public async Task <IEnumerable <Core.Model.Symbol> > GetSymbolsAsync(CancellationToken cancellationToken)
{
var binanceApi = new BinanceApi();
var result = await binanceApi.GetSymbolsAsync(cancellationToken).ConfigureAwait(false);
var symbols = result.Select(s => new Core.Model.Symbol
{
Name = $"{s.BaseAsset.Symbol}{s.QuoteAsset.Symbol}",
ExchangeSymbol = $"{s.BaseAsset.Symbol}{s.QuoteAsset.Symbol}",
Exchange = Exchange.Binance,
NotionalMinimumValue = s.NotionalMinimumValue,
BaseAsset = new Core.Model.Asset {
Symbol = s.BaseAsset.Symbol, Precision = s.BaseAsset.Precision
},
Price = new Core.Model.InclusiveRange {
Increment = s.Price.Increment /*, Minimum = s.Price.Minimum, Maximum = s.Price.Maximum*/
}, // HACK : remove Price Min and Max because it realtime calcs hits performance.
Quantity = new Core.Model.InclusiveRange {
Increment = s.Quantity.Increment, Minimum = s.Quantity.Minimum, Maximum = s.Quantity.Maximum
},
QuoteAsset = new Core.Model.Asset {
Symbol = s.QuoteAsset.Symbol, Precision = s.QuoteAsset.Precision
},
Status = (Core.Model.SymbolStatus)s.Status,
IsIcebergAllowed = s.IsIcebergAllowed,
OrderTypes = (IEnumerable <Core.Model.OrderType>)s.OrderTypes
}).ToList();
return(symbols);
}
private async void FormSymbolList_LoadAsync(object sender, EventArgs e)
{
var api = new BinanceApi();
var symbols = await api.GetSymbolsAsync();
symbolList = symbols /*.Where(x => x.QuoteAsset.Symbol == "BTC")*/.OrderBy(x => x.BaseAsset.Symbol).Select(x => x.ToString()).ToList();
comboBoxSymbols.DataSource = symbols /*.Where(x => x.QuoteAsset.Symbol == "BTC")*/.OrderBy(x => x.BaseAsset.Symbol).Select(x => x.BaseAsset.Symbol + " - " + x.QuoteAsset.Symbol).ToList();
}
private static async Task Main()
{
var assets = new List <Asset>();
var api = new BinanceApi();
// Get the current timestamp.
var timestamp = await api.GetTimestampAsync();
// Get latest currency pairs (symbols).
var symbols = (await api.GetSymbolsAsync()).ToList();
// Get assets.
foreach (var symbol in symbols)
{
if (!assets.Contains(symbol.BaseAsset))
{
assets.Add(symbol.BaseAsset);
}
if (!assets.Contains(symbol.QuoteAsset))
{
assets.Add(symbol.QuoteAsset);
}
}
// Read the symbol template file.
var lines = (await File.ReadAllLinesAsync("Symbol.template.cs")).ToList();
// Replace remarks.
var index = lines.FindIndex(l => l.Contains("<remarks></remarks>"));
lines[index] = $" /// <remarks>File generated by {nameof(BinanceCodeGenerator)} tool.</remarks>";
// Replace timestamp.
index = lines.FindIndex(l => l.Contains("<<insert timestamp>>"));
lines[index] = $" public static readonly long LastUpdateAt = {timestamp};";
index = lines.FindIndex(l => l.Contains("<<insert symbols>>"));
lines.RemoveAt(index);
// Sort symbols.
symbols.Sort();
var groups = symbols.GroupBy(s => s.QuoteAsset);
// Insert definition for each currency pair (symbol).
