public override int CheckPattern(Kline kline)
{
avgPrice = SaveKlineToPriceQueue(kline);
var time = kline.CloseTime;
TickTime = Parser.ConvertTimeMsToDateTime(time);
//RunRules
decimal newTrend = 0;
//1. Check Trend
if (avgPrice > 0)
{
newTrend = CalculateTrend(avgPrice, lastAvgPrice);
avgChangePct = SaveAvgPriceChange(avgPriceChange);
}
//2. Compare to previous trend
var buySell = CheckTrendShift(Trend, newTrend, time);
lastAvgPrice = avgPrice;
Trend = newTrend;
return(buySell);
}
private void GetHistoryCandle()
{
try
{
candles.Clear();
kline = new Kline(SelectedPair, SelectedInterval);
var klineString = kline.GetHistory();
var klines = JConverter.JsonConver <List <object[]> >(klineString);
foreach (var k in klines)
{
var ohlcPoint = new Charts.Models.Candle(
Convert.ToInt64(k[0], new CultureInfo("en-US")),
Convert.ToDouble(k[2], new CultureInfo("en-US")),
Convert.ToDouble(k[3], new CultureInfo("en-US")),
Convert.ToDouble(k[1], new CultureInfo("en-US")),
Convert.ToDouble(k[4], new CultureInfo("en-US")));
candles.Add(ohlcPoint);
}
}
catch (Exception ex)
{
// запись логов в БД
}
}
private void MarketHepler_OnMessage(object sender, MarketLibrary.API.WebSocket.FCMessageReceivedEventArgs e)
{
#region ticker
if (e.Message.Contains("ticker"))
{
var model = ModelHelper <ticker_ws> .Json2Model(e.Message);
if (model != null)
{
Ticker ticker = new Ticker(model);
if (ticker != null && !string.IsNullOrEmpty(ticker.type))
{
string sy = ticker.type.Replace("ticker.", "");
updateTicker(sy, ticker);
}
}
}
#endregion
#region depth
else if (e.Message.Contains("depth"))
{
var model = ModelHelper <depth_ws> .Json2Model(e.Message);
if (model != null)
{
Depth depth = new Depth(model);
if (depth != null && !string.IsNullOrEmpty(depth.type))
{
string symbol = depth.type.Replace("depth.L150.", "");
symbol = symbol.Replace("depth.full.", "");
updateDepth(symbol, depth);
}
}
}
#endregion
#region candle
else if (e.Message.Contains("candle"))
{
//Console.WriteLine($"{DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")} msg: {Utils.Exception2String(e)} ");
var model = ModelHelper <candle_ws> .Json2Model(e.Message);
if (model != null)
{
Kline kline = new Kline(model);
if (kline != null && !string.IsNullOrEmpty(kline.type))
{
string type = kline.type.Replace("candle.", "");
updateKline(type, kline);
}
}
}
#endregion
else
{
Console.WriteLine($"{DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")} msg: {e.Message} ");
}
}
public List <Kline> GetKline_FC(string symbol, string resolution, int limit)
{
string type = $"{resolution}.{symbol}";
string JsonStr = getRequest_FC.candles(symbol, resolution, limit);
var data = ModelHelper <API.Rest.FCoin.candle> .Json2Model(JsonStr);
return(Kline.Klines(data, type));
}
public override bool CheckRule(Kline kline)
{
IsAchieved = false;
ProcessKline(kline);
var trend = CalculateTrend();
if (trend > this.Threshold)
{
IsAchieved = true;
}
return(IsAchieved);
}
public ModelView()
{
dispatcher = Dispatcher.CurrentDispatcher;
GridHeight = 400;
GridWidth = 1150;
candlestick = new Candlestick();
ChartService = new ChartService(candlestick);
kline = new Kline("BTCUSDT", "1m");
candles = new List <Candle>();
timer = new Timer(2000);
timer.Elapsed += Timer_Elapsed;
timer.Start();
}
public bool CheckStopLoss(IPattern p, Kline kline)
{
if (!Transactions.ContainsKey(kline.Symbol))
{
return(false);
}
var t = Transactions[kline.Symbol];
t.HighPrice = p.HighPrice;
var sell = t.CheckStopLoss(t, kline.Close);
return(sell);
}
private decimal SaveKlineToPriceQueue(Kline kline)
{
if (PriceQueue.Count() < this.Retention)
{
PriceQueue.Enqueue(kline.Close);
return(0);
}
else
{
PriceQueue.Dequeue();
PriceQueue.Enqueue(kline.Close);
var avg = PriceQueue.Average();
return(avg);
}
}
private string ConvertKlineToString(Kline kline)
{
var msg = "{";
msg += " \"Symbol\" : \"" + kline.Symbol + "\",";
msg += " \"Interval\" : \"" + kline.Interval + "\",";
