/// <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();
}
static void Main()
{
// attach graph renderer
Rendering renderer = new Rendering(800, 400);
long lastTradeId = -1;
var marketAccesses =
JsonConvert.DeserializeObject <List <MarketAccess> >(File.ReadAllText("accessKeys.txt"));
var huobiAccess = marketAccesses.First(e => e.Name == "Huobi");
var btceAccess = marketAccesses.First(e => e.Name == "BTCE");
IMarket huobi = new Huobi(huobiAccess.AccessKey, huobiAccess.SecretKey);
//huobi = new BTCeMarket(btceAccess.AccessKey, btceAccess.SecretKey);
AlgoBase alogo = new NaiveMarketMaker(huobi, HuobiMarket.btc, renderer);
BcwTrade lastTrade = null;
TimeSpan timeOffset = new TimeSpan();
DateTime lastTime = new DateTime();
while (true)
{
try
{
List <BcwTrade> newTrades = huobi.GetPublicTrades(BcwMarket.huobibtccny, lastTradeId);
newTrades.Reverse();
HuobiMarketSummary depth = huobi.GetMarketSummary(HuobiMarket.btc);
BcwTicker ticker = huobi.GetTicker(BcwMarket.huobibtccny);
DateTime now = UnixTime.ConvertToDateTime(ticker.date) + timeOffset;
if (newTrades.Count > 0)
{
if (timeOffset.TotalSeconds == 0)
{
DateTime firstTradeDate = UnixTime.ConvertToDateTime(newTrades[0].date);
if (firstTradeDate < lastTime)
{
timeOffset = firstTradeDate - lastTime;
}
}
foreach (BcwTrade t in newTrades)
{
if (t.trade_type == BcwOrderType.ask)
{
// this condition means that a BUY ORDER was filled
}
else
{
// this condition means that a SELL ORDER was filled
}
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), t.price, UnixTime.ConvertToDateTime(t.date));
}
lastTrade = newTrades.Last();
lastTradeId = newTrades.Last().tid;
now = UnixTime.ConvertToDateTime(lastTrade.date);
}
else
{
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), lastTrade.price, now);
}
//
// update the algorithm
//
alogo.Update(now);
}
catch (HuobiApi.RetryCountExceededException)
{
}
catch (Newtonsoft.Json.JsonReaderException e)
{
Console.WriteLine(e.ToString());
}
Thread.Sleep(5000);
}
}
