private async Task RunExample()
{
// Using the ApiCredentials Class
// Client = new Api(new ApiCredentials(CexUsername, CexApiKey, CexApiSecret));
// Or not
// CexClient = new CexApi(CexUsername, CexApiKey, CexApiSecret);
// ApiCredentials/(Username, ApiKey, ApiSecret) not needed for public functions
CexClient = new CexApi();
// Get Ticker Data
Ticker tickerData = await CexClient.Ticker(SymbolPair.BTC_USD);
// Get Order Book
OrderBook orderBook = await CexClient.OrderBook(SymbolPair.BTC_USD);
// Get Trade history
IEnumerable <Trade> tradeHistory = await CexClient.TradeHistory(SymbolPair.BTC_USD);
// ApiCredentials required for user specific calls or "Private Functions"
CexClient = new CexApi(CexUsername, CexApiKey, CexApiSecret);
// Get Account Balance
Balance accountBalance = await CexClient.AccountBalance();
// Get Open Orders
IEnumerable <OpenOrder> openOrders = await CexClient.OpenOrders(SymbolPair.LTC_BTC);
// Place an order
OpenOrder openOrder = await CexClient.PlaceOrder(
SymbolPair.BTC_USD,
new Order
{
Amount = 1.00m,
Price = 0.04644000m,
Type = OrderType.Buy
});
// Cancel an order
bool didSucceed = await CexClient.CancelOrder(openOrder.Id);
// GHash.IO Example
GhashClient = new GhashApi(new ApiCredentials(CexUsername, CexApiKey, CexApiSecret));
// Get Hash Rate
Hashrate hashrate = await GhashClient.Hashrate();
// Get Workers Hash Rate
IEnumerable <KeyValuePair <string, WorkerHashrate> > workerHashRate = await GhashClient.WorkersHashRate();
}
public ArbitrageCalculator(CexApi client)
{
this.CexClient = client;
}
static void Main(string[] args)
{
var loggerFactory = new LoggerFactory();
loggerFactory.AddConsole();
Console.WriteLine("======================");
var tradingEngines = new List <ITradingEngine>();
var useExchange = SupportedExchanges.Unknown;
while (useExchange == SupportedExchanges.Unknown)
{
Console.WriteLine("Type 1 for CEX.IO, Type 2 for GDAX, Type 3 for Bitstamp:");
useExchange =
NumericUtils.GetIntegerValueFromObject(Console.ReadLine()).ParseEnum <SupportedExchanges>();
}
Console.Write($"{useExchange.ToString()} API Secret:");
var secret = Console.ReadLine();
switch (useExchange)
{
case SupportedExchanges.Cex:
Console.Write("\n CEX Username:"******"\n GDAX Pass phrase:");
break;
case SupportedExchanges.Bitstamp:
Console.Write("\n Bitstamp Client Id:");
break;
default:
throw new ArgumentOutOfRangeException();
}
var username = Console.ReadLine();
Console.Write($"\n{useExchange.ToString()} API Key:");
var apiKey = Console.ReadLine();
Console.Write("\nSlack Notification Webhook Url:");
var slackWebhook = Console.ReadLine();
var exchangeCurrency = string.Empty;
while (exchangeCurrency.IsNullOrEmpty())
{
Console.Write($"\n{useExchange.ToString()} Exhcange Base currency name: (default BTC)");
exchangeCurrency = Console.ReadLine();
if (Currencies.SupportedCurrencies.Count(i => i == exchangeCurrency) > 0)
{
continue;
}
if (exchangeCurrency.IsNullOrEmpty())
{
Console.WriteLine("Default cryptocurrency BTC selected.");
exchangeCurrency = Currencies.BTC;
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine("Invalid currency name. Please try again.");
Console.ResetColor();
exchangeCurrency = null;
}
}
var targetCurrency = string.Empty;
while (targetCurrency.IsNullOrEmpty())
{
Console.Write($"\n{useExchange.ToString()} Exhcange Target currency name: (default USD)");
targetCurrency = Console.ReadLine();
if (Currencies.SupportedCurrencies.Count(i => i == targetCurrency) > 0)
{
continue;
}
if (targetCurrency.IsNullOrEmpty())
{
Console.WriteLine("Default target currency USD selected.");
targetCurrency = Currencies.USD;
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine("Invalid currency name. Please try again.");
Console.ResetColor();
targetCurrency = null;
}
}
var stopLine = 0m;
while (stopLine <= 0)
{
Console.Write("\nSpecify the bottom line value where execution should STOP:");
stopLine = NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (stopLine > 0)
