static void Main()
{
// attach graph renderer
Rendering renderer = new Rendering(800, 400);
long lastTradeId = -1;
var marketAccesses =
JsonConvert.DeserializeObject <List <MarketAccess> >(File.ReadAllText("accessKeys.txt"));
var huobiAccess = marketAccesses.First(e => e.Name == "Huobi");
var btceAccess = marketAccesses.First(e => e.Name == "BTCE");
IMarket huobi = new Huobi(huobiAccess.AccessKey, huobiAccess.SecretKey);
//huobi = new BTCeMarket(btceAccess.AccessKey, btceAccess.SecretKey);
AlgoBase alogo = new NaiveMarketMaker(huobi, HuobiMarket.btc, renderer);
BcwTrade lastTrade = null;
TimeSpan timeOffset = new TimeSpan();
DateTime lastTime = new DateTime();
while (true)
{
try
{
List <BcwTrade> newTrades = huobi.GetPublicTrades(BcwMarket.huobibtccny, lastTradeId);
newTrades.Reverse();
HuobiMarketSummary depth = huobi.GetMarketSummary(HuobiMarket.btc);
BcwTicker ticker = huobi.GetTicker(BcwMarket.huobibtccny);
DateTime now = UnixTime.ConvertToDateTime(ticker.date) + timeOffset;
if (newTrades.Count > 0)
{
if (timeOffset.TotalSeconds == 0)
{
DateTime firstTradeDate = UnixTime.ConvertToDateTime(newTrades[0].date);
if (firstTradeDate < lastTime)
{
timeOffset = firstTradeDate - lastTime;
}
}
foreach (BcwTrade t in newTrades)
{
if (t.trade_type == BcwOrderType.ask)
{
// this condition means that a BUY ORDER was filled
}
else
{
// this condition means that a SELL ORDER was filled
}
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), t.price, UnixTime.ConvertToDateTime(t.date));
}
lastTrade = newTrades.Last();
lastTradeId = newTrades.Last().tid;
now = UnixTime.ConvertToDateTime(lastTrade.date);
}
else
{
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), lastTrade.price, now);
}
//
// update the algorithm
//
alogo.Update(now);
}
catch (HuobiApi.RetryCountExceededException)
{
}
catch (Newtonsoft.Json.JsonReaderException e)
{
Console.WriteLine(e.ToString());
}
Thread.Sleep(5000);
}
}
static void Main()
{
// attach graph renderer
Rendering renderer = new Rendering(800, 400);
long lastTradeId = -1;
var marketAccesses =
JsonConvert.DeserializeObject<List<MarketAccess>>(File.ReadAllText("accessKeys.txt"));
var huobiAccess = marketAccesses.First(e => e.Name == "Huobi");
var btceAccess = marketAccesses.First(e => e.Name == "BTCE");
IMarket huobi = new Huobi(huobiAccess.AccessKey, huobiAccess.SecretKey);
//huobi = new BTCeMarket(btceAccess.AccessKey, btceAccess.SecretKey);
AlgoBase alogo = new NaiveMarketMaker(huobi, HuobiMarket.btc, renderer);
BcwTrade lastTrade = null;
TimeSpan timeOffset = new TimeSpan();
DateTime lastTime = new DateTime();
while (true)
{
try
{
List<BcwTrade> newTrades = huobi.GetPublicTrades(BcwMarket.huobibtccny, lastTradeId);
newTrades.Reverse();
HuobiMarketSummary depth = huobi.GetMarketSummary(HuobiMarket.btc);
BcwTicker ticker = huobi.GetTicker(BcwMarket.huobibtccny);
DateTime now = UnixTime.ConvertToDateTime(ticker.date) + timeOffset;
if (newTrades.Count > 0)
{
if (timeOffset.TotalSeconds == 0)
{
DateTime firstTradeDate = UnixTime.ConvertToDateTime(newTrades[0].date);
if (firstTradeDate < lastTime)
{
timeOffset = firstTradeDate - lastTime;
}
}
foreach (BcwTrade t in newTrades)
{
if (t.trade_type == BcwOrderType.ask)
{
// this condition means that a BUY ORDER was filled
}
else
{
// this condition means that a SELL ORDER was filled
}
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), t.price, UnixTime.ConvertToDateTime(t.date));
}
lastTrade = newTrades.Last();
lastTradeId = newTrades.Last().tid;
now = UnixTime.ConvertToDateTime(lastTrade.date);
}
else
{
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), lastTrade.price, now);
}
//
// update the algorithm
//
alogo.Update(now);
}
catch (HuobiApi.RetryCountExceededException)
{
}
catch (Newtonsoft.Json.JsonReaderException e)
{
Console.WriteLine(e.ToString());
}
Thread.Sleep(5000);
}
}