public void BaseAmountAndPrice()
{
// arrange
var tradeSettings = new TradeSettings {
CounterAmount = 10, BuyUnderPriceMargin = 1, BaseAmountSavingsRate = 5, SellPriceRate = 10
};
var ticker = new Ticker {
Last = 9500
};
var pairInfo = new TradingPairInfo {
BaseDecimals = 8, CounterDecimals = 2
};
// act
var baseAmount = tradeSettings.GetBuyBaseAmount(ticker, pairInfo);
var basePrice = tradeSettings.GetBuyBasePrice(ticker, pairInfo);
var sellBaseAmount = tradeSettings.GetSellBaseAmount(ticker, pairInfo);
var sellBasePrice = tradeSettings.GetSellBasePrice(ticker, pairInfo);
// assert
Assert.AreEqual(baseAmount, 0.00106326M);
Assert.AreEqual(basePrice, 9405M);
Assert.AreEqual(sellBaseAmount, 0.001010097M);
Assert.AreEqual(sellBasePrice, 10345.5M);
}
internal override async Task ExecuteAsync()
{
// get ticker
var ticker = await BitstampTrader.GetTickerAsync(TradeSession.PairCode);
_tickers.Add(ticker);
if (ExecuteTradeHolders())
{
return;
}
if (!PriceDropped())
{
return;
}
// get pair info
var pairInfo = CacheHelper.GetFromCache <List <TradingPairInfo> >("TradingPairInfo").First(i => i.PairCode == TradeSession.PairCode.ToLower());
// buy currency on Bitstamp exchange
var orderResult = await BitstampTrader.BuyLimitOrderAsync(TradeSession, TradeSettings.GetBuyBaseAmount(ticker, pairInfo), TradeSettings.GetBuyBasePrice(ticker, pairInfo));
// update database
BitstampTrader.AddNewOrderToDb(orderResult, ticker, TradeSettings, pairInfo);
}
protected TradeRuleBase(BitstampTrader bitstampTrader, TradeSettings tradeSettings, params ITradeHolder[] tradeHolders)
{
BitstampTrader = bitstampTrader;
TradeSettings = tradeSettings;
TradeSession.PairCode = tradeSettings.PairCode;
_tradeHolders = tradeHolders;
}
public void RemoveTradeSettings(TradeSettings tradeSettings)
{
var idx = _tradeSettings.FindIndex(x => x.Id == tradeSettings.Id);
_tradeSettings.RemoveAt(idx);
SaveTradeSettings();
}
static void Main()
{
try
{
// initialize logger
Log.Logger = new LoggerConfiguration()
.WriteTo.Console()
.MinimumLevel.Debug()
.CreateLogger();
// initialize trader
_trader = new BitstampTrader(TimeSpan.FromSeconds(15));
var paircodes = new[] { BitstampPairCode.btceur, BitstampPairCode.xrpeur, BitstampPairCode.ltceur, BitstampPairCode.etheur, BitstampPairCode.bcheur };
foreach (var bitstampPairCode in paircodes)
{
var tradeSettings = new TradeSettings
{
PairCode = bitstampPairCode.ToString(),
BuyUnderPriceMargin = 0.4M,
CounterAmount = 17,
BaseAmountSavingsRate = 3.0M,
SellPriceRate = 6
};
var tradeRule = new BuyAfterDropTradeRule(_trader, tradeSettings, 2.5M, TimeSpan.FromMinutes(60),
new WaitPeriodAfterBuyOrderHolder(TimeSpan.FromHours(6)),
new MaxNumberOfBuyOrdersHolder(1),
new MaxNumberOfSellOrdersHolder(12));
//var tradeRule = new BuyPeriodicTradeRule(_trader, tradeSettings,
// new WaitPeriodAfterBuyOrderHolder(TimeSpan.FromHours(1)),
// new MaxNumberOfBuyOrdersHolder(1));
_trader.AddTradeRule(tradeRule);
}
_trader.AddTradeRule(new LinearSpreadTradeRule(_trader, new TradeSettings {
PairCode = BitstampPairCode.btcusd.ToString(), BuyUnderPriceMargin = 0.2M, CounterAmount = 10, BaseAmountSavingsRate = 0.75M, SellPriceRate = 2
}, 1.0M));
_trader.ErrorOccured += ErrorOccured;
_trader.TickerRetrieved += TickerRetrieved;
_trader.BuyLimitOrderPlaced += BuyLimitOrderPlaced;
_trader.BuyLimitOrderExecuted += BuyLimitOrderExecuted;
_trader.SellLimitOrderPlaced += SellLimitOrderPlaced;
_trader.SellLimitOrderExecuted += SellLimitOrderExecuted;
// start trader
_trader.Start();
System.Console.ReadLine();
}
catch (Exception e)
{
System.Console.WriteLine(e);
}
}
public static AccountView ToView(this AccountSettings account, TradeSettings tradeSettings)
{
return(new AccountView()
{
TradeSettings = tradeSettings.ToView(),
Number = account.Account,
Symbol = account.Symbol,
Lots = account.Lot
});
}
public void Init(TradeSettings tradeSettings)
{
_tradeSettings = tradeSettings;
if (String.IsNullOrEmpty(_tradeSettings.Id))
{
this.btnRemove.Hide();
