private async Task <List <Trade> > GetMarketHistory(BaseTypes.Market Market, InvokePrint Print) { try { var tmp = await bittrex.GetMarketHistory(Market.MarketName); List <Trade> result = new List <Trade>(); foreach (var t in tmp) { result.Add(new Trade { FillType = t.FillType, Id = t.Id, MarketName = t.MarketName, OrderType = t.OrderType, Price = t.Price, Quantity = t.Quantity, Timestamp = t.Timestamp, Total = t.Total }); } return(result); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BittrexApi GetMarketHistory: " + ex.Message); return(null); } }
public async Task <BaseTypes.Ticker> GetMarketPrice(BaseTypes.Market Market, InvokePrint Print) { try { Ticker tmp = await bittrex.GetTicker(Market.MarketName); if (tmp.Ask == null || tmp.Bid == null) { Print("Ask or Bid is null!"); return(null); } return(new BaseTypes.Ticker { Ask = tmp.Ask.Value, Bid = tmp.Bid.Value, }); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print(String.Format("Ошибка BitrexApi GetMarketPrice: {0}.\r\nMarket: {1}.", ex.Message, Market.ToString())); return(null); } }
public async Task <BaseTypes.Ticker> GetMarketPrice(BaseTypes.Market Market, InvokePrint Print) { try { var asdf = await binanceClient.GetPriceChange24H(Market.MarketName.Replace("-", "")); BaseTypes.Ticker ticker = null; foreach (var tmp in asdf) { if (tmp.Symbol == Market.MarketName.Replace("-", "")) { ticker = new BaseTypes.Ticker { Ask = tmp.AskPrice, Bid = tmp.BidPrice, }; break; } } return(ticker); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print(String.Format("Ошибка BinanceApi GetMarketPrice: {0}.\r\nMarket: {1}.", ex.Message, Market.ToString())); return(null); } }
//max Limit=1000 public async Task <List <BaseTypes.Candle> > GetCandles(BaseTypes.Market Market, Candle_Interval Interval, int Limit, InvokePrint Print) { try { var tinterval = GetTimeInterval(Interval); var BCandles = await binanceClient.GetCandleSticks(Market.MarketName.Replace("-", ""), tinterval, null, null, Limit); var Candles = new List <BaseTypes.Candle>(); foreach (var t in BCandles) { Candles.Add(new BaseTypes.Candle { Open = t.Open, Hight = t.High, Low = t.Low, Close = t.Close, Time = TimeFromUTC(t.OpenTime) }); } return(Candles); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print(String.Format("Ошибка BinanceApi GetCandles: {0}.\r\nMarket: {1}, Interval: {2}", ex.Message, Market.ToString(), Interval.ToString())); return(null); } }
public async Task <BaseTypes.TradeResult> ExecuteMarket(BaseTypes.Market Market, double Amount, bool DirectionBuy, InvokePrint Print) { decimal rate = 0; decimal amount = 0; try { BaseTypes.Ticker ticker = await GetMarketPrice(Market, Print); if (DirectionBuy) { rate = (decimal)ticker.Ask; if (rate < 0.00001M) { rate += (decimal)((double)rate * 0.1); } else { rate += (decimal)((double)rate * 0.01); } } else { rate = (decimal)ticker.Bid; rate -= (decimal)((double)rate * 0.25); } rate = Math.Round(rate, 8); if (DirectionBuy) { amount = (decimal)Amount; } else { amount = Math.Round((decimal)Amount * (decimal)ticker.Bid, 8); } string uuid = await ExecuteOrder(Market, amount, rate, DirectionBuy, Print); BaseTypes.TradeResult tresult = new BaseTypes.TradeResult() { Symbol = Market.MarketName, OrderId = uuid, IsFilled = false }; return(tresult); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print(String.Format("Ошибка BittrexApi ExecuteMarket: {0}.\r\nMarket: {1}, Amount: {2}, DirectionBuy: {3}.\r\nrate: {4}, amount: {5}.", ex.Message, Market.ToString(), Amount, DirectionBuy, rate, amount)); return(null); } }
