public void Start(string symbol)
{
MyMarketData = new MarketData(symbol);
ExchangeOKEX okexExchange = new ExchangeOKEX();
ExchangeBinance binanceExchange = new ExchangeBinance();
while (!m_marketMaker.Stop())
{
ExchangeBase exchange = m_marketMaker.GetExchange();
QuoteMgr quoteMgr = m_marketMaker.GetQuoteMgr();
AutoResetEvent quoteEventObj = quoteMgr.GetQuoteEventObject();
//Get reference price
MarketData okexMarketData = new MarketData(symbol);
okexExchange.UpdateMarketData(okexMarketData);
MarketData binanceMarketData = new MarketData(symbol);
binanceExchange.UpdateMarketData(binanceMarketData);
if (okexMarketData.DepthData.Mid > 0 && binanceMarketData.DepthData.Mid > 0)
{
//calculate fair value and market state
double avgMidPrice = (okexMarketData.DepthData.Mid + binanceMarketData.DepthData.Mid) / 2;
MyMarketData.FairValue = avgMidPrice;
if (Math.Abs(okexMarketData.DepthData.Mid / binanceMarketData.DepthData.Mid - 1) >= 0.01)
{
MyMarketData.IsNormal = false;
}
else
{
MyMarketData.IsNormal = true;
}
//Get current price
exchange.UpdateMarketData(MyMarketData);
//If not mock trade. Execute anti-arbitrage check
if (exchange.GetType() != typeof(ExchangeMock))
{
}
MyMarketData.DepthData.UpdateTime = DateTime.Now;
quoteEventObj.Set();
}
Thread.Sleep(50);
}
}
static void Main(string[] args)
{
Logger.log("BOTUSD v0.0.0.1 start...");
String jsonConfig = System.IO.File.ReadAllText(location + "key.txt");
JContainer jConfig = (JContainer)JsonConvert.DeserializeObject(jsonConfig, (typeof(JContainer)));
Key.keyA = jConfig["key"].ToString();
Key.secretA = jConfig["secret"].ToString();
decimal BUY = decimal.Parse(jConfig["buy"].ToString(), System.Globalization.NumberStyles.Float);
decimal SELL = decimal.Parse(jConfig["sell"].ToString(), System.Globalization.NumberStyles.Float);
ExchangeBinance binance = new ExchangeBinance();
while (true)
{
try
{
String jsonOpenOrders = binance.getAllOrders();
if (jsonOpenOrders.Length > 10)
{
JContainer jContainerOpenOrders = (Newtonsoft.Json.Linq.JContainer)JsonConvert.DeserializeObject(jsonOpenOrders);
Logger.log(binance.cancelOrder(jContainerOpenOrders[0]["symbol"].ToString(), jContainerOpenOrders[0]["orderId"].ToString()));
}
Logger.log("==================================");
Logger.log("Balances");
string json = binance.getBalancesJSON();
decimal TUSD = binance.getBalances("TUSD", json);
decimal USDT = binance.getBalances("USDT", json);
decimal USDC = binance.getBalances("USDC", json);
decimal USDS = binance.getBalances("USDS", json);
decimal PAX = binance.getBalances("PAX", json);
Logger.log("TUSD: " + TUSD);
Logger.log("USDT: " + USDT);
Logger.log("USDC: " + USDC);
Logger.log("USDS: " + USDS);
Logger.log("PAX: " + PAX);
Logger.log("==================================");
string cache = Http.get("https://api.binance.com/api/v1/ticker/24hr");
decimal percentBTC = ExchangeBinance.getPriceChangePercentCache("BTCUSDT", cache);
decimal TUSDUSDT = binance.getLastPriceCACHE("TUSDUSDT", cache);
decimal USDCUSDT = binance.getLastPriceCACHE("USDCUSDT", cache);
decimal USDCTUSD = binance.getLastPriceCACHE("USDCTUSD", cache);
decimal USDSUSDT = binance.getLastPriceCACHE("USDSUSDT", cache);
decimal USDCPAX = binance.getLastPriceCACHE("USDCPAX", cache);
decimal USDSPAX = binance.getLastPriceCACHE("USDSPAX", cache);
decimal USDSTUSD = binance.getLastPriceCACHE("USDSTUSD", cache);
