public override bool GetTicker()
{
try
{
var client = new RestClient("http://data.mtgox.com/api/1/BTCUSD/ticker_fast");
var request = new RestRequest
{
Method = Method.GET
};
var response = client.Execute <JsonGetTickerFastMtGox>(request);
//if (response == null) return false;
var ask = [email protected];
var bid = [email protected];
var now = [email protected];
this.Ask = decimal.Parse(ask, CultureInfo.InvariantCulture);
this.Bid = decimal.Parse(bid, CultureInfo.InvariantCulture);
this.Date = CUtility.UnixTimeStampToDateTime((double)now / 1000000).AddHours(1);
return(true);
}
catch (Exception)
{
throw;
return(false);
}
}
public bool Next()
{
try
{
CUtility.Log("mtgox...");
var client = new RestClient("http://data.mtgox.com/api/1/BTCUSD/ticker_fast");
var request = new RestRequest
{
Method = Method.GET
};
var response = client.Execute <JsonGetTickerFastMtGox>(request);
//if (response == null) return false;
var ask = [email protected];
var bid = [email protected];
var now = [email protected];
this.Ask = decimal.Parse(ask, CultureInfo.InvariantCulture);
this.Bid = decimal.Parse(bid, CultureInfo.InvariantCulture);
this.Date = CUtility.UnixTimeStampToDateTime((double)now / 1000000).AddHours(1);
//CUtility.UnixTime.ConvertToDateTime((uint) now/1000000).AddHours(1); //DateTime.Now;
CUtility.Log(string.Format("{0} {1}", this.Date.ToString(CultureInfo.InvariantCulture), this.Bid));
}
catch (Exception ex)
{
//throw;
CUtility.Log(ex.Message + " " + ex.StackTrace);
return(true); // non puo' mai essere false se capita un errore su mtgox
}
return(true);
}
protected bool InitCandles(CMarket market, CBitcoinCharts _candleSource)
{
//http://api.bitcoincharts.com/v1/trades.csv?symbol=mtgoxUSD
/*
* occorre un ciclo while che esamina bitcoincharts e cerca di estrarre i dati
*/
CUtility.Log("reading candles");
var candleWidth = market.CandleMaker.CandleWidth;
var candleLength = market.CandleMaker.QueueLength();
var duration = candleWidth * candleLength;
var from = DateTime.Now.ToUniversalTime().AddSeconds(-duration);
var to = DateTime.Now.ToUniversalTime();
var source = _candleSource;
var res = source.GetTrades(from, to);
CUtility.Log("creating candles");
foreach (Trade trade in res)
{
try
{
this.Buy = trade.Price;
this.Date = trade.Date;
this.Volume = trade.Amount;
OnTicker();
/*
* var date = trade.Date;
* var value = trade.Price;
* var amount = trade.Amount;
*
* // feed the candlemaker
* if (this.CandleMaker != null)
* {
* this.CandleMaker.CandleBuilder(date, value, amount);
* }
*
* if (this.CandleMakerHourly != null)
* {
* this.CandleMakerHourly.CandleBuilder(date, value, amount);
* }
*/
}
catch (Exception ex)
{
CUtility.Log(ex.Message);
//throw;
}
}
CUtility.Log("start trading");
//throw new NotImplementedException();
return(true);
}
protected void GetBalance()
{
try
{
//throw new NotImplementedException();
CUtility.Log("");
CUtility.Log(string.Format("[GetBalance] site:{0} ", this.Name));
const string apiurl = "https://data.mtgox.com/api/2/";
const string path = "BTCUSD/money/info";
var client = new RestClient(apiurl + path);
var request = new RestRequest();
_nonce = getNonce(); //DateTime.Now.Ticks;
//_nonce++;
var data = "nonce=" + _nonce;
var sign = getHash(Secret, path + Convert.ToChar(0) + data);
request.AddHeader("Rest-Key", Apikey);
