/// <summary>
/// Place a "Buy" order on the Kraken exchange market.
/// </summary>
/// <param name="assetName"></param>
/// <param name="price"></param>
/// <param name="ratio"></param>
/// <param name="dt"></param>
/// <param name="dry"></param>
/// <returns>true if the order is properly placed, false otherwise.</returns>
public virtual bool Buy(AssetSymbol assetName, double price, double ratio, DateTime?dt, bool dry)
{
if ((ratio == 0) || (_privateAPI == false))
{
return(false);
}
var dd = dt ?? DateTime.Now;
var fiatSymbol = assetName.QuoteName; // "XRPEUR" => "ZEUR"
var assetSymbol = assetName.SymbolName;
var totalBalance = Balance(fiatSymbol); // Total balance of the portfolio on this exchange market
var amount = (totalBalance * ratio) / 100.0; // Percentage of this total balance that can be used to place order.
var bal = Balances();
var availBalance = (double)bal[fiatSymbol]; // Available money for trading.
if (amount > availBalance)
{
amount = availBalance;
}
var qty = amount / price;
if (qty >= assetName.OrderMin)
{
_logger.Info("Place Order: Buy (" + assetSymbol + ") - Quantity: " + qty + " - Price:" + price + " - Total: " + amount + " " + assetName.QuoteName);
var order = RetryHelper <KrakenPlacedOrder> .RetryOnException(_retryTimes, _retryDelay, () => kc.PlaceOrder(assetSymbol, OrderSide.Buy, OrderType.Market, quantity: (decimal)qty, validateOnly: dry));
RateLimiterPenality += 3000;
return(order.Success);
}
return(false);
}
/// <summary>
/// Return the prices history for a given asset
/// </summary>
/// <param name="assetName">An normalized asset built from a normalized symbol name.</param>
/// <returns></returns>
public virtual Dictionary <double, double> PricesHistory(AssetSymbol assetName)
{
// To Do: Return here the Prices History on the specified symbol
var db = new Dictionary <double, double>();
return(db);
}
/// <summary>
/// The recent trades history for a given symbol
/// </summary>
/// <param name="assetName"></param>
/// <param name="dt"></param>
/// <returns></returns>
public virtual KrakenTradesResult TradesHistory(AssetSymbol assetName, DateTime dt)
{
var l = RetryHelper <KrakenTradesResult> .RetryOnException(_retryTimes, _retryDelay, () => kc.GetRecentTrades(assetName.SymbolName, dt));
RateLimiterPenality += 6000;
return(l.Data);
}
/// <summary>
/// Place a 'fake' order on the 'fake' exchange market
/// </summary>
/// <param name="assetName"></param>
/// <param name="orderType"></param>
/// <param name="dt"></param>
/// <param name="price"></param>
/// <param name="amount"></param>
/// <returns></returns>
protected virtual bool PlaceOrder(AssetSymbol assetName, Trade.TOrderType orderType, DateTime dt, double price, double amount)
{
var t = new Trade();
t.Timestamp = dt;
t.RefPrice = price;
t.OrderType = orderType;
t.Asset = assetName;
var bal = Balances(dt);
var balance = bal[assetName.BaseName];
var fees = Fees((price * amount), orderType);
decimal total = (decimal)((price * amount) - fees);
t.Quantity = (double)amount;
if (orderType == Trade.TOrderType.Buy)
{
balance += (decimal)amount;
_assetPortfolio[assetName.QuoteName] -= (double)total;
}
else
{
balance -= (decimal)amount;
_assetPortfolio[assetName.QuoteName] += (double)total;
}
_assetPortfolio[assetName.BaseName] = (double)balance;
_tradeHistory.Add(t);
return(true);
}
/// <summary>
/// The current price for a given asset
/// </summary>
/// <param name="assetName"></param>
/// <returns></returns>
public virtual double MarketPrice(AssetSymbol assetName)
{
var mk = RetryHelper <Dictionary <string, KrakenRestTick> > .RetryOnException(_retryTimes, _retryDelay, () => kc.GetTickers(symbols: assetName.SymbolName));
RateLimiterPenality += 6000;
return((double)mk.Data[assetName.SymbolName].LastTrade.Price);
}
/// <summary>
/// Place a 'fake' buy order
/// </summary>
/// <param name="assetName"></param>
/// <param name="price"></param>
/// <param name="ratio"></param>
/// <param name="dt"></param>
/// <param name="dry"></param>
/// <returns></returns>
public override bool Buy(AssetSymbol assetName, double price, double ratio, DateTime?dt, bool dry)
{
if (ratio == 0)
{
return(false);
}
var dd = dt ?? DateTime.Now;
var fiatSymbol = assetName.QuoteName; // "XRPEUR" => "ZEUR"
var assetSymbol = assetName.SymbolName;
var bal = Balances(dd);
var availBalance = (double)bal[fiatSymbol]; // Available money for trading.