decimal USDSUSDC = binance.getLastPriceCACHE("USDSUSDC", cache);
string jsonOrder = string.Empty;
if (USDT > 20)
{
//BUY
if (TUSDUSDT <= BUY)
{
jsonOrder = binance.order("buy", "TUSDUSDT", USDT * (TUSDUSDT + 0.0001m), (TUSDUSDT + 0.0001m));
}
//if (USDCUSDT <= BUY)
//{
// jsonOrder = binance.order("buy", "USDCUSDT", USDT * USDCUSDT, USDCUSDT);
// sleep(300000);
//}
//if (USDSUSDT <= BUY)
//{
// jsonOrder = binance.order("buy", "USDSUSDT", USDT * USDSUSDT, USDSUSDT);
// sleep(300000);
//}
}
if (TUSD > 20)
{
if (TUSDUSDT >= SELL)
{
jsonOrder = binance.order("sell", "TUSDUSDT", TUSD / TUSDUSDT, TUSDUSDT);
}
//if (USDCTUSD <= BUY)
//{
// jsonOrder = binance.order("buy", "USDCTUSD", TUSD * USDCTUSD, USDCTUSD);
// sleep(300000);
//}
//if (USDSTUSD <= BUY)
//{
// jsonOrder = binance.order("buy", "USDSTUSD", TUSD * USDSTUSD, USDSTUSD);
// sleep(300000);
//}
}
//if (USDC > 20)
//{
// if (USDCTUSD >= SELL)
// {
// jsonOrder = binance.order("sell", "TUSDUSDT", USDC / USDCTUSD, USDCTUSD);
// sleep(300000);
// }
// if (USDCUSDT >= SELL)
// {
// jsonOrder = binance.order("sell", "TUSDUSDT", USDC / USDCUSDT, USDCUSDT);
// sleep(300000);
// }
// //if (USDCPAX >= SELL)
// //{
// // jsonOrder = binance.order("sell", "USDCPAX", USDC / USDCPAX, USDCPAX);
// // sleep(300000);
// //}
// if (USDSUSDC <= BUY)
// {
// jsonOrder = binance.order("buy", "USDSUSDC", USDC * USDSUSDC, USDSUSDC);
// sleep(300000);
// }
// //if (USDCPAX >= SELL)
// //{
// // jsonOrder = binance.order("sell", "USDCPAX", PAX / USDCPAX, USDCPAX);
// // sleep(300000);
// //}
// if (USDCUSDT >= SELL)
// {
// jsonOrder = binance.order("sell", "USDCUSDT", USDT / USDCUSDT, USDCUSDT);
// sleep(300000);
// }
//}
//if (USDS > 20)
//{
// if (USDSUSDT >= SELL)
// {
// jsonOrder = binance.order("sell", "USDSUSDT", USDS / USDSUSDT, USDSUSDT);
// sleep(300000);
// }
// //if (USDSPAX >= SELL)
// //{
// // jsonOrder = binance.order("sell", "USDSPAX", USDS / USDSPAX, USDSPAX);
// // sleep(300000);
// //}
// //if (USDSPAX > SELL)
// //{
// // jsonOrder = binance.order("sell", "USDSPAX", PAX / USDSPAX, USDSPAX);
// // sleep(300000);
// //}
//}
//if (PAX > 20)
//{
// if (USDSPAX <= BUY)
// {
// jsonOrder = binance.order("buy", "USDSPAX", PAX * USDSPAX, USDSPAX);
// sleep(300000);
// }
// if (USDCPAX <= BUY)
// {
// jsonOrder = binance.order("buy", "USDCPAX", PAX * USDCPAX, USDCPAX);
// sleep(300000);
// }
//}
if (jsonOrder != string.Empty)
{
JContainer jContainer = (Newtonsoft.Json.Linq.JContainer)JsonConvert.DeserializeObject(jsonOrder);
String jsonStatusOrder = binance.getDetailOrder(jContainer["symbol"].ToString(), jContainer["orderId"].ToString());
for (int i = 0; i < 100; i++)
{
jsonStatusOrder = binance.getDetailOrder(jContainer["symbol"].ToString(), jContainer["orderId"].ToString());
Newtonsoft.Json.Linq.JContainer jContainerOrder = (Newtonsoft.Json.Linq.JContainer)JsonConvert.DeserializeObject(jsonStatusOrder);
if (jContainerOrder["status"].ToString().Trim().ToUpper() == "FILLED")
{
break;
}
Console.WriteLine("Wait 3s...");
sleep(3000);
}
binance.cancelOrder(jContainer["symbol"].ToString(), jContainer["orderId"].ToString());
}
decimal totalUSD = (TUSD + USDT + USDC + USDS + PAX);
Logger.log("TOTAL USD: " + totalUSD);
}
catch (Exception ex)
{
Logger.log("ERROR ::: " + ex.Message + ex.StackTrace);
}
Logger.log("====================================================");
sleep(6000);
}
}