msg += " \"OpenTime\" : \"" + kline.OpenTime + "\",";
msg += " \"CloseTime\" : \"" + kline.CloseTime + "\",";
msg += " \"Open\" : \"" + kline.Open + "\",";
msg += " \"Close\" : \"" + kline.Close + "\",";
msg += " \"High\" : \"" + kline.High + "\",";
msg += " \"Low\" : \"" + kline.Low + "\",";
msg += " \"Volume\" : \"" + kline.Volume + "\"";
msg += " }";
return(msg);
}
private void SaveKline(Kline kline)
{
_logger.Debug("kline received for " + kline.Symbol + "-" + kline.Interval);
using (var context = new InfraContext())
{
try
{
context.Klines.Add(kline);
context.SaveChanges();
}
catch (Exception e)
{
_logger.Error("Failed to save kline.\n" + e);
}
}
}
public override int CheckPattern(Kline kline)
{
var avgPrice = SaveKlineToPriceQueue(kline);
var time = kline.CloseTime;
TickTime = Parser.ConvertTimeMsToDateTime(time);
//First data - Reset Params
if (Low == 0 && High == 0 && Spring == 0)
{
ResetData(avgPrice);
LastPrice = avgPrice;
return(0);
}
//RunRules
//1. Wait for up trend and set low
if (!Rules["Low"])
{
Low = CheckLow(avgPrice, Low);
}
//2. Wait for trend shift down and set high
else if (Rules["Low"] && !Rules["High"])
{
High = CheckHigh(avgPrice, High, Spring);
}
//3. Wait for spring (Trend shift up), while staying above low
else if (Rules["High"] && !Rules["Spring"])
{
Spring = CheckSpring(avgPrice, Spring);
}
//4. Wait to pass high
else if (Rules["Spring"] && !Rules["Complete"])
{
Pivot = CheckComplete(avgPrice, Spring, High, Pivot);
}
else if (Rules["Complete"])
{
ResetData(Spring);
return(1);
}
_logger.Debug(String.Format("{6} {7}: Low: {0}, High: {1}, Spring: {2}, Last Price: {3}, Highest Price: {4}, time: {5}", Low, High, Spring, LastPrice, HighPrice, TickTime, this.Symbol, this.Interval));
LastPrice = avgPrice;
return(0);
}
public void RunMultiplePatterns(Kline kline)
{
var partialKey = kline.Symbol + "_" + kline.Interval;
var partialDict = PartialMatch(PatternRepository, partialKey);
var results = new Dictionary <string, decimal>();
var sell = false;
if (partialDict.Count() > 0)
{
_logger.Debug(string.Format("Checking Patterns for {0} {1}", kline.Symbol, kline.Interval));
foreach (var p in partialDict)
{
var buy = p.CheckPattern(kline);
p.SetHighPrice(kline.High);
if (buy == 1)
{
p.Engine.BuyPair(kline, p, p.Name);
}
else if (buy == -1)
{
sell = true;
}
else if (p.Engine.Transactions.Count > 0)
{
sell = p.Engine.CheckStopLoss(p, kline);
}
if (sell)
{
decimal profit;
p.Engine.Sell(kline, out profit);
if (profit > decimal.MinValue)
{
p.Engine.TradeResults.Add(profit);
}
}
}
}
}
public void LoadChart(string pair)
{
this.pair = pair;
var formatPrecision = PrecisionFormatting();
FormatterY = value => Math.Round(value, quotePrecision).ToString(formatPrecision); // настроить величину оеругления в зависимоти от спецификации инструмента
isClose = false;
if (kline != null)
{
kline.MessageEvent -= Kline_MessageEvent;
kline.ConnectStateEvent -= Kline_ConnectStateEvent;
kline.ConnectEvent -= Kline_ConnectEvent;
kline = null;
}
kline = new Kline(pair, selectedInterval);
kline.MessageEvent += Kline_MessageEvent;
kline.ConnectStateEvent += Kline_ConnectStateEvent;
kline.ConnectEvent += Kline_ConnectEvent;
kline.SocketOpen();
}
public void BuyPair(Kline kline, IPattern p, string name)/*Dictionary<string, PatternConfig> patternsConfig*/
{
if (Transactions.ContainsKey(kline.Symbol))
{
_logger.Info("Not Buying since we already baught it");
}
else
{
var time = Parser.ConvertTimeMsToDateTime(kline.CloseTime);
var t = new Transaction(kline.Symbol, kline.Close);
t.StopLossConfig = GenerateStopLossObject(p);
t.CalculateStopLoss(kline.Close);
Transactions.Add(t.Symbol, t);
var msg = String.Format("Trade: Buying {0} at {1}. Pattern: {2} Interval - {3}", t.Symbol, t.BuyPrice, p.Name, p.Interval);
_logger.Email(string.Format("{0} Detected! Buy {1}", p.Name, t.Symbol), msg);
if (FirstTransactionTime == DateTime.MinValue)
{
FirstTransactionTime = time;
}
}
}
public override int CheckPattern(Kline kline)