request.AddHeader("Rest-Sign", sign);
request.Method = Method.POST;
request.AddParameter("nonce", _nonce);
var response = client.Execute <JsonGetBalanceMtGox>(request);
CUtility.Log(response.Content);
var openorderBtc = decimal.Parse(response.Data.data.Wallets.BTC.Open_Orders.value,
CultureInfo.InvariantCulture.NumberFormat);
var openorderMoney = decimal.Parse(response.Data.data.Wallets.USD.Open_Orders.value,
CultureInfo.InvariantCulture.NumberFormat);
this.TotCoins =
decimal.Parse(response.Data.data.Wallets.BTC.Balance.value, CultureInfo.InvariantCulture.NumberFormat) -
openorderBtc;
this.TotMoney =
decimal.Parse(response.Data.data.Wallets.USD.Balance.value, CultureInfo.InvariantCulture.NumberFormat) -
openorderMoney;
this.HasOpenOrders = openorderBtc > 0 || openorderMoney > 0;
this.Fee = decimal.Parse(response.Data.data.Trade_Fee, CultureInfo.InvariantCulture.NumberFormat) / 100;
//OnGetBalance();
}
catch (Exception ex)
{
CUtility.Log(ex.Message);
//this.SessionDisabled = true;
}
}
protected void OnTicker()
{
CUtility.Log(string.Format("{0} {1} SELL:{2} BUY:{3}", this.UniqueName, this.Date.ToString(CultureInfo.InvariantCulture), this.Sell, this.Buy));
// feed the candlemaker
var value = this.Buy;
if (this.CandleMaker != null)
{
this.CandleMaker.CandleBuilder(this.Date, value, this.Volume);
}
if (this.CandleMakerHourly != null)
{
this.CandleMakerHourly.CandleBuilder(this.Date, value, this.Volume);
}
}
public override bool GetTicker()
{
if (!_simulatedDataSource.Next())
{
{
CUtility.Log("END OF SIMULATION : ");
this.Stop = true;
return(true);
}
}
try
{
this.Sell = _simulatedDataSource.Ask;
this.Buy = _simulatedDataSource.Bid;
if (MainConfiguration.Configuration.MarketSimulatorEnableNoise)
{
var rnd = new Random(1234);
var noise = (2 * rnd.NextDouble() - 1) * (double)MainConfiguration.Configuration.MarketSimulatorNoisePercent;
this.Buy *= (1 + (decimal)noise);
this.Sell = this.Buy * (1.05M);
}
if (this.CandleMaker != null)
{
this.CandleMaker.CandleBuilder(_simulatedDataSource.Date, _simulatedDataSource.Bid, _simulatedDataSource.Volume);
}
if (this.CandleMakerHourly != null)
{
this.CandleMakerHourly.CandleBuilder(_simulatedDataSource.Date, _simulatedDataSource.Bid, _simulatedDataSource.Volume);
}
}
catch (Exception ex)
{
return(false);
}
return(true);
}
// }
public bool Init(CMarket market)
{
//http://api.bitcoincharts.com/v1/trades.csv?symbol=mtgoxUSD
/*
* occorre un ciclo while che esamina bitcoincharts e cerca di estrarre i dati
*/
CUtility.Log("reading candles");
var candleWidth = market.CandleMaker.CandleWidth;
var candleLength = market.CandleMaker.QueueLength();
var duration = candleWidth * candleLength;
var from = DateTime.Now.ToUniversalTime().AddSeconds(-duration);
var to = DateTime.Now.ToUniversalTime();
var source = new DataProvider.Sources.CBitcoinChartsMtgoxBtcusd();
var res = source.GetTrades(from, to);
CUtility.Log("creating candles");
foreach (Trade trade in res)
{
try
{
var date = trade.Date;
var value = trade.Price;
var amount = trade.Amount;
market.CandleMaker.CandleBuilder(date, value, amount);
//CUtility.Log(string.Format("Candle {0} {1} ",date.ToString(CultureInfo.InvariantCulture),value.ToString(CultureInfo.InvariantCulture)));
}
catch (Exception ex)
{
CUtility.Log(ex.Message);
//throw;
}
}
CUtility.Log("start trading");
