public MyOrderBook(CBAuthenticationContainer authContainer, string product, ref TickerClient inputTickerClient) : base(authContainer)
{
isUpdatingOrderList = false;
isBusyCancelAndReorder = false;
BusyWithWithCancelReorder = false;
OrderRetriedCount = 0;
OrderStartingPrice = 0;
AvoidExFees = true; //avoid fees by default
ProductName = product;
_auth = authContainer;
orderList = new OrderList(_auth);
MyChaseOrderList = new List <MyOrder>();
lastTickTIme = DateTime.UtcNow;
PriceTicker = inputTickerClient; //new TickerClient(product); //no need to create two different ticker, use one global ticker
PriceTicker.PriceUpdated += PriceUpdateEventHandler;
PriceTicker.TickerConnectedEvent += TickerConnectedEventHandler;
PriceTicker.TickerDisconnectedEvent += TickerDisconnectedEventHandler;
fillsClient = new FillsClient(_auth, this);
fillsClient.FillUpdated += OrderFilledEventHandler;
}
public FillsClient(CBAuthenticationContainer authenticationContainer, MyOrderBook orderBook) : base(authenticationContainer)
{
myActiveOrderBook = orderBook;
FillWatchList = orderBook.MyChaseOrderList;
IsBusy_TrackIngOrder = false;
BusyCheckingOrder = false;
//startTracker();
}
public RealtimePriceClient(string ProductString, CBAuthenticationContainer auth = null)
: this(ProductString : ProductString, auth : auth,
realtimeOrderBookSubscription : new RealtimeOrderBookSubscription(new string[] { ProductString }, auth, GDAX_Channel.matches))
{
robsCreatedLocally = true;
// subscribe if robsCreatedLocally
this.RealtimeOrderBookSubscription.SubscribeAsync( // don't await bc it won't complete until subscription ends
reConnectOnDisconnect: true);
}
public RealtimePriceClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription,
CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
// should already be subscribed since robs is passed in
}
private CBAuthenticationContainer GetAuthenticationContainer()
{
var authenticationContainer = new CBAuthenticationContainer(
"", // API Key
"", // Passphrase
"" // Secret
);
return(authenticationContainer);
}
public RealtimeOrderBookClient(CBAuthenticationContainer auth) : base(auth)
{
_sells = new List <BidAskOrder>();
_buys = new List <BidAskOrder>();
Sells = new List <BidAskOrder>();
Buys = new List <BidAskOrder>();
ResetStateWithFullOrderBook();
}
private CBAuthenticationContainer GetAuthenticationContainer()
{
var passphrase = Configuration.Ask(Configuration.Passphrase, "What is the passphrase?");
var apikey = Configuration.Ask(Configuration.Apikey, "What is the API key?");
var secret = Configuration.Ask(Configuration.Secret, "What is the secret?");
var authenticationContainer = new CBAuthenticationContainer(apiKey: apikey, passphrase: passphrase, secret: secret);
return(authenticationContainer);
}
public Funds(CBAuthenticationContainer auth, string productName) : base(auth)
{
if (productName.Contains("-"))
{
ProductName = productName.Split('-').First();
}
else
{
ProductName = productName;
}
}
public RealtimeOrderBookSubscription(string[] Products, CBAuthenticationContainer auth = null,
GDAX_Channel gdax_Channel = GDAX_Channel.full) : base(auth)
{ // + eventually can take an array of productStrings and subscribe simultaneously
this.Products = Products;
if (Products == null || Products.Length == 0)
{
throw new ArgumentNullException("Products");
}
this.gdax_Channel = gdax_Channel;
ConnectionOpened += (product, channel) => subscribedProducts.Add(product, channel);
ConnectionClosed += (product, channel) => subscribedProducts.Remove(product);
}
public RealtimeOrderBookClient(string ProductString, CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.productOrderBookClient = new ProductOrderBookClient(auth);
Sells = new ObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(new DescendingComparer <decimal>());
Buys = new ObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(new DescendingComparer <decimal>());
this.RealtimeOrderBookSubscription = new RealtimeOrderBookSubscription(ProductString, auth);
this.RealtimeOrderBookSubscription.RealtimeOpen += OnOpen;
this.RealtimeOrderBookSubscription.RealtimeDone += OnDone;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
this.RealtimeOrderBookSubscription.RealtimeChange += OnChange;
//await ResetStateWithFullOrderBook();
}
public RealtimeOrderBookClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription,
CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.productOrderBookClient = new ProductOrderBookClient(auth);
Sells = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>());
Buys = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>());
this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription;
this.RealtimeOrderBookSubscription.RealtimeOpen += OnOpen;
this.RealtimeOrderBookSubscription.RealtimeDone += OnDone;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
this.RealtimeOrderBookSubscription.RealtimeChange += OnChange;
// not really used for anything except for their sequence number
this.RealtimeOrderBookSubscription.RealtimeReceived += OnReceived;
this.RealtimeOrderBookSubscription.RealtimeLastMatch += OnLastMatch;
this.RealtimeOrderBookSubscription.Heartbeat += OnHeartbeat;
