public Trade_package(decimal _precent, string _currency, SymbolsDate _buySymbolsDate, SymbolsDate _sellSymbolsDate)
{
api = StaticVariables.api;
itsBuyArbitrage = true;
percent = _precent;
buySymbolsDate = _buySymbolsDate;
sellSymbolsDate = _sellSymbolsDate;
currency = _currency;
buySymbol = buySymbolsDate.symbole;
sellSymbol = sellSymbolsDate.symbole;
minAmountTrade = Math.Max(buySymbolsDate.MinAmount, sellSymbolsDate.MinAmount);
maxAmountTrade = WalletFunc.GetMaxAmountTrade(buySymbolsDate.orderTrade.request.Price, buySymbolsDate.payment);
maxAmountTrade = StaticVariables.api.ClampOrderQuantity(buySymbol, maxAmountTrade);
if (maxAmountTrade < minAmountTrade)
{
string warningMessage = String.Format("currency - {0}, buySymbol - {1}, buy.MinAmount - {2}, sellSymbols - {3}, sell.MinAmount- {4}, minAmountTrade - {5}, maxAmountTrade - {6}", currency, buySymbol, buySymbolsDate.MinAmount, sellSymbol, sellSymbolsDate.MinAmount, minAmountTrade, maxAmountTrade);
PrintTable.PrintConsole(warningMessage);
PrintFunc.AddLine(StaticVariables.pathWithDate + "WARNING_maxAmount.txt", warningMessage);
maxAmountTrade = minAmountTrade;
}
}
public OrderHandling(decimal _precent, string _currency, SymbolsDate _buySymbolsDate, SymbolsDate _sellSymbolsDate)
: base(_precent, _currency, _buySymbolsDate, _sellSymbolsDate)
{
done = false;
succsseTrade = false;
itsCanAdded = true;
itsCanUpdate = true;
intervalRevnuPercentageTake = 0.1m;
TimeSummary = new DateTime[10];
TimeSummary[4] = DateTime.Now;
itsOrderHandlingLeft = false;
itsTradeMagic = true;
ItsTradeFaster = false;
}
public static OrderHandling ArbitragePercent(string currency, List <SymbolsDate> list)
{
#if DEBUG
DateTime timeOrder = DateTime.Now;
FindDebug = String.Format("{0}\n", timeOrder);
#endif
OrderHandling package = null;
int sumListToCheck = ListToCheck(list);
if (sumListToCheck < 2)
{
return(package);
}
Dictionary <string, decimal> BuyPriceList = new Dictionary <string, decimal>();
Dictionary <string, decimal> SellPriceList = new Dictionary <string, decimal>();
ExchangeOrderBook book;
string symbole;
decimal priceBuy;
decimal priceSell;
for (int i = 0; i < list.Count; i++)
{
if (!list[i].itsAvalible)
{
continue;
}
symbole = list[i].symbole;
book = StaticVariables.api.GetOrderBook(symbole, StaticVariables.maxCount);
priceBuy = GetPrice(book, list[i], true);
if (priceBuy != 0)
{
BuyPriceList.Add(symbole, priceBuy);
}
priceSell = GetPrice(book, list[i], false);
if (priceSell != 0)
{
SellPriceList.Add(symbole, priceSell);
}
}
string BuyKey = "";
string SellKey = "";
decimal BuyPrice = 0;
decimal SellPrice = 0;
while (BuyKey == SellKey)
{
// Get the lowest price. So sorting Descending
BuyKey = BuyPriceList.OrderByDescending(x => x.Value).Select(y => y.Key).ToList().Last();
BuyPrice = BuyPriceList[BuyKey];
// Getting the highest price. That's why sorting is normal
SellKey = SellPriceList.OrderBy(x => x.Value).Select(y => y.Key).ToList().Last();
SellPrice = SellPriceList[SellKey];
#if DEBUG
FindDebug += String.Format("BuyPriceList\n{0}\n", PrintFunc.PrintDictionary(BuyPriceList));
FindDebug += String.Format("SellPriceList\n{0}\n", PrintFunc.PrintDictionary(SellPriceList));
FindDebug += String.Format("BuyKey - {0}\tBuyPrice - {1}\n", BuyKey, BuyPrice);
FindDebug += String.Format("SellKey - {0}\tSellPrice - {1}\n", SellKey, SellPrice);
#endif
if (BuyKey != SellKey)
{
break;
}
// Handling in case of buying and selling from the same currency
int indexBuyPriceList = BuyPriceList.Count;
int indexSellPriceList = SellPriceList.Count;
if (indexBuyPriceList < 2 || indexSellPriceList < 2)
{
return(package);
}
// indexBuyPriceList-2 -> This is the index of the next proposal
decimal BuyNextOffer = BuyPriceList.ElementAt(indexBuyPriceList - 2).Value;
decimal BuyNextOfferDifrent = BuyNextOffer - BuyPrice;
decimal SellNextOffer = SellPriceList.ElementAt(indexSellPriceList - 2).Value;
decimal SellNextOfferDifrent = SellPrice - SellNextOffer;
