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 static MtGoxTickerItem getObjects(string jsonDataStr)
{
string json = jsonDataStr;
var serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new[] { new DynamicJsonConverter() });
dynamic obj = serializer.Deserialize(json, typeof(object));
MtGoxTickerItem item = new MtGoxTickerItem();
item.avg = double.Parse(obj.ticker.avg.ToString());
item.buy = double.Parse(obj.ticker.buy.ToString());
item.high = double.Parse(obj.ticker.high.ToString());
item.last = double.Parse(obj.ticker.last.ToString());
item.low = double.Parse(obj.ticker.low.ToString());
item.sell = double.Parse(obj.ticker.sell.ToString());
item.vol = double.Parse(obj.ticker.vol.ToString());
item.vwap = double.Parse(obj.ticker.vwap.ToString());
item.last_all = double.Parse(obj.ticker.last_all.ToString());
item.last_local = double.Parse(obj.ticker.last_local.ToString());
return(item);
}
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;
}
public static MtGoxTickerItem getObjects(string jsonDataStr)
{
string json = jsonDataStr;
var serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new[] { new DynamicJsonConverter() });
dynamic obj = serializer.Deserialize(json, typeof(object));
MtGoxTickerItem item = new MtGoxTickerItem();
item.avg = double.Parse(obj.ticker.avg.ToString());
item.buy = double.Parse(obj.ticker.buy.ToString());
item.high = double.Parse(obj.ticker.high.ToString());
item.last = double.Parse(obj.ticker.last.ToString());
item.low = double.Parse(obj.ticker.low.ToString());
item.sell = double.Parse(obj.ticker.sell.ToString());
item.vol = double.Parse(obj.ticker.vol.ToString());
item.vwap = double.Parse(obj.ticker.vwap.ToString());
item.last_all = double.Parse(obj.ticker.last_all.ToString());
item.last_local = double.Parse(obj.ticker.last_local.ToString());
return item;
}
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();
}
}
private void btnSell_Click(object sender, EventArgs e)
{
double price = 0;
double amount = 0;
try
{
amount = Double.Parse(this.txtSellCount.Text.Trim());
price = Double.Parse(this.txtSellPrice.Text.Trim());
if (this.comboSellType.SelectedIndex == 0)
{
}
else
{
if (this.comboSellType.SelectedIndex == 1)
{
currentTicker = mtgoxV0.ticker();
price = currentTicker.buy - Consts.MarketTol;
}
else if (this.comboSellType.SelectedIndex == 2)
{
StopOrder stopOrder = new StopOrder();
stopOrder.Amount = amount;
stopOrder.Currency = Currency;
stopOrder.OrderTime = System.DateTime.Now;
stopOrder.Price = price;
stopOrder.Status = StopOrder.OrderStatus.Pending;
stopOrder.Type = StopOrder.OrderType.SellStop;
this.stopOrderList.Add(stopOrder);
Utils.SaveToFile(this.stopOrderList, this.stopOrderFullPath);
return;
}
}
}
catch
{
MessageBox.Show(ResourceFactory.GetString("InputError"), ResourceFactory.GetString("InputError"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
return;
}
List<MtGoxOrder> order = mtgoxV0.sellBTC(amount, Currency, price);
if (order != null)
{
MessageBox.Show(ResourceFactory.GetString("OrderSucceed"), ResourceFactory.GetString("OrderSucceed"), MessageBoxButtons.OK);
}
}
private void btnBuy_Click(object sender, EventArgs e)
{
double price = 0;
double amount = 0;
try
{
if (this.comboBuyType.SelectedIndex == 0)
{
price = Double.Parse(this.txtBuyPrice.Text.Trim());
}
else
{
currentTicker = mtgoxV0.ticker();
price = currentTicker.sell + Consts.MarketTol;
}
amount = Double.Parse(this.txtBuyCount.Text.Trim());
}
catch(Exception ex)
{
MessageBox.Show(ResourceFactory.GetString("InputError"), ResourceFactory.GetString("InputError"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
return;
}
List<MtGoxOrder> order = mtgoxV0.buyBTC(amount, Currency, price);
if (order != null)
{
MessageBox.Show(ResourceFactory.GetString("OrderSucceed"), ResourceFactory.GetString("OrderSucceed"), MessageBoxButtons.OK);
}
}