{
var buy = true;
foreach (var rule in Rules)
{
rule.CheckRule(kline);
if (!rule.IsAchieved)
{
buy = false;
}
}
if (buy)
{
return(1);
}
else
{
return(0);
}
}
public void Sell(Kline kline, out decimal profit)
{
profit = decimal.MinValue;
var symbol = kline.Symbol;
var price = kline.Close;
var time = Parser.ConvertTimeMsToDateTime(kline.CloseTime);
if (Transactions.Count > 0 && Transactions.ContainsKey(symbol))
{
var t = Transactions[symbol];
profit = ((price / t.BuyPrice) - 1);
var profitText = (profit * 100).ToString();
if (profitText.Length > 5)
{
profitText = profit.ToString().Substring(0, 5);
}
var msg = string.Format("Trade: SELLING {0}!!! Buy Price: {1}, Sell Price: {2}, Profit: {3}%", t.Symbol, t.BuyPrice, price.ToString(), profitText);
_logger.Email(string.Format("SELL notice! selling {0} at {1}% from buy price", t.Symbol, profitText), msg);
Transactions.Remove(symbol);
UpdateStats(profit, time);
}
}
public override int CheckPattern(Kline kline)
{
avgPrice = SaveKlineToPriceQueue(kline);
var time = kline.CloseTime;
TickTime = Parser.ConvertTimeMsToDateTime(time);
//RunRules
var buySell = 0;
//1. Check Trend
if (avgPrice > 0)
{
buySell = CalculateIncline(avgPrice, lastAvgPrice, kline.Close);
}
SetHighPrice(kline.Close);
lastAvgPrice = avgPrice;
LastTrendIncline = TrendIncline;
return(buySell);
}
public void ProcessKline(Kline kline)
{
if (Repository.Klines.Count() > 0)
{
LastPrice = Repository.Klines.Peek().Close;
LastVolume = Repository.Klines.Peek().Volume;
}
if (Repository.Klines.Count() >= Retention)
{
Repository.Klines.Dequeue();
Repository.Klines.Enqueue(kline);
}
else
{
Repository.Klines.Enqueue(kline);
}
LastAvgPrice = AvgPrice;
LastAvgVolume = AvgVolume;
AvgPrice = CheckAvgPrice();
AvgVolume = CheckAvgVolume();
}
private void updateKline(string type, Kline kline)
{
try
{
List <Kline> list = Klinedic[type];
int count = list.Count;
var k = list.FirstOrDefault(a => a.id == kline.id);
if (k != null)
{
list.Remove(k);
}
list.Add(kline);
//list = list.OrderBy(a => a.id).ToList();
list = list.OrderBy(a => a.id).ToList();
if (count > 60)
{
list.RemoveRange(0, count - 60);
}
}
catch (Exception e)
{
throw (e);
}
}
public abstract bool CheckRule(Kline kline);
//public abstract bool CheckPattern(decimal avgPrice, long time);
public abstract int CheckPattern(Kline kline);
public override int CheckPattern(Kline kline)
{
var price = kline.Close;
var volume = kline.Volume;
var time = long.Parse(kline.CloseTime.ToString());
var TickTime = Parser.ConvertTimeMsToDateTime(time);
var result = false;
if (LastPrice == 0 || PriceQueue.Count < Retention)
{
LastPrice = kline.Close;
LastOpen = kline.Open;
PriceQueue.Enqueue(price);
VolumeQueue.Enqueue(volume);
return(0);
}
var avgPrice = PriceQueue.Average();
var sd = CalculateSd(VolumeQueue);
var priceToBeat = LastPrice + (LastPrice * Threshold);
if (PriceQueue.Count >= Retention)
{
PriceQueue.Dequeue();
PriceQueue.Enqueue(price);
VolumeQueue.Dequeue();
VolumeQueue.Enqueue(volume);
if (kline.Open > avgPrice && kline.Open > LastOpen && price > priceToBeat)
{
Streak += 1;
var msg = String.Format("Streak Forming {5} {6}! Average Price: {0}, Current Price: {1}, Last Price: {2} Streak: {3}, Time: {4}", avgPrice, price, LastPrice, Streak, TickTime, this.Symbol, this.Interval);
_logger.Debug(msg);
}
else
{
Streak = 0;
var msg = String.Format("Streak Ended {5} {6}! Average Price: {0}, Current Price: {1}, Last Price: {2} Streak: {3}, Time: {4}", avgPrice, price, LastPrice, Streak, TickTime, this.Symbol, this.Interval);
_logger.Debug(msg);
}
}
if (Streak == 3 && volume > 2 * sd)
{
result = true;
var msg = String.Format("Streak Achieved {5} {6}! Average Price: {0}, Current Price: {1}, Last Price: {2} Streak: {3}, Time: {4}", avgPrice, price, LastPrice, Streak, TickTime, this.Symbol, this.Interval);
_logger.Info(msg);
}
LastPrice = kline.Close;
LastOpen = kline.Open;
if (result)
{
return(1);
}
else
{
return(0);
}
}