//throw new NotImplementedException();
return(true);
}
public override bool DoCancelOrder(string orderId)
{
//if (PreDoCancelOrder(orderId))
{
const string apiurl = "https://data.mtgox.com/api/2/";
const string path = "BTCUSD/money/order/cancel";
var client = new RestClient(apiurl + path);
var request = new RestRequest();
_nonce = getNonce(); //DateTime.Now.Ticks;
var data = "nonce=" + _nonce;
//var amountInt = (Math.Round(amount, 8) * 100000000).ToString(CultureInfo.InvariantCulture);
var parameters = new NameValueCollection
{
{ "oid", orderId }
};
/*
* if (price != null)
* {
* var priceInt = (Math.Round((double)price, 5) * 100000).ToString(CultureInfo.InvariantCulture);
* parameters.Add("price_int", priceInt);
* }
*/
var sign = getHash(Secret, path + Convert.ToChar(0) + data + ToQueryString(parameters));
request.AddHeader("Rest-Key", Apikey);
request.AddHeader("Rest-Sign", sign);
request.Method = Method.POST;
request.AddParameter("nonce", _nonce);
foreach (string key in parameters.Keys)
{
request.AddParameter(key, parameters[key]);
}
var response = client.Execute <JsonCancelOrderResponse>(request);
CUtility.Log(response.Content);
try
{
var result = response.Data.Result == "success";
/*
* if (result != null)
* {
* this.OnDoOrder(type, price, amount);
* }
* */
//if (result) OrdersInThisIteration--;
return(result);
}
catch (Exception e)
{
CUtility.Log(e.Message);
return(false);
}
}
return(false);
//throw new NotImplementedException();
}
public override string DoOrder(CUtility.OrderType type, decimal?price, decimal amount, ref string orderId, bool isMarket)
{
if (price == null)
{
return(null);
}
amount = Math.Round(amount, 8);
price = Math.Round(price.Value, this.Decimals);
const string apiurl = "https://data.mtgox.com/api/2/";
const string path = "BTCUSD/money/order/add";
var client = new RestClient(apiurl + path);
var request = new RestRequest();
_nonce = getNonce(); // DateTime.Now.Ticks;
var data = "nonce=" + _nonce;
var amountInt = (Math.Round(amount, 8) * 100000000).ToString(CultureInfo.InvariantCulture);
// Bid/ask
string orderType = "bid";
if (type == CUtility.OrderType.Sell)
{
orderType = "ask";
}
var parameters = new NameValueCollection
{
{ "amount_int", amountInt },
{ "type", orderType }
};
//if (price != null)
{
if (!isMarket)
{
var priceInt = (Math.Round((double)price, 5) * 100000).ToString(CultureInfo.InvariantCulture);
parameters.Add("price_int", priceInt);
}
}
var sign = getHash(Secret, path + Convert.ToChar(0) + data + ToQueryString(parameters));
request.AddHeader("Rest-Key", Apikey);
request.AddHeader("Rest-Sign", sign);
request.Method = Method.POST;
request.AddParameter("nonce", _nonce);
foreach (string key in parameters.Keys)
{
request.AddParameter(key, parameters[key]);
}
var response = client.Execute <JsonOrderResponse>(request);
CUtility.Log(response.Content);
try
{
var result = response.Data.Result == "success" ? response.Data.Data : null;
if (result != null)
{
orderId = response.Data.Data;
//this.OnDoOrder(type, price, amount, orderId,r2);
//OrdersInThisIteration++;
}
return(result);
}
catch (Exception e)
{
CUtility.Log(e.Message);
return(null);
}
}
/*
* public void GetOrders()
* {
* //throw new NotImplementedException();
* CUtility.Log(string.Format("[GetOrders] site:{0} ", this.UniqueName));
*
*
