public static void Test()
{
var ticker = BitstampApi.GetTicker();
Console.WriteLine(ticker.Last);
var trans = BitstampApi.GetTransactions();
Console.WriteLine("trans.Count=" + trans.Count);
var orderBook = BitstampApi.GetOrderBook();
Console.WriteLine("orderBook.Asks.Count=" + orderBook.Asks.Count);
var api = new BitstampApi(ApiKey, ApiSecret, ClientId);
var balance = api.GetBalance();
Console.WriteLine(balance);
var openOrders = api.GetOpenOrders();
Console.WriteLine("Open orders: {0}", openOrders.Count());
var cancelResult = api.CancelOrder(12345);
Console.WriteLine("CancelOrder: {0}", cancelResult);
var sellAnswer = api.Sell(12456.3M, 2);
Console.WriteLine("Sell: {0}", sellAnswer);
var buyAnswer = api.Buy(12.3M, 1);
Console.WriteLine("Buy: {0}", buyAnswer);
/*
* Console.WriteLine(info);
* var transHistory = btceApi.GetTransHistory();
* Console.WriteLine(transHistory);
* var tradeHistory = btceApi.GetTradeHistory(count: 20);
* Console.WriteLine(tradeHistory);
* var orderList = btceApi.ActiveOrders();
* Console.WriteLine(orderList);
* // var tradeAnswer = btceApi.Trade(BtcePair.btc_usd, TradeType.Sell, 20, 0.1m);
* // var cancelAnswer = btceApi.CancelOrder(tradeAnswer.OrderId);
*/
}
public override void Initialize()
{
_baseAssetCode = _config.GetValue("base_asset_code");
_counterAssetCode = _config.GetValue("counter_asset_code");
_operativeAmount = double.Parse(_config.GetValue("operative_amount"));
_minWallVolume = double.Parse(_config.GetValue("min_volume"));
_maxWallVolume = double.Parse(_config.GetValue("max_volume"));
_minOrderAmount = double.Parse(_config.GetValue("min_order_amount"));
_minDifference = double.Parse(_config.GetValue("trade_spread"));
_requestor = new BitstampApi(_config, _logger, _baseAssetCode.ToLower(), _counterAssetCode.ToLower());
_counter = 0;
//todo: api URL should be fetched here as well
log($"Bitstamp Crazy buyer trap trader initialized with operative={_operativeAmount}; MinWall={_minWallVolume}; MaxWall={_maxWallVolume}");
}
public override void Initialize()
{
_baseAssetCode = _config.GetValue("base_asset_code");
_counterAssetCode = _config.GetValue("counter_asset_code");
_sellMinPrice = double.Parse(_config.GetValue("min_sell_price"));
_buyMinPrice = double.Parse(_config.GetValue("min_buy_price"));
_sellMaxPrice = _config.GetValue("max_sell_price") != null
? double.Parse(_config.GetValue("max_sell_price"))
: Double.MaxValue;
_buyMaxPrice = _config.GetValue("max_buy_price") != null
? double.Parse(_config.GetValue("max_buy_price"))
: Double.MaxValue;
amount_threshold = double.Parse(_config.GetValue("amount_threshold"));
if (null != _config.GetValue("min_price_update"))
{
_minPriceUpdate = double.Parse(_config.GetValue("min_price_update"));
}
_intervalMs = 15000;
string dataApiUrl = _config.GetValue("data_api_url");
if (String.IsNullOrEmpty(dataApiUrl))
{
throw new Exception("Configuration value data_api_url not found!");
}
//Cleanup in order this is re-initialization after crash
_sellOrderId = -1;
_buyOrderId = -1;
_counter = 0;
_requestor = new BitstampApi(_config, _logger, _baseAssetCode, _counterAssetCode);
log($"Direct arbitrage trader started for pair {_baseAssetCode}/{_counterAssetCode}; sell_min={_sellMinPrice:0.####}; buy_min={_buyMinPrice:0.####}");
}
static void Main(string[] args)
{
var loggerFactory = new LoggerFactory();
loggerFactory.AddConsole();
Console.WriteLine("======================");
var tradingEngines = new List <ITradingEngine>();
var useExchange = SupportedExchanges.Unknown;
while (useExchange == SupportedExchanges.Unknown)
{
Console.WriteLine("Type 1 for CEX.IO, Type 2 for GDAX, Type 3 for Bitstamp:");
useExchange =
NumericUtils.GetIntegerValueFromObject(Console.ReadLine()).ParseEnum <SupportedExchanges>();
}
Console.Write($"{useExchange.ToString()} API Secret:");
var secret = Console.ReadLine();
switch (useExchange)
{
case SupportedExchanges.Cex:
Console.Write("\n CEX Username:"******"\n GDAX Pass phrase:");
break;
case SupportedExchanges.Bitstamp:
Console.Write("\n Bitstamp Client Id:");
break;
default:
throw new ArgumentOutOfRangeException();
}
var username = Console.ReadLine();
Console.Write($"\n{useExchange.ToString()} API Key:");
var apiKey = Console.ReadLine();