public async Task <BaseTypes.TradeResult> GetOrderAmount(string OrderID, InvokePrint Print) { try { string[] arrtmp = OrderID.Split(new char[] { '*' }, StringSplitOptions.RemoveEmptyEntries); BaseTypes.Market market = BaseTypes.Market.LoadFromString(arrtmp[0]); string Uuid = arrtmp[1]; decimal amount = -1; int MaxRepeat = 10; int CurRepeat = 0; BaseTypes.TradeResult tresult = new BaseTypes.TradeResult(); while (amount == -1 && CurRepeat < MaxRepeat) { try { List <HistoricOrder> OrderHistory = await GetOrderHistory(market, Print); HistoricOrder needOrder = OrderHistory.Find(x => x.OrderUuid == Uuid); if (needOrder != null) { tresult.BaseQty = needOrder.Quantity; tresult.AveragePrice = needOrder.Price; tresult.IsFilled = true; amount = 2; } else { amount = 0; } } catch { CurRepeat++; Thread.Sleep(500); //что бы обновилась история ордеров на сервере } } if (amount == -1) { throw new Exception("Не удалось получить информацию про ордер!"); } if (amount == 0) { throw new Exception("Не удалось получить информацию про ордер, ордер не найдено!"); } return(tresult); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BittrexApi OrderAmount: " + ex.Message); return(null); } }
public void ListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> handler, InvokePrint Print) { try { } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BittrexApi ListenPrice: " + ex.Message); } }
public void ListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> handler, InvokePrint Print) { try { lock (LockWebSocket) { if (!AllWebSockets.Exists((x) => x.CurMarket.MarketName == market.MarketName)) { AllWebSockets.Add(new WebSocketInstance(market)); } AllWebSockets.First((x) => x.CurMarket.MarketName == market.MarketName).ListenPrice(handler, Print); } } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BinanceApi ListenPrice: " + ex.Message); } }
public async Task <BaseTypes.TradeResult> ExecuteMarket(BaseTypes.Market Market, double Amount, bool DirectionBuy, InvokePrint Print) { decimal amount = 0; try { decimal tamount = (decimal)Amount; int lsize = LotSizes[Market.MarketName.Replace("-", "")]; amount = Math.Round(tamount, lsize); var oside = DirectionBuy ? OrderSide.BUY : OrderSide.SELL; var MarketOrder = await binanceClient.PostNewOrder(Market.MarketName.Replace("-", ""), amount, 0m, oside, OrderType.MARKET); var tresult = new BaseTypes.TradeResult() { Symbol = MarketOrder.Symbol, OrderId = MarketOrder.OrderId.ToString(), IsFilled = MarketOrder.Status == "FILLED", BaseQty = MarketOrder.ExecutedQty, MarketQty = MarketOrder.СummulativeQuoteQty }; decimal sum1 = 0; decimal sum2 = 0; foreach (var fill in MarketOrder.Fills) { sum1 += fill.Qty * fill.Price; sum2 += fill.Qty; } tresult.AveragePrice = Math.Round(sum1 / sum2, 8); return(tresult); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print(String.Format("Ошибка BinanceApi ExecuteMarket: {0}.\r\nMarket: {1}, Amount: {2}, DirectionBuy: {3}.\r\namount: {4}.", ex.Message, Market.MarketName, Amount, DirectionBuy, amount)); return(null); } }
public void CloseListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> priceHandler, InvokePrint Print) { try { lock (LockWebSocket) { var winstance = AllWebSockets.First(x => x.CurMarket.MarketName == market.MarketName); winstance.CloseListenPrice(priceHandler, Print); if (winstance.CurPriceActions.Count == 0) { AllWebSockets.Remove(winstance); } } } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BinanceApi CloseListenPrice: " + ex.Message); } }
private async Task <Candle> GetLastCandle(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print) { try { var tmp = await bittrex.GetLastCandle(Market.MarketName, Interval.ToString()); Candle result = new Candle { Open = tmp.Open, Hight = tmp.Hight, Low = tmp.Low, Close = tmp.Close, Time = tmp.Time }; return(result); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BittrexApi GetLastCandle: " + ex.Message); return(null); } }
private async Task <string> ExecuteOrder(BaseTypes.Market Market, decimal Amount, decimal Rate, bool DirectionBuy, InvokePrint Print) { try { if (DirectionBuy) { var accepted = await bittrex.BuyLimit(Market.MarketName, Amount, Rate); return(accepted.Uuid); } else { var accepted = await bittrex.SellLimit(Market.MarketName, Amount, Rate); return(accepted.Uuid); } } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BittrexApi ExecuteOrder: " + ex.Message); return(""); } }