var totalBalance = Balance(fiatSymbol); // Total balance of the portfolio on this exchange market
var amount = (totalBalance * ratio) / 100.0; // Percentage of this total balance that can be used to p
if (amount > availBalance)
{
amount = availBalance;
}
var qty = amount / price;
if (qty >= assetName.OrderMin)
{
NLog.LogManager.GetCurrentClassLogger().Info(dd + "|Place Order: Buy (" + assetSymbol + ") - Quantity: " + qty + " - Price:" + price + " - Total: " + amount + " " + assetName.QuoteName);
var success = PlaceOrder(assetName, Trade.TOrderType.Buy, dd, price, qty);
RateLimiterPenality += 3000;
return(success);
}
return(false);
}
/// <summary>
/// Get the prices history for a given asset
/// </summary>
/// <param name="assetName">The nqme of the asset to get the price history</param>
/// <returns>list of prices</returns>
public override Dictionary <double, double> PricesHistory(AssetSymbol assetName)
{
var con = ExportTradesOnDB(assetName);
// Get all prices
var cmd = new SQLiteCommand(con);
cmd.CommandText = @"SELECT timestamp, price FROM history ORDER BY timestamp";
cmd.ExecuteNonQuery();
using SQLiteDataReader rdr = cmd.ExecuteReader();
var _dict = new Dictionary <double, double>();
while (rdr.Read())
{
var timestamp = (Int64)rdr["timestamp"];
var dt = new DateTime(timestamp);
var oa = (double)dt.ToOADate();
var r = (double)rdr["price"];
if (_dict.ContainsKey(oa))
{
_dict[oa] = r;
}
else
{
_dict.Add(oa, r);
}
}
_priceHistory.Add(assetName.BaseName, _dict);
return(_dict);
}
/// <summary>
/// Normalize a given symbol name, like "XRPEUR" to the equivalent for Kraken Symbol.
/// </summary>
/// <param name="symbol">The symbol name (ex: "XRPEUR")</param>
/// <returns>A generic Asset name object. </returns>
public virtual AssetSymbol NormalizeSymbolName(string symbol)
{
var sym = RetryHelper <Dictionary <string, KrakenSymbol> > .RetryOnException(_retryTimes, _retryDelay, () => kc.GetSymbols(symbols: symbol));
RateLimiterPenality += 3000;
var asset = new AssetSymbol(sym.Data.First().Key, sym.Data.First().Value.BaseAsset, sym.Data.First().Value.QuoteAsset);
asset.OrderMin = (double)sym.Data.First().Value.OrderMin;
return(asset);
}
/// <summary>
/// Place a 'fake' sell order
/// </summary>
/// <param name="assetName"></param>
/// <param name="marketPrice"></param>
/// <param name="ratio"></param>
/// <param name="dt"></param>
/// <param name="dry"></param>
/// <returns></returns>
public override bool Sell(AssetSymbol assetName, double marketPrice, double ratio, DateTime?dt, bool dry)
{
var dd = dt ?? DateTime.Now;
var bal = Balances(dd);
var qty = bal[assetName.BaseName];
if (qty > 0)
{
NLog.LogManager.GetCurrentClassLogger().Info(dd + "|Place Order: Sell (" + assetName.SymbolName + ") - Quantity: " + (double)qty + " - Price:" + marketPrice + " - Total: " + (double)qty * marketPrice + " " + assetName.QuoteName);
var success = PlaceOrder(assetName, Trade.TOrderType.Sell, dd, marketPrice, (double)qty);
RateLimiterPenality += 3000;
return(success);
}
return(false);
}
/// <summary>
/// Get the latest trades done for a given asset name
/// </summary>
/// <param name="assetName">The asset name to retreive the trade history on.</param>
/// <returns></returns>
public virtual Trade LatestTrade(AssetSymbol assetName)
{
var mk = RetryHelper <KrakenUserTradesPage> .RetryOnException(_retryTimes, _retryDelay, () => kc.GetTradeHistory());
RateLimiterPenality += 6000;
var rt = mk.Data.Trades.FirstOrDefault(x => x.Value.Symbol == assetName.SymbolName);
if (rt.Value == null)
{
return(null);
}
var trade = new Trade();
trade.RefPrice = (double)rt.Value.Price;
trade.OrderType = rt.Value.Side == Kraken.Net.Objects.OrderSide.Buy?Trade.TOrderType.Buy:Trade.TOrderType.Sell;
return(trade);
}
/// <summary>
/// Place a "Sell" order on the Kraken exchange market.