Console.Write("\nSlack Notification Webhook Url:");
var slackWebhook = Console.ReadLine();
var exchangeCurrency = string.Empty;
while (exchangeCurrency.IsNullOrEmpty())
{
Console.Write($"\n{useExchange.ToString()} Exhcange Base currency name: (default BTC)");
exchangeCurrency = Console.ReadLine();
if (Currencies.SupportedCurrencies.Count(i => i == exchangeCurrency) > 0)
{
continue;
}
if (exchangeCurrency.IsNullOrEmpty())
{
Console.WriteLine("Default cryptocurrency BTC selected.");
exchangeCurrency = Currencies.BTC;
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine("Invalid currency name. Please try again.");
Console.ResetColor();
exchangeCurrency = null;
}
}
var targetCurrency = string.Empty;
while (targetCurrency.IsNullOrEmpty())
{
Console.Write($"\n{useExchange.ToString()} Exhcange Target currency name: (default USD)");
targetCurrency = Console.ReadLine();
if (Currencies.SupportedCurrencies.Count(i => i == targetCurrency) > 0)
{
continue;
}
if (targetCurrency.IsNullOrEmpty())
{
Console.WriteLine("Default target currency USD selected.");
targetCurrency = Currencies.USD;
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine("Invalid currency name. Please try again.");
Console.ResetColor();
targetCurrency = null;
}
}
var stopLine = 0m;
while (stopLine <= 0)
{
Console.Write("\nSpecify the bottom line value where execution should STOP:");
stopLine = NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (stopLine > 0)
{
continue;
}
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine(
"Bottom line value must be positive number representing your target currency value. (e.g. 5000 )");
Console.ResetColor();
}
Console.WriteLine(
$"Minutes of historical orders on {useExchange.ToString()} for buying considerations: (default 3)");
var publicOrderHistoryForBuyingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (publicOrderHistoryForBuyingDecision <= 0)
{
publicOrderHistoryForBuyingDecision = 3;
}
Console.WriteLine(
$"Minutes of historical orders on {useExchange.ToString()} for selling considerations: (default 3)");
var publicOrderHistoryForSellingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (publicOrderHistoryForSellingDecision <= 0)
{
publicOrderHistoryForSellingDecision = 3;
}
Console.WriteLine("Minutes of historical account orders for buying considerations: (default 5)");
var accountOrderHistoryForBuyingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (accountOrderHistoryForBuyingDecision <= 0)
{
accountOrderHistoryForBuyingDecision = 5;
}
Console.WriteLine("Minutes of historical account orders for selling considerations: (default 5)");
var accountOrderHistoryForSellingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (accountOrderHistoryForSellingDecision <= 0)
{
accountOrderHistoryForSellingDecision = 5;
}
Console.WriteLine("Minutes change sensitivity ratio in decimal: (default 0.005)");
var sensitivityRatio = NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (sensitivityRatio <= 0)
{
sensitivityRatio = 0.005m;
}
Console.WriteLine("Minimum Reserve In Target Currency: (default 0.2)");
var minimumReservePercentageAfterInitInTargetCurrency =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (minimumReservePercentageAfterInitInTargetCurrency <= 0)
{
minimumReservePercentageAfterInitInTargetCurrency = 0.2m;
}
Console.WriteLine("Minimum Reserve In Exchange Currency: (default 0.2)");
var minimumReservePercentageAfterInitInExchangeCurrency =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (minimumReservePercentageAfterInitInExchangeCurrency <= 0)
{
minimumReservePercentageAfterInitInExchangeCurrency = 0.2m;
}
Console.WriteLine("Order Cap Percentage On Init: (default 0.25)");
var orderCapPercentageOnInit =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (orderCapPercentageOnInit <= 0)
{
orderCapPercentageOnInit = 0.25m;
}
Console.WriteLine("Order Cap Percentage After Init: (default 0.3)");
var orderCapPercentageAfterInit =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (orderCapPercentageAfterInit <= 0)
{
orderCapPercentageAfterInit = 0.3m;
}
bool autoExecution;
Console.ForegroundColor = ConsoleColor.White;
Console.BackgroundColor = ConsoleColor.DarkGreen;
Console.WriteLine("Automated order execution - Enter 'CONFIRM' to execute order automatically: ");
