public decimal GetFilteredSellQuantity(BinanceClient client, string symbol, decimal quantity)
{
decimal retQuantity = 0;
try {
BinanceExchangeInfo exchangeInfo = GetExchangeInfo(client);
if (exchangeInfo != null)
{
var symbolData = exchangeInfo.Symbols.Where(s => s.SymbolName == symbol).FirstOrDefault();
if (symbolData != null)
{
BinanceSymbolLotSizeFilter lotSizeFilter = (BinanceSymbolLotSizeFilter)symbolData.Filters.Where(f => f.FilterType == SymbolFilterType.LotSize).FirstOrDefault();
retQuantity = quantity - (quantity % lotSizeFilter.StepSize);
retQuantity = Math.Round(retQuantity, 20);
var isValidQuantity = (retQuantity >= lotSizeFilter.MinQuantity && retQuantity <= lotSizeFilter.MaxQuantity);
if (!isValidQuantity)
{
return(0);
}
}
}
} catch (Exception ex) {
_logger.LogException(ex);
}
return(retQuantity);
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
JObject obj = JObject.Load(reader);
SymbolFilterType type = new SymbolFilterTypeConverter(false).ReadString(obj["filterType"].ToString());
BinanceSymbolFilter result = null;
switch (type)
{
case SymbolFilterType.LotSize:
result = new BinanceSymbolLotSizeFilter()
{
MaxQuantity = JsonConvert.DeserializeObject <decimal>(obj["maxQty"].ToString()),
MinQuantity = JsonConvert.DeserializeObject <decimal>(obj["minQty"].ToString()),
StepSize = JsonConvert.DeserializeObject <decimal>(obj["stepSize"].ToString())
};
break;
case SymbolFilterType.MinNotional:
result = new BinanceSymbolMinNotionalFilter()
{
MinNotional = JsonConvert.DeserializeObject <decimal>(obj["minNotional"].ToString())
};
break;
case SymbolFilterType.PriceFilter:
result = new BinanceSymbolPriceFilter()
{
MaxPrice = JsonConvert.DeserializeObject <decimal>(obj["maxPrice"].ToString()),
MinPrice = JsonConvert.DeserializeObject <decimal>(obj["minPrice"].ToString()),
TickSize = JsonConvert.DeserializeObject <decimal>(obj["tickSize"].ToString()),
};
break;
case SymbolFilterType.MaxNumberAlogitmicalOrders:
result = new BinanceSymbolMaxAlgoritmicalOrdersFilter()
{
MaxNumberAlgoritmicalOrders = JsonConvert.DeserializeObject <int>(obj["maxNumAlgoOrders"].ToString())
};
break;
case SymbolFilterType.IcebergParts:
result = new BinanceSymbolIcebergPartsFilter()
{
Limit = JsonConvert.DeserializeObject <int>(obj["limit"].ToString())
};
break;
}
result.FilterType = type;
return(result);
}
//private Trades GetPairBySmartStrategy(BinanceClient client) {
// Trades pairSmart = new Trades();
// decimal maxPercent = 25, minPercent = 1, minVolume = 125; //filter criteria
// try {
// List<Binance24HPrice> lstBinanceHistoricDetails = new List<Binance24HPrice>();
// var pairsList = GetSymbolsByBaseCurrency(client);
// foreach (BinancePrice pair in pairsList) {
// Binance24HPrice pairs24hr = Get24hrHistory(client, pair.Symbol);
// if (pairs24hr != null) {
// lstBinanceHistoricDetails.Add(pairs24hr);
// }
// }
// var bestPair = lstBinanceHistoricDetails.OrderByDescending(d => d.PriceChangePercent);
// if (bestPair != null) {
// //check for smart stretegy criterias..
// if (pairs24hr.PriceChangePercent < maxPercent && pairs24hr.PriceChangePercent >= minPercent && pairs24hr.QuoteVolume > minVolume) {
// //check if pair isn't already added or max limit exceeded for openTrades..
