Esempio n. 1
0
 public void Stop()
 {
     try
     {
         foreach (var ex in _exchanges)
         {
             if (ex.GetExchangeName() == ExchangeName.Gdax)
             {
                 Gdax.Subscribe((GdaxExchange)ex, false);
             }
             if (ex.GetExchangeName() == ExchangeName.Binance)
             {
                 if (_binanceVwap != null)
                 {
                     _binanceVwap.TimerAction(false);
                 }
             }
             if (ex.GetExchangeName() == ExchangeName.Bitmex)
             {
                 if (_bitmexVwap != null)
                 {
                     _bitmexVwap.TimerAction(false);
                 }
             }
             ex.Logout();
         }
         _log.WriteInfo(FormatMessage("Service stopped"));
     }
     catch (Exception ex)
     {
         _log.WriteError(String.Format("[{0}] {1} {2}", ex.GetType(), ex.Message, ex.StackTrace));
     }
 }
Esempio n. 2
0
        public void Start()
        {
            var dbRepo      = (DbRepositoryService)_log.DbRepository;
            var settings    = dbRepo.GetExchangeSettings();
            var instruments = new List <CurrencyName>();

            foreach (CurrencyName ins in Enum.GetValues(typeof(CurrencyName)))
            {
                if ((int)ins > 1 && (int)ins < 100)
                {
                    instruments.Add(ins);
                }
            }
            var btcInstruments = instruments.ToArray();
            var usdInstruments = new CurrencyName[]
            {
                CurrencyName.BTC, CurrencyName.LTC, CurrencyName.ETH, CurrencyName.NEO,
                CurrencyName.BCHABC, CurrencyName.XRP, CurrencyName.ADA, CurrencyName.QTUM,
                CurrencyName.BCHSV, CurrencyName.BTT, CurrencyName.EOS, CurrencyName.TRX,
                CurrencyName.ONT, CurrencyName.XLM, CurrencyName.BNB, CurrencyName.FET,
                CurrencyName.ICX, CurrencyName.VET, CurrencyName.NULS, CurrencyName.IOTA,
                CurrencyName.BAT
            };

            var config      = (BotcoinConfigSection)ConfigurationManager.GetSection("botcoin");
            var wsExchanges = new Dictionary <string, Type>();
            var exchanges   = config.GetWebSocketEnabledExchanges();

            Utils.MapExchangeAttributes((attrName, isWebsocket, type) =>
            {
                if (exchanges.ContainsKey(attrName))
                {
                    if (isWebsocket)
                    {
                        wsExchanges[attrName] = type;
                    }
                }
            });
            foreach (var exchange in wsExchanges)
            {
                var setting = settings.Where(s => s.Exchange.ToString() == exchange.Key).Single();
                var ex      = (BaseExchange)Activator.CreateInstance(exchange.Value, setting);
                ex.Log = _log;

                _exchanges.Add(ex);
                var loadVwap = Int32.Parse(ConfigurationManager.AppSettings["LoadVwap"]);

                try
                {
                    switch (ex.GetExchangeName())
                    {
                    case ExchangeName.Binance:
                    {
                        var exch = (BinanceExchange)ex;
                        _binanceVwap = new BinanceVwapIndicator(_log);

                        if (loadVwap == 1)
                        {
                            _binanceVwap.SaveVwapHistory(_binanceVwap.Date(2019, 4, 1), _binanceVwap.Date(2019, 4, 2));
                        }
                        else
                        {
                            Binance.SubscribeInstruments(exch, btcInstruments, usdInstruments, OnInstrumentReceived);
                            Binance.SubscribeTrades(exch, btcInstruments, usdInstruments, OnTradeReceived);
                            Binance.SubscribeTicker(exch, btcInstruments, usdInstruments, OnTickerReceived);
                            ex.Logon();
                            //_binanceVwap.TimerAction(true);
                        }
                        break;
                    }

                    case ExchangeName.Bitmex:
                    {
                        var btx = (BitmexExchange)ex;
                        _bitmex     = new Bitmex(btx);
                        _bitmexVwap = new BitmexVwapIndicator(btx, _bitmex.Contracts, _log);

                        if (loadVwap == 1)
                        {
                            _bitmexVwap.LoadTrades();
                            //_bitmexVwap.SaveVwapHistory(_bitmexVwap.Date(2019, 4, 1), _bitmexVwap.Date(2019, 4, 2));
                        }
                        else
                        {
                            btx.Logon();
                            _bitmex.SubscribeLiquidation(btx, OnLiquidationReceived);
                            _bitmex.SubscribeTicker(btx, OnTickerReceived);
                            _bitmexVwap.TimerAction(true);
                        }
                        break;
                    }

                    case ExchangeName.OkEx:
                    {
                        // mock
                        btcInstruments = new CurrencyName[] { CurrencyName.LTC, CurrencyName.BCH, CurrencyName.ETH, CurrencyName.XRP };
                        usdInstruments = new CurrencyName[] { CurrencyName.BTC, CurrencyName.LTC, CurrencyName.BCH, CurrencyName.ETH, CurrencyName.XRP };

                        ex.Logon();
                        Okex.SubscribeInstruments((OkExExchange)ex, btcInstruments, usdInstruments, OnInstrumentReceived);
                        Okex.SubscribeTrades((OkExExchange)ex, btcInstruments, usdInstruments, OnTradeReceived);
                        break;
                    }

                    case ExchangeName.Bitstamp:
                    {
                        Bitstamp.SubscribeInstruments((BitstampExchange)ex, btcInstruments, usdInstruments, OnInstrumentReceived);
                        Bitstamp.SubscribeTrades((BitstampExchange)ex, btcInstruments, usdInstruments, OnTradeReceived);
                        Bitstamp.SubscribeTicker((BitstampExchange)ex, _log);
                        ex.Logon();
                        break;
                    }

                    case ExchangeName.Gdax:
                    {
                        ex.Logon();
                        Gdax.SubscribeInstruments((GdaxExchange)ex, OnInstrumentReceived);
                        Gdax.SubscribeTicker((GdaxExchange)ex, OnTickerReceived);
                        break;
                    }
                    }
                    _log.WriteInfo(FormatMessage("Service started"));
                }
                catch (Exception e)
                {
                    var msg = String.Format("[{0}] {1} {2}", e.GetType(), e.Message, e.StackTrace);

                    Console.WriteLine(msg);
                    _log.WriteError(msg);
                }
            }
        }