static void Vwap(IExchangeAPI api, string exchange, string global_symbol, bool displayTrades = false)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol); // "BTC-KRW" for Bithumb?
//api.GetSymbols().ToList().ForEach(s => Console.WriteLine(s));
//var ticker = api.GetTicker(symbol);
//Console.WriteLine("On the {0} exchange, 1 bitcoin is worth {0} USD.", exchange, ticker.Bid);
var trades = api.GetRecentTrades(symbol);
if (displayTrades)
{
trades.ToList().ForEach(t => t.Print());
}
int tradeCount = trades.Count();
if (tradeCount == 0)
{
Console.WriteLine("Zero trades returned for [{0} {1}].", exchange, symbol);
//Console.WriteLine("[{0} {1}] ({2} trades)", exchange, symbol, tradeCount);
return;
}
var sumPQ = trades.Sum(t => t.Price * t.Amount);
var sumQ = trades.Sum(t => t.Amount);
var vwap = sumPQ / sumQ;
var sortedTrades = trades.OrderBy(t => t.Timestamp);
var firstTime = sortedTrades.First().Timestamp;
var lastTime = sortedTrades.Last().Timestamp;
var minutes = lastTime.Subtract(firstTime).TotalMinutes;
Console.WriteLine("[{0} {1}] ({2} trades) VWAP = {3:0.00000000} first:{4} last:{5} ({6:0.0} minutes)", exchange, symbol, tradeCount, vwap, firstTime, lastTime, minutes);
}
catch (Exception ex)
{
Console.WriteLine("***[{0} {1}] ERROR: {2}***", exchange, global_symbol, ex.Message);
}
}
static string Vwap(IExchangeAPI api, string exchange, string global_symbol, bool displayTrades = false)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol); // "BTC-KRW" for Bithumb?
var trades = api.GetRecentTrades(symbol);
if (displayTrades)
{
trades.ToList().ForEach(t => t.Print());
}
int tradeCount = trades.Count();
if (tradeCount == 0)
{
return($"Zero trades returned for [{exchange} {symbol}].\n");
}
var sumPQ = trades.Sum(t => t.Price * t.Amount);
var sumQ = trades.Sum(t => t.Amount);
var vwap = sumPQ / sumQ;
var sortedTrades = trades.OrderBy(t => t.Timestamp);
var firstTime = sortedTrades.First().Timestamp;
var lastTime = sortedTrades.Last().Timestamp;
var minutes = lastTime.Subtract(firstTime).TotalMinutes;
return(string.Format("[{0} {1}] ({2} trades) VWAP = {3:0.00000000} first:{4} last:{5} ({6:0.0} minutes)\n", exchange, symbol, tradeCount, vwap, firstTime, lastTime, minutes));
}
catch (Exception ex)
{
return(string.Format("***[{0} {1}] ERROR: {2}***\n", exchange, global_symbol, ex.Message));
}
}
public string GlobalToExchangeSymbol(string exchange, string symbol)
{
IExchangeAPI api = ExchangeAPI.GetExchangeAPI(exchange.ToLower());
string exchangeSymbol = api.GlobalSymbolToExchangeSymbol(symbol);
return(exchangeSymbol);
}
public string GlobalToTradingViewSymbol(string exchange, string symbol)
{
//Trading view use same format as Binance -> BTC-ETH is ETHBTC
IExchangeAPI api = ExchangeAPI.GetExchangeAPI("binance");
string exchangeSymbol = api.GlobalSymbolToExchangeSymbol(symbol);
return(exchangeSymbol);
}
// Get currency value in BTC for the given amount
// where currency like "ETH", "NEO", "TRX", ...
public static decimal BtcValue(this IExchangeAPI api, string currency, decimal amount)
{
var globalSymbol = currency + "-BTC";
var symbol = api.GlobalSymbolToExchangeSymbol(globalSymbol);
var t = api.GetTicker(symbol);
var btcAmount = t.MidPrice() * amount;
Console.WriteLine("{0,-8} {1,-6} {2,13:0.00000000} btc:{3,13:0.00000000}", api.Name, currency, amount, btcAmount);
return(btcAmount);
}
/*private bool callback(IEnumerable<ExchangeTrade> trades)
* {
* trades.ToList().ForEach(t => t.Print());
* return true;
* }*/
public void Candles(IExchangeAPI api, string global_symbol)
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol);
int? limit = null;
DateTime?startDate = null;
DateTime?endDate = null;
var candles = api.GetCandles(symbol, 60, startDate, endDate, limit);
foreach (var c in candles)
{
Console.WriteLine("{0} {1} [{2} {3}] o:{4} h:{5} l:{6} c:{7} vol:{8}", c.Timestamp, c.PeriodSeconds, c.ExchangeName, c.Name, c.OpenPrice, c.HighPrice, c.LowPrice, c.ClosePrice, c.BaseVolume);
}
}
private async Task Ticker(IExchangeAPI api, string exchange, string global_symbol)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol);
var ticker = await api.GetTickerAsync(symbol);
//var ticker = api.GetTicker(symbol);
Console.WriteLine("[{0,-10} {1,9}] b:{2:0.00000000} a:{3:0.00000000}", exchange, symbol, ticker.Bid, ticker.Ask);
}
catch (Exception ex)
{
//Console.WriteLine("***[{0} {1}] ERROR: {2}***", exchange, global_symbol, ""); //ex.Message);
}
}
private async Task <ExchangeOrderBook> OrderBook(IExchangeAPI api, string exchange, string global_symbol)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol);
var ob = await api.GetOrderBookAsync(symbol);
Console.WriteLine("[{0,-10} {1,9}] {2,5} bids: {3:0.00000000} {4,5} asks: {5:0.00000000} ", exchange, symbol, ob.Bids.Count, ob.Bids.First().Price, ob.Asks.Count, ob.Asks.First().Price);
return(ob);
}
catch (Exception ex)
{
//Console.WriteLine("***[{0} {1}] ERROR: {2}***", exchange, global_symbol, ""); //ex.Message);
}
return(null);
}
private void RecentTrades(IExchangeAPI api, string exchange, string global_symbol, bool displayTrades = false)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol); // "BTC-KRW" for Bithumb?
var trades = api.GetRecentTrades(symbol);
if (displayTrades)
{
trades.ToList().ForEach(t => t.Print());
}
int tradeCount = trades.Count();
if (tradeCount == 0)
{
//Console.WriteLine("[{0,-10} {1,9}] {2,5} trades", exchange, symbol, tradeCount);
return;
}
Console.WriteLine("[{0,-10} {1,9}] {2,5} trades", exchange, symbol, tradeCount);
}
catch (Exception ex)
{
//Console.WriteLine("***[{0} {1}] ERROR: {2}***", exchange, global_symbol, ""); //ex.Message);
}
}