/// <summary>
///
/// </summary>
/// <param name="huobi"></param>
/// <param name="market"></param>
/// <param name="renderer"></param>
public AlgoBase(IMarket huobi, HuobiMarket market, Rendering renderer)
{
m_huobi = huobi;
m_market = market;
m_lastOpenOrders = m_huobi.GetOpenOrders(m_market);
m_startInfo = m_huobi.GetAccountInfo();
m_renderer = renderer;
}
/// <summary>
/// </summary>
public override void Update(DateTime now)
{
base.Update(now);
CancelOpenOrders();
HuobiAccountInfo info = m_huobi.GetAccountInfo();
HuobiMarketSummary summary = m_huobi.GetMarketSummary(m_market);
decimal midPrice = (summary.GetAskPrice(0) + summary.GetBidPrice(0)) * 0.5M;
CalculateProfit(now, midPrice, info);
decimal buyPrice = MarketBase.NormalisePrice(summary.GetBidPrice(0));
decimal sellPrice = MarketBase.NormalisePrice(summary.GetAskPrice(0));
decimal amountCanBuy = MarketBase.NormaliseAmount(info.available_cny_display / buyPrice);
decimal amountCanSell = MarketBase.NormaliseAmount(info.available_btc_display);
bool canBuy = amountCanBuy >= Huobi.kMinAmount;
bool canSell = amountCanSell >= Huobi.kMinAmount;
bool dontTrade = sellPrice <= buyPrice + kMinTradeThresh;
if (!dontTrade)
{
if (canBuy)
{
// we can action a buy!
HuobiOrderResult result = m_huobi.Buy(m_market, buyPrice, Huobi.kMinAmount);
Console.WriteLine("Buy " + Huobi.kMinAmount + "BTC at " + buyPrice);
m_renderer.AddMarker(true, false, buyPrice, now);
}
if (canSell)
{
// we can action a buy!
HuobiOrderResult result = m_huobi.Sell(m_market, sellPrice, Huobi.kMinAmount);
Console.WriteLine("Sell " + Huobi.kMinAmount + "BTC at " + sellPrice);
m_renderer.AddMarker(false, false, sellPrice, now);
}
}
m_lastOpenOrders.AddRange(m_huobi.GetOpenOrders(m_market));
m_renderer.ReformatGraph();
}
/// <summary>
///
/// </summary>
/// <param name="now"></param>
/// <param name="infoNow"></param>
protected void CalculateProfit(DateTime now, decimal midPrice, HuobiAccountInfo infoNow)
{
//
// total ROI
//
decimal totalBtcValueStart = m_startInfo.m_TotalCny / midPrice + m_startInfo.m_TotalBtc;
decimal totalBtcValueNow = infoNow.m_TotalCny / midPrice + infoNow.m_TotalBtc;
decimal profitPercent = totalBtcValueStart > 0
? 100 * (totalBtcValueNow - totalBtcValueStart) / totalBtcValueStart
: 0;
Console.WriteLine("profit % = " + profitPercent);
m_renderer.AddProfitDataPoints(profitPercent, now);
}
