private static async Task CheckOrderBookData(string market)
{
var n = 1;
var xDev = (decimal)2;
var supDev = (decimal)5;
var api = new BinanceApi();
var candles = await api.GetTickerHistory(market, DateTime.Now.AddDays(-500), Period.Day);
var validSupport = new List <SupportResistanceLevel>();
var symbolInfo = await api.GetSymbolInfo(market);
var priceFilter = (symbolInfo.Filters.FirstOrDefault(x => x.FilterType == SymbolFilterType.PriceFilter) as BinanceSymbolPriceFilter);
var minPrice = priceFilter.MinPrice;
var maxPrice = priceFilter.MaxPrice;
var tickSize = priceFilter.TickSize;
var closes = candles.Select(x => new
{
Price = ClampPrice(minPrice, maxPrice, tickSize, (decimal)x.Close),
Date = x.Timestamp
}).ToList();
var amount = closes.Count;
while (closes.Count > 0)
{
var support = new List <Tuple <decimal, DateTime> >();
var absoluteMinimum = closes.Select(x => x.Price).Min();
var closeMatches = closes.Where(x => (Math.Abs((x.Price - absoluteMinimum) / absoluteMinimum) * 100) < xDev)
.Select(x => new Tuple <decimal, DateTime>(x.Price, x.Date)).ToList();
// Add these to our supportLevels
support.AddRange(closeMatches);
// Remove these from our minimum levels.
closes.RemoveAll(x => closeMatches.Select(y => y.Item1).Contains(x.Price));
validSupport.Add(new SupportResistanceLevel
{
Price = support.Select(x => x.Item1).Average(),
Hits = support.Select(x => x.Item2).ToList()
});
}
var smoothedSupport = new List <SupportResistanceLevel>();
while (validSupport.Count > 0)
{
var absoluteMinimum = validSupport.Select(x => x.Price).Min();
var closeMatches = validSupport.Where(x => (Math.Abs((x.Price - absoluteMinimum) / absoluteMinimum) * 100) < supDev).Select(x => x).ToList();
validSupport.RemoveAll(x => closeMatches.Select(y => y.Price).Contains(x.Price));
var dates = new List <DateTime>();
closeMatches.Select(x => x.Hits).ToList().ForEach(p => dates.AddRange(p));
smoothedSupport.Add(new SupportResistanceLevel
{
Price = closeMatches.Select(x => x.Price).Average(),
Hits = dates
});
}
var result = smoothedSupport.OrderByDescending(x => x.Conviction).ToList();
var ticker = await api.GetTicker(market);
Console.WriteLine($"study(\"Support & Resistance Levels for {market}\", overlay=true)");
foreach (var item in result)
{
Console.WriteLine(
$"hline(title=\"{item.Price.ToString("0.00000000", CultureInfo.InvariantCulture)}\"," +
$"price={item.Price.ToString("0.00000000", CultureInfo.InvariantCulture)}," +
$"color={GetColor()}, " +
$"linestyle={(item.Price < (decimal) ticker.Bid ? "dotted" : "solid")}, " +
$"linewidth=1) // Hits: {item.HitScore} - First: {item.FirstTime} - Last: {item.LastTime} - Diff: {item.FirstTime - item.LastTime}");
}
Console.WriteLine("plot(1)");
Console.ReadLine();
}