foreach (var group in groups)
{
lines.Insert(index++, $" // {group.First().QuoteAsset}");
foreach (var symbol in group)
{
lines.Insert(index++, $" public static Symbol {symbol.BaseAsset}_{symbol.QuoteAsset} => Cache.Get(\"{symbol.BaseAsset}{symbol.QuoteAsset}\");");
}
lines.Insert(index++, string.Empty);
}
lines.RemoveAt(index);
index = lines.FindIndex(l => l.Contains("<<insert symbol definitions>>"));
lines.RemoveAt(index);
foreach (var symbol in symbols)
{
var orderTypes = string.Join(",", symbol.OrderTypes.Select(_ => "OrderType." + _));
lines.Insert(index++, $" new Symbol(SymbolStatus.{symbol.Status}, Asset.{symbol.BaseAsset}, Asset.{symbol.QuoteAsset}, ({Convert.ToString(symbol.Quantity.Minimum, CultureInfo.InvariantCulture)}m, {Convert.ToString(symbol.Quantity.Maximum, CultureInfo.InvariantCulture)}m, {Convert.ToString(symbol.Quantity.Increment, CultureInfo.InvariantCulture)}m), ({Convert.ToString(0, CultureInfo.InvariantCulture)}m, {Convert.ToString(0, CultureInfo.InvariantCulture)}m, {Convert.ToString(symbol.Price.Increment, CultureInfo.InvariantCulture)}m), {Convert.ToString(symbol.NotionalMinimumValue, CultureInfo.InvariantCulture)}m, {symbol.IsIcebergAllowed.ToString().ToLowerInvariant()}, new List<OrderType> {{{orderTypes}}}),");
}
// Save the generated source code (replacing original).
await File.WriteAllLinesAsync("../../../../../src/Binance/Symbol.cs", lines);
// Read the asset template file.
lines = (await File.ReadAllLinesAsync("Asset.template.cs")).ToList();
// Replace remarks.
index = lines.FindIndex(l => l.Contains("<remarks></remarks>"));
lines[index] = $" /// <remarks>File generated by {nameof(BinanceCodeGenerator)} tool.</remarks>";
// Replace timestamp.
index = lines.FindIndex(l => l.Contains("<<insert timestamp>>"));
lines[index] = $" public static readonly long LastUpdateAt = {timestamp};";
index = lines.FindIndex(l => l.Contains("<<insert assets>>"));
lines.RemoveAt(index);
// Sort assets.
assets.Sort();
// Insert definition for each asset.
foreach (var asset in assets)
{
lines.Insert(index++, $" public static Asset {asset} => Cache.Get(\"{asset}\");");
}
index = lines.FindIndex(l => l.Contains("<<insert asset definitions>>"));
lines.RemoveAt(index);
foreach (var asset in assets)
{
lines.Insert(index++, $" new Asset(\"{asset}\", {Convert.ToString(asset.Precision, CultureInfo.InvariantCulture)}),");
}
// Save the generated source code (replacing original).
await File.WriteAllLinesAsync("../../../../../src/Binance/Asset.cs", lines);
Console.WriteLine("Successfully generated new Symbol.cs and Asset.cs files.");
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}
public override Boolean Initialize()
{
m_MessagePump.Signal(Resources.ExchangeInitialization);
try
{
BinanceStatus status = m_Api.GetSystemStatusAsync().Result;
if (status == BinanceStatus.Maintenance)
{
throw new Exception(Resources.ServerMaintenance);
}
TimeSpan delta = TimeSpan.Zero;
for (Int32 i = 0; i < 5; ++i)
{
DateTime now = DateTime.Now;
Boolean result = m_Api.PingAsync().Result;
if (!result)
{
throw new Exception(Resources.ServerPing);
}
delta += DateTime.Now - now;
}
m_MessagePump.Signal(Utilities.FormatMessage(Resources.MessageConnectivityOK, delta.Milliseconds / 5));
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.ConnectivityKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
m_User = new BinanceApiUser(Config.KeyApi, Config.KeySecret);
m_MessagePump.Signal(Resources.LoginOK);
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.LoginKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
UpdateBalances(m_Api.GetAccountInfoAsync(m_User).Result);
m_UserDataWebSocket = new UserDataWebSocketManager();