{
continue;
}
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine(
"Bottom line value must be positive number representing your target currency value. (e.g. 5000 )");
Console.ResetColor();
}
Console.WriteLine(
$"Minutes of historical orders on {useExchange.ToString()} for buying considerations: (default 3)");
var publicOrderHistoryForBuyingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (publicOrderHistoryForBuyingDecision <= 0)
{
publicOrderHistoryForBuyingDecision = 3;
}
Console.WriteLine(
$"Minutes of historical orders on {useExchange.ToString()} for selling considerations: (default 3)");
var publicOrderHistoryForSellingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (publicOrderHistoryForSellingDecision <= 0)
{
publicOrderHistoryForSellingDecision = 3;
}
Console.WriteLine("Minutes of historical account orders for buying considerations: (default 5)");
var accountOrderHistoryForBuyingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (accountOrderHistoryForBuyingDecision <= 0)
{
accountOrderHistoryForBuyingDecision = 5;
}
Console.WriteLine("Minutes of historical account orders for selling considerations: (default 5)");
var accountOrderHistoryForSellingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (accountOrderHistoryForSellingDecision <= 0)
{
accountOrderHistoryForSellingDecision = 5;
}
Console.WriteLine("Minutes change sensitivity ratio in decimal: (default 0.005)");
var sensitivityRatio = NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (sensitivityRatio <= 0)
{
sensitivityRatio = 0.005m;
}
Console.WriteLine("Minimum Reserve In Target Currency: (default 0.2)");
var minimumReservePercentageAfterInitInTargetCurrency =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (minimumReservePercentageAfterInitInTargetCurrency <= 0)
{
minimumReservePercentageAfterInitInTargetCurrency = 0.2m;
}
Console.WriteLine("Minimum Reserve In Exchange Currency: (default 0.2)");
var minimumReservePercentageAfterInitInExchangeCurrency =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (minimumReservePercentageAfterInitInExchangeCurrency <= 0)
{
minimumReservePercentageAfterInitInExchangeCurrency = 0.2m;
}
Console.WriteLine("Order Cap Percentage On Init: (default 0.25)");
var orderCapPercentageOnInit =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (orderCapPercentageOnInit <= 0)
{
orderCapPercentageOnInit = 0.25m;
}
Console.WriteLine("Order Cap Percentage After Init: (default 0.3)");
var orderCapPercentageAfterInit =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (orderCapPercentageAfterInit <= 0)
{
orderCapPercentageAfterInit = 0.3m;
}
bool autoExecution;
Console.ForegroundColor = ConsoleColor.White;
Console.BackgroundColor = ConsoleColor.DarkGreen;
Console.WriteLine("Automated order execution - Enter 'CONFIRM' to execute order automatically: ");
Console.ResetColor();
autoExecution = Console.ReadLine() == "CONFIRM";
var tradingStrategy = new TradingStrategy
{
MinutesOfAccountHistoryOrderForPurchaseDecision = accountOrderHistoryForBuyingDecision,
MinutesOfAccountHistoryOrderForSellDecision = accountOrderHistoryForSellingDecision,
MinutesOfPublicHistoryOrderForPurchaseDecision = publicOrderHistoryForBuyingDecision,
MinutesOfPublicHistoryOrderForSellDecision = publicOrderHistoryForSellingDecision,
MinimumReservePercentageAfterInitInTargetCurrency = minimumReservePercentageAfterInitInTargetCurrency,
MinimumReservePercentageAfterInitInExchangeCurrency =
minimumReservePercentageAfterInitInExchangeCurrency,
OrderCapPercentageAfterInit = orderCapPercentageAfterInit,
OrderCapPercentageOnInit = orderCapPercentageOnInit,
AutoDecisionExecution = autoExecution,
StopLine = stopLine,
MarketChangeSensitivityRatio = sensitivityRatio,
PriceCorrectionFrequencyInHours = 12,
TradingValueBleedRatio = 0.1m
};
IApi api;
switch (useExchange)
{
case SupportedExchanges.Gdax:
