public static Ticker GetTicker(TradePair pair)
{
var url = TickerUrl(pair.ToString());
var json = Get(url);
return(JsonTicker.Parse(json));
}
internal TradePair MapPair(TradePair pair)
{
var pairs = pair.UrlSlug.Split('_');
_currencies.Items.First(i => String.Equals(i.Name, pairs[0], StringComparison.CurrentCultureIgnoreCase));
return(pair);
}
/// <summary>Add the spot price to the chart</summary>
public void BuildScene(TradePair pair, ChartControl chart)
{
// Add b2q first, so green is above red
var spot_b2q = pair.SpotPrice[ETradeType.B2Q];
var spot_q2b = pair.SpotPrice[ETradeType.Q2B];
if (spot_b2q != null)
{
var pt0 = chart.ChartToClient(new Point(chart.XAxis.Min, spot_b2q.Value.ToDouble()));
var pt1 = chart.ChartToClient(new Point(chart.XAxis.Max, spot_b2q.Value.ToDouble()));
// Add the line
B2QLine.X1 = pt0.X;
B2QLine.Y1 = pt0.Y;
B2QLine.X2 = pt1.X;
B2QLine.Y2 = pt1.Y;
chart.Overlay.Adopt(B2QLine);
// Add the price label
var pt = chart.TransformToDescendant(chart.YAxisPanel).Transform(pt1);
Canvas.SetLeft(B2QPrice, 0);
Canvas.SetTop(B2QPrice, pt.Y - B2QPrice.RenderSize.Height / 2);
B2QPrice.Text = spot_b2q.Value.ToString(8);
chart.YAxisPanel.Adopt(B2QPrice);
}
else
{
B2QLine.Detach();
B2QPrice.Detach();
}
if (spot_q2b != null)
{
var pt0 = chart.ChartToClient(new Point(chart.XAxis.Min, spot_q2b.Value.ToDouble()));
var pt1 = chart.ChartToClient(new Point(chart.XAxis.Max, spot_q2b.Value.ToDouble()));
// Add the line
Q2BLine.X1 = pt0.X;
Q2BLine.Y1 = pt0.Y;
Q2BLine.X2 = pt1.X;
Q2BLine.Y2 = pt1.Y;
chart.Overlay.Adopt(Q2BLine);
// Add the price label
var pt = chart.TransformToDescendant(chart.YAxisPanel).Transform(pt1);
Canvas.SetLeft(Q2BPrice, 0);
Canvas.SetTop(Q2BPrice, pt.Y - Q2BPrice.RenderSize.Height / 2);
Q2BPrice.Text = spot_q2b.Value.ToString(8);
chart.YAxisPanel.Adopt(Q2BPrice);
}
else
{
Q2BLine.Detach();
Q2BPrice.Detach();
}
}
public List <TradePair> extractRawRecord(string filePath)
{
try
{
//use FileReader class with option FileAccess = Read and Share = System.IO.FileShare.ReadWrite to prevent locking the file and deal with file changes.
using (FileStream file = new FileStream(filePath, FileMode.Open, FileAccess.Read, FileShare.ReadWrite))
{
Dictionary <String, TradePair> dict = new Dictionary <string, TradePair>();
using (StreamReader reader = new StreamReader(file, Encoding.GetEncoding("gb2312")))
{
// skip the first header line
string line = reader.ReadLine();
while ((line = reader.ReadLine()) != null)
{
String[] tokens = String.Copy(line).Split('\t');
if (tokens.Length <= 1)
{
continue;
}
string ticker = tokens[1];
TradePair pair = null;
if (!dict.ContainsKey(ticker))
{
pair = new TradePair();
pair.ticker = ticker;
dict[ticker] = pair;
}
pair = dict[ticker];
Trade trade = new Trade(ticker, Convert.ToInt32(tokens[4]), Convert.ToSingle(tokens[5]), TradeType.UNKNOWN);
if (BUY_FLAG.Equals(tokens[3]))
{
trade.type = TradeType.BUY;
pair.buyTrade = trade;
}
else if (LENDSELL_FLAG.Equals(tokens[10]))
{
trade.type = TradeType.LENDSELL;
pair.lendSellTrade = trade;
}
}
reader.Close();
}
file.Close();
return(dict.Values.ToList());
}
}
catch (Exception e)
{
Console.WriteLine(e.StackTrace);
return(null);
}
}
public string GetLocalTradingPairString(TradePair t, SubscribeTypes st = CommonLab.SubscribeTypes.RESTAPI)
{
if (t.FromSymbol.ToLower() == "bch")
{
return("BCC" + t.ToSymbol.ToUpper());
}
if (t.ToSymbol.ToLower() == "bch")
{
return(t.FromSymbol.ToUpper() + "BCC");
}
return(t.FromSymbol.ToUpper() + t.ToSymbol.ToUpper());
}
