeSize = token["min_order_Size"].ConvertInvariant<decimal>(),
+							MinTradeSize = token["min_order_size"].ConvertInvariant<decimal>(),
 							QuantityStepSize = token["tick_size"].ConvertInvariant<decimal>(),
 							QuoteCurrency = token["quote_currency"].ToStringInvariant(),
 							PriceStepSize = token["quote_increment"].ConvertInvariant<decimal>()