static void MimicStreamingData(BinanceClient client)
{
foreach (var symbol in AllCurrencies.Select(p => p.Name).ToList())
{
Currency currency = AllCurrencies.Where(p => p.Name == symbol).FirstOrDefault();
var sticks = client.GetCandleSticks(currency.Name, Interval, null, DateTime.Now, 500).Result;
//Cycle through each "close" like they were real time data.
foreach (var stick in sticks)
{
KlineMessage klineMessage = new KlineMessage();
KlineMessage.KlineData data = new KlineMessage.KlineData
{
Open = stick.Open,
Symbol = currency.Name,
EndTime = stick.CloseTime,
Close = stick.Close,
StartTime = stick.OpenTime
};
currency.CalculateTradeAlgorithm(data, client);
}
}
}
public static void CalculateTradeAlgorithm(this Currency currency, KlineData data, BinanceClient client)
{
DateTime currentTime = UnixTimeStampToDateTime(data.StartTime);
DateTime endTime = UnixTimeStampToDateTime(data.EndTime);
try
{
if (currency.CloseTime == data.EndTime)
{
return;
}
currency.CloseTime = data.EndTime;
//Get the last 99 klines to calc
var sticks = client.GetCandleSticks(currency.Name, BinanceAPIMain.Interval, null, currentTime, 99).Result;
var sticks1hr = client.GetCandleSticks(currency.Name, TimeInterval.Hours_1, null, currentTime, 200).Result;
//Perhaps we calculate the EMA with the latest price, but the previous EMA is the close of the last kline?
if (currency.PreviousRSI != -1)
{
currency.PreviousRSI = currency.RSI.Last();
}
currency.EMA12.Clear();
currency.EMA7.Clear();
currency.EMA26.Clear();
currency.EMA99.Clear();
currency.MACD.Clear();
currency.Signal.Clear();
currency.MACDHistogram.Clear();
currency.RSI.Clear();
currency.EMA12 = CalculateEMA(sticks, 12);
currency.EMA26 = CalculateEMA(sticks, 26);
currency.EMA99 = CalculateEMA(sticks, 99);
currency.EMA7 = CalculateEMA(sticks, 7);
currency.MACD = SubtractValues(currency.EMA12, currency.EMA26);
currency.Signal = CalculateTrendLine(currency.MACD, 9);
currency.MACDHistogram = SubtractValues(currency.MACD, currency.Signal);
currency.MACDHistPosPercentage = CalcLowestPercentPos(currency.MACDHistogram, 10);
currency.RSI = CalculateRSI(sticks, 21);
if (currency.PreviousRSI == -1)
{
currency.PreviousRSI = currency.RSI.Last();
}
ConsoleColor color = currency.MACDHistogram.Last() < 0 ? ConsoleColor.Magenta : ConsoleColor.Cyan;
BinanceAPIMain.WriteToLog("Symbol " + currency.Name + " Price: " + data.Close + " Close Time:" + endTime + Environment.NewLine +
"MACD Histogram: " + currency.MACDHistogram.Last() + Environment.NewLine +
"MACD Histogram Lowest 10%: " + currency.MACDHistPosPercentage + Environment.NewLine +
"RSI: " + currency.RSI.Last() + Environment.NewLine +
"RSI-1: " + currency.PreviousRSI + Environment.NewLine +
"Signal: " + currency.Signal.Last() + Environment.NewLine +
"EMA99(n): " + Decimal.Round(currency.EMA99.Last(), 7) + " EMA99(n-1): " + Decimal.Round(currency.EMA99[currency.EMA7.Count - 2], 7) + Environment.NewLine +
"EMA7(n): " + Decimal.Round(currency.EMA7.Last(), 7) + " EMA7(n-1): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 2], 7) +
" EMA7(n-2): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 3], 7) + Environment.NewLine, color, createFile: false);
if (!currency.InTrade && currency.MACDHistogram != null && currency.CycleSeen &&
currency.MACDHistogram.Last() > currency.MACDHistPosPercentage &&
currency.EMA7.Last() > (currency.EMA7[currency.EMA7.Count - 2] * (decimal)1.0005) &&
currency.EMA7[currency.EMA7.Count - 2] > currency.EMA7[currency.EMA7.Count - 3] &&
currency.EMA99.Last() > currency.EMA99[currency.EMA99.Count() - 2] &&
currency.RSI.Last() < 60)
{
if (BinanceAPIMain.Debug == "false")
{
Trading.ExecuteTrade(client, data, currency, OrderSide.BUY);
}
else
{
Trading.ExecuteTradeDebug(client, data, currency, OrderSide.BUY);
}
}
else if (currency.InTrade &&
(currency.RSI.Last() >= 70 || currency.RSI[currency.RSI.Count() - 2] >= 70) && currency.RSI.Last() < currency.RSI[currency.RSI.Count() - 2] &&
data.Close > currency.CoinsBought.Min(p => p.Item2))
{
if (BinanceAPIMain.Debug == "false")
{
Trading.ExecuteTrade(client, data, currency, OrderSide.SELL);
}
else
{
Trading.ExecuteTradeDebug(client, data, currency, OrderSide.SELL);
}
currency.InTrade = false;
currency.CycleSeen = false;
}
else if (!currency.CycleSeen && currency.MACDHistogram.Last() < 0 && currency.MACDHistogram != null)
{
currency.CycleSeen = true;
currency.LastTransactionTime = DateTime.Now.AddMinutes(-2);
BinanceAPIMain.WriteToLog("Symbol: " + currency.Name + " Cycle Seen: " + currency.CycleSeen.ToString() + Environment.NewLine, ConsoleColor.Cyan);
}
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(currency.Name + ": " + ex.Message + ex.StackTrace + " from currency.CalcAlgorithm" + " at " + DateTime.Now, ConsoleColor.DarkRed);
}
}