public void Initialize()
{
depth = new MtGoxDepthInfo();
tradeListInFiveMin = new List<MtGoxTrade>();
tradeListInOneMin = new List<MtGoxTrade>();
ticker = new MtGoxTickerItem();
for (int i = 0; i < 100; i++)
{
MtGoxAsk a = new MtGoxAsk();
a.amount = i + 1;
a.price = i + 1;
depth.asks.Add(a);
MtGoxBid b = new MtGoxBid();
b.amount = i + 1;
b.price = i + 1;
depth.bids.Add(b);
MtGoxTrade t = new MtGoxTrade();
t.amount = i + 1;
t.price = i + 1;
tradeListInFiveMin.Add(t);
tradeListInOneMin.Add(t);
}
ticker.last = 5;
}
public bool ShouldExecute(MtGoxDepthInfo depth, List<MtGoxTrade> tradeListInOneMin, List<MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
if (tradeListInFiveMin != null)
{
double amount = 0;
foreach (MtGoxTrade trade in tradeListInFiveMin)
{
amount += trade.amount;
}
return amount > condition;
}
return false;
}
public bool ShouldExecute(MtGoxDepthInfo depth, List<MtGoxTrade> tradeListInOneMin, List<MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
if (depth != null && depth.bids.Count > 10)
{
double dAmount = 0;
int index = 0;
foreach (MtGoxBid bid in depth.bids)
{
if (++index > 10)
break;
dAmount += bid.amount;
}
return dAmount > condition;
}
return false;
}
public bool ShouldExecute(MtGoxDepthInfo depth, List<MtGoxTrade> tradeListInOneMin, List<MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
if (tradeListInFiveMin != null && tradeListInFiveMin.Count >= 2)
{
return (tradeListInFiveMin[0].price - ticker.last) * 100 / tradeListInFiveMin[0].price > condition;
}
return false;
}
public bool ShouldExecute(MtGoxDepthInfo depth, List<MtGoxTrade> tradeListInOneMin, List<MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
return ticker.last < condition;
}
public bool ComputeNewOrders(MtGoxDepthInfo depth, List<MtGoxTrade> tradeListInOneMin, List<MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, UserInfo user, MtGoxAPIV0 api, List<AutoTradeSettings> autoTradeSettingsList)
{
try
{
double buyPrice = depth.asks[0].price + OrderTol;
double sellPrice = depth.bids[0].price - OrderTol;
int index = 0;
foreach (AutoTradeSettings autoTrade in autoTradeSettingsList)
{
index++;
if (autoTrade.Status == AutoTradeSettings.OrderStatus.Executed)
continue;
bool execute = false;
foreach (RuleSettings rule in autoTrade.Rules)
{
IAutoTradeRule tradeRule = AutoTradeRuleFactory.CreateAutoTradeRule(rule.RuleIndex);
if (tradeRule != null)
{
execute = tradeRule.ShouldExecute(depth, tradeListInOneMin, tradeListInFiveMin, ticker, rule.RuleCondition);
if (!execute)
{
break;
}
}
}
if (execute)
{
if (autoTrade.Warn)
{
try
{
SoundPlayer player = new SoundPlayer(Path.Combine(SoundFolder, autoTrade.Sound));
player.Play();
}
catch
{
}
}
if (autoTrade.Trade)
{
if (autoTrade.TradeType == AutoTradeSettings.OrderType.Sell)
{
List<MtGoxOrder> order = api.sellBTC(autoTrade.TradeAmount, user.Currency, sellPrice);
}
else
{
List<MtGoxOrder> order = api.buyBTC(autoTrade.TradeAmount, user.Currency, buyPrice);
}
autoTradeSettingsList[index - 1].ExecuteTime = System.DateTime.Now;
autoTradeSettingsList[index - 1].Status = AutoTradeSettings.OrderStatus.Executed;
}
}
}
}
catch(Exception e)
{
throw;
}
return true;
}
private void GetRealtimeTrade(object state)
{
try
{
tickerTimer.Change(int.MaxValue, int.MaxValue);
currentInfo = mtgoxV0.getDepth(Currency);
currentTicker = mtgoxV0.ticker();
DateTime fiveMinuteAgo = System.DateTime.Now - TimeSpan.FromMinutes(5);