api = new GdaxApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"GDAX Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
case SupportedExchanges.Cex:
api = new CexApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"CEX.IO Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
case SupportedExchanges.Bitstamp:
api = new BitstampApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"Bitstamp Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
default:
throw new ArgumentOutOfRangeException();
}
tradingEngines.Add(new TradingEngine(api, exchangeCurrency, targetCurrency));
var tasks = new List <Task>();
foreach (var engine in tradingEngines)
{
tasks.Add(Task.Run(async() => await engine.StartAsync()));
}
Task.WaitAll(tasks.ToArray());
}
private static void GenerateETHProfitRecordings()
{
ProfitRecording pf = new ProfitRecording();
var luno = LunoApi.GetLunoResult(10.00001M, LunoSymbolEnum.ETHZAR);
// decimal bestprice = ((luno.ask.price + luno.bid.price) / 2);
//var bitlishUSD = BitlishApi.GetBestPrices(BitlsihSymbolEnum.EthUsd, 0.01m);
//var bitlishEUR = BitlishApi.GetBestPrices(BitlsihSymbolEnum.EthEur, 0.01m);
var cexUSD = CexApi.GetBestPrices(CEXSymbolEnum.Eth_Usd, 0.01m);
var cexEUR = CexApi.GetBestPrices(CEXSymbolEnum.Eth_Eur, 0.01m);
var cexGBP = CexApi.GetBestPrices(CEXSymbolEnum.Eth_Gbp, 0.01m);
decimal usdzar = 0m;
decimal eurzar = 0m;
decimal rubzar = 0m;
decimal gbpzar = 0m;
try
{
usdzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Usd);
eurzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Eur);
rubzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Rub);
gbpzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Gbp);
}
catch
{
// failed to get live rates - use latest
ProfitRecording recEUR = GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.EUR, "BTC");
ProfitRecording recUSD = GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.USD, "BTC");
ProfitRecording recGBP = GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.GBP, "BTC");
eurzar = recEUR.CurrencyToZARExchangeRate;
usdzar = recUSD.CurrencyToZARExchangeRate;
gbpzar = recGBP.CurrencyToZARExchangeRate;
}
decimal profPerc = 0;
// Bitlish USD;
//try
//{
// profPerc = GetProfit(bitlishUSD.ask.price, luno.bid.price, usdzar, 0.4M, 4.84M, 2000);
// pf = new ProfitRecording();
// pf.Exchange = enExchange.Bitlish;
// pf.Currency = enCurrency.USD;
// pf.LunoBid = luno.bid.price;
// pf.ExchangeAsk = bitlishUSD.ask.price;
// pf.CurrencyToZARExchangeRate = usdzar;
// pf.ProfitPerc = profPerc;
// pf.ArbSymblol = "ETH";
// pf.Save();
//}
//catch
//{// duplicate last recording
// ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitlish, enCurrency.USD, "ETH");
// pf = new ProfitRecording();
// pf.Exchange = pflast.Exchange;
// pf.Currency = pflast.Currency;
// pf.LunoBid = pflast.LunoBid;
// pf.ExchangeAsk = pflast.ExchangeAsk;
// pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
// pf.ProfitPerc = pflast.ProfitPerc;
// pf.ArbSymblol = "ETH";
// pf.Save();
//}
//// Bitlish EUR;
//try
//{
// profPerc = GetProfit(bitlishEUR.ask.price, luno.bid.price, eurzar, 0.4M, 4.35M, 1500);
// pf = new ProfitRecording();
// pf.Exchange = enExchange.Bitlish;
// pf.Currency = enCurrency.EUR;
// pf.LunoBid = luno.bid.price;
// pf.ExchangeAsk = bitlishEUR.ask.price;
// pf.CurrencyToZARExchangeRate = eurzar;
// pf.ProfitPerc = profPerc;
// pf.ArbSymblol = "ETH";
// pf.Save();
//}
//catch
//{// duplicate last recording
// ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitlish, enCurrency.EUR, "ETH");
// pf = new ProfitRecording();
// pf.Exchange = pflast.Exchange;
// pf.Currency = pflast.Currency;
// pf.LunoBid = pflast.LunoBid;
// pf.ExchangeAsk = pflast.ExchangeAsk;
// pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
// pf.ProfitPerc = pflast.ProfitPerc;
// pf.ArbSymblol = "ETH";
// pf.Save();
//}
// CEX USD;
try
{
profPerc = GetProfit(cexUSD.ask.price, luno.bid.price, usdzar, 0.4M, 2.99M, 3000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Cex;
