private static async Task TradeReader(ApiTrader api, MarketManager trader)
{
while (true)
{
try
{
var tradeStream = api.Client.PrivateApi.GetTradeUpdates(new Empty());
while (await tradeStream.ResponseStream.MoveNext())
{
foreach (var trade in tradeStream.ResponseStream.Current.Trades)
{
Console.WriteLine(
$"TRADE: orderId: {trade.OrderId}, size: {trade.BaseVolume}, role: {trade.Role}");
await trader.HandleTrade(trade.OrderId, decimal.Parse(trade.BaseVolume));
}
await trader.PlaceToMarketAsync();
}
tradeStream.Dispose();
}
catch (Exception ex)
{
Console.WriteLine("Error on stream read:");
Console.WriteLine(ex);
}
}
}
static async Task Main(string[] args)
{
// connect to API
var key = Environment.GetEnvironmentVariable("HFT_API_KEY");
var api = new ApiTrader("https://hft-apiv2-grpc.lykke.com", key);
// create a bot with BTCUSD pair
var trader = new MarketManager(api, "BTCUSD");
// init trading bot: Current Price = 10950, Limit Order size = 0.0001 BTC, Delta(level spread) = 10 USD, count level per side = 15
trader.ResetMarke(10950, 0.0001m, 10, 15);
// place Limit Orders
await trader.PlaceToMarketAsync();
while (true)
{
try
{
// subscribe to trade stream
var tradeStream = api.Client.PrivateApi.GetTradeUpdates(new Empty());
// wait next trade event
while (await tradeStream.ResponseStream.MoveNext())
{
// handle each trade from event
foreach (var trade in tradeStream.ResponseStream.Current.Trades)
{
Console.WriteLine($"TRADE: orderId: {trade.OrderId}, size: {trade.BaseVolume}, role: {trade.Role}");
await trader.HandleTrade(trade.OrderId);
}
// place new Limit Orders
await trader.PlaceToMarketAsync();
}
tradeStream.Dispose();
}
catch (Exception ex)
{
Console.WriteLine("Error on stream read:");
Console.WriteLine(ex);
}
}
}
static async Task Main(string[] args)
{
var key = Environment.GetEnvironmentVariable("HFT_API_KEY");
var api = new ApiTrader("https://hft-apiv2-grpc.lykke.com", key);
var trader = new MarketManager(api, "BTCUSD");
trader.ResetMarke(10950, 0.0001m, 10, 15);
await trader.PlaceToMarketAsync();
while (true)
{
try
{
var tradeStream = api.Client.PrivateApi.GetTradeUpdates(new Empty());
while (await tradeStream.ResponseStream.MoveNext())
{
foreach (var trade in tradeStream.ResponseStream.Current.Trades)
{
Console.WriteLine($"TRADE: orderId: {trade.OrderId}, size: {trade.BaseVolume}, role: {trade.Role}");
await trader.HandleTrade(trade.OrderId);
}
await trader.PlaceToMarketAsync();
}
tradeStream.Dispose();
}
catch (Exception ex)
{
Console.WriteLine("Error on stream read:");
Console.WriteLine(ex);
}
}
}
static async Task MainMock(string[] args)
{
var api = new Mock();
var trader = new MarketManager(api, "BTCUSD");
await trader.ResetMarke(10500, 0.0001m, 10, 10,
1m, 4, 0m, 0);
await trader.PlaceToMarketAsync();
Console.WriteLine();
Console.WriteLine("-------------------------");
Console.WriteLine();
Console.ReadLine();
await trader.Pulse();
Console.WriteLine();
Console.WriteLine("-------------------------");
Console.WriteLine();
Console.ReadLine();
await trader.Pulse();
Console.WriteLine();
Console.WriteLine("-------------------------");
Console.Write("orderId: ");
var oid = Console.ReadLine();
Console.Write("size: ");
var sz = decimal.Parse(Console.ReadLine());
await trader.HandleTrade(oid, sz);
await trader.PlaceToMarketAsync();
await trader.Pulse();
Console.WriteLine();
Console.WriteLine("-------------------------");
Console.Write("orderId: ");
oid = Console.ReadLine();
Console.Write("size: ");
sz = decimal.Parse(Console.ReadLine());
await trader.HandleTrade(oid, sz);
await trader.PlaceToMarketAsync();
await trader.Pulse();
Console.WriteLine();
Console.WriteLine("-------------------------");
Console.Write("orderId: ");
oid = Console.ReadLine();
Console.Write("size: ");
sz = decimal.Parse(Console.ReadLine());
await trader.HandleTrade(oid, sz);
await trader.PlaceToMarketAsync();
await trader.Pulse();
}