private static async Task DepthSockets()
{
const string symbol = "btcusdt";
var mediaAtual = new AverageCalculator(4);
var mediaCurta = new AverageCalculator(6);
var mediaLonga = new AverageCalculator(15);
decimal valorAtual = 0;
var saida = new StringBuilder();
var comprado = false;
var monitorandoPrecos = true;
decimal relacaoUltimaMedia = 0;
decimal maximaMedia = decimal.MinValue;
decimal minimaMedia = decimal.MaxValue;
OrderBookUpdateArgs bookUpate = null;
await PreencherHistoricoMedias(symbol, mediaCurta, mediaLonga);
Timer.RunEvery(1000, () =>
{
if (valorAtual == 0)
{
return;
}
mediaAtual.AddSample(valorAtual);
});
Timer.RunEvery(60000, () =>
{
if (valorAtual == 0)
{
return;
}
mediaLonga.AddSample(valorAtual);
});
Timer.RunEvery(5000, () =>
{
if (valorAtual == 0)
{
return;
}
var ultimaMedia = mediaCurta.Calculate();
mediaCurta.AddSample(valorAtual);
relacaoUltimaMedia = (mediaCurta.Calculate() / ultimaMedia) * 100;
});
var sync = new object();
decimal valorCompra = 0;
Action print = () =>
{
lock (sync)
{
Console.Clear();
var valorMediaLonga = mediaLonga.Calculate(valorAtual);
var valorMediaCurta = mediaCurta.Calculate(valorAtual);
Console.WriteLine("Longa({0}): {1:N8}\tCurta({2}): {3:N8}\nValor: {4:N8}\n",
mediaLonga.Count,
valorMediaLonga,
mediaCurta.Count,
valorMediaCurta,
valorAtual
);
maximaMedia = Math.Max(maximaMedia, valorMediaCurta);
minimaMedia = Math.Min(minimaMedia, valorMediaCurta);
var relacaoMediaMinima = (valorMediaCurta / minimaMedia) * 100;
var relacaoMediaMaxima = (valorMediaCurta / maximaMedia) * 100;
//foreach (var m in mediaCurta.Samples)
// Console.Write("Curta: {0:N8}\t", m);
var relacaoMediaLonga = (valorMediaCurta / valorMediaLonga) * 100;
Console.WriteLine("\nRelação Medias: {0:N2}%\t\tRel. Ultima: {1:N2}%",
relacaoMediaLonga,
relacaoUltimaMedia);
Console.WriteLine("Relação Min: {0:N2}%\t\tRel. Max: {1:N2}%\n",
relacaoMediaMinima,
relacaoMediaMaxima);
//if (!monitorandoPrecos && relacaoMediaLonga <= 99.7m)
//{
// saida.AppendFormat("{0:HH:mm:ss}: ", DateTime.Now).AppendLine("Monitorando...");
// monitorandoPrecos = true;
//}
if (monitorandoPrecos)
{
if (!comprado && relacaoMediaMinima >= 100.5m)
{
comprado = true;
saida
.AppendFormat("{0:HH:mm:ss}: ", DateTime.Now)
.AppendFormat("Comprando a {0:N4}\n", valorCompra = valorAtual)
.AppendFormat("Relação Ultima {0:N2}\n", relacaoUltimaMedia);
}
if (comprado)
{
if (relacaoMediaMaxima <= 99.5m)
{
maximaMedia = decimal.MinValue;
minimaMedia = decimal.MaxValue;
comprado = false;
monitorandoPrecos = false;
saida
.AppendFormat("{0:HH:mm:ss}: ", DateTime.Now)
.AppendFormat("Vendendo a {0:N4}\n", valorAtual)
.AppendFormat("Lucro: {0:N4} ( {1:N2}% )\n", valorAtual - valorCompra, (valorAtual / valorCompra) * 100)
.AppendFormat("Relação Ultima {0:N2}\n\n", relacaoUltimaMedia);
}
var relacaoMediaAtual = (mediaAtual.Calculate(valorAtual) / valorMediaCurta) / 100;
if (relacaoMediaAtual <= 99.5m)
{
maximaMedia = decimal.MinValue;
minimaMedia = decimal.MaxValue;
comprado = false;
monitorandoPrecos = false;
saida
.AppendFormat("{0:HH:mm:ss}: ", DateTime.Now)
.AppendFormat("Vendendo Stop-Loss a {0:N8}\n", valorAtual)
.AppendFormat("Prejuizo: {0:N4} ( {1:N2}% )\n", valorAtual - valorCompra, (valorAtual / valorCompra) * 100)
.AppendFormat("Relação Ultima {0:N2}\n\n", relacaoMediaAtual);
}
}
}
var saidaRaw = saida.ToString();
Console.WriteLine(saidaRaw);
File.WriteAllText("saida.txt", saidaRaw);
//if (bookUpate == null)
// return;
//Console.WriteLine("\n");
//var limit = new[] { 20, bookUpate.Bids.Count(), bookUpate.Asks.Count() }.Min();
//for (var i = 0; i < limit; ++i)
//{
// Console.WriteLine("Preço: {0:N4}\tQtd: {1:N4}\t\t\t{2:N4}\tQtd: {3:N4}",
// bookUpate.Bids.ElementAt(i).Price,
// bookUpate.Bids.ElementAt(i).Quantity,
// bookUpate.Asks.ElementAt(i).Price,
// bookUpate.Asks.ElementAt(i).Quantity);
//}
}
};
using (var binanceSocket = new BinanceWebSocket())
{
//var book = new OrderBook(binanceSocket, symbol);
binanceSocket.Register(new AggregatedTradeEventListener(symbol, response =>
{
valorAtual = response.Price;
print();
}));
//book.OnUpdate(x =>
//{
// bookUpate = x;
// print();
//});
await binanceSocket.Start();
//await book.Start();
Console.ReadKey();
}
}
public OrderBook(BinanceWebSocket binanceSocket, string symbol)
{
_symbol = symbol;
binanceSocket.Register(new DiffDepthEventListener(_symbol, message => _messages.Add(message)));
}