* //http://data.mtgox.com/api/1/BTCUSD/depth/fetch (corretta)
*
* const string url = "http://data.mtgox.com/api/1/BTCUSD/depth/fetch";
* CUtility.Log(url);
*
* var client = new RestClient(url);
* var request = new RestRequest { Method = Method.GET };
*
* //IRestResponse<JsonOrderBookMtGox>
* var response = client.Execute<JsonOrderBook>(request);
* //CApplication.Log(response.Content);
*
* Asks.Clear();
* Bids.Clear();
*
* // riempo gli ask e i bid
* if (response.Data != null && response.Data.Return != null)
* {
* foreach (var ll in response.Data.Return.asks)
* {
*
* var ml = new CMarketListing
* {
* Price = double.Parse(ll.Price, CultureInfo.InvariantCulture.NumberFormat),
* BtcSize = double.Parse(ll.Amount, CultureInfo.InvariantCulture.NumberFormat),
* Parent = this //,
* //Date = CApplication.UnixTimeStampToDateTime(double.Parse(ll.Stamp.ToString(CultureInfo.InvariantCulture.NumberFormat), CultureInfo.InvariantCulture.NumberFormat))
* };
*
* Asks.Add(ml);
*
*
* }
* foreach (var ll in response.Data.Return.bids)
* {
*
* var ml = new CMarketListing
* {
* Price = double.Parse(ll.Price, CultureInfo.InvariantCulture.NumberFormat),
* BtcSize = double.Parse(ll.Amount, CultureInfo.InvariantCulture.NumberFormat),
* Parent = this //,
* //Date = CApplication.UnixTimeStampToDateTime(double.Parse(ll.Stamp.ToString(CultureInfo.InvariantCulture.NumberFormat), CultureInfo.InvariantCulture.NumberFormat))
* };
*
* Bids.Add(ml);
*
*
* }
* }
* else
* {
* CUtility.Log(@"error");
* }
*
* DoSaveTicker();
* }
*/
protected void GetOpenOrders()
{
try
{
//throw new NotImplementedException();
CUtility.Log("");
CUtility.Log(string.Format("[OpenOrders] site:{0} ", this.Name));
const string apiurl = "https://data.mtgox.com/api/2/";
const string path = "BTCUSD/money/orders";
var client = new RestClient(apiurl + path);
var request = new RestRequest();
_nonce = getNonce(); //DateTime.Now.Ticks;
//_nonce++;
var data = "nonce=" + _nonce;
var sign = getHash(Secret, path + Convert.ToChar(0) + data);
request.AddHeader("Rest-Key", Apikey);
request.AddHeader("Rest-Sign", sign);
request.Method = Method.POST;
request.AddParameter("nonce", _nonce);
var response = client.Execute <JsonOrdersMtgox>(request);
//CUtility.Log(response.Content);
OpenOrders.RemoveAll(x => !response.Content.Contains(x.OrderId));
var ordercompleted = true;
foreach (var o in response.Data.Data)
{
//if (o.oid == this.OrderIdR2)
{
//ordercompleted = false;
}
}
if (ordercompleted)
{
//this.OrderIdR2 = string.Empty;
}
/*
* var openorderBtc = double.Parse(response.Data.data.Wallets.BTC.Open_Orders.value, CultureInfo.InvariantCulture.NumberFormat);
* var openorderMoney = double.Parse(response.Data.data.Wallets.USD.Open_Orders.value, CultureInfo.InvariantCulture.NumberFormat);
*
* this.AvailableBtc = double.Parse(response.Data.data.Wallets.BTC.Balance.value, CultureInfo.InvariantCulture.NumberFormat) - openorderBtc;
* this.AvailableMoney = double.Parse(response.Data.data.Wallets.USD.Balance.value, CultureInfo.InvariantCulture.NumberFormat) - openorderMoney;
*
* this.HasOpenOrder = openorderBtc > 0 || openorderMoney > 0;
*/
//this.Fee = double.Parse(response.Data.data.Trade_Fee, CultureInfo.InvariantCulture.NumberFormat) / 100;
//OnGetBalance();
}
catch (Exception ex)
{
CUtility.Log(ex.Message);
//this.SessionDisabled = true;
}
}
