// Join the inside bid/offer public static ExchangeOrderResult GdaxJoinInside(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal amount) { var t = api.GetTicker(symbol); var order = new ExchangeOrderRequest(); var price = (side == OrderSide.Buy) ? t.Bid : t.Ask; return(GdaxOrder(api, symbol, side, price, amount, postOnly: true)); }
public static void RunShowExchangeStats(Dictionary <string, string> dict) { string symbol = "BTC-USD"; string symbol2 = "XXBTZUSD"; IExchangeAPI apiGDAX = new ExchangeGdaxAPI(); IExchangeAPI apiGemini = new ExchangeGeminiAPI(); IExchangeAPI apiKraken = new ExchangeKrakenAPI(); IExchangeAPI apiBitfinex = new ExchangeBitfinexAPI(); while (true) { ExchangeTicker ticker = apiGDAX.GetTicker(symbol); ExchangeOrderBook orders = apiGDAX.GetOrderBook(symbol); decimal askAmountSum = orders.Asks.Values.Sum(o => o.Amount); decimal askPriceSum = orders.Asks.Values.Sum(o => o.Price); decimal bidAmountSum = orders.Bids.Values.Sum(o => o.Amount); decimal bidPriceSum = orders.Bids.Values.Sum(o => o.Price); ExchangeTicker ticker2 = apiGemini.GetTicker(symbol); ExchangeOrderBook orders2 = apiGemini.GetOrderBook(symbol); decimal askAmountSum2 = orders2.Asks.Values.Sum(o => o.Amount); decimal askPriceSum2 = orders2.Asks.Values.Sum(o => o.Price); decimal bidAmountSum2 = orders2.Bids.Values.Sum(o => o.Amount); decimal bidPriceSum2 = orders2.Bids.Values.Sum(o => o.Price); ExchangeTicker ticker3 = apiKraken.GetTicker(symbol2); ExchangeOrderBook orders3 = apiKraken.GetOrderBook(symbol2); decimal askAmountSum3 = orders3.Asks.Values.Sum(o => o.Amount); decimal askPriceSum3 = orders3.Asks.Values.Sum(o => o.Price); decimal bidAmountSum3 = orders3.Bids.Values.Sum(o => o.Amount); decimal bidPriceSum3 = orders3.Bids.Values.Sum(o => o.Price); ExchangeTicker ticker4 = apiBitfinex.GetTicker(symbol); ExchangeOrderBook orders4 = apiBitfinex.GetOrderBook(symbol); decimal askAmountSum4 = orders4.Asks.Values.Sum(o => o.Amount); decimal askPriceSum4 = orders4.Asks.Values.Sum(o => o.Price); decimal bidAmountSum4 = orders4.Bids.Values.Sum(o => o.Amount); decimal bidPriceSum4 = orders4.Bids.Values.Sum(o => o.Price); Console.Clear(); Console.WriteLine("GDAX: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker.Last, ticker.Volume.BaseVolume, askAmountSum, askPriceSum, bidAmountSum, bidPriceSum); Console.WriteLine("GEMI: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker2.Last, ticker2.Volume.BaseVolume, askAmountSum2, askPriceSum2, bidAmountSum2, bidPriceSum2); Console.WriteLine("KRAK: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker3.Last, ticker3.Volume.BaseVolume, askAmountSum3, askPriceSum3, bidAmountSum3, bidPriceSum3); Console.WriteLine("BITF: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker4.Last, ticker4.Volume.BaseVolume, askAmountSum4, askPriceSum4, bidAmountSum4, bidPriceSum4); Thread.Sleep(5000); } }