static void Main(string[] args)
{
var loggerFactory = new LoggerFactory();
loggerFactory.AddConsole();
Console.WriteLine("======================");
var tradingEngines = new List <ITradingEngine>();
var useExchange = SupportedExchanges.Unknown;
while (useExchange == SupportedExchanges.Unknown)
{
Console.WriteLine("Type 1 for CEX.IO, Type 2 for GDAX, Type 3 for Bitstamp:");
useExchange =
NumericUtils.GetIntegerValueFromObject(Console.ReadLine()).ParseEnum <SupportedExchanges>();
}
Console.Write($"{useExchange.ToString()} API Secret:");
var secret = Console.ReadLine();
switch (useExchange)
{
case SupportedExchanges.Cex:
Console.Write("\n CEX Username:"******"\n GDAX Pass phrase:");
break;
case SupportedExchanges.Bitstamp:
Console.Write("\n Bitstamp Client Id:");
break;
default:
throw new ArgumentOutOfRangeException();
}
var username = Console.ReadLine();
Console.Write($"\n{useExchange.ToString()} API Key:");
var apiKey = Console.ReadLine();
Console.Write("\nSlack Notification Webhook Url:");
var slackWebhook = Console.ReadLine();
var exchangeCurrency = string.Empty;
while (exchangeCurrency.IsNullOrEmpty())
{
Console.Write($"\n{useExchange.ToString()} Exhcange Base currency name: (default BTC)");
exchangeCurrency = Console.ReadLine();
if (Currencies.SupportedCurrencies.Count(i => i == exchangeCurrency) > 0)
{
continue;
}
if (exchangeCurrency.IsNullOrEmpty())
{
Console.WriteLine("Default cryptocurrency BTC selected.");
exchangeCurrency = Currencies.BTC;
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine("Invalid currency name. Please try again.");
Console.ResetColor();
exchangeCurrency = null;
}
}
var targetCurrency = string.Empty;
while (targetCurrency.IsNullOrEmpty())
{
Console.Write($"\n{useExchange.ToString()} Exhcange Target currency name: (default USD)");
targetCurrency = Console.ReadLine();
if (Currencies.SupportedCurrencies.Count(i => i == targetCurrency) > 0)
{
continue;
}
if (targetCurrency.IsNullOrEmpty())
{
Console.WriteLine("Default target currency USD selected.");
targetCurrency = Currencies.USD;
}
else
{
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine("Invalid currency name. Please try again.");
Console.ResetColor();
targetCurrency = null;
}
}
var stopLine = 0m;
while (stopLine <= 0)
{
Console.Write("\nSpecify the bottom line value where execution should STOP:");
stopLine = NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (stopLine > 0)
{
continue;
}
Console.ForegroundColor = ConsoleColor.Red;
Console.BackgroundColor = ConsoleColor.White;
Console.WriteLine(
"Bottom line value must be positive number representing your target currency value. (e.g. 5000 )");
Console.ResetColor();
}
Console.WriteLine(
$"Minutes of historical orders on {useExchange.ToString()} for buying considerations: (default 3)");
var publicOrderHistoryForBuyingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (publicOrderHistoryForBuyingDecision <= 0)
{
publicOrderHistoryForBuyingDecision = 3;
}
Console.WriteLine(
$"Minutes of historical orders on {useExchange.ToString()} for selling considerations: (default 3)");
var publicOrderHistoryForSellingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (publicOrderHistoryForSellingDecision <= 0)
{
publicOrderHistoryForSellingDecision = 3;
}
Console.WriteLine("Minutes of historical account orders for buying considerations: (default 5)");
var accountOrderHistoryForBuyingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (accountOrderHistoryForBuyingDecision <= 0)
{
accountOrderHistoryForBuyingDecision = 5;
}
Console.WriteLine("Minutes of historical account orders for selling considerations: (default 5)");
