/// <summary>
/// Downloads all symbols from the exchanges and filters out the coins with enough 24hr Volume
/// </summary>
/// <returns></returns>
private void FindCoinsWithEnoughVolume()
{
_symbols = new List <ExtendedSymbol>();
var allSymbolsMeta = _api.GetMarketSymbolsMetadataAsync().Result;
var allTickers = _api.GetTickersAsync().Result;
// for each symbol
foreach (var metadata in allSymbolsMeta)
{
string symbol = metadata.MarketSymbol.ToUpperInvariant();
if (!IsValidCurrency(symbol))
{
// ignore, symbol has wrong currency
continue;
}
// check 24hr volume
var ticker = allTickers.FirstOrDefault(e => e.Key == symbol).Value;
var volume = ticker.Volume.QuoteCurrencyVolume;
if (_api is ExchangeBittrexAPI)
{
// bittrex reports wrong volume :-(
volume = ticker.Volume.BaseCurrencyVolume;
}
if (volume < _settings.Min24HrVolume)
{
// ignore since 24hr volume is too low
continue;
}
if (ticker.Ask < _settings.MinPrice)
{
Trace.WriteLine($"Ignoring because price is too low: {ticker.Ask}");
continue;
}
SymbolTrend fourHourTrend = new SymbolTrend(4);
SymbolTrend oneHourTrend = new SymbolTrend(1);
// add to list
ExtendedSymbol extendedSymbol = new ExtendedSymbol()
{
Symbol = metadata,
Ticker = ticker,
Trends = new SymbolTrend[2]
};
extendedSymbol.Trends[0] = fourHourTrend;
extendedSymbol.Trends[1] = oneHourTrend;
_symbols.Add(extendedSymbol);
}
_symbols = _symbols.OrderBy(e => e.Symbol.MarketSymbol).ToList();
}
public async Task <ExchangeRates> GetRatesAsync()
{
await new SynchronizationContextRemover();
var rates = await _ExchangeAPI.GetTickersAsync();
lock (notFoundSymbols)
{
var exchangeRates =
rates.Select(t => CreateExchangeRate(t))
.Where(t => t != null)
.ToArray();
return(new ExchangeRates(exchangeRates));
}
}
public async Task <PairRate[]> GetRatesAsync(CancellationToken cancellationToken)
{
await new SynchronizationContextRemover();
var rates = await _ExchangeAPI.GetTickersAsync();
var exchangeRateTasks = rates
.Where(t => t.Value.Ask != 0m && t.Value.Bid != 0m)
.Select(t => CreateExchangeRate(t));
var exchangeRates = await Task.WhenAll(exchangeRateTasks);
return(exchangeRates
.Where(t => t != null)
.ToArray());
}
public async Task <List <MarketSummary> > GetMarketSummaries(string quoteCurrency)
{
var result = new List <MarketSummary>();
if (_exchange == Exchange.Huobi || _exchange == Exchange.Okex || _exchange == Exchange.Gdax || _exchange == Exchange.GdaxSimulation)
{
result = await GetExtendedMarketSummaries(quoteCurrency);
}
else
{
//Global.Logger.Information($"Starting GetMarketSummaries _api.GetTickersAsync()");
//var watch1 = System.Diagnostics.Stopwatch.StartNew();
var summaries = _api.GetTickersAsync().Result;
//watch1.Stop();
//Global.Logger.Warning($"Ended GetMarketSummaries _api.GetTickersAsync() in #{watch1.Elapsed.TotalSeconds} seconds");
//if (summaries.Any())
//{
// var tasks = new Task[summaries.Count()];
// var cts = new CancellationTokenSource();
// var po = new ParallelOptions
// {
// CancellationToken = cts.Token,
// MaxDegreeOfParallelism = Environment.ProcessorCount
// };
// Parallel.ForEach(summaries, po, (summary, state, index) =>
// {
// tasks[(int)index] = Task.Run(() =>
// {
// var info = GetSymbolInfo(summary.Key).Result;
// result.Add(new MarketSummary()
// {
// CurrencyPair = new CurrencyPair() { BaseCurrency = info.MarketCurrency, QuoteCurrency = info.BaseCurrency },
// MarketName = summary.Key,
// Ask = summary.Value.Ask,
// Bid = summary.Value.Bid,
// Last = summary.Value.Last,
// Volume = summary.Value.Volume.ConvertedVolume,
// });
// });
// });
// Task.WaitAll(tasks);
foreach (var summary in summaries)
{
var info = await GetSymbolInfo(summary.Key);
result.Add(new MarketSummary()
{
CurrencyPair = new CurrencyPair()
{
BaseCurrency = info.MarketCurrency, QuoteCurrency = info.BaseCurrency
},
MarketName = summary.Key,
Ask = summary.Value.Ask,
Bid = summary.Value.Bid,
Last = summary.Value.Last,
Volume = summary.Value.Volume.ConvertedVolume,
});
}
}
return(result);
}
public async void StartYourEngines()
{
logger.Trace("Enumerate Markets");
// enumerate all markets
// coins to remove like stable-coins and BTC, ETH.