// if (!IsMaxPairExistsInOpenTrades(pairs24hr.Symbol)) {
// //check for valid quantity filters for binance..
// decimal validQuantity = GetFilteredBuyQuantity(client, pair.Symbol, pair.Price);
// var expectedBuyPrice = GetBuyPrice(pairs24hr.WeightedAveragePrice);
// if (validQuantity > 0 && pairs24hr.AskPrice <= expectedBuyPrice) { //Bid/Buy price must be <= expected buy price
// }
// }
// }
// pairSmart.Symbol = bestPair.Symbol;
// pairSmart.Quantity = validQuantity;
// pairSmart.BuyPrice = expectedBuyPrice;
// _logger.LogInfoMessage("Symbol: " + bestPair.Symbol + " ::> 24hr Change: " + pairs24hr.PriceChangePercent + " ::> Buy Price: " + expectedBuyPrice + " ::> Qty: " + validQuantity);
// return pairSmart;
// }
// } catch (Exception ex) {
// _logger.LogException(ex);
// }
// return pairSmart;
//}
public decimal GetFilteredBuyQuantity(BinanceClient client, string symbol, decimal price)
{
decimal retQuantity = 0;
try {
BinanceExchangeInfo exchangeInfo = GetExchangeInfo(client);
if (exchangeInfo != null)
{
var symbolData = exchangeInfo.Symbols.Where(s => s.SymbolName == symbol).FirstOrDefault();
if (symbolData != null)
{
decimal tradeLimit = Convert.ToDecimal(dbHelper.GetSettingByKey("TradingLimitPerPair"));
decimal originalQuantity = tradeLimit / price;
BinanceSymbolPriceFilter priceFilter = (BinanceSymbolPriceFilter)symbolData.Filters.Where(f => f.FilterType == SymbolFilterType.PriceFilter).FirstOrDefault();
BinanceSymbolLotSizeFilter lotSizeFilter = (BinanceSymbolLotSizeFilter)symbolData.Filters.Where(f => f.FilterType == SymbolFilterType.LotSize).FirstOrDefault();
BinanceSymbolMinNotionalFilter minNotionalFilter = (BinanceSymbolMinNotionalFilter)symbolData.Filters.Where(f => f.FilterType == SymbolFilterType.MinNotional).FirstOrDefault();
retQuantity = originalQuantity - (originalQuantity % lotSizeFilter.StepSize);
retQuantity = Math.Round(retQuantity, 20);
var isValidQuantity = (retQuantity >= lotSizeFilter.MinQuantity && retQuantity <= lotSizeFilter.MaxQuantity);
if (!isValidQuantity)
{
return(0); //quantity doesn't match for the min and max criteria for buy/sell
}
else
{
decimal totalPrice = retQuantity * price;
totalPrice = totalPrice - (totalPrice % priceFilter.TickSize);
var isValidMinNotional = (totalPrice >= minNotionalFilter.MinNotional);
if (!isValidMinNotional)
{
return(0); //quantity total price doesn't match for the min notional
}
}
}
}
} catch (Exception ex) {
_logger.LogException(ex);
}
return(retQuantity);
}
public FilterContainer(BinanceSymbolPriceFilter priceFilter, BinanceSymbolLotSizeFilter quantityFilter)
{
PriceFilter = priceFilter;
QuantityFilter = quantityFilter;
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var obj = JObject.Load(reader);
var type = new SymbolFilterTypeConverter(false).ReadString(obj["filterType"].ToString());
BinanceSymbolFilter result;
switch (type)
{
case SymbolFilterType.LotSize:
result = new BinanceSymbolLotSizeFilter
{
MaxQuantity = (decimal)obj["maxQty"],
MinQuantity = (decimal)obj["minQty"],
StepSize = (decimal)obj["stepSize"]
};
break;
case SymbolFilterType.MarketLotSize:
