private void UpdateDgv(CommonLab.Depth d)
{
if (dataGridView1.Rows.Count != 10)
{
for (int i = 0; i < 10; i++)
{
dataGridView1.Rows.Add();
}
}
for (int i = 0; i < 10; i++)
{
if (i < 5)
{
dataGridView1.Rows[i].DefaultCellStyle.ForeColor = Color.Red;
dataGridView1.Rows[i].Cells[0].Value = "卖" + (5 - i).ToString();
if (d.Asks.Count > 4)
{
dataGridView1.Rows[i].Cells[1].Value = d.Asks[4 - i].Price.ToString();
dataGridView1.Rows[i].Cells[2].Value = d.Asks[4 - i].Amount.ToString();
}
}
else
{
dataGridView1.Rows[i].DefaultCellStyle.ForeColor = Color.Green;
dataGridView1.Rows[i].Cells[0].Value = "买" + (i - 4).ToString();
if (d.Bids.Count > 4)
{
dataGridView1.Rows[i].Cells[1].Value = d.Bids[i - 5].Price.ToString();
dataGridView1.Rows[i].Cells[2].Value = d.Bids[i - 5].Amount.ToString();
}
}
}
}
private void Exchange_DepthEvent(object sender, CommonLab.Depth d, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
try
{
StringBuilder sb = new StringBuilder();
sb.Append(DateTime.Now.ToString() + ": " + d.ToString(5));
if (textBox1.InvokeRequired)
{
UpdateConsole uc = new UpdateConsole(UpdateConsoleMthod);
textBox1.Invoke(uc, new object[] { (object)Color.Blue, (object)sb.ToString() });
}
else
{
UpdateConsoleMthod(Color.Blue, sb.ToString());
}
}
catch
{ }
}
private void Value_DepthEvent(object sender, CommonLab.Depth d, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
if (!this.Tp.Compare(tp))
{
return;
}
double msecs = (DateTime.Now.TimeOfDay.TotalMilliseconds - _StartMilliseconds) / 1000;
try
{
_TimeSeries[((IExchanges)sender).Name].SeriesPoints.Add(new SeriesPoint(msecs, d.Asks[0].Price));
if (_ChartXy != null && msecs > 1000)
{
_ChartXy.AxisX.MinValue = msecs - 1000;
}
}
catch
{ }
}
private void E_DepthEvent(object sender, CommonLab.Depth d, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
string tradingpair = "";
if (comboBox1.InvokeRequired)
{
GetComboxText gt = new GetComboxText(GetCtext);
tradingpair = comboBox1.Invoke(gt).ToString();
}
if (exchange.GetLocalTradingPairString(tp, (CommonLab.SubscribeTypes)et) != tradingpair)
{
return;
}
if (dataGridView1.InvokeRequired)
{
UpdateDataGDV upd = new UpdateDataGDV(UpdateDgv);
dataGridView1.Invoke(upd, new object[] { (object)d });
}
else
{
UpdateDgv(d);
}
}
static void Trade()
{
while (true)
{
if ((DateTime.Now - StartTime).TotalMinutes < CacheMinuts)
{
Thread.Sleep(1000);
continue;
}
try
{
if (DateTime.Now.Hour == 8)
{
Console.WriteLine("时间到了，看看效果吧");
Console.ReadKey();
return;
}
string raw = "";
CommonLab.Depth d = exchange.GetDepth(exchange.GetLocalTradingPairString(tp), out raw);
Console.WriteLine(d.ToString(10));
double bprice = d.CaculateDepth(CommonLab.OrderType.ORDER_TYPE_BUY, ba);
double sprice = d.CaculateDepth(CommonLab.OrderType.ORDER_TYPE_SELL, aa);
double diff = sprice - bprice;
//
if (diff > 0.00000005)
{
//Console.WriteLine("买单价格：{0} 卖单价格：{1} 差价：{2}", bprice, sprice, diff.ToString("F8"));
}
else
{
bprice -= 0.00000005;
sprice += 0.00000005;
}
if (exchange.CancelAllOrders())
{
continue;
}
account = exchange.GetAccount(out raw);
if (sa == null)
{
sa = account.Clone();
}
double cansellamount = account.Balances[tp.FromSymbol].available;
double canbuyamout = account.Balances[tp.ToSymbol].available / sprice;
canbuyamout = Math.Min(canbuyamout, ba);
cansellamount = Math.Min(cansellamount, aa);
Console.WriteLine("buy:{0} sell:{1} ，diff:{2} account c-sell：{3} c-buy：{4}", bprice, sprice, diff.ToString("F8"), cansellamount, canbuyamout);
double sltc, nltc, cp;
sltc = sa.Balances[tp.FromSymbol].balance + sa.Balances[tp.ToSymbol].balance / d.Asks[0].Price;
nltc = account.Balances[tp.FromSymbol].balance + account.Balances[tp.ToSymbol].balance / d.Asks[0].Price;
cp = 100 * nltc / sltc;
double sbtc, nbtc, bcp;
sbtc = sa.Balances[tp.ToSymbol].balance + sa.Balances[tp.FromSymbol].balance * d.Bids[0].Price;
nbtc = account.Balances[tp.ToSymbol].balance + account.Balances[tp.FromSymbol].balance * d.Bids[0].Price;
bcp = 100 * nbtc / sbtc;
Console.WriteLine("sLTC:{0} nLTC:{1} diff:{2}% sBTC:{3} nBTC:{4} diff:{2}% ", sltc, nltc, cp.ToString("f4"), sbtc, nbtc, bcp.ToString("f4"));
string sorder, border;
if (Bull && cansellamount > 0.01)
{
sorder = exchange.Sell(tp.FromSymbol + "_" + tp.ToSymbol, sprice, cansellamount);
}
if (Bear && canbuyamout > 0.01)
{
border = exchange.Buy(tp.FromSymbol + "_" + tp.ToSymbol, bprice, canbuyamout);
}
Thread.Sleep(1500);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Thread.Sleep(3000);
}
}
}
private static void Exchange_DepthEvent(object sender, CommonLab.Depth d, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
Console.BackgroundColor = ConsoleColor.Black;
Console.ForegroundColor = ConsoleColor.White;
Console.WriteLine(DateTime.Now.ToString() + " de:{0},{1}", d.ExchangeTimeStamp, d.ToString(5));
}
