static void MainLoop()
{
CancelOrderThread = new Thread(CancelOldOrders);
CancelOrderThread.IsBackground = true;
CancelOrderThread.Start();
BalanceThread = new Thread(BalanceAccount);
BalanceThread.IsBackground = true;
BalanceThread.Start();
for (numTick = 0; ; numTick++)
{
//UpdateTrades();
//UpdateOrderBook();
bool bull = false, bear = false;
double tradeamount = 0;
double burstPrice = prices[prices.Count - 1] * BurstThresholdPct;
//Console.WriteLine("Tick:" + numTick + ",LastPrice:" + prices[prices.Count - 1] + "burstPrice:" + burstPrice.ToString("F12"));
double maxlastsix = 0, maxlastfive = 0;
for (int i = 6; i > 1; i--)
{
if (maxlastsix < prices[prices.Count - i])
{
maxlastsix = prices[prices.Count - i];
}
if (i > 2)
{
if (maxlastfive < prices[prices.Count - i])
{
maxlastfive = prices[prices.Count - i];
}
}
}
double diff = prices[prices.Count - 1] - maxlastsix;
double difffive = prices[prices.Count - 1] - maxlastfive;
if (diff != 0)
{
Console.WriteLine("maxlastsix:{0},maxlastfive{1},Diff{2}", maxlastsix, maxlastfive, diff.ToString("F12"));
}
if (numTick > 2 && (diff > burstPrice || (difffive > burstPrice && prices[prices.Count - 1] > prices[prices.Count - 2])))
{
bull = true;
tradeamount = ToSymbolFree / bidPrice * 0.99;
}
else if (numTick > 2 && (diff < burstPrice || (difffive < burstPrice && prices[prices.Count - 1] < prices[prices.Count - 2])))
{
bear = true;
tradeamount = FromSymbolFree;
}
if (Vol < BurstThresholdVol)
{
tradeamount *= Vol / BurstThresholdVol;
}
if (numTick < 5)
{
tradeamount *= 0.8;
}
if (numTick < 10)
{
tradeamount *= 0.8;
}
if ((!bull && !bear) || tradeamount < MinTradeAmount)
{
Thread.Sleep(300);
continue;
}
if (IsBalance)
{
Thread.Sleep(300);
continue;
}
double[] da = prices.ToArray();
double[] da1 = new double[14];
Array.Copy(da, 0, da1, 0, 14);
if (bull && prices[prices.Count - 1] < da1.Max())
{
tradeamount *= 0.90;
}
if (bear && prices[prices.Count - 1] > da1.Min())
{
tradeamount *= 0.90;
}
if (Math.Abs(prices[prices.Count - 1] - prices[prices.Count - 2]) > burstPrice * 2)
{
tradeamount *= 0.90;
}
if (Math.Abs(prices[prices.Count - 1] - prices[prices.Count - 2]) > burstPrice * 3)
{
tradeamount *= 0.90;
}
if (Math.Abs(prices[prices.Count - 1] - prices[prices.Count - 2]) > burstPrice * 4)
{
tradeamount *= 0.90;
}
if (OrderBook.Asks[0].Price - OrderBook.Bids[0].Price > burstPrice * 2)
{
tradeamount *= 0.90;
}
if (OrderBook.Asks[0].Price - OrderBook.Bids[0].Price > burstPrice * 3)
{
tradeamount *= 0.90;
}
if (OrderBook.Asks[0].Price - OrderBook.Bids[0].Price > burstPrice * 4)
{
tradeamount *= 0.90;
}
double tradePrice;
if (bull)
{
tradePrice = bidPrice;
}
else
{
tradePrice = askPrice;
}
while (tradeamount >= MinTradeAmount)
{
if (IsBalance)
{
Thread.Sleep(300);
continue;
}
string raw;
string orderid = "";
try
{
if (bull && tradeamount < account.Balances[FromSymbol.ToLower()].available)
{
orderid = exchange.Buy(exchange.GetLocalTradingPairString(tradepair), bidPrice, tradeamount);
log.log("Trading:BUY price:" + bidPrice + " amount:" + tradeamount + " orderid:" + orderid);
