private bool Tradable(SnapshotPath path)
{
string baseCoin;
string marketCoin;
decimal minTradableVolume;
decimal amount;
for (int i = 0; i < path.LstStep.Count - 1; i++)
{
if (path.LstStep[i + 1].Action == "BUY")
{
amount = path.LstStep[i + 1].Amount;
baseCoin = path.LstStep[i].Coin;
marketCoin = path.LstStep[i + 1].Coin;
}
else
{
amount = path.LstStep[i].Amount;
baseCoin = path.LstStep[i + 1].Coin;
marketCoin = path.LstStep[i].Coin;
}
minTradableVolume = _lstMarket.First(x => x.QuoteCurrency.Equals(baseCoin) && x.BaseCurrency.Equals(marketCoin)).QuantityIncrement;
if (amount < minTradableVolume)
{
return(false);
}
}
return(true);
}
private SnapshotPath GetSnapshotPath(Path path)
{
path.TotalVolume(path.MaxStartVolume < CurrentAmount ? path.MaxStartVolume : CurrentAmount);
SnapshotPath snapshot = new SnapshotPath();
foreach (Model.Step step in path.LstStep)
{
snapshot.LstStep.Add(new SnapshotStep()
{
Action = step.Action,
Amount = step.Amount,
AmountWithOutFee = step.AmountWithOutFee,
Coin = step.Coin,
Price = step.Price,
QuantityIncrement = step.QuantityIncrement
});
}
return(snapshot);
}
public void WalkPath(Path path)
{
SnapshotPath snapshot = GetSnapshotPath(path);
if (!(snapshot.Percentage > 100))
{
return;
}
if (!Tradable(snapshot))
{
return;
}
if (!snapshot.Tradable(MinTotalTrade))
{
return;
}
string tradeHistory = DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + "\t";
List <long> lstTimeElapsed = new List <long>();
for (int i = 0; i < 5; i++)
{
if (snapshot.LstStep.Count > i)
{
tradeHistory += snapshot.LstStep[i].Coin + "\t";
}
else
{
tradeHistory += "\t";
}
}
tradeHistory += snapshot.Percentage.ToString("0.#####") + "\t" + snapshot.StartVolume.ToString("0.########") + "\t" + snapshot.FinalVolume.ToString("0.########") + "\t";
Stopwatch watch = new Stopwatch();
Stopwatch watchTrade = new Stopwatch();
Console.WriteLine();
Console.BackgroundColor = ConsoleColor.DarkCyan;
Console.WriteLine("Path Selected: " + snapshot.ToString());
Console.ResetColor();
Console.WriteLine("Starting PATH...");
for (int i = 0; i < snapshot.LstStep.Count - 1; i++)
{
watch.Restart();
string output = (i + 1) + ") ";
output += (snapshot.LstStep[i].Coin + (snapshot.LstStep[i + 1].Action == "BUY" ? "-->" : "<--") + snapshot.LstStep[i + 1].Coin).PadRight(20);
output += ("Amount: " + (snapshot.LstStep[i + 1].Action == "BUY" ? (snapshot.LstStep[i + 1].AmountWithOutFee.ToString("0.######") + snapshot.LstStep[i + 1].Coin) : (snapshot.LstStep[i].Amount.ToString("0.######")) + snapshot.LstStep[i].Coin)).PadRight(25);
output += ("Price: " + snapshot.LstStep[i + 1].Price.ToString("0.######") + (snapshot.LstStep[i + 1].Action == "BUY" ? snapshot.LstStep[i].Coin : snapshot.LstStep[i + 1].Coin)).PadRight(25);
output += "Total: " + (snapshot.LstStep[i + 1].Action == "BUY" ? (snapshot.LstStep[i].Amount.ToString("0.######") + snapshot.LstStep[i].Coin) : (snapshot.LstStep[i + 1].Amount.ToString("0.######") + snapshot.LstStep[i + 1].Coin));
Console.WriteLine(output);
HitOrder trade = null;
watchTrade.Restart();
trade = DoTrade(snapshot.LstStep[i], snapshot.LstStep[i + 1]);
watchTrade.Stop();
lstTimeElapsed.Add(watchTrade.ElapsedMilliseconds);
HitOrder openOrder = null;
bool isFilled = false;
try
{
do
{
HitResponse <HitOrder> resultOpenOrder;
if (trade.Status == HitOrderStatus.Filled)
{
isFilled = true;
Console.WriteLine("ALL bought/selled");
continue;
}
else
{
resultOpenOrder = _hitbtcRestClient.GetActiveOrderByClientIdAsync(trade.ClientOrderId).Result;
openOrder = resultOpenOrder.Result;
if (resultOpenOrder.Result == null || openOrder.Status == HitOrderStatus.Filled)
{
isFilled = true;
Console.WriteLine("ALL bought/selled");
continue;
}
Console.WriteLine(" Exchange: " + openOrder.Symbol + " OrderType: " + openOrder.OrderType + " isOpen: " + openOrder.Status);
System.Threading.Thread.Sleep(200);
}
if (watch.ElapsedMilliseconds > _waitingTime)
{
// Reset();
tradeHistory += "NO" + "\t";
tradeHistory += UpdatedAmount + "\t";
foreach (var time in lstTimeElapsed)
{
tradeHistory += time + "\t";
}
tradeHistory += "\r\n";
using (StreamWriter writetext = File.AppendText("C:\\log\\tradehistory.txt"))
{
writetext.Write(tradeHistory);
writetext.Close();
}
return;
}
} while (!isFilled);
}
catch (Exception e)
{
Console.WriteLine("Eccezione while: " + e.ToString());
// Reset();
tradeHistory += "NO" + "\t";
tradeHistory += UpdatedAmount + "\t";
foreach (var time in lstTimeElapsed)
{
tradeHistory += time + "\t";
}
tradeHistory += "\r\n";
using (StreamWriter writetext = File.AppendText("C:\\log\\tradehistory.txt"))
{
writetext.Write(tradeHistory);
writetext.Close();
}
return;
}
}
// Reset();
tradeHistory += "SI" + "\t";
tradeHistory += UpdatedAmount + "\t";
foreach (var time in lstTimeElapsed)
{
tradeHistory += time + "\t";
}
tradeHistory += "\r\n";
using (StreamWriter writetext = File.AppendText("C:\\log\\tradehistory.txt"))
{
writetext.Write(tradeHistory);
writetext.Close();
}
}