string tidFive = getJasonDate(fiveMinuteAgo) + "000000";
currenttradeListInFiveMin = mtgoxV0.getTrades(tidFive);
DateTime oneMinuteAgo = System.DateTime.Now - TimeSpan.FromMinutes(1);
string tidOne = getJasonDate(oneMinuteAgo) + "000000";
currenttradeListInOneMin = mtgoxV0.getTrades(tidOne);
executeAutoTrade();
}
catch(Exception ex)
{
Trace.WriteLine(string.Format("{0} \r\n stack:{1}", Utils.GetDetailedException(ex), Utils.GetStackTrace(ex)));
}
finally
{
tickerTimer.Change(lastRefreshTime * 1000, lastRefreshTime * 1000);
formEvent.Set();
}
}
public static MtGoxDepthInfo getObjects(string jsonDataStr)
{
MtGoxDepthInfo depthInfo = new MtGoxDepthInfo();
string json = jsonDataStr;
var serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new[] { new DynamicJsonConverter() });
dynamic obj = serializer.Deserialize(json, typeof(object));
double itemPrice = 0, itemAmount = 0, lastPrice = 0, amount = 0, btcCount = 0, fundCount = 0;
int itemNO = 0;
for (int i = 0; i < obj.asks.Count; i++)
{
MtGoxAsk aa = new MtGoxAsk();
aa.price = double.Parse(obj.asks[i][0].ToString());
aa.amount = double.Parse(obj.asks[i][1].ToString());
depthInfo.asks.Add(aa);
itemPrice = aa.price;
itemAmount = aa.amount;
itemPrice = Math.Round(itemPrice, 2);
if ( i == 0 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.askGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (i > 1500)
break;
}
itemPrice = 0;
itemAmount = 0; lastPrice = 0; amount = 0; btcCount = 0; fundCount = 0;
itemNO = 0;
for (int i = obj.bids.Count - 1, j = 0; i >= 0; i--, j++)
{
MtGoxBid bb = new MtGoxBid();
bb.price = double.Parse(obj.bids[i][0].ToString());
bb.amount = double.Parse(obj.bids[i][1].ToString());
depthInfo.bids.Add(bb);
itemPrice = bb.price;
itemAmount = bb.amount;
itemPrice = Math.Round(itemPrice, 2);
if (i == obj.bids.Count - 1 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.bidGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (j > 1500)
break;
}
return depthInfo;
}
public static MtGoxDepthInfo getObjects(string jsonDataStr)
{
MtGoxDepthInfo depthInfo = new MtGoxDepthInfo();
string json = jsonDataStr;
var serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new[] { new DynamicJsonConverter() });
dynamic obj = serializer.Deserialize(json, typeof(object));
double itemPrice = 0, itemAmount = 0, lastPrice = 0, amount = 0, btcCount = 0, fundCount = 0;
int itemNO = 0;
for (int i = 0; i < obj.asks.Count; i++)
{
MtGoxAsk aa = new MtGoxAsk();
aa.price = double.Parse(obj.asks[i][0].ToString());
aa.amount = double.Parse(obj.asks[i][1].ToString());
depthInfo.asks.Add(aa);
itemPrice = aa.price;
itemAmount = aa.amount;
itemPrice = Math.Round(itemPrice, 2);
if (i == 0 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.askGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (i > 1500)
{
break;
}
}
itemPrice = 0;
itemAmount = 0; lastPrice = 0; amount = 0; btcCount = 0; fundCount = 0;
itemNO = 0;
for (int i = obj.bids.Count - 1, j = 0; i >= 0; i--, j++)
{
MtGoxBid bb = new MtGoxBid();
bb.price = double.Parse(obj.bids[i][0].ToString());
bb.amount = double.Parse(obj.bids[i][1].ToString());
depthInfo.bids.Add(bb);
itemPrice = bb.price;
itemAmount = bb.amount;
itemPrice = Math.Round(itemPrice, 2);
if (i == obj.bids.Count - 1 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.bidGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (j > 1500)
{
break;
}
}
return(depthInfo);
}