/// </summary>
/// <param name="assetName">The crypto asset to sell for a given currency. ex: "BTCEUR" ></param>
/// <param name="price">The wanted price (on the currency).</param>
/// <param name="ratio">the pourcentage to qpply on the transaction.</param>
/// <param name="dt">When schedule that order.</param>
/// <param name="dry">Is it for real or not?</param>
/// <returns>true if the order was properly placed, false otherwise.</returns>
public virtual bool Sell(AssetSymbol assetName, double price, double ratio, DateTime?dt, bool dry)
{
if (_privateAPI == false)
{
return(false);
}
var dd = dt ?? DateTime.Now;
var bal = Balances();
var qty = bal[assetName.BaseName];
if (qty > 0)
{
_logger.Info("Place Order: Sell (" + assetName.SymbolName + ") - Quantity: " + qty + " - Price:" + price + " - Total: " + (double)qty * price + " " + assetName.QuoteName);
var order = RetryHelper <KrakenPlacedOrder> .RetryOnException(_retryTimes, _retryDelay, () => kc.PlaceOrder(assetName.SymbolName, OrderSide.Sell, OrderType.Market, quantity: (decimal)qty, validateOnly: dry));
RateLimiterPenality += 3000;
return(order.Success);
}
return(false);
}
/// <summary>
/// Get the latest transaction performed for a given asset
/// </summary>
/// <param name="assetName"></param>
/// <returns></returns>
public override Trade LatestTrade(AssetSymbol assetName)
{
if (_tradeHistory.Count == 0)
{
var tr = new Trade();
tr.Asset = assetName;
return(tr);
}
var hist = from h in _tradeHistory
where h.Asset.SymbolName == assetName.SymbolName
orderby h.Timestamp descending
select h;
RateLimiterPenality += 6000;
if (hist.Count() == 0)
{
var tr = new Trade();
tr.Asset = assetName;
return(tr);
}
return(hist.First());
}
/// <summary>
/// Get the price history for a given asset and store it into a sqlite DB.
/// </summary>
/// <param name="assetName"></param>
/// <returns></returns>
public SQLiteConnection ExportTradesOnDB(AssetSymbol assetName)
{
string cs = @"URI=file:" + assetName.SymbolName + ".db";
var con = new SQLiteConnection(cs);
con.Open();
var cmd = new SQLiteCommand(con);
cmd.CommandText = @"CREATE TABLE IF NOT EXISTS history (my_id integer PRIMARY KEY, timestamp integer, price double, amount double, unique (timestamp,price,amount))";
cmd.ExecuteNonQuery();
cmd.CommandText = @"CREATE TABLE IF NOT EXISTS lastcheck (timestamp integer)";
cmd.ExecuteNonQuery();
cmd.CommandText = @"SELECT COUNT(*) FROM history";
var count = Convert.ToInt32(cmd.ExecuteScalar());
var dt = new DateTime(2008, 1, 1, 0, 0, 0);
if (count != 0)
{
cmd.CommandText = @"SELECT * FROM lastcheck";
using (SQLiteDataReader rdr = cmd.ExecuteReader())
{
if (rdr.HasRows)
{
if (rdr.Read())
{
var timestamp = rdr.GetInt64(0);
dt = new DateTime(timestamp);
}
}
}
}
else
{
cmd.CommandText = @"INSERT INTO lastcheck (timestamp) VALUES (@timestamp)";
cmd.Parameters.AddWithValue("@timestamp", dt.Ticks);
cmd.Prepare();
cmd.ExecuteNonQuery();
}
bool fullyUpdated = false;
while (!fullyUpdated)
{
var trades = TradesHistory(assetName, dt);
using (var transaction = con.BeginTransaction())
{
foreach (var it in trades.Data)
{
cmd.CommandText = @"INSERT OR IGNORE INTO history(timestamp, price, amount) VALUES (@timestamp, @price, @amount)";
cmd.Parameters.AddWithValue("@timestamp", it.Timestamp.Ticks);
cmd.Parameters.AddWithValue("@price", it.Price);
cmd.Parameters.AddWithValue("@amount", it.Quantity);
cmd.Prepare();
cmd.ExecuteNonQuery();
}
transaction.Commit();
}
dt = trades.Last;
cmd.CommandText = @"UPDATE lastcheck SET timestamp = '" + dt.Ticks + "'";
cmd.ExecuteNonQuery();
if (trades.Data.Count() < 1000)
{
fullyUpdated = true;
}
base.PreventRateLimit(); // To avoid a rate limit exception on Kraken API public calls.
}
return(con);
}