m_UserDataWebSocket.SubscribeAsync <AccountUpdateEventArgs>(m_User, x => UpdateBalances(x.AccountInfo)).Wait();
m_UserDataWebSocket.WaitUntilWebSocketOpenAsync().Wait();
if (m_Balances.Count == 0)
{
m_MessagePump.Signal(Resources.BalancesOK0);
}
else
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.BalancesKO, m_Balances.Count, (m_Balances.Count == 1 ? String.Empty : "s")));
foreach (KeyValuePair <String, Decimal> balance in m_Balances.OrderBy(x => x.Key))
{
m_MessagePump.Signal($" - {balance.Value:F8} {balance.Key}");
}
}
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.BalancesKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
Dictionary <String, Int32> symbolsData = new Dictionary <String, Int32>();
HashSet <String> assets = new HashSet <String>();
foreach (Symbol symbol in m_Api.GetSymbolsAsync().Result)
{
if (symbol.Status != SymbolStatus.Trading)
{
continue;
}
String baseAsset = symbol.BaseAsset;
String quoteAsset = symbol.BaseAsset;
String name = symbol.ToString();
if ((Config.TradingWhitelist.Count > 0) && (!Config.TradingWhitelist.Contains(baseAsset) || !Config.TradingWhitelist.Contains(quoteAsset)))
{
continue;
}
String mininumQuantity = symbol.Quantity.Minimum.ToString(CultureInfo.InvariantCulture);
Int32 dustDecimals = Math.Max(0, mininumQuantity.IndexOf("1", StringComparison.OrdinalIgnoreCase) - 1);
assets.Add(baseAsset);
assets.Add(quoteAsset);
symbolsData[name] = dustDecimals;
}
ConcurrentBag <Trade> trades = new ConcurrentBag <Trade>();
Parallel.ForEach(assets.SelectMany(x => assets, (a1, a2) => new { Asset1 = a1, Asset2 = a2 }), pair =>
{
if (pair.Asset1 == pair.Asset2)
{
return;
}
TradeLeg leg1 = BuildTradeLeg(symbolsData, Config.InvestmentBaseAsset, pair.Asset1);
if ((leg1 == null) || (leg1.Position != Config.TradingPositions[0]))
{
return;
}
TradeLeg leg2 = BuildTradeLeg(symbolsData, pair.Asset1, pair.Asset2);
if ((leg2 == null) || (leg2.Position != Config.TradingPositions[1]))
{
return;
}
TradeLeg leg3 = BuildTradeLeg(symbolsData, pair.Asset2, Config.InvestmentBaseAsset);
if ((leg3 == null) || (leg3.Position != Config.TradingPositions[2]))
{
return;
}
trades.Add(new Trade(leg1, leg2, leg3));
});
if (trades.Count == 0)
{
throw new Exception(Resources.NoTriangularRelationships);
}
m_Trades.AddRange(trades);
m_MessagePump.Signal(Utilities.FormatMessage(Resources.TradesOK, m_Trades.Count, (m_Trades.Count == 1 ? String.Empty : "s")));
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.TradesKO, Utilities.GetExceptionMessage(e)));
return(false);
}
try
{
List <String> symbols = m_Trades.Select(x => x.Leg1.Symbol)
.Union(m_Trades.Select(x => x.Leg2.Symbol))
.Union(m_Trades.Select(x => x.Leg3.Symbol))
.Distinct().OrderBy(x => x).ToList();
foreach (String symbol in symbols)
{
m_OrderBooks[symbol] = new SortedOrderBook(m_Api.GetOrderBookAsync(symbol, Config.DataSize).Result);
m_OrderBooksCache[symbol] = new DepthWebSocketCache();
m_OrderBooksCache[symbol].Error += (sender, e) => m_OrderBooks[symbol].Invalid = true;
m_OrderBooksCache[symbol].OutOfSync += (sender, e) => m_OrderBooks[symbol].Invalid = true;
m_OrderBooksCache[symbol].Subscribe(symbol, e => m_OrderBooks[symbol] = new SortedOrderBook(e.OrderBook));
Thread.Sleep(Config.DataStagger);
}
m_MessagePump.Signal(Utilities.FormatMessage(Resources.OrderBooksOK, symbols.Count, (symbols.Count == 1 ? String.Empty : "s")));
m_MessagePump.Signal(String.Empty);
m_Initialized = true;
return(true);
}
catch (Exception e)
{
m_MessagePump.Signal(Utilities.FormatMessage(Resources.OrderBooksKO, Utilities.GetExceptionMessage(e)));
return(false);
}
}
private static async Task Main()
{
var assets = new List <Asset>();
long timestamp;
List <Symbol> symbols;
var api = new BinanceApi();
// Get the current timestamp.