public async Task <List <BaseTypes.Candle> > GetCandles(BaseTypes.Market Market, Candle_Interval Interval, int Limit, InvokePrint Print) { try { var tmp = await bittrex.GetCandles(Market.MarketName, Interval.ToString()); List <Candle> BCandles = tmp.ToList(); List <BaseTypes.Candle> lastByHistory = await CandleByMarketHistory(Market, Interval, Print); List <BaseTypes.Candle> Candles = new List <BaseTypes.Candle>(BCandles.Count); foreach (var t in BCandles) { Candles.Add(new BaseTypes.Candle { Open = t.Open, Hight = t.Hight, Low = t.Low, Close = t.Close, Time = t.Time }); } if (lastByHistory != null) { Candles.AddRange(lastByHistory); } return(Candles); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print(String.Format("Ошибка BittrexApi GetCandles: {0}.\r\nMarket: {1}, Interval: {2}", ex.Message, Market.ToString(), Interval.ToString())); return(null); } }
private async Task <List <HistoricOrder> > GetOrderHistory(BaseTypes.Market Market, InvokePrint Print) { try { var tmp = await bittrex.GetOrderHistory(Market.MarketName); List <HistoricOrder> result = new List <HistoricOrder>(); foreach (var t in tmp) { result.Add(new HistoricOrder { Commission = t.Commission, Condition = t.Condition, ConditionTarget = t.ConditionTarget, Exchange = t.Exchange, ImmediateOrCancel = t.ImmediateOrCancel, IsConditional = t.IsConditional, Limit = t.Limit, OrderType = t.OrderType, OrderUuid = t.OrderUuid, Price = t.Price, PricePerUnit = t.PricePerUnit, Quantity = t.Quantity, QuantityRemaining = t.QuantityRemaining, Timestamp = t.Timestamp }); } return(result); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка GetOrderHistory: " + ex.Message); return(null); } }
public void CloseListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> priceHandler, InvokePrint Print) { }
public WebSocketInstance(BaseTypes.Market market) { LocalLockWebSocket = new object(); CurMarket = market; StrMarket = market.MarketName.Replace("-", "").ToLower(); }
/// <summary> /// Формирование последней свечи по MarketHistory /// </summary> /// <returns></returns> private async Task <List <BaseTypes.Candle> > CandleByMarketHistory(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print) { try { List <Trade> mhist = await GetMarketHistory(Market, Print); Candle lastCandle = await GetLastCandle(Market, Interval, Print); List <BaseTypes.Candle> resCandles = new List <BaseTypes.Candle>(); DateTime NTime = StrategyTool.AddPeriod(lastCandle.Time, Interval); if (mhist[0].Timestamp > NTime && ConvertTime(mhist[0].Timestamp) != ConvertTime(NTime)) { resCandles.Add(new BaseTypes.Candle { Open = mhist[0].Price, Low = mhist[0].Price, Hight = mhist[0].Price, Close = mhist[0].Price, Time = NTime }); } else { return(null); } List <DateTime> times = new List <DateTime>(); times.Add(NTime); while (times.Last() < mhist[0].Timestamp) { times.Add(StrategyTool.AddPeriod(times.Last(), Interval)); } times.RemoveAt(times.Count - 1); int Cpos = times.Count - 1; decimal Hval = mhist[0].Price; decimal Lval = mhist[0].Price; for (int i = 1; i < mhist.Count - 1; i++) { if (mhist[i].Timestamp < times[Cpos]) //оформление свечи { resCandles.Last().Hight = Hval; resCandles.Last().Low = Lval; resCandles.Last().Open = mhist[i - 1].Price; Hval = mhist[i].Price; Lval = mhist[i].Price; Cpos = Cpos - 1; if (Cpos < 0) { break; } resCandles.Add(new BaseTypes.Candle { Open = mhist[i].Price, Low = mhist[i].Price, Hight = mhist[i].Price, Close = mhist[i].Price, Time = times[Cpos] }); } else //обновление max/min текущей свечи { if (Hval < mhist[i].Price) { Hval = mhist[i].Price; } if (Lval > mhist[i].Price) { Lval = mhist[i].Price; } } } if (Cpos >= 0) { resCandles.Last().Hight = Hval; resCandles.Last().Low = Lval; resCandles.Last().Open = mhist[mhist.Count - 1].Price; } resCandles.Reverse(); if (resCandles.Count > 0) { var tmp = await bittrex.GetTicker(Market.MarketName); decimal lastValue = tmp.Last.Value; if (lastValue > resCandles.Last().Hight) { resCandles.Last().Hight = lastValue; } else if (lastValue < resCandles.Last().Low) { resCandles.Last().Low = lastValue; } else { resCandles.Last().Close = lastValue; } } return(resCandles); } catch (Exception ex) { System.Media.SystemSounds.Beep.Play(); Print("Ошибка BittrexApi CandleByMarketHistory: " + ex.Message); return(null); } }