public ITradePair GetTickersWithCandlesticks(ITradePair poltickers)
{
var ticker = new TradePair()
{
Id = poltickers.Id,
Exchange = CryptoExchange.Poloniex,
};
var candlesticks_4H = GetCandleSticks(poltickers, 0, 0, CandlestickInterval.Hours_4).ToList();
var candlesticksDaily = GetCandleSticks(poltickers, 0, 0, CandlestickInterval.Daily).ToList();
var count = candlesticks_4H.Count() > candlesticksDaily.Count() ? candlesticks_4H.Count() : candlesticksDaily.Count();
for (var j = 0; j < count; j++)
{
if (j < candlesticks_4H.Count())
{
ticker.CandleSticks_4h.Add(new CandleStick()
{
CandleInterval = CandlestickInterval.Hours_4,
Close = candlesticks_4H.ElementAt(j).Close,
High = candlesticks_4H.ElementAt(j).High,
Low = candlesticks_4H.ElementAt(j).Low,
Open = candlesticks_4H.ElementAt(j).Open,
Volume = candlesticks_4H.ElementAt(j).Volume,
Date = candlesticks_4H.ElementAt(j).Date
});
ticker.CandleSticks_4h.Last().CCI = ticker.CandleSticks_4h.GetCCI(3, 10);
ticker.CandleSticks_4h.Last().SMA20 = ticker.CandleSticks_4h.GetMovingAvarage(20);
}
if (j < candlesticksDaily.Count())
{
ticker.CandleSticks_Daily.Add(new CandleStick()
{
CandleInterval = CandlestickInterval.Daily,
Close = candlesticksDaily.ElementAt(j).Close,
High = candlesticksDaily.ElementAt(j).High,
Low = candlesticksDaily.ElementAt(j).Low,
Open = candlesticksDaily.ElementAt(j).Open,
Volume = candlesticksDaily.ElementAt(j).Volume,
Date = candlesticksDaily.ElementAt(j).Date
});
ticker.CandleSticks_Daily.Last().CCI = ticker.CandleSticks_Daily.GetCCI(3, 10);
ticker.CandleSticks_Daily.Last().SMA20 = ticker.CandleSticks_Daily.GetMovingAvarage(20);
}
}
ticker.GetCCICrossToPositive();
ticker.SetLastHighest();
ticker.LastUpdated = DateTime.Now;
return(ticker);
}
// Note: a closed loop is one that starts and ends at the same currency
// but not necessarily on the same exchange.
public Loop(TradePair pair)
{
Pairs = new List <TradePair>();
Rate = null;
Direction = 0;
TradeScale = 1m;
TradeVolume = 0m._(pair.Base);
Profit = 0m._(pair.Base);
ProfitRatioFwd = 0;
ProfitRatioBck = 0;
Pairs.Add(pair);
}
private Market getMarketByTicker(TradePair pair)
{
if (pair.ticker.StartsWith(SHANGHAI_PREFIX))
{
return(Market.SHANGHAI);
}
else if (pair.ticker.StartsWith(SHENZHEN_PREFIX) || pair.ticker.StartsWith(CHUANGYE_PREFIX))
{
return(Market.SHENZHEN);
}
else
{
return(Market.UNKNOWN);
}
}
private void Button_Click(object sender, RoutedEventArgs e)
{
IExchange cryptopia = new Cryptopia();
TradePair tp = new TradePair()
{
BaseLabel = "BTC", CurrencyLabel = "ETN"
};
MarketOrdersResponse r = cryptopia.GetMarketOrders(new MarketOrdersRequest(tp));
//IExchange bittrex = new Bittrex();
//TradePair tp = new TradePair() { BaseLabel = "BTC", CurrencyLabel = "RDD" };
//MarketOrdersRequest mr = new MarketOrdersRequest(tp);
//MarketOrdersResponse r = bittrex.GetMarketOrders(mr);
int i = 1;
}
public string GetLocalTradingPairString(TradePair t, SubscribeTypes st = CommonLab.SubscribeTypes.RESTAPI)
{
if (st == SubscribeTypes.WSS)
{
if (t.FromSymbol.ToLower() == "btc" && t.ToSymbol.ToLower() == "usd")
{
return("");
}
return(t.FromSymbol.ToLower() + t.ToSymbol.ToLower());
}
else if (st == SubscribeTypes.RESTAPI)
{
return(t.FromSymbol.ToLower() + t.ToSymbol.ToLower());
}
return(t.FromSymbol.ToLower() + t.ToSymbol.ToLower());
}
public string GetLocalTradingPairString(TradePair t, SubscribeTypes st = CommonLab.SubscribeTypes.RESTAPI)
{
//if (st == SubscribeTypes.WSS)
//{
// if (t.FromSymbol.ToLower() == "btc" && t.ToSymbol.ToLower() == "usd")
// return "";