}
BindData();
}
public PositionManager(IOrderMaker orderMaker, TradeSettings tradeSettings, ILogger logger)
{
_orderMaker = orderMaker;
_tradeSettings = tradeSettings;
_logger = logger;
if (_orderMaker.Name == ProviderName.HUA_NAN)
{
_orderMaker.AccountPositionUpdated += OrderMaker_AccountPositionUpdated;
}
}
public static TradeSettingsView ToView(this TradeSettings settings)
{
return(new TradeSettingsView()
{
Id = settings.Id,
Name = settings.Name,
Interval = settings.Interval,
DayTrade = settings.DayTrade,
FileName = settings.FileName,
Offset = settings.Offset
});
}
public Uc_Strategy(IOrderMaker orderMaker, TradeSettings settings, ITimeManager timeManager, ILogger logger)
{
this._orderMaker = orderMaker;
this._tradeSettings = settings;
this._timeManager = timeManager;
this._logger = logger;
InitializeComponent();
if (!File.Exists(_tradeSettings.FileName))
{
File.Create(_tradeSettings.FileName).Close();
}
_positionFile = new PositionFile();
_positionManager = ServiceFactory.CreatePositionManager(_orderMaker, _tradeSettings, logger);
this.timer.Interval = _tradeSettings.Interval;
this.timer.Enabled = true;
#region UI
var lbl = UIHelpers.CreateLabel(_tradeSettings.Name);
lbl.Font = new System.Drawing.Font("新細明體", 11.25F);
this.tpTop.Controls.Add(lbl, 0, 0);
this.tpTop.Controls.Add(UIHelpers.CreateLabel("即時部位："), 2, 0);
lblPosition = UIHelpers.CreateLabel("");
this.tpTop.Controls.Add(lblPosition, 3, 0);
lblTime = UIHelpers.CreateLabel("");
this.tpTop.Controls.Add(lblTime, 4, 0);
for (int i = 0; i < _tradeSettings.Accounts.Count; i++)
{
var item = _tradeSettings.Accounts[i];
var uc_Account = new Uc_Account();
uc_Account.BindData(item);
this.uc_AccountList.Add(uc_Account);
fpanelAccounts.Height += uc_Account.Height;
this.fpanelAccounts.Controls.Add(uc_Account);
fpanelAccounts.Controls.SetChildIndex(uc_Account, 0);
this.Height += uc_Account.Height;
}
#endregion
}
public Trade
(
ILogger <Trade> logger,
IRequest request,
IConfiguration configuration
)
{
_logger = logger;
_request = request;
_tradeSettings = configuration
.GetSection(typeof(TradeSettings).Name).Get <TradeSettings>();
}
internal void AddNewOrderToDb(ExchangeOrder order, Ticker ticker, TradeSettings tradeSettings, TradingPairInfo pairInfo)
{
_orderRepository.Add(new Order
{
BuyId = order.Id,
CurrencyPairId = GetCurrencyPairId(order.PairCode),
//CurrencyPair = _currencyPairRepository.First(p => p.PairCode == order.PairCode), //todo: check with concrete repository
BuyAmount = order.Amount,
BuyPrice = order.Price,
SellAmount = tradeSettings.GetSellBaseAmount(ticker, pairInfo),
SellPrice = tradeSettings.GetSellBasePrice(ticker, pairInfo)
});
_orderRepository.Save();
}
public void AddUpdateTradeSettings(TradeSettings tradeSettings)
{
if (String.IsNullOrEmpty(tradeSettings.Id))
{
//新增
tradeSettings.Id = Guid.NewGuid().ToString();
_tradeSettings.Add(tradeSettings);
}
else
{
var idx = _tradeSettings.FindIndex(x => x.Id == tradeSettings.Id);
_tradeSettings[idx] = tradeSettings;
}
SaveTradeSettings();
}
public LinearSpreadTradeRule(BitstampTrader bitstampTrader, TradeSettings tradeSettings, decimal spreadPct, params ITradeHolder[] tradeHolders) : base(bitstampTrader, tradeSettings, tradeHolders)
{
_spreadPct = spreadPct;
}
public EditStrategyEventArgs(TradeSettings tradeSettings)
{
this.TradeSettings = tradeSettings;
}
public static IPositionManager CreatePositionManager(IOrderMaker orderMaker, TradeSettings tradeSettings, ILogger logger)
{
return(new PositionManager(orderMaker, tradeSettings, logger));
}
public BuyPeriodicTradeRule(BitstampTrader bitstampTrader, TradeSettings tradeSettings, params ITradeHolder[] tradeHolders)
: base(bitstampTrader, tradeSettings, tradeHolders)
{
}
public BuyAfterDropTradeRule(BitstampTrader bitstampTrader, TradeSettings tradeSettings, decimal dropRate, TimeSpan dropPeriod, params ITradeHolder[] tradeHolders)
: base(bitstampTrader, tradeSettings, tradeHolders)
{
_dropRate = dropRate;
_dropPeriod = dropPeriod;
}
