static void Main(string[] args)
{
tickDatas = new Dictionary <string, TickData>();
HuobiMarket market = new HuobiMarket();
market.OnMessage += TickUpdate;
market.OnConnecteed += HBConnected;
string url = "wss://api.huobipro.com/ws";
try
{
market.Init(url);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
List <string> symbols = new List <string>()
{
"btcusdt", "eosbtc", "eosusdt"
};
foreach (var item in symbols)
{
tickDatas[item] = new TickData();
string str = "market." + item + ".depth.step0";
market.Subscribe(str, "33233011");
}
//thread = new Thread(new ThreadStart(RecordeDatas));
Console.ReadLine();
}
public override HuobiMarketSummary GetMarketSummary(HuobiMarket market)
{
Depth btcusdDepth = BtceApi.GetDepth(BtcePair.btc_usd);
Ticker ticker = BtceApi.GetTicker(BtcePair.btc_usd);
List <TradeInfo> trades = BtceApi.GetTrades(BtcePair.btc_usd);
return(new HuobiMarketSummary
{
buys = btcusdDepth.Asks.Select(a => new HuobiDepthItem {
amount = a.Amount, price = a.Price
}).ToArray(),
sells = btcusdDepth.Bids.Select(a => new HuobiDepthItem {
amount = a.Amount, price = a.Price
}).ToArray(),
trades = trades.Select(a => new HuobiTransaction
{
amount = a.Amount,
price = a.Price,
time = a.Date.ToString(),
type = a.Type.ToString(),
}).ToArray(),
p_low = ticker.Low,
amount = ticker.Volume,
p_high = ticker.High,
});
}
/// <summary>
///
/// </summary>
/// <param name="huobi"></param>
/// <param name="market"></param>
/// <param name="renderer"></param>
public AlgoBase(IMarket huobi, HuobiMarket market, Rendering renderer)
{
m_huobi = huobi;
m_market = market;
m_lastOpenOrders = m_huobi.GetOpenOrders(m_market);
m_startInfo = m_huobi.GetAccountInfo();
m_renderer = renderer;
}
public override HuobiSimpleResult CancelOrder(HuobiMarket coinType, uint uid)
{
CancelOrderAnswer cancelAnswer = _btceApi.CancelOrder((int)uid);
return(new HuobiSimpleResult {
result = cancelAnswer.OrderId.ToString()
});
}
public override HuobiOrderResult OnBuy(HuobiMarket coinType, decimal price, decimal amountBtc)
{
TradeAnswer tradeAnswer = _btceApi.Trade(BtcePair.btc_usd, TradeType.Buy, price, amountBtc);
return(new HuobiOrderResult {
id = (uint)tradeAnswer.OrderId, result = tradeAnswer.Received.ToString()
});
}
/// <summary>
///
/// </summary>
/// <param name="huobi"></param>
/// <param name="market"></param>
/// <param name="renderer"></param>
public AlgoBase(IMarket huobi, HuobiMarket market, Rendering renderer)
{
m_huobi = huobi;
m_market = market;
m_lastOpenOrders = m_huobi.GetOpenOrders(m_market);
m_startInfo = m_huobi.GetAccountInfo();
m_renderer = renderer;
}
public override HuobiMarketSummary GetMarketSummary(HuobiMarket market)
{
var request =
new SynchronousJsonWebRequest <HuobiMarketSummary>(
"http://market.huobi.com/staticmarket/detail_" + market + "_json.js", null, Huobi.kGet, "", 10,
Huobi.kRetryCount);
return(request.Send());
}
public void AddSubscribeTest()
{
var result = HuobiMarket.Init();
var topic = string.Format(HuobiMarket.MARKET_KLINE, "etcbtc", "1day");
var guid = Guid.NewGuid().ToString();
HuobiMarket.Subscribe(topic, guid);
HuobiMarket.OnMessage += (sender, e) =>
{
Console.WriteLine("OnMessage:" + e.Message);
};
Thread.Sleep(1000 * 15);
Assert.IsTrue(result);
}
public override List<HuobiOrder> GetOpenOrders(HuobiMarket coinType)
{
OrderList orderList = _btceApi.GetOrderList();
if (orderList.List != null)
{
return orderList.List.Select(e =>
new HuobiOrder
{
order_amount = e.Value.Amount,
order_price = e.Value.Rate,
order_time = e.Value.TimestampCreated,
type = e.Value.Type == TradeType.Buy ? HuobiOrderType.buy : HuobiOrderType.sell,
}).ToList();
}
return new List<HuobiOrder>();
}
public override List <HuobiOrder> GetOpenOrders(HuobiMarket coinType)
{