if (BuyNextOfferDifrent > SellNextOfferDifrent)
{
SellPriceList.Remove(SellKey);
}
else
{
BuyPriceList.Remove(BuyKey);
}
#if DEBUG
FindDebug += String.Format("BuyNextOffer - {0}\tBuyNextOfferDifrent - {1}\n", BuyNextOffer, BuyNextOfferDifrent);
FindDebug += String.Format("SellNextOffer - {0}\tSellNextOfferDifrent - {1}\n", SellNextOffer, SellNextOfferDifrent);
FindDebug += String.Format("(BuyNextOfferDifrent > SellNextOfferDifrent) - {0}\n", (BuyNextOfferDifrent > SellNextOfferDifrent));
#endif
}
decimal precent = 0;
try
{
precent = ((SellPrice - BuyPrice) / BuyPrice) * 100;
}
catch (Exception)
{
// Division by zero
return(package);
}
SymbolsDate buy = (from item in list where item.Symbole == BuyKey select item).FirstOrDefault();
buy.ItsBuy = true;
SymbolsDate sell = (from item in list where item.Symbole == SellKey select item).FirstOrDefault();
sell.ItsBuy = false;
// After activating the magic number by buying.ItsBuy / buy.ItsBuy we will check the prices and the percentage of potential profit
decimal buyPricePotential = WalletFunc.ConversionPrice(buy.orderTrade.request.Price, buy.payment);
decimal sellPricePotential = WalletFunc.ConversionPrice(sell.orderTrade.request.Price, sell.payment);
decimal percentPotential = 0;
try
{
percentPotential = ((sellPricePotential - buyPricePotential) / buyPricePotential) * 100;
}
catch (Exception)
{
// Division by zero
return(package);
}
#if DEBUG
FindDebug += String.Format("precent - {0:P3}\n", precent / 100);
FindDebug += String.Format("after implemation ExtraPercent\textraPercent.Percent - {0:P2}\n", buy.orderTrade.extraPercent.Percent);
FindDebug += String.Format("buy.Price - {0:N8}\tbuyPricePotential (ConversionPrice) - {1:N8}\n", buy.orderTrade.request.Price, buyPricePotential);
FindDebug += String.Format("after implemation ExtraPercent\textraPercent.Percent - {0:P2}\n", sell.orderTrade.extraPercent.Percent);
FindDebug += String.Format("sell.Price - {0:N8}\tsellPricePotential (ConversionPrice) - {1:N8}\n", sell.orderTrade.request.Price, sellPricePotential);
FindDebug += String.Format("percentPotential - {0:P3}\n\n\n", percentPotential / 100);
PrintFunc.AddLine(StaticVariables.pathFindDebug + "Find_" + currency + ".txt", FindDebug);
#endif
package = new OrderHandling(precent, currency, buy, sell);
package.buyPrice = WalletFunc.ConversionPrice(buy.orderTrade.maxOrMinPrice, buy.payment);
package.sellPrice = WalletFunc.ConversionPrice(sell.orderTrade.maxOrMinPrice, sell.payment);
package.buyPricePotential = buyPricePotential;
package.sellPricePotential = sellPricePotential;
package.percentPotential = percentPotential;
return(package);
}
public static void Start(bool fullSymbol = false)
{
List <string> SymbolsList = StaticVariables.api.GetSymbolsNormalize();
SymbolsList.Sort();
#if DEBUG
PrintFunc.PrintList(SymbolsList, "SymbolsList_beforeRemove", StaticVariables.pathDataDebug);
List <string> SymbolsListRemove = new List <string>();
#endif
List <string> currencyList = new List <string>();
Dictionary <string, int> paymentList = new Dictionary <string, int>();
string[] currency_payment;
string currency;
string payment;
for (int g = 0; g < SymbolsList.Count; g++)
{
currency_payment = SymbolsList[g].Split('_');
currency = currency_payment[0];
payment = currency_payment[1];
if (Remove(payment))
{
#if DEBUG
SymbolsListRemove.Add(SymbolsList[g]);
#endif
SymbolsList.Remove(SymbolsList[g]); // For the purpose of saving running time in the following loops
g--; // Because we removed the value in the current index, then the next loop should use the current index that contains the following value
}
else
{
currencyList.Add(currency);
if (paymentList.Keys.Contains(payment))
{
paymentList[payment] = paymentList[payment] + 1;
}
else
{
paymentList.Add(payment, 1);
}
}
}
#if DEBUG
PrintFunc.PrintList(SymbolsList, "SymbolsList_afterRemove", StaticVariables.pathDataDebug);
PrintFunc.PrintList(SymbolsListRemove, "SymbolsListRemove", StaticVariables.pathDataDebug);
