public Robot_Session(Robot_Trade robotTrade, Robot_Market robotMarket, HFTInfo info)
{
this.robotTrade = robotTrade;
this.robotMarket = robotMarket;
SessionOrders = new List <Order>();
this.info = info;
symbol = info.Symbol;
timer = new System.Timers.Timer(3000);
timer.Elapsed += Timer_Elapsed;
IsRunning = false;
}
public Robot_Report(Robot_Trade robotTrade, Robot_Session robotSession, Robot_Market robotMarket, HFTInfo info)
{
HourOpenEarn = 0;
OpenShockCount = OpenResetCount = 0;
HourOpenTimeSpans = TimeSpan.Zero;
timer = new System.Timers.Timer(60 * 1000);
timer.Elapsed += Timer_Elapsed;;
this.robotTrade = robotTrade;
this.robotSession = robotSession;
this.robotMarket = robotMarket;
this.info = info;
}
private void Init()
{
config = Config.LoadConfig();
coinConfigs = CoinConfig.Load();
info = new HFTInfo(config);
Symbols = new List <string>();
Symbol = config.Symbol;
Platform = config.Platform;
robotMarket = new Robot_Market(Platform);
robotTrade = new Robot_Trade(coinConfigs, config, Platform, config.ApiKey, config.SecretKey, new List <string>()
{
Symbol
});
robotSession = new Robot_Session(robotTrade, robotMarket, info);
robotSession.SessionEvent += RobotHFT_SessionEvent;
robotCurrent = new Robot_Current(robotTrade, robotSession, info);
robotCurrent.CurrentEvent += RobotHFT_CurrentEvent;;
robotReport = new Robot_Report(robotTrade, robotSession, robotMarket, info);
}
private void Init()
{
coinConfigs = CoinConfig.Load();
robotMarket = new Robot_Market(Platform);
var list = coinConfigs.Where(a => a.Platform.ToLower() == Platform.ToLower()).Select(a => a.Symbol).ToList();
robotMarket.Run(new List <string>()
{
"btcusdt"
});
decimal lastTicker = 0;
int lastflag = 0;
decimal count = 0;
decimal guessR = 0;
while (true)
{
try
{
Thread.Sleep(1000 * 30);
if (!robotMarket.Running)
{
continue;
}
var depth = robotMarket.GetDepth("btcusdt");
var ticker = robotMarket.GetTicker("btcusdt");
#region
depth item = new depth();
item.date = DateTime.Now;
item.id = Utils.GetUtcTimeDec();
item.ticker = ticker?.last;
item.json = ModelHelper <Depth> .Model2Json(depth);;
if (item.ticker != 0 && !string.IsNullOrEmpty(item.json))
{
DbHelper.CreateInstance().AddDepth(item);
}
#endregion
StringBuilder sb = new StringBuilder();
if (depth != null && depth.asks.Count > 0 && depth.bids.Count > 0)
{
var asks = depth.asks.ToArray();
var bids = depth.bids.ToArray();
var firstA = asks.FirstOrDefault();
var firstB = bids.FirstOrDefault();
string ss = "----";
if (ticker.last > lastTicker * 1.02m)
{
ss = "up";
}
if (ticker.last < lastTicker * 0.98m)
{
ss = "down";
}
string sss = "Guess Wrong!";
if (ss == "up" && lastflag == 1)
{
sss = "Guess Right!"; guessR++;
}
if (ss == "down" && lastflag == 2)
{
sss = "Guess Right!"; guessR++;
}
if (lastflag == 0)
{
sss = "";
}
sb.AppendLine($"depth asks:{asks.Count()} bids:{bids.Count()}");
sb.AppendLine($"lastTicker :{lastTicker.ToString("0.00")} thisTicker:{ticker.last.ToString("0.00")} price go {ss} {sss}");
var rate = count == 0 ? 1 : guessR / count;
sb.AppendLine($"GuessCount :{count} Right:{guessR} Rate:{rate.ToString("p")}");
lastTicker = ticker.last;
var aSum = asks.Sum(a => a[1]);
var bSum = bids.Sum(a => a[1]);
sb.AppendLine($"Amount Sum asks:{aSum.ToString("0.000")} bids:{bSum.ToString("0.000")}");
var avA = asks.Sum(a => a[0] * a[1]) / aSum;
var avB = bids.Sum(a => a[0] * a[1]) / bSum;
sb.AppendLine($"Price Ave asks:{avA.ToString("0.00")} bids:{avB.ToString("0.00")}");
var lastA = asks.LastOrDefault();
var lastB = bids.LastOrDefault();
sb.AppendLine($"depth asks from:{lastA[0].ToString("0.000")},{lastA[1].ToString("0.000")} to:{firstA[0].ToString("0.000")},{firstA[1].ToString("0.000")}");
sb.AppendLine($"depth bids from:{firstB[0].ToString("0.000")},{firstB[1].ToString("0.000")} to:{lastB[0].ToString("0.000")},{lastB[1].ToString("0.000")}");
//sb.AppendLine($"{asks.Where(a => a[0] == 0).Count()}{asks.Where(a => asks.Where(b => b[0] == a[0]).Count() > 1).Count()}");
var isUp = aSum * 2.5m < bSum;
var isDown = bSum * 2.5m < aSum;
var flag = 0; string str = "----";
if (isUp)
{
flag = 1; str = "Maybe Up"; count++;
}
if (isDown)
{
flag = 2; str = "Maybe Down"; count++;
}
sb.AppendLine($"{str}");
lastflag = flag;
//Console.WriteLine(sb.ToString());
Log4NetUtility.Debug(sb.ToString());
}
}
catch (Exception e)
{
Log4NetUtility.Error("while", e.Message);
}
}
}