string[] coinsToRemove = { "USDC", "BUSD", "USDT", "DAI", "BTC", "ETH", "PAX", "XRP" };
var tickers = await api.GetTickersAsync();
tickers = tickers.Where(t => t.Value.Volume.QuoteCurrency == QUOTECURRENCY &&
!coinsToRemove.Contains(t.Value.Volume.BaseCurrency)
);
logger.Trace($"Enumerated {tickers.Count()} markets.");
foreach (var ticker in tickers)
{
this.Assets.Add(new Asset {
Ticker = ticker.Key, BaseCurrency = ticker.Value.Volume.BaseCurrency
});
}
var currentTime = DateTime.UtcNow;
var minutesAway1 = 60 - currentTime.Minute;
var minutesAway2 = 45 - currentTime.Minute;
var minutesAway3 = 30 - currentTime.Minute;
var minutesAway4 = 15 - currentTime.Minute;
var minutesAway = new int[] { minutesAway1, minutesAway2, minutesAway3, minutesAway4 }.Where(a => a > 0).Min();
logger.Trace($"App starting in {minutesAway} minutes.");
// Update 15-minute candle once per 15-minutes.
timer = new Timer(async(objState) => await doWork(objState));
timer.Change((minutesAway * 60 + 15) * 1000, FIFTEENMINUTES); // don't start exactly on the hour so that the server has prepared the 15minute candle. offset by 15 seconds.
// start up web socket.
if (socket == null)
{
var numOfTickers = this.Assets.Count();
socket = await api.GetTickersWebSocketAsync(items =>
{
for (int i = 0; i < numOfTickers; i++)
{
var tkr = this.Assets[i].Ticker;
var foundTkr = items.FirstOrDefault(p => p.Key == tkr);
var asset = this.Assets[i];
if (foundTkr.Value != null)
{
asset.Price = foundTkr.Value.Last;
asset.Ask = foundTkr.Value.Ask;
asset.Bid = foundTkr.Value.Bid;
// adjust the stoploss.
asset.adjustStopLoss();
if (asset.HasTrade && asset.CanSell && (asset.Price < asset.StopLoss))
{
this.doSell(asset);
}
}
}
}, tickers.Select(t => t.Key).ToArray());
}
}
public async void StartYourEngines()
{
logger.Trace("Enumerate Markets");
// enumerate all markets
var tickers = await api.GetTickersAsync();
tickers = tickers.Where(t => t.Value.Volume.QuoteCurrency == QUOTECURRENCY &&
!coinsToRemove.Contains(t.Value.Volume.BaseCurrency)
);
logger.Trace($"Enumerated {tickers.Count()} markets.");
foreach (var ticker in tickers)
{
var newAsset = new Asset {
Ticker = ticker.Key, BaseCurrency = ticker.Value.Volume.BaseCurrency
};
// recover stopped bot.
var foundTkr = openTickers.FirstOrDefault(o => o.Item1 == newAsset.Ticker);
if (foundTkr.Item1 != null)
{
newAsset.HasTrade = true;
newAsset.BuyPrice = foundTkr.Item2;
}
this.Assets.Add(newAsset);
}
var currentTime = DateTime.UtcNow;
var remainder = (currentTime.Hour * 3600 + currentTime.Minute * 60 + currentTime.Second) % CANDLEPERIODSECS;
var secondsAway = CANDLEPERIODSECS - remainder + 60; // don't start exactly on the hour so that the server has prepared the 5minute candle. offset by 60 seconds.
var startTime = currentTime.AddSeconds(secondsAway);
logger.Trace($"App starting in {secondsAway} seconds at {startTime}");
// Update 15-minute candle once per 15-minutes.
timer = new Timer(async(objState) => await doWork(objState));
timer.Change(secondsAway * 1000, CANDLEPERIODSECS * 1000);
// power up socket listener.
//var socket = await api.GetTickersWebSocketAsync(items => {
// foreach (var asset in this.Assets)
// {
// var foundTkr = items.FirstOrDefault(p => p.Key == asset.Ticker);
// if (foundTkr.Key != null)
// {
// asset.UpdatePrices(foundTkr.Value.Last, foundTkr.Value.Ask, foundTkr.Value.Bid);
// if (asset.HasTrade)
// {
// asset.adjustStopLoss(TAKEPROFITPERCENTAGE);
// if (asset.Price < asset.StopLoss)
// {
// doSell(asset);
// }
// }
// }
// }
//}, this.Assets.Select(a => a.Ticker).ToArray());
//socket.ConnectInterval = new TimeSpan(0, 0, 30);
}