Console.WriteLine("Trading:BUY price:" + bidPrice + " amount:" + tradeamount + " orderid:" + orderid);
}
else if (tradeamount < account.Balances[ToSymbol.ToLower()].available / askPrice)
{
orderid = exchange.Sell(exchange.GetLocalTradingPairString(tradepair), askPrice, tradeamount);
log.log("Trading:SELL price:" + askPrice + " amount:" + tradeamount + " orderid:" + orderid);
Console.WriteLine("Trading:SELL price:" + askPrice + " amount:" + tradeamount + " orderid:" + orderid);
}
}
catch (Exception e)
{
Console.WriteLine("error:" + e.Message);
//log.log("error:" + e.Message);
}
Thread.Sleep(200);
if (orderid.Length > 0)
{
while (true)
{
o = exchange.GetOrderStatus(orderid.ToString(), exchange.GetLocalTradingPairString(tradepair), out raw);
if (o != null)
{
if (o.Status == OrderStatus.ORDER_STATE_PENDING)
{
exchange.CancelOrder(o.Id.ToString(), exchange.GetLocalTradingPairString(tradepair), out raw);
log.log("OrderCancel: orderid:" + orderid);
}
else
{
break;
}
}
}
log.log("OrderDetails: orderid:" + orderid + " price:" + o.Price + " amount:" + o.Amount + " dealamount:" + o.DealAmount + " staus:" + o.Status);
tradeamount -= o.DealAmount;
tradeamount *= 0.9;
if (o.Status == OrderStatus.ORDER_STATE_CANCELED)
{
// UpdateOrderBook();
Thread.Sleep(100);
while (bull && bidPrice - tradePrice > +0.1)
{
tradeamount *= 0.99;
tradePrice += 0.1;
}
while (bear && askPrice - tradePrice < -0.1)
{
tradeamount *= 0.99;
tradePrice -= 0.1;
}
}
}
}
numTick = 0;
}
}
static void BalanceAccount()
{
string raw;
DateTime ds = DateTime.Now;
while (true)
{
try
{
account = exchange.GetAccount(out raw);
if (startaccount == null)
{
startaccount = account.Clone();
}
if (account == null)
{
return;
}
if (OrderBook == null)
{
return;
}
FromSymbolFree = account.Balances[FromSymbol.ToLower()].balance;
ToSymbolFree = account.Balances[ToSymbol.ToLower()].balance;
double p = FromSymbolFree / (ToSymbolFree / prices[prices.Count - 1] + FromSymbolFree);
if (p < 0.2)
{
IsBalance = true;
log.log("Balance：" + FromSymbol + " / (" + FromSymbol + " + " + ToSymbol + ") Pencent is " + p.ToString() + " < 0.4 Start BUY.");
Console.WriteLine(FromSymbol + "/(" + FromSymbol + "+" + ToSymbol + ") Pencent is" + p.ToString() + "<0.4 Start BUY.");
double p1, p2, p3;
p1 = (OrderBook.Asks[0].Price * 0.3 + OrderBook.Bids[0].Price * 0.7);
p2 = (OrderBook.Asks[0].Price * 0.5 + OrderBook.Bids[0].Price * 0.5);
p3 = (OrderBook.Asks[0].Price * 0.7 + OrderBook.Bids[0].Price * 0.3);
if (p1 >= OrderBook.Asks[0].Price)
{
p1 = OrderBook.Bids[0].Price;
}
if (p2 >= OrderBook.Asks[0].Price)
{
p2 = OrderBook.Bids[0].Price;
}
if (p3 >= OrderBook.Asks[0].Price)
{
p3 = OrderBook.Bids[0].Price;
}
try
{
string oid = exchange.Buy(exchange.GetLocalTradingPairString(tradepair), p1, 0.5);
log.log("Trading:Balance BUY price:" + p1 + " orderbook sell at:" + OrderBook.Asks[0].Price + " amount:" + 0.01 + " orderid:" + oid);
oid = exchange.Buy(exchange.GetLocalTradingPairString(tradepair), p2, 0.5);
log.log("Trading:Balance BUY price:" + p2 + " orderbook sell at:" + OrderBook.Asks[0].Price + " amount:" + 0.01 + " orderid:" + oid);