#endif
StaticVariables.PaymentListByWeight = paymentList.OrderByDescending(x => x.Value).Select(y => y.Key).ToList();
currencyList = currencyList.Distinct().ToList();
WalletFunc.InitializationStaticLists(SymbolsList);
WalletFunc.ConversionPayment();
Dictionary <string, ExchangeTicker> allTickers = StaticVariables.api.GetTickers();
StaticVariables.maxTradeInPaymentWeighted = WalletFunc.GetMaxAmount(allTickers);
//DataTable symboleDB = GetDB(GetExtraPercentFromDB);
Dictionary <string, List <string> > listCurrenciesAndPayment = new Dictionary <string, List <string> >();
StaticVariables.symbolsDateList = new Dictionary <string, List <SymbolsDate> >();
// Use a reference. For the purpose of machine learning and the use of databases
StaticVariables.magicNumberList = DBfunc.GetMagicNumberTable();
if (StaticVariables.magicNumberList.Count > 0)
{
WaitingTimeML.Start(); // USE to ML_4
}
#if DEBUG
PrintFunc.PrintList(SymbolsList, "SymbolsList_afterDistinct", StaticVariables.pathDataDebug);
PrintFunc.PrintDictionary(allTickers, "allTickers", StaticVariables.pathDataDebug);
#endif
for (int i = 0; i < currencyList.Count; i++)
{
currency = currencyList[i];
List <string> paymentCurrencyList = new List <string>();
List <SymbolsDate> tempSymbolsDateList = new List <SymbolsDate>();
SymbolsDate tempSymbolsDate;
ExchangeTicker tempTicker;
MagicNumber magicNumber;
string symbole;
for (int j = 0; j < SymbolsList.Count; j++)
{
symbole = SymbolsList[j];
currency_payment = symbole.Split('_');
if (currency_payment[0].Equals(currency))
{
paymentCurrencyList.Add((fullSymbol ? SymbolsList[j] : currency_payment[1]));
if (!allTickers.TryGetValue(symbole, out tempTicker))
{
SymbolsList.Remove(symbole);
j--;
continue;
}
magicNumber = DBfunc.GetMagicNumberItem(symbole, currency);
tempSymbolsDate = new SymbolsDate(symbole, tempTicker, magicNumber);
tempSymbolsDateList.Add(tempSymbolsDate);
if (StaticVariables.PaymentListByWeight.Contains(currency))
{
StaticVariables.listArbitrageSymbolsDate[symbole] = tempSymbolsDate;
}
SymbolsList.Remove(symbole); // For the purpose of saving running time in the following loops
j--; // Because we removed the value in the current index, then the next loop should use the current index that contains the following value
}
}
if (paymentCurrencyList.Count > 1)
{
paymentCurrencyList.Sort();
listCurrenciesAndPayment.Add(currency, paymentCurrencyList);
StaticVariables.symbolsDateList.Add(currency, tempSymbolsDateList);
}
}
DBfunc.AddMagicNumberTable(StaticVariables.magicNumberList);
return;
}
public static decimal GetPrice(ExchangeOrderBook book, SymbolsDate item, bool buy)
{
decimal price = 0;
decimal amaunt = 0;
int j = 0;
do
{
if (buy)
{
if (book.Asks.Count <= j)
{
return(0);
}
price = book.Asks[j].Price;
amaunt = book.Asks[j].Amount;
}
else
{
if (book.Bids.Count <= j)
{
return(0);
}
price = book.Bids[j].Price;
amaunt = book.Bids[j].Amount;
}
j++;
if (j == StaticVariables.maxCount) // In case the first 5 orders in the bookOrder are below the minimum required quantity
{
StaticVariables.maxCount = 10;
return(0);
}
if (!buy)
{
item.MinAmount = price;
}
} while (amaunt < item.MinAmount);
ExchangeOrderRequest request = new ExchangeOrderRequest();
request.Amount = amaunt;
request.IsBuy = buy;
request.OrderType = StaticVariables.orderType;
request.Price = price;
request.Symbol = item.symbole;
OrderTrade orderTrade = new OrderTrade(request);
if (buy)
{
item.buyOrderTrade = orderTrade;
}
else
{
item.sellOrderTrade = orderTrade;
}
price = WalletFunc.ConversionPrice(price, item.payment);
#if DEBUG
FindDebug += String.Format("{0}\tSymbol - {1}\n", (request.IsBuy ? "Buy" : "Sell"), request.Symbol);
FindDebug += String.Format("while (amaunt < item.MinAmount) count - {0}\n", j);
FindDebug += String.Format("MinAmount - {0}\n", item.MinAmount);
FindDebug += String.Format("request - {0}\n", request.Print());
FindDebug += String.Format("price - {0}\n\n", price);
#endif
return(price);
}