var accountOrderHistoryForSellingDecision = NumericUtils.GetIntegerValueFromObject(Console.ReadLine());
if (accountOrderHistoryForSellingDecision <= 0)
{
accountOrderHistoryForSellingDecision = 5;
}
Console.WriteLine("Minutes change sensitivity ratio in decimal: (default 0.005)");
var sensitivityRatio = NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (sensitivityRatio <= 0)
{
sensitivityRatio = 0.005m;
}
Console.WriteLine("Minimum Reserve In Target Currency: (default 0.2)");
var minimumReservePercentageAfterInitInTargetCurrency =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (minimumReservePercentageAfterInitInTargetCurrency <= 0)
{
minimumReservePercentageAfterInitInTargetCurrency = 0.2m;
}
Console.WriteLine("Minimum Reserve In Exchange Currency: (default 0.2)");
var minimumReservePercentageAfterInitInExchangeCurrency =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (minimumReservePercentageAfterInitInExchangeCurrency <= 0)
{
minimumReservePercentageAfterInitInExchangeCurrency = 0.2m;
}
Console.WriteLine("Order Cap Percentage On Init: (default 0.25)");
var orderCapPercentageOnInit =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (orderCapPercentageOnInit <= 0)
{
orderCapPercentageOnInit = 0.25m;
}
Console.WriteLine("Order Cap Percentage After Init: (default 0.3)");
var orderCapPercentageAfterInit =
NumericUtils.GetDecimalValueFromObject(Console.ReadLine());
if (orderCapPercentageAfterInit <= 0)
{
orderCapPercentageAfterInit = 0.3m;
}
bool autoExecution;
Console.ForegroundColor = ConsoleColor.White;
Console.BackgroundColor = ConsoleColor.DarkGreen;
Console.WriteLine("Automated order execution - Enter 'CONFIRM' to execute order automatically: ");
Console.ResetColor();
autoExecution = Console.ReadLine() == "CONFIRM";
var tradingStrategy = new TradingStrategy
{
MinutesOfAccountHistoryOrderForPurchaseDecision = accountOrderHistoryForBuyingDecision,
MinutesOfAccountHistoryOrderForSellDecision = accountOrderHistoryForSellingDecision,
MinutesOfPublicHistoryOrderForPurchaseDecision = publicOrderHistoryForBuyingDecision,
MinutesOfPublicHistoryOrderForSellDecision = publicOrderHistoryForSellingDecision,
MinimumReservePercentageAfterInitInTargetCurrency = minimumReservePercentageAfterInitInTargetCurrency,
MinimumReservePercentageAfterInitInExchangeCurrency =
minimumReservePercentageAfterInitInExchangeCurrency,
OrderCapPercentageAfterInit = orderCapPercentageAfterInit,
OrderCapPercentageOnInit = orderCapPercentageOnInit,
AutoDecisionExecution = autoExecution,
StopLine = stopLine,
MarketChangeSensitivityRatio = sensitivityRatio,
PriceCorrectionFrequencyInHours = 12,
TradingValueBleedRatio = 0.1m
};
IApi api;
switch (useExchange)
{
case SupportedExchanges.Gdax:
api = new GdaxApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"GDAX Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
case SupportedExchanges.Cex:
api = new CexApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"CEX.IO Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
case SupportedExchanges.Bitstamp:
api = new BitstampApi(apiKey, secret, username, slackWebhook,
loggerFactory.CreateLogger($"Bitstamp Trading Engine - {exchangeCurrency} - {targetCurrency}"),
tradingStrategy);
break;
default:
throw new ArgumentOutOfRangeException();
}
tradingEngines.Add(new TradingEngine(api, exchangeCurrency, targetCurrency));
var tasks = new List <Task>();
foreach (var engine in tradingEngines)
{
tasks.Add(Task.Run(async() => await engine.StartAsync()));
}
Task.WaitAll(tasks.ToArray());
}
get => GdaxBids?.Select(item => new List <decimal>
{
NumericUtils.GetDecimalValueFromObject(item[0]),
NumericUtils.GetDecimalValueFromObject(item[1]) * item[2]
}).ToList();