// return "_" + t.FromSymbol.ToLower() + t.ToSymbol.ToLower();
//}
//else if (st == SubscribeTypes.RESTAPI)
//{
// return t.FromSymbol.ToLower() + "_" + t.ToSymbol.ToLower();
//}
//if (t.FromSymbol.ToLower() == "bch")
// return "bcc" + t.ToSymbol.ToLower();
//if (t.ToSymbol.ToLower() == "bch")
// return t.FromSymbol.ToLower()+ "bcc" ;
return(t.FromSymbol.ToLower() + t.ToSymbol.ToLower());
}
public static TradePairOrders GetOrders(TradePair pair)
{
using (var w = new WebClient())
{
w.Headers.Add("User-Agent", "Mozilla/5.0");
var json_data = string.Empty;
// attempt to download JSON data as a string
try
{
json_data = w.DownloadString("https://coinex.pw/api/v2/orders?tradePair=" + pair.Id);
}
catch (Exception e)
{
throw new Exception("Unable to query coinex: " + e.Message);
}
// if string with JSON data is not empty, deserialize it to class and return its instance
return(new TradePairOrders(!string.IsNullOrEmpty(json_data) ? JsonConvert.DeserializeObject <TradePairOrdersJson>(json_data) : new TradePairOrdersJson()));
}
}
static void Main(string[] args)
{
log = new Log(DateTime.Now.ToString("yyyyMMddHHmmss") + ".txt");
prices = new List <double>(15);
TradeBook = new List <Trade>();
for (int i = 0; i < 15; i++)
{
prices.Add(0);
}
LastBalanceTime = DateTime.Now;
FromSymbol = "LTC";
ToSymbol = "BTC";
tradepair = new TradePair(FromSymbol, ToSymbol);
exchange = new KFCC.Exchanges.EOkCoin.OkCoinExchange("a8716cf5-8e3d-4037-9a78-6ad59a66d6c4", "CF44F1C9F3BB23B148523B797B862D4C", "", "");
exchange.Subscribe(tradepair, CommonLab.SubscribeTypes.WSS);
exchange.TradeEvent += Exchange_TradeEvent;
exchange.DepthEvent += Exchange_DepthEvent;
MainLoop();
Console.ReadKey();
}
/// <summary>
/// From a generic trade pair, this method will return the list of tradepairs from all exchanges
/// </summary>
/// <param name="tradePair"></param>
public static HashSet <ExchangeTradePair> GetExchangeTradePairs(TradePair tradePair)
{
return(indexByTradePair[tradePair]);
}
private static void Exchange_TradeEvent(object sender, Trade t, EventTypes et, TradePair tp)
{
if (TradeBook.Count == 15)
{
TradeBook.RemoveAt(0);
}
TradeBook.Add(t);
Vol = 0.7 * Vol + 0.3 * t.Amount;
LastTradeID = Convert.ToInt32(t.TradeID);
}
private static void Exchange_DepthEvent(object sender, Depth d, EventTypes et, TradePair tp)
{
OrderBook = d;
bidPrice = OrderBook.Bids[0].Price * 0.618 + OrderBook.Asks[0].Price * 0.382;//需要调整价格
askPrice = OrderBook.Bids[0].Price * 0.382 + OrderBook.Asks[0].Price * 0.618;
//prices = prices[1.. - 1] + [(
// (orderBook.bids[0].limitPrice + orderBook.asks[0].limitPrice) / 2 * 0.7 +
// (orderBook.bids[1].limitPrice + orderBook.asks[1].limitPrice) / 2 * 0.2 +
// (orderBook.bids[2].limitPrice + orderBook.asks[2].limitPrice) / 2 * 0.1)]
prices.RemoveAt(0);
prices.Add(((OrderBook.Bids[0].Price + OrderBook.Asks[0].Price) / 2 * 0.7) + ((OrderBook.Bids[1].Price + OrderBook.Asks[1].Price) / 2 * 0.2) + ((OrderBook.Bids[2].Price + OrderBook.Asks[2].Price) / 2 * 0.1));
}
public Task <decimal> GetPriceAsync(TradePair tradePair)
{
throw new NotImplementedException();
}
public Task <(decimal ask, decimal bid)> GetBookOrderPriceAsync(TradePair tradePair)
{
throw new NotImplementedException();
}
public ArbTradePairSpread(TradePair tradePair)
{
this.TradePair = tradePair;
priceDic = new ConcurrentDictionary <Exchange, TradePairPrice>();
this.MaximumValuedPair = this.MinimumValuedPair = null;
}
public void DisSubcribe(TradePair tp, SubscribeTypes st)
{
throw new NotImplementedException();
}