/// <summary>
/// Checks the implemented trading indicator(s),
/// if one pair triggers the buy signal a new trade record gets created.
/// </summary>
/// <returns></returns>
private async Task <List <TradeSignal> > FindBuyOpportunities()
{
// Retrieve our current markets
var markets = await _api.GetMarketSummaries();
var pairs = new List <TradeSignal>();
// Check if there are markets matching our volume.
markets = markets.Where(x =>
(x.Volume > _settings.MinimumAmountOfVolume ||
_settings.AlwaysTradeList.Contains(x.CurrencyPair.BaseCurrency)) &&
_settings.QuoteCurrency.ToUpper() == x.CurrencyPair.QuoteCurrency.ToUpper()).ToList();
// If there are items on the only trade list remove the rest
foreach (var item in _settings.OnlyTradeList)
{
markets.RemoveAll(x => x.CurrencyPair.BaseCurrency != item);
}
// Remove existing trades from the list to check.
foreach (var trade in _activeTrades)
{
markets.RemoveAll(x => x.MarketName == trade.Market);
}
// Remove items that are on our blacklist.
foreach (var market in _settings.MarketBlackList)
{
markets.RemoveAll(x => x.CurrencyPair.BaseCurrency == market);
}
// Prioritize markets with high volume.
foreach (var market in markets.Distinct().OrderByDescending(x => x.Volume).ToList())
{
var signal = await GetStrategySignal(market.MarketName);
// A match was made, buy that please!
if (signal != null && signal.TradeAdvice == TradeAdvice.Buy)
{
pairs.Add(new TradeSignal
{
MarketName = market.MarketName,
QuoteCurrency = market.CurrencyPair.QuoteCurrency,
BaseCurrency = market.CurrencyPair.BaseCurrency,
TradeAdvice = signal.TradeAdvice,
SignalCandle = signal.SignalCandle
});
}
}
return(pairs);
}
/// <summary>
/// List everything that gives a positive trade signal.
/// </summary>
private async Task <List <string> > ListTrades()
{
var results = new List <string>();
// Retrieve our current markets
var markets = await _api.GetMarketSummaries();
// Check if there are markets matching our volume.
markets = markets.Where(x => (x.BaseVolume > Constants.MinimumAmountOfVolume ||
Constants.AlwaysTradeList.Contains(x.MarketName)) && x.MarketName.StartsWith("BTC-")).ToList();
// Remove items that are on our blacklist.
foreach (var market in Constants.MarketBlackList)
{
markets.RemoveAll(x => x.MarketName == market);
}
// Prioritize markets with high volume.
foreach (var market in markets.Distinct().OrderByDescending(x => x.BaseVolume).ToList())
{
try
{
var trend = await GetTrend(market.MarketName);
if (trend.Count > 0 && trend.Last().TradeAdvice == TradeAdvice.Buy)
{
// A match was made, buy that please!
results.Add(market.MarketName);
}
}
catch {
// Couldn't get a trend, no worries, move on.
}
}
return(results);
}
/// <summary>
/// Checks the implemented trading indicator(s),
/// if one pair triggers the buy signal a new trade record gets created.
/// </summary>
/// <returns></returns>
private async Task <List <TradeSignal> > FindBuyOpportunities()
{
// Retrieve our current markets
var markets = await _api.GetMarketSummaries();
var pairs = new List <TradeSignal>();
// Check if there are markets matching our volume.
markets = markets.Where(x =>
(x.Volume > _settings.MinimumAmountOfVolume ||
_settings.AlwaysTradeList.Contains(x.CurrencyPair.BaseCurrency)) &&
_settings.QuoteCurrency.Contains(x.CurrencyPair.QuoteCurrency.ToUpper())).ToList();
// Remove items that are on our blacklist.
foreach (var market in _settings.MarketBlackList)
{
markets.RemoveAll(x => x.CurrencyPair.BaseCurrency == market);
}
// Prioritize markets with high volume.
foreach (var market in markets.Distinct().OrderByDescending(x => x.Volume).ToList())
{
var signal = await GetStrategySignal(market.MarketName);
if (signal != null && signal.TradeAdvice != TradeAdvice.Hold)
{
pairs.Add(new TradeSignal()
{
MarketName = market.MarketName,
TradeAdvice = signal.TradeAdvice,
SignalCandle = signal.SignalCandle
});
}
}
return(pairs);
}
/// <summary>
/// Checks the implemented trading indicator(s),
/// if one pair triggers the buy signal a new trade record gets created.
/// </summary>
/// <param name="trades"></param>
/// <param name="amountOfBtcToInvestPerTrader"></param>
/// <returns></returns>
private async Task <Trade> FindTrade(List <Trade> trades, double amountOfBtcToInvestPerTrader)
{
// Get our Bitcoin balance from the exchange
var currentBtcBalance = await _api.GetBalance("BTC");
// Do we even have enough funds to invest?
if (currentBtcBalance < Constants.AmountOfBtcToInvestPerTrader)
{
throw new Exception("Insufficient BTC funds to perform a trade.");
}
// Retrieve our current markets
var markets = await _api.GetMarketSummaries();
// Check if there are markets matching our volume.
markets = markets.Where(x => (x.BaseVolume > Constants.MinimumAmountOfVolume || Constants.AlwaysTradeList.Contains(x.MarketName)) && x.MarketName.StartsWith("BTC-")).ToList();
// Remove existing trades from the list to check.
foreach (var trade in trades)
{
markets.RemoveAll(x => x.MarketName == trade.Market);
}
// Remove items that are on our blacklist.
foreach (var market in Constants.MarketBlackList)
{
markets.RemoveAll(x => x.MarketName == market);
}
// Check the buy signal!
string pair = null;
// Prioritize markets with high volume.
foreach (var market in markets.Distinct().OrderByDescending(x => x.BaseVolume).ToList())
{
if (await GetBuySignal(market.MarketName))
{
// A match was made, buy that please!
pair = market.MarketName;
break;
}
}
// No pairs found. Return.
if (pair == null)
{
return(null);
}
var openRate = GetTargetBid(await _api.GetTicker(pair));
var amount = amountOfBtcToInvestPerTrader / openRate;
var amountYouGet = (amountOfBtcToInvestPerTrader * (1 - Constants.TransactionFeePercentage)) / openRate;
var orderId = await _api.Buy(pair, openRate, amount);
return(new Trade()
{
Market = pair,
StakeAmount = Constants.AmountOfBtcToInvestPerTrader,
OpenRate = openRate,
OpenDate = DateTime.UtcNow,
Quantity = amountYouGet,
OpenOrderId = orderId,
BuyOrderId = orderId,
IsOpen = true,
StrategyUsed = _strategy.Name,
PartitionKey = "TRADE",
SellType = SellType.None,
RowKey = $"MNT{(DateTime.MaxValue.Ticks - DateTime.UtcNow.Ticks):d19}"
});
}