Console.ResetColor();
autoExecution = Console.ReadLine() == "CONFIRM";
var tradingStrategy = new TradingStrategy
{
MinutesOfAccountHistoryOrderForPurchaseDecision = accountOrderHistoryForBuyingDecision,
MinutesOfAccountHistoryOrderForSellDecision = accountOrderHistoryForSellingDecision,
MinutesOfPublicHistoryOrderForPurchaseDecision = publicOrderHistoryForBuyingDecision,
MinutesOfPublicHistoryOrderForSellDecision = publicOrderHistoryForSellingDecision,
MinimumReservePercentageAfterInitInTargetCurrency = minimumReservePercentageAfterInitInTargetCurrency,
MinimumReservePercentageAfterInitInExchangeCurrency =
minimumReservePercentageAfterInitInExchangeCurrency,
OrderCapPercentageAfterInit = orderCapPercentageAfterInit,
OrderCapPercentageOnInit = orderCapPercentageOnInit,
AutoDecisionExecution = autoExecution,
StopLine = stopLine,
MarketChangeSensitivityRatio = sensitivityRatio,
PriceCorrectionFrequencyInHours = 12,
TradingValueBleedRatio = 0.1m
};
IApi api;
switch (useExchange)
{
case SupportedExchanges.Gdax:
api = new GdaxApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"GDAX Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
case SupportedExchanges.Cex:
api = new CexApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"CEX.IO Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
case SupportedExchanges.Bitstamp:
api = new BitstampApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"Bitstamp Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
default:
throw new ArgumentOutOfRangeException();
}
tradingEngines.Add(new TradingEngine(api, exchangeCurrency, targetCurrency));
var tasks = new List <Task>();
foreach (var engine in tradingEngines)
{
tasks.Add(Task.Run(async() => await engine.StartAsync()));
}
Task.WaitAll(tasks.ToArray());
}
private static void GenerateBTCProfitRecordings()
{
ProfitRecording pf = new ProfitRecording();
var luno = LunoApi.GetLunoResult(0.00001M, LunoSymbolEnum.XBTZAR);
decimal bestprice = ((luno.ask.price + luno.bid.price) / 2);
//var bitlishUSD = BitlishApi.GetBestPrices(BitlsihSymbolEnum.BtcUsd, 0.01m);
//var bitlishEUR = BitlishApi.GetBestPrices(BitlsihSymbolEnum.BtcEur, 0.01m);
var cexUSD = CexApi.GetBestPrices(CEXSymbolEnum.Btc_Usd, 0.01m);
var cexEUR = CexApi.GetBestPrices(CEXSymbolEnum.Btc_Eur, 0.01m);
var cexGBP = CexApi.GetBestPrices(CEXSymbolEnum.Btc_Gbp, 0.01m);
var bitfinexUSD = BitfinexApi.GetBestPrices(BitfinexSymbolEnum.BtcUsd, 0.01m);
var bitstampUSD = BitstampApi.GetBestPrices(BitstampSymbolEnum.BTCUSD, 0.01m);
var bitstampEUR = BitstampApi.GetBestPrices(BitstampSymbolEnum.BTCEUR, 0.01m);
decimal usdzar = 0m;
decimal eurzar = 0m;
decimal rubzar = 0m;
decimal gbpzar = 0m;
try
{
usdzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Usd);
eurzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Eur);
// rubzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Rub);
gbpzar = CurrencyHelper.ConvertToZAR(1, CurrencyHelper.CurrencyEnum.Gbp);
}
catch
{
// failed to get live rates - use latest
ProfitRecording recEUR = GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.EUR, "BTC");
ProfitRecording recUSD = GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.USD, "BTC");
ProfitRecording recGBP = GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.GBP, "BTC");
eurzar = recEUR.CurrencyToZARExchangeRate;
usdzar = recUSD.CurrencyToZARExchangeRate;
gbpzar = recGBP.CurrencyToZARExchangeRate;
}
decimal profPerc = 0;
//// Bitlish USD;
//try
//{
// profPerc = GetProfit(bitlishUSD.ask.price, luno.bid.price, usdzar, 0.4M, 4.84M, 4000);
// pf = new ProfitRecording();
// pf.Exchange = enExchange.Bitlish;
// pf.Currency = enCurrency.USD;
// pf.LunoBid = luno.bid.price;
// pf.ExchangeAsk = bitlishUSD.ask.price;
// pf.CurrencyToZARExchangeRate = usdzar;
// pf.ProfitPerc = profPerc;
// pf.ArbSymblol = "BTC";
// pf.Save();
//}
//catch
//{// duplicate last recording
// ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitlish, enCurrency.USD, "BTC");
// pf = new ProfitRecording();
// pf.Exchange = pflast.Exchange;
// pf.Currency = pflast.Currency;
// pf.LunoBid = pflast.LunoBid;
// pf.ExchangeAsk = pflast.ExchangeAsk;
// pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
// pf.ProfitPerc = pflast.ProfitPerc;