pf.Currency = enCurrency.USD;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = cexUSD.ask.price;
pf.CurrencyToZARExchangeRate = usdzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "ETH";
pf.Save();
}
catch
{// duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.USD, "ETH");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "ETH";
pf.Save();
}
// CEX EUR;
try
{
profPerc = GetProfit(cexEUR.ask.price, luno.bid.price, eurzar, 0.4M, 2.99M, 3000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Cex;
pf.Currency = enCurrency.EUR;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = cexEUR.ask.price;
pf.CurrencyToZARExchangeRate = eurzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "ETH";
pf.Save();
}
catch
{// duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.EUR, "ETH");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "ETH";
pf.Save();
}
// CEX GBP;
try
{
profPerc = GetProfit(cexGBP.ask.price, luno.bid.price, gbpzar, 0.4M, 2.99M, 2000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Cex;
pf.Currency = enCurrency.GBP;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = cexGBP.ask.price;
pf.CurrencyToZARExchangeRate = gbpzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "ETH";
pf.Save();
}
catch
{ // duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.GBP, "ETH");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "ETH";
pf.Save();
}
}
private string get_content(Uri uri, out string extension)
{
extension = "";
// Api Calls
if (uri.ToString().Contains("/api"))
{
string command = uri.ToString().Split(new string[] { "api" }, StringSplitOptions.None)[1].Substring(1);
CexApi CexClient = new CexApi(Form1.CexUsername, Form1.CexApiKey, Form1.CexApiSecret);
switch (command)
{
case "ticker":
return(Newtonsoft.Json.JsonConvert.SerializeObject(CexClient.Ticker(SymbolPair.XRP_USD).Result));
break;
default:
break;
}
var orderbook = CexClient.OrderBook(SymbolPair.XRP_USD).Result;
return(Newtonsoft.Json.JsonConvert.SerializeObject(
new
{
// -------------------------------
// Cex.Io Api Functions
// -------------------------------
// -------------------------------
// ---- Tag: Public API calls ----
// -------------------------------
// Currency_limits
Ticker = CexClient.Ticker(SymbolPair.XRP_USD).Result,
// Tickers_for_all_pairs_by_markets
// Last_price
// Last_prices_for_given_markets
// Converter
Chart = CexClient.Chart(SymbolPair.XRP_USD).Result,
// Historical_1m_OHLCV_Chart = CexClient.Historical_1m_OHLCV_Chart(SymbolPair.XRP_USD, DateTime.Now.AddDays(-1), "m"),
Orderbook =
new
{
Asks = orderbook.Asks.Take(15).Union(orderbook.Asks.Skip(orderbook.Asks.Count() - 5).Take(5)),
Bids = orderbook.Bids.Take(15).Union(orderbook.Asks.Skip(orderbook.Bids.Count() - 5).Take(5)),
Timestamp = orderbook.Timestamp,
buy_total = orderbook.buy_total,
sell_total = orderbook.sell_total
}
,
// Trade_history = CexClient.TradeHistory(SymbolPair.XRP_USD).Result,
// --------------------------------
// ---- Tag: Private API calls ----
// --------------------------------
Account_balance = CexClient.AccountBalance().Result,
Open_orders = CexClient.OpenOrders(SymbolPair.XRP_USD).Result,
// Open_orders_by_pair
// Active_order_status
// Archived_orders
// Cancel_order= CexClient.CancelOrder(new TradeId(0)).Result,
// Cancel_all_orders_for_given_pair
// Place_order = CexClient.PlaceOrder(SymbolPair.XRP_USD,new Order() { Amount=1, Price=1, Type= OrderType.Buy },null).Result,
// Get_order_details
// Get_order_transactions
// Get_crypto_address
// Get_my_fee
// Cancel_replace_order
// Open_position
// Get_position
// Open_positions
// Close_position
// Archived_positions
// Get_marginal_fee
}));
}
else // Orher Resource calls
{
var path = uri.LocalPath.Substring(1);
path = string.IsNullOrWhiteSpace(path) ? this.default_filename : path;
extension = Path.GetExtension(path);
return(File.ReadAllText(Path.Combine(this.folder, path)));
}
}
