public FillsClient(CBAuthenticationContainer authenticationContainer, MyOrderBook orderBook) : base(authenticationContainer)
{
myActiveOrderBook = orderBook;
FillWatchList = orderBook.MyChaseOrderList;
IsBusy_TrackIngOrder = false;
BusyCheckingOrder = false;
//startTracker();
}
public ContextValues(ref MyOrderBook orderBook, ref TickerClient inputTicker)
{
MyOrderBook = orderBook;
CurrentTicker = inputTicker;
UserStartedTrading = false;
TradeActionList = new List <string>();
//ForceSold = false;
BuySellAmount = 0.01m;//default
//CurrentLargeSmaTimeInterval = 3; //default
//CurrentLargeSmaSlices = 60; //default
CurrentAction = "NOT_SET";
//CurrentSmallSmaTimeInterval = 3; //default
//CurrentSmallSmaSlices = 55; //default
PriceBuffer = 0.05m; //default
CurrentRealtimePrice = 0;
CurrentBufferedPrice = 0;
//CurrentLargeSmaPrice = 0;
BuyOrderFilled = false;
SellOrderFilled = false;
WaitingSellFill = false;
WaitingBuyFill = false;
WaitingBuyOrSell = false;
WaitTimeAfterBigSmaCrossInMin = 5; //buy sell every time interval
MaxBuy = 5;
MaxSell = 5;
StartAutoTrading = false;
//AutoTradingStoppedEvent?.Invoke(this, EventArgs.Empty);
LastLargeSmaCrossTime = DateTime.UtcNow.ToLocalTime();
//LastSmallSmaCrossTime = DateTime.UtcNow.ToLocalTime();
}
private void InitManager(string ProductName, IntervalValues intervalValues)
{
//try to get ticker first
//Logger.WriteLog("Init Manager Thread ID: " + Thread.CurrentThread.ManagedThreadId.ToString());
try
{
Logger.WriteLog("Initializing ticker");
ProductTickerClient = new TickerClient(ProductName);
}
catch (Exception ex)
{
Logger.WriteLog("Manager cant initialize ticker");
return;
}
ProductTickerClient.PriceUpdated += ProductTickerClient_UpdateHandler;
AvoidExchangeFees = true;
ProductTickerClient.TickerConnectedEvent += TickerConnectedHandler;
ProductTickerClient.TickerDisconnectedEvent += TickerDisconnectedHandler;
MyAuth = new CBAuthenticationContainer(MyKey, MyPassphrase, MySecret);
MyProductOrderBook = new MyOrderBook(MyAuth, ProductName, ref ProductTickerClient);
MyProductOrderBook.OrderUpdateEvent += FillUpdateEventHandler;
CurContextValues = new ContextValues(ref MyProductOrderBook, ref ProductTickerClient);
CurContextValues.ProductName = ProductName;
CurContextValues.Auth = MyAuth;
CurContextValues.AutoTradingStartEvent += autoTradeStartEventHandler;
CurContextValues.AutoTradingStopEvent += autoTradeStopEventHandler;
////update ui with initial prices
ProductTickerClient_UpdateHandler(this, new TickerMessage(ProductTickerClient.CurrentPrice));
CurrentDisplaySmaTimeInterval = intervalValues.LargeIntervalInMin;
CurrentDisplaySmaSlices = intervalValues.LargeSmaSlices; //default large sma slice value
//SmaSmall = new MovingAverage(ref ProductTickerClient, ProductName, CurContextValues.CurrentSmallSmaTimeInterval, CurContextValues.CurrentSmallSmaSlices);
//SmaSmall.MovingAverageUpdated += SmaSmallChangedEventHandler;
Logger.WriteLog(string.Format("{0} manager started", ProductName));
//currentTradeStrategy = new TradeStrategyA(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyC(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyD(ref CurContextValues);
if (intervalValues == null)
{
intervalValues = new IntervalValues(30, 15, 5);//IntervalValues(5, 3, 1);
}
//currentTradeStrategy = new TradeStrategyE(ref CurContextValues, intervalValues);
CreateUpdateStrategyInstance(intervalValues, true).Wait();
currentTradeStrategy.CurrentActionChangedEvent += CUrrentActionChangeEventHandler;
//save the interval values for later use
//CurContextValues.CurrentIntervalValues = intervalValues;
SetCurrentIntervalValues(intervalValues);
DisplaySma = new MovingAverage(ref ProductTickerClient, ProductName, CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
DisplaySma.MovingAverageUpdatedEvent += DisplaySmaChangedEventHandler;
UpdateDisplaySmaParameters(CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
UpdateBuySellAmount(0.01m); //default
//UpdateBuySellBuffer(0.03m); //default
try
{
UpdateFunds();
}
catch (Exception)
{
Logger.WriteLog("Error getting available funds details, please check your gdax credentials");
}
AppSettings.MajorSettingsChangEvent += MajorSettingsChangedEventHandler;
//writeCurrentStrategySmaValues();
//ShowGraph(gra);
}
