public static void Main(string[] args)
{
double sVolume = 0.3;
double dtComssion = 0.001;
double buyVolume = sVolume + dtComssion;
Console.WriteLine("- BitCoin Arbitrage System by Julian - [email protected]");
Console.WriteLine("- Not Buying Real Bitcoin, but checking current prices for " + buyVolume.ToString("F3") + " Volume in the markets with comissions included -");
Console.WriteLine("====================================================================================================================");
Console.WriteLine();
//Init
var api = new ExmoAPI.ExmoApi("K-762b56b6c172f39da2bd10f5b3a08d08fe933a4e", "S-98baf899fcab15a345e8d79a086bca413560e042");
bool done = false;
double dProfit = 0;
while (!done)
{
if (Console.KeyAvailable)
{
done = true;
}
Console.WriteLine("-------------- NEW OPERATION -----------------------------------------------------------------------------------");
var result = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "BTC_USD" }, { "limit", "50" }
});
ExmoApi.OrderBook ob = ExmoApi.OrderBook.FromJson(result);
Console.WriteLine("Searching in (A) OrderBook for a Sell Volume of more than " + buyVolume.ToString("F4") + " Btc");
double aBTC = 0;
double aVolume = 0;
for (int i = 0; i < ob.BTCUSD.Ask.Length; i++)
{
aVolume = aVolume + Double.Parse(ob.BTCUSD.Ask[i][1]);
if (aVolume > buyVolume)
{
aBTC = Double.Parse(ob.BTCUSD.Ask[i][0]);
break;
}
}
double aBTCwc = aBTC * 1.0015;
Console.Write(DT() + "(A) Btc Buy Price: " + aBTC.ToString("N") + " Volume: " + aVolume.ToString("N") + " Top Ask: " + ob.BTCUSD.AskTop);
Console.Write(" <-> ");
//GatecoinServiceInterface.Client.ServiceClient sc = new GatecoinServiceInterface.Client.ServiceClient();
//sc.Get(new IReturn<void>)
//GatecoinServiceInterface.Request.OrderBook obd = new GatecoinServiceInterface.Request.OrderBook();
//obd.CurrencyPair = "BTC/USD";
//GatecoinServiceInterface.Client.ServiceClient sc = new GatecoinServiceInterface.Client.ServiceClient();
//sc.Get(obd);
string jsMD = GetGCMarketDepth();
Providers.Gatecoin.MarketDepth gcmd = Providers.Gatecoin.MarketDepth.FromJson(jsMD);
double bBTC = gcmd.Bids[0].Price;
double bVolume = gcmd.Bids[0].Volume;
Console.WriteLine("(B) Btc Sell Price: " + bBTC.ToString("N") + " Volume: " + bVolume.ToString("N") + " Top Bid: " + gcmd.Bids[0].Price.ToString("N"));
Console.Write(DT() + "Price diff w/o commisions: " + (bBTC - aBTC).ToString("F2"));
double oDiff = bBTC - aBTC;
double obBTC = bBTC;
double obBTCwc = obBTC / 1.003;
Console.WriteLine(" [] Price diff w/ commisions: " + (obBTCwc - aBTC).ToString("N"));
Console.WriteLine(DT() + "Buying from (A) at price: " + aBTCwc.ToString("N") + " Comissions Included (" + (aBTC * 0.0015).ToString("N") + ")");
double aCost = buyVolume * aBTCwc;
Console.WriteLine(DT() + "Bought " + buyVolume + " BTC Total Costs " + aCost.ToString("N"));
Console.Write("Transfering to B (Wait 30m): ");
//DEMO: transfering BitCoin from A to B
int m = 0;
while (m <= 1)
{
System.Threading.Thread.Sleep(1000 * 60);
Console.Write(m.ToString() + ".");
m++;
if (Console.KeyAvailable)
{
done = true;
break;
}
}
Console.WriteLine();
Console.WriteLine(DT() + sVolume.ToString("N") + "Bitcoin Transfered to B. Transfer Costs: " + dtComssion.ToString("N3") + " " + (gcmd.Bids[0].Price * 0.001).ToString("N") + " USD");
jsMD = GetGCMarketDepth();
gcmd = Providers.Gatecoin.MarketDepth.FromJson(jsMD);
Console.WriteLine("Searching in (B) OrderBook for a Buy Volume of more than " + sVolume.ToString("N") + " Btc");
for (int i = 0; i <= gcmd.Bids.Length; i++)
{
double tVol = +gcmd.Bids[i].Volume;
if (tVol > sVolume)
{
bBTC = gcmd.Bids[i].Price;
bVolume = tVol;
break;
}
}
double bBTCwc = bBTC / 1.0030;
double FinalPriceDiff = bBTCwc - aBTCwc;
Console.WriteLine(DT() + "Original Buying (A) Price: " + aBTCwc.ToString("N") + " PriceDiff: " + FinalPriceDiff.ToString("N") + " Expected Diff: " + (oDiff.ToString("N")));
Console.WriteLine(DT() + "Selling " + sVolume.ToString("N3") + "BTC at current (B) price: " + bBTCwc.ToString("N") + " Comissions Included (" + (bBTC * 0.003).ToString("N") + ")");
double bIncome = bBTCwc * sVolume;
double abProfit = (bIncome - aCost);
Console.WriteLine(DT() + "Got " + bIncome.ToString("N") + " With a Profit of " + abProfit.ToString("N") + " Original Cost " + aCost.ToString("N"));
dProfit += abProfit;
Console.WriteLine(DT() + "Accumulated profit: " + dProfit.ToString());
Console.WriteLine();
}
}
public static string ToJson(this MarketDepth self) => JsonConvert.SerializeObject(self, Converter.Settings);