this.RealtimeOrderBookSubscription.ConnectionClosed += OnConnectionClosed;
}
static void Main(string[] args)
{
/*
*
* passphrase:
* kb4ou7pbmkk
*
* key:
* c8420d4178367af6929335a08da8ca90
*
* secret:
* zUF25y0GTGgpdR1LI2J4Pu6rjwQ/4RgqJVK03mR+T38ik+JyDwl1T3hI2p4GiED6Lm4KOUAgHnxl3+53ihRC4Q==
*/
var myPassphrase = "";
var myKey = "";
var mySecret = "";
CBAuthenticationContainer myAuth = new CBAuthenticationContainer(myKey, myPassphrase, mySecret);
RealtimeOrderBookClient rtClient = new RealtimeOrderBookClient(myAuth);
rtClient.Updated += RtClient_Updated;
//var book = rtClient.GetProductOrderBook("BTC-USD");
//var res = rtClient.Buys;
//Task.WaitAny();
//System.Threading.Thread.Sleep(5000);
while (true)
{
System.Threading.Thread.Sleep(60000);
Console.WriteLine("Thread Sleeping...");
}
}
public PersonalOrdersClient(CBAuthenticationContainer authenticationContainer)
: base(authenticationContainer)
{
}
public FillsClient(CBAuthenticationContainer authenticationContainer) : base(authenticationContainer)
{
}
private void InitManager(string ProductName, IntervalValues intervalValues)
{
//try to get ticker first
//Logger.WriteLog("Init Manager Thread ID: " + Thread.CurrentThread.ManagedThreadId.ToString());
try
{
Logger.WriteLog("Initializing ticker");
ProductTickerClient = new TickerClient(ProductName);
}
catch (Exception ex)
{
Logger.WriteLog("Manager cant initialize ticker");
return;
}
ProductTickerClient.PriceUpdated += ProductTickerClient_UpdateHandler;
AvoidExchangeFees = true;
ProductTickerClient.TickerConnectedEvent += TickerConnectedHandler;
ProductTickerClient.TickerDisconnectedEvent += TickerDisconnectedHandler;
MyAuth = new CBAuthenticationContainer(MyKey, MyPassphrase, MySecret);
MyProductOrderBook = new MyOrderBook(MyAuth, ProductName, ref ProductTickerClient);
MyProductOrderBook.OrderUpdateEvent += FillUpdateEventHandler;
CurContextValues = new ContextValues(ref MyProductOrderBook, ref ProductTickerClient);
CurContextValues.ProductName = ProductName;
CurContextValues.Auth = MyAuth;
CurContextValues.AutoTradingStartEvent += autoTradeStartEventHandler;
CurContextValues.AutoTradingStopEvent += autoTradeStopEventHandler;
////update ui with initial prices
ProductTickerClient_UpdateHandler(this, new TickerMessage(ProductTickerClient.CurrentPrice));
CurrentDisplaySmaTimeInterval = intervalValues.LargeIntervalInMin;
CurrentDisplaySmaSlices = intervalValues.LargeSmaSlices; //default large sma slice value
//SmaSmall = new MovingAverage(ref ProductTickerClient, ProductName, CurContextValues.CurrentSmallSmaTimeInterval, CurContextValues.CurrentSmallSmaSlices);
//SmaSmall.MovingAverageUpdated += SmaSmallChangedEventHandler;
Logger.WriteLog(string.Format("{0} manager started", ProductName));
//currentTradeStrategy = new TradeStrategyA(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyC(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyD(ref CurContextValues);
if (intervalValues == null)
{
intervalValues = new IntervalValues(30, 15, 5);//IntervalValues(5, 3, 1);
}
//currentTradeStrategy = new TradeStrategyE(ref CurContextValues, intervalValues);
CreateUpdateStrategyInstance(intervalValues, true).Wait();
currentTradeStrategy.CurrentActionChangedEvent += CUrrentActionChangeEventHandler;
//save the interval values for later use
//CurContextValues.CurrentIntervalValues = intervalValues;
SetCurrentIntervalValues(intervalValues);
DisplaySma = new MovingAverage(ref ProductTickerClient, ProductName, CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
DisplaySma.MovingAverageUpdatedEvent += DisplaySmaChangedEventHandler;
UpdateDisplaySmaParameters(CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
UpdateBuySellAmount(0.01m); //default
//UpdateBuySellBuffer(0.03m); //default
try
{
UpdateFunds();
}
catch (Exception)
{
Logger.WriteLog("Error getting available funds details, please check your gdax credentials");
}
AppSettings.MajorSettingsChangEvent += MajorSettingsChangedEventHandler;
//writeCurrentStrategySmaValues();
//ShowGraph(gra);
}
public OrderList(CBAuthenticationContainer authContainer) : base(authContainer)
{
}
//public string customOrderId { get; set; } // client_oid
//public string size { get; set; }
//public string price { get; set; }
//public string side { get; set; }
//public string productName { get; set; }
//public string orderType { get; set; }
//public string selfTradeFlag { get; set; }
public OrderPlacer(CBAuthenticationContainer authContainer) : base(authContainer)
{
}
public ProductOrderBookClient(CBAuthenticationContainer authenticationContainer)
: base(authenticationContainer)
{
}
public RealtimeOrderBookSubscription(string ProductString, CBAuthenticationContainer auth = null) : base(auth)
{ // + eventually can take an array of productStrings and subscribe simultaneously
this.ProductString = ProductString;
}
public AccountClient(CBAuthenticationContainer authContainer)
: base(authContainer)
{
}
public RealtimeOrderBookClient(string ProductString, CBAuthenticationContainer auth = null)
: this(ProductString : ProductString, auth : auth,
realtimeOrderBookSubscription : new RealtimeOrderBookSubscription(new string[] { ProductString }, auth))
{
robsCreatedLocally = true;
}
