Esempio n. 1
0
        public static async void startBoardUpdate()
        {
            initialize();

            await Task.Run(async() =>
            {
                while (SystemFlg.getMarketDataFlg())
                {
                    if (FlyerAPI2.getApiAccessProhibition() == false)
                    {
                        var board = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");

                        if (board.MidPrice != 0)
                        {
                            board.dt  = DateTime.Now;
                            var ask_p = board.Asks.Select(c => c.Price).ToArray();
                            var bid_p = board.Bids.Select(c => c.Price).ToArray();

                            var ask_min = ask_p.Min();
                            var bid_max = bid_p.Max();

                            board.spread = ask_min - bid_max;
                            setCurrentBoard(board);
                            MarketDataLog.addBoardData(board.dt, new double[] { bid_max, ask_min, board.spread });
                            Form1.Form1Instance.Invoke((Action)(() =>
                            {
                                Form1.Form1Instance.setLabel3(board.spread.ToString());
                            }));
                        }
                    }
                    //await Task.Delay(0);
                }
            });
        }
Esempio n. 2
0
 public async static void startExchangeMonitor()
 {
     while (SystemFlg.getMarketDataFlg())
     {
         await Task.Run(async() =>
         {
             if (FlyerAPI2.getApiAccessProhibition() == false)
             {
                 Form1.Form1Instance.Invoke((Action)(() =>
                 {
                 }));
             }
             await Task.Delay(10000);
             return(0);
         });
     }
 }
Esempio n. 3
0
        public async static Task <string> startMMBot(double entry_spread_width, double size)
        {
            string res = "";

            SystemFlg.setMMFlg(true);

            initialize();
            entry_spread = entry_spread_width;
            order_size   = size;
            var ac = new Account();

            await Task.Delay(3000);


            await Task.Run(async() =>
            {
                int num = 0;
                while (SystemFlg.getMMFlg())
                {
                    if (FlyerAPI2.getApiAccessProhibition() == false)
                    {
                        //Log.addLog("MMBOT", "num=" + num.ToString());
                        await MMStrategy(ac);

                        //string line2 = "";
                        //var ord = ac.getAllOrders();

                        /*for (int i = 0; i < ord.Count; i++)
                         *  line2 += ord[i].order_side + " - " + ord[i].order_lot + "@" + ord[i].order_price + ", ";
                         */
                        //ac.takeLog("orders:"+line2);
                        //ac.takeLog("holdings:"+ ac.holding_ave_side + ", hold ave price=" + ac.holding_ave_price + " x " + ac.holding_total_size);

                        Form1.Form1Instance.Invoke((Action)(() =>
                        {
                            Form1.Form1Instance.setLabel5(ac.holding_ave_side + ", hold ave price=" + ac.holding_ave_price + " x " + ac.holding_total_size);
                            Form1.Form1Instance.setLabel4("num trade=" + ac.num_trade);
                            //Form1.Form1Instance.setLabel6(line2);
                        }));
                        num++;
                    }
                    else
                    {
                        Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.setLabel4("api prohibited"); }));
                        await Task.Delay(1000);
                    }
                }
            });

            Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("Finishing MMBot"); }));
            await ac.cancelAllOrders();

            await ac.checkExecutionAndUpdateOrders();

            await ac.startExitPriceTracingOrder();

            Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("Finished MMBot"); }));

            //ac.displayAllLog();
            ac.writeLog();

            return(res);
        }
Esempio n. 4
0
        private async Task <string> checkCancel()
        {
            await Task.Run(async() =>
            {
                while (SystemFlg.getMMFlg())
                {
                    if (cancelling)
                    {
                        var order = await FlyerAPI2.sendChiledOrderAsync("BUY", MarketDataLog.getLastExecutionsData().price - 100000, 0.01, 1); //send dummy order
                        Log.addLog("Account-CheckCancel", "sendChiledOrderAsync-dummy");
                        var ord_dt = DateTime.Now;
                        if (order.order_id.Contains("JRF"))
                        {
                            bool flg = true;
                            do
                            {
                                if (FlyerAPI2.getApiAccessProhibition() == false)
                                {
                                    var orders = await FlyerAPI2.getChildOrderAsync("ACTIVE");//get current active orders
                                    Log.addLog("Account-CheckCancel", "getChildOrderAsync-ACTIVE");
                                    var dt        = DateTime.Now;
                                    var orders_id = orders.Select(x => x.child_order_acceptance_id).ToList();
                                    if (orders_id.Contains(order.order_id)) //when the dummy order is in the active order list
                                    {
                                        //treat all cancelling status orders not exist in order list as properlly cancelled
                                        var ord            = getAllOrders();
                                        int num_cancelling = 0;
                                        for (int i = 0; i < ord.Count; i++)
                                        {
                                            if (ord[i].order_status == "CANCELLING" && dt > ord[i].order_dt)
                                            {
                                                num_cancelling++;
                                                //if (orders_id.Contains(ord[i].order_id))//
                                                {
                                                    takeLog(DateTime.Now + ": cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot);
                                                    Log.addLog("Account-CheckCancel", "cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot);
                                                    Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot); }));
                                                    removeOrder(ord[i].order_id);
                                                }
                                            }
                                        }
                                        if (num_cancelling == 0)//cancel dummy order and stop current checking
                                        {
                                            string res = "error";
                                            do
                                            {
                                                res        = await FlyerAPI2.cancelChildOrdersAsync(order.order_id);
                                                flg        = false;
                                                cancelling = false;
                                                Log.addLog("Account-CheckCancel", "num cancelling = 0, res=" + res);
                                            } while (res == "error");
                                        }
                                        else if ((DateTime.Now - ord_dt).Seconds > 60)
                                        {
                                            flg = false;
                                        }
                                    }
                                }
                                await Task.Delay(500);
                            } while (flg);
                        }
                    }
                    else
                    {
                        Log.addLog("Account-CheckCancel", "cancelling = false, num orders=" + getNumCurrentOrders());
                        await Task.Delay(1000);
                    }
                }
            });

            return("");
        }