timestamp = await api.GetTimestampAsync();
// Get latest currency pairs (symbols).
symbols = (await api.GetSymbolsAsync()).ToList();
// Get assets.
foreach (var symbol in symbols)
{
if (!assets.Contains(symbol.BaseAsset))
{
assets.Add(symbol.BaseAsset);
}
if (!assets.Contains(symbol.QuoteAsset))
{
assets.Add(symbol.QuoteAsset);
}
}
// Read the symbol template file.
var lines = (await File.ReadAllLinesAsync("Symbol.template.cs")).ToList();
// Replace timestamp.
var index = lines.FindIndex(l => l.Contains("<<insert timestamp>>"));
lines[index] = $" public static readonly long LastUpdateAt = {timestamp};";
index = lines.FindIndex(l => l.Contains("<<insert symbols>>"));
lines.RemoveAt(index);
// Sort symbols.
symbols.Sort();
var groups = symbols.GroupBy(s => s.QuoteAsset);
// Insert definition for each currency pair (symbol).
foreach (var group in groups)
{
lines.Insert(index++, $" // {group.First().QuoteAsset}");
foreach (var symbol in group)
{
lines.Insert(index++, $" public static readonly Symbol {symbol.BaseAsset}_{symbol.QuoteAsset} = new Symbol(Asset.{symbol.BaseAsset}, Asset.{symbol.QuoteAsset}, {symbol.BaseMinQuantity}m, {symbol.BaseMaxQuantity}m, {symbol.QuoteIncrement}m);");
}
lines.Insert(index++, string.Empty);
}
lines.RemoveAt(index);
index = lines.FindIndex(l => l.Contains("<<insert symbol definitions>>"));
lines.RemoveAt(index);
foreach (var symbol in symbols)
{
lines.Insert(index++, $" {{ \"{symbol}\", {symbol.BaseAsset}_{symbol.QuoteAsset} }},");
}
// Save the generated source code (replacing original).
await File.WriteAllLinesAsync("../../src/Binance/Symbol.cs", lines);
// Read the asset template file.
lines = (await File.ReadAllLinesAsync("Asset.template.cs")).ToList();
// Replace timestamp.
index = lines.FindIndex(l => l.Contains("<<insert timestamp>>"));
lines[index] = $" public static readonly long LastUpdateAt = {timestamp};";
index = lines.FindIndex(l => l.Contains("<<insert assets>>"));
lines.RemoveAt(index);
// Sort assets.
assets.Sort();
// Insert definition for each asset.
foreach (var asset in assets)
{
lines.Insert(index++, $" public static readonly Asset {asset} = new Asset(\"{asset}\", {asset.Precision});");
}
index = lines.FindIndex(l => l.Contains("<<insert asset definitions>>"));
lines.RemoveAt(index);
foreach (var asset in assets)
{
lines.Insert(index++, $" {{ \"{asset}\", {asset} }},");
}
// Save the generated source code (replacing original).
await File.WriteAllLinesAsync("../../src/Binance/Asset.cs", lines);
Console.WriteLine();
Console.WriteLine(" ...press any key to close window.");
Console.ReadKey(true);
}