oid = exchange.Buy(exchange.GetLocalTradingPairString(tradepair), p3, 0.5);
log.log("Trading:Balance BUY price:" + p3 + " orderbook sell at:" + OrderBook.Asks[0].Price + " amount:" + 0.01 + " orderid:" + oid);
}
catch
{ }
}
if (p > 0.8)
{
IsBalance = true;
log.log("Balance：" + FromSymbol + "/(" + FromSymbol + "+" + ToSymbol + ") Pencent is" + p.ToString() + ">0.6 Start SELL.");
Console.WriteLine(FromSymbol + "/(" + FromSymbol + "+" + ToSymbol + ") Pencent is" + p.ToString() + ">0.6 Start SELL.");
double p1, p2, p3;
p3 = (OrderBook.Asks[0].Price * 0.3 + OrderBook.Bids[0].Price * 0.7);
p2 = (OrderBook.Asks[0].Price * 0.5 + OrderBook.Bids[0].Price * 0.5);
p1 = (OrderBook.Asks[0].Price * 0.7 + OrderBook.Bids[0].Price * 0.3);
if (p1 <= OrderBook.Bids[0].Price)
{
p1 = OrderBook.Asks[0].Price;
}
if (p2 >= OrderBook.Bids[0].Price)
{
p2 = OrderBook.Asks[0].Price;
}
if (p3 >= OrderBook.Bids[0].Price)
{
p3 = OrderBook.Asks[0].Price;
}
try
{
string oid = exchange.Sell(exchange.GetLocalTradingPairString(tradepair), p1, 0.5);
log.log("Trading:Balance SELL price:" + p1 + " orderbook buy at:" + OrderBook.Bids[0].Price + " amount:" + 0.01 + " orderid:" + oid);
oid = exchange.Sell(exchange.GetLocalTradingPairString(tradepair), p2, 0.5);
log.log("Trading:Balance SELL price:" + p2 + " orderbook buy at:" + OrderBook.Bids[0].Price + " amount:" + 0.01 + " orderid:" + oid);
oid = exchange.Sell(exchange.GetLocalTradingPairString(tradepair), p3, 0.5);
log.log("Trading:Balance SELL price:" + p3 + " orderbook buy at:" + OrderBook.Bids[0].Price + " amount:" + 0.01 + " orderid:" + oid);
}
catch
{ }
}
if (p >= 0.2 && p <= 0.8)
{
IsBalance = false;
}
double snet = startaccount.Balances[FromSymbol.ToLower()].balance + startaccount.Balances[ToSymbol.ToLower()].balance / OrderBook.Asks[0].Price;
double nnet = account.Balances[FromSymbol.ToLower()].balance + account.Balances[ToSymbol.ToLower()].balance / OrderBook.Asks[0].Price;
double cp = nnet / snet;
cp = cp * 100;
log.log("Start " + FromSymbol + ": " + startaccount.Balances[FromSymbol.ToLower()].balance + " | " + ToSymbol + ": " + startaccount.Balances[ToSymbol.ToLower()].balance + "Net:" + snet + "Now " + FromSymbol + ": " + account.Balances[FromSymbol.ToLower()].balance + " | " + ToSymbol + ": " + account.Balances[ToSymbol.ToLower()].balance + " Net:" + nnet + " " + cp + "%");
Console.WriteLine("Start " + FromSymbol + ": " + startaccount.Balances[FromSymbol.ToLower()].balance + " | " + ToSymbol + ": " + startaccount.Balances[ToSymbol.ToLower()].balance + "Net:" + snet + "Now " + FromSymbol + ": " + account.Balances[FromSymbol.ToLower()].balance + " | " + ToSymbol + ": " + account.Balances[ToSymbol.ToLower()].balance + " Net:" + nnet + " " + cp + "%");
//Thread.Sleep(BalanceTimeMinsec);
while (true)
{
if ((DateTime.Now - ds).TotalSeconds < 10)
{
continue;
}
else
{
ds = DateTime.Now; break;
}
}
exchange.CancelAllOrders();
}
catch (Exception e)
{
log.log("error:" + e.Message);
Console.WriteLine("Balance account error:" + e.Message);
}
}
}