// pf.ArbSymblol = "BTC";
// pf.Save();
//}
//// Bitlish EUR;
//try
//{
// profPerc = GetProfit(bitlishEUR.ask.price, luno.bid.price, eurzar, 0.4M, 4.35M, 4000);
// pf = new ProfitRecording();
// pf.Exchange = enExchange.Bitlish;
// pf.Currency = enCurrency.EUR;
// pf.LunoBid = luno.bid.price;
// pf.ExchangeAsk = bitlishEUR.ask.price;
// pf.CurrencyToZARExchangeRate = eurzar;
// pf.ProfitPerc = profPerc;
// pf.ArbSymblol = "BTC";
// pf.Save();
//}
//catch
//{// duplicate last recording
// ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitlish, enCurrency.EUR, "BTC");
// pf = new ProfitRecording();
// pf.Exchange = pflast.Exchange;
// pf.Currency = pflast.Currency;
// pf.LunoBid = pflast.LunoBid;
// pf.ExchangeAsk = pflast.ExchangeAsk;
// pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
// pf.ProfitPerc = pflast.ProfitPerc;
// pf.ArbSymblol = "BTC";
// pf.Save();
//}
// CEX USD;
try
{
profPerc = GetProfit(cexUSD.ask.price, luno.bid.price, usdzar, 0.4M, 2.99M, 3000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Cex;
pf.Currency = enCurrency.USD;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = cexUSD.ask.price;
pf.CurrencyToZARExchangeRate = usdzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
catch
{// duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.USD, "BTC");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
// CEX EUR;
try
{
profPerc = GetProfit(cexEUR.ask.price, luno.bid.price, eurzar, 0.4M, 2.99M, 3000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Cex;
pf.Currency = enCurrency.EUR;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = cexEUR.ask.price;
pf.CurrencyToZARExchangeRate = eurzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
catch
{// duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.EUR, "BTC");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
// CEX GBP;
try
{
profPerc = GetProfit(cexGBP.ask.price, luno.bid.price, gbpzar, 0.4M, 2.99M, 2000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Cex;
pf.Currency = enCurrency.GBP;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = cexGBP.ask.price;
pf.CurrencyToZARExchangeRate = gbpzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
catch { // duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Cex, enCurrency.GBP, "BTC");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
// Bitfinex USD;
try
{
profPerc = GetProfit(bitfinexUSD.ask.price, luno.bid.price, usdzar, 0.4M, 3.5M, 2000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Bitfinex;
pf.Currency = enCurrency.USD;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = bitfinexUSD.ask.price;
pf.CurrencyToZARExchangeRate = usdzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
catch
{ // duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitfinex, enCurrency.USD, "BTC");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
// BitStamp USD;
try
{
profPerc = GetProfit(bitstampUSD.ask.price, luno.bid.price, usdzar, 0.4M, 5.25M, 2000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Bitstamp;
pf.Currency = enCurrency.USD;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = bitstampUSD.ask.price;
pf.CurrencyToZARExchangeRate = usdzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
catch
{ // duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitstamp, enCurrency.USD, "BTC");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
// BitStamp EUR;
try
{
profPerc = GetProfit(bitstampEUR.ask.price, luno.bid.price, eurzar, 0.4M, 5.25M, 2000);
pf = new ProfitRecording();
pf.Exchange = enExchange.Bitstamp;
pf.Currency = enCurrency.EUR;
pf.LunoBid = luno.bid.price;
pf.ExchangeAsk = bitstampEUR.ask.price;
pf.CurrencyToZARExchangeRate = eurzar;
pf.ProfitPerc = profPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
catch
{ // duplicate last recording
ProfitRecording pflast = ProfitRecording.GetLatestByExchangeAndCurrnecy(enExchange.Bitstamp, enCurrency.EUR, "BTC");
pf = new ProfitRecording();
pf.Exchange = pflast.Exchange;
pf.Currency = pflast.Currency;
pf.LunoBid = pflast.LunoBid;
pf.ExchangeAsk = pflast.ExchangeAsk;
pf.CurrencyToZARExchangeRate = pflast.CurrencyToZARExchangeRate;
pf.ProfitPerc = pflast.ProfitPerc;
pf.ArbSymblol = "BTC";
pf.Save();
}
}
