static void Trade()
{
while (true)
{
if ((DateTime.Now - StartTime).TotalMinutes < CacheMinuts)
{
Thread.Sleep(1000);
continue;
}
try
{
if (DateTime.Now.Hour == 8)
{
Console.WriteLine("时间到了，看看效果吧");
Console.ReadKey();
return;
}
string raw = "";
CommonLab.Depth d = exchange.GetDepth(exchange.GetLocalTradingPairString(tp), out raw);
Console.WriteLine(d.ToString(10));
double bprice = d.CaculateDepth(CommonLab.OrderType.ORDER_TYPE_BUY, ba);
double sprice = d.CaculateDepth(CommonLab.OrderType.ORDER_TYPE_SELL, aa);
double diff = sprice - bprice;
//
if (diff > 0.00000005)
{
//Console.WriteLine("买单价格：{0} 卖单价格：{1} 差价：{2}", bprice, sprice, diff.ToString("F8"));
}
else
{
bprice -= 0.00000005;
sprice += 0.00000005;
}
if (exchange.CancelAllOrders())
{
continue;
}
account = exchange.GetAccount(out raw);
if (sa == null)
{
sa = account.Clone();
}
double cansellamount = account.Balances[tp.FromSymbol].available;
double canbuyamout = account.Balances[tp.ToSymbol].available / sprice;
canbuyamout = Math.Min(canbuyamout, ba);
cansellamount = Math.Min(cansellamount, aa);
Console.WriteLine("buy:{0} sell:{1} ，diff:{2} account c-sell：{3} c-buy：{4}", bprice, sprice, diff.ToString("F8"), cansellamount, canbuyamout);
double sltc, nltc, cp;
sltc = sa.Balances[tp.FromSymbol].balance + sa.Balances[tp.ToSymbol].balance / d.Asks[0].Price;
nltc = account.Balances[tp.FromSymbol].balance + account.Balances[tp.ToSymbol].balance / d.Asks[0].Price;
cp = 100 * nltc / sltc;
double sbtc, nbtc, bcp;
sbtc = sa.Balances[tp.ToSymbol].balance + sa.Balances[tp.FromSymbol].balance * d.Bids[0].Price;
nbtc = account.Balances[tp.ToSymbol].balance + account.Balances[tp.FromSymbol].balance * d.Bids[0].Price;
bcp = 100 * nbtc / sbtc;
Console.WriteLine("sLTC:{0} nLTC:{1} diff:{2}% sBTC:{3} nBTC:{4} diff:{2}% ", sltc, nltc, cp.ToString("f4"), sbtc, nbtc, bcp.ToString("f4"));
string sorder, border;
if (Bull && cansellamount > 0.01)
{
sorder = exchange.Sell(tp.FromSymbol + "_" + tp.ToSymbol, sprice, cansellamount);
}
if (Bear && canbuyamout > 0.01)
{
border = exchange.Buy(tp.FromSymbol + "_" + tp.ToSymbol, bprice, canbuyamout);
}
Thread.Sleep(1500);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
Thread.Sleep(3000);
}
}
}
private static void Exchange_DepthEvent(object sender, CommonLab.Depth d, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
Console.BackgroundColor = ConsoleColor.Black;
Console.ForegroundColor = ConsoleColor.White;
Console.WriteLine(DateTime.Now.ToString() + " de:{0},{1}", d.ExchangeTimeStamp, d.ToString(5));
}