OrderList orderList = _btceApi.GetOrderList();
if (orderList.List != null)
{
return(orderList.List.Select(e =>
new HuobiOrder
{
order_amount = e.Value.Amount,
order_price = e.Value.Rate,
order_time = e.Value.TimestampCreated,
type = e.Value.Type == TradeType.Buy ? HuobiOrderType.buy : HuobiOrderType.sell,
}).ToList());
}
return(new List <HuobiOrder>());
}
public override HuobiMarketSummary GetMarketSummary(HuobiMarket market)
{
Depth btcusdDepth = BtceApi.GetDepth(BtcePair.btc_usd);
Ticker ticker = BtceApi.GetTicker(BtcePair.btc_usd);
List<TradeInfo> trades = BtceApi.GetTrades(BtcePair.btc_usd);
return new HuobiMarketSummary
{
buys = btcusdDepth.Asks.Select(a => new HuobiDepthItem { amount = a.Amount, price = a.Price }).ToArray(),
sells = btcusdDepth.Bids.Select(a => new HuobiDepthItem { amount = a.Amount, price = a.Price }).ToArray(),
trades = trades.Select(a => new HuobiTransaction
{
amount = a.Amount,
price = a.Price,
time = a.Date.ToString(),
type = a.Type.ToString(),
}).ToArray(),
p_low = ticker.Low,
amount = ticker.Volume,
p_high = ticker.High,
};
}
public override HuobiSimpleResult CancelOrder(HuobiMarket coinType, uint uid)
{
CancelOrderAnswer cancelAnswer = _btceApi.CancelOrder((int)uid);
return new HuobiSimpleResult {result = cancelAnswer.OrderId.ToString()};
}
public override HuobiSimpleResult CancelOrder(HuobiMarket coinType, uint uid)
{
return(Send <HuobiSimpleResult>("cancel_order", "coin_type", (int)coinType, "id", uid));
}
public abstract HuobiOrderResult OnSell(HuobiMarket coinType, decimal price, decimal amountBtc);
/// <summary> /// </summary> /// <param name="coinType"></param> /// <param name="uid"></param> /// <returns></returns> public abstract HuobiSimpleResult CancelOrder(HuobiMarket coinType, uint uid);
/// <summary> /// </summary> /// <param name="market"></param> /// <returns></returns> public abstract HuobiMarketSummary GetMarketSummary(HuobiMarket market);
/// <summary>
/// </summary>
/// <param name="huobi"></param>
/// <param name="market"></param>
/// <param name="renderer"></param>
public NaiveMarketMaker(IMarket huobi, HuobiMarket market, Rendering renderer) : base(huobi, market, renderer)
{
}
/// <summary> /// </summary> /// <param name="coinType"></param> /// <returns></returns> public abstract List <HuobiOrder> GetOpenOrders(HuobiMarket coinType);
public override HuobiOrderResult OnSell(HuobiMarket coinType, decimal price, decimal amountBtc)
{
return(Send <HuobiOrderResult>("sell", "coin_type", (int)coinType, "price", price, "amount", amountBtc));
}
public override HuobiOrderResult OnBuy(HuobiMarket coinType, decimal price, decimal amountBtc)
{
TradeAnswer tradeAnswer = _btceApi.Trade(BtcePair.btc_usd, TradeType.Buy, price, amountBtc);
return new HuobiOrderResult {id = (uint) tradeAnswer.OrderId, result = tradeAnswer.Received.ToString()};
}
public void InitTest()
{
var result = HuobiMarket.Init();
Assert.IsTrue(result);
}
/// <summary>
/// </summary>
/// <param name="coinType"></param>
/// <param name="price"></param>
/// <param name="amountBtc"></param>
/// <returns></returns>
public HuobiOrderResult Buy(HuobiMarket coinType, decimal price, decimal amountBtc)
{
ValidatePrice(price);
ValidateAmount(amountBtc);
return(OnBuy(coinType, price, amountBtc));
}
/// <summary>
/// </summary>
/// <param name="huobi"></param>
/// <param name="market"></param>
/// <param name="renderer"></param>
public NaiveMarketMaker(IMarket huobi, HuobiMarket market, Rendering renderer) : base(huobi, market, renderer)
{
}
/// <summary>
/// </summary>
/// <param name="coinType"></param>
/// <returns></returns>
public override List <HuobiOrder> GetOpenOrders(HuobiMarket coinType)
{
return(Send <List <HuobiOrder> >("get_orders", "coin_type", (int)coinType));
}