result = new BinanceSymbolMarketLotSizeFilter
{
MaxQuantity = (decimal)obj["maxQty"],
MinQuantity = (decimal)obj["minQty"],
StepSize = (decimal)obj["stepSize"]
};
break;
case SymbolFilterType.MinNotional:
result = new BinanceSymbolMinNotionalFilter
{
MinNotional = (decimal)obj["minNotional"],
ApplyToMarketOrders = (bool)obj["applyToMarket"],
AveragePriceMinutes = (int)obj["avgPriceMins"]
};
break;
case SymbolFilterType.Price:
result = new BinanceSymbolPriceFilter
{
MaxPrice = (decimal)obj["maxPrice"],
MinPrice = (decimal)obj["minPrice"],
TickSize = (decimal)obj["tickSize"]
};
break;
case SymbolFilterType.MaxNumberAlgorithmicOrders:
result = new BinanceSymbolMaxAlgorithmicOrdersFilter
{
MaxNumberAlgorithmicOrders = (int)obj["maxNumAlgoOrders"]
};
break;
case SymbolFilterType.MaxNumberOrders:
result = new BinanceSymbolMaxOrdersFilter
{
MaxNumberOrders = (int)obj["maxNumOrders"]
};
break;
case SymbolFilterType.IcebergParts:
result = new BinanceSymbolIcebergPartsFilter
{
Limit = (int)obj["limit"]
};
break;
case SymbolFilterType.PricePercent:
result = new BinanceSymbolPercentPriceFilter
{
MultiplierUp = (decimal)obj["multiplierUp"],
MultiplierDown = (decimal)obj["multiplierDown"],
AveragePriceMinutes = (int)obj["avgPriceMins"]
};
break;
default:
Debug.WriteLine("Can't parse symbol filter of type: " + obj["filterType"]);
result = new BinanceSymbolFilter();
break;
}
result.FilterType = type;
return(result);
}
public override object ReadJson(JsonReader reader, Type objectType, object?existingValue, JsonSerializer serializer)
{
var obj = JObject.Load(reader);
#pragma warning disable 8604, 8602
var type = new SymbolFilterTypeConverter(false).ReadString(obj["filterType"].ToString());
BinanceFuturesSymbolFilter result;
switch (type)
{
case SymbolFilterType.LotSize:
result = new BinanceSymbolLotSizeFilter
{
MaxQuantity = (decimal)obj["maxQty"],
MinQuantity = (decimal)obj["minQty"],
StepSize = (decimal)obj["stepSize"]
};
break;
case SymbolFilterType.MarketLotSize:
result = new BinanceSymbolMarketLotSizeFilter
{
MaxQuantity = (decimal)obj["maxQty"],
MinQuantity = (decimal)obj["minQty"],
StepSize = (decimal)obj["stepSize"]
};
break;
case SymbolFilterType.Price:
result = new BinanceSymbolPriceFilter
{
MaxPrice = (decimal)obj["maxPrice"],
MinPrice = (decimal)obj["minPrice"],
TickSize = (decimal)obj["tickSize"]
};
break;
case SymbolFilterType.MaxNumberOrders:
result = new BinanceSymbolMaxOrdersFilter
{
MaxNumberOrders = (int)obj["limit"]
};
break;
case SymbolFilterType.PricePercent:
result = new BinanceSymbolPercentPriceFilter
{
MultiplierUp = (decimal)obj["multiplierUp"],
MultiplierDown = (decimal)obj["multiplierDown"],
MultiplierDecimal = (int)obj["multiplierDecimal"]
};
break;
case SymbolFilterType.MaxNumberAlgorithmicOrders:
result = new BinanceSymbolMaxAlgorithmicOrdersFilter
{
MaxNumberAlgorithmicOrders = (int)obj["limit"]
};
break;
default:
Debug.WriteLine("Can't parse symbol filter of type: " + obj["filterType"]);
result = new BinanceFuturesSymbolFilter();
break;
}
#pragma warning restore 8604
result.FilterType = type;
return(result);
}
