private static decimal GetHeldCoins(BinanceClient client, string currency)
{
string trimmedName = currency.ToUpper().Replace("ETH", "");
try
{
Binance.API.Csharp.Client.Models.Market.Balance balance = client.GetAccountInfo().Result.Balances.Where(p => p.Asset == trimmedName.ToUpper()).FirstOrDefault();
return(decimal.Truncate(balance.Free));
}
catch
{
return(-1);
}
}
public static void GetExistingHoldings(BinanceClient client, string baseCurrency)
{
//Get the currencies that we have ordered in the past
foreach (Binance.API.Csharp.Client.Models.Market.Balance b in client.GetAccountInfo().Result.Balances.Where(p => p.Free > 0))
{
try
{
var allOrders = client.GetTradeList(b.Asset + baseCurrency);
if (allOrders.Result != null)
{
foreach (var trade in allOrders.Result)
{
BinanceAPIMain.AllCurrencies.Where(p => p.Name == b.Asset + baseCurrency).FirstOrDefault().HeldPositions.Add(trade.Quantity, trade.Price);
}
BinanceAPIMain.AllCurrencies.Where(p => p.Name == b.Asset + baseCurrency).FirstOrDefault().CalculateReturn(BinanceAPIMain.AllCurrencies);
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
var heldCurrencies = BinanceAPIMain.AllCurrencies.Where(x => x.HeldPositions.Count > 0);
//Now output the data to a text file.
using (StreamWriter wr = new StreamWriter(@"C:\Users\user\Desktop\HeldPositions.csv", true))
{
wr.WriteLine("Symbol, Purchase Value, Current Value, Purchase Value USD, Current Value USD, RoR");
foreach (Currency c in heldCurrencies)
{
wr.WriteLine(
c.Name + "," +
c.PurchaseValue.ToString() + "," +
c.CurrentValue.ToString() + "," +
c.PurchaseValueUSD.ToString() + "," +
c.CurrentValueUSD.ToString() + "," +
c.Return.ToString());
}
}
}
public static string GetCurrentPurchases(BinanceClient client)
{
var currentCurrencies = BinanceAPIMain.AllCurrencies.Where(p => p.InTrade);
var currentPrices = client.GetAllPrices().Result;
StringBuilder b = new StringBuilder();
b.AppendLine("Current gain/loss:");
foreach (Currency c in currentCurrencies)
{
var purchasePrice = c.CoinsBought.FirstOrDefault().Item2;
var currentPrice = currentPrices.Where(p => p.Symbol.ToLower() == c.Name.ToLower()).Select(p => p.Price).FirstOrDefault();
decimal percentage = Math.Round(((currentPrice - purchasePrice) / purchasePrice) * 100, 2);
b.AppendLine(c.Name + ":");
b.AppendLine("\tBought at: " + purchasePrice);
b.AppendLine("\tCurrent Price: " + currentPrice);
b.AppendLine("\tPercent Change:" + percentage.ToString());
b.AppendLine();
}
return(b.ToString());
}
public static void ExecuteTrade(BinanceClient client, KlineData data, Currency currency, OrderSide side)
{
var allPrices = client.GetAllPrices().Result;
var price = allPrices.Where(p => p.Symbol.Contains(currency.Name)).Select(a => a.Price).FirstOrDefault();
DateTime currentTime = DateTime.Now;
if (side == OrderSide.BUY && BinanceAPIMain.TotalTrades < 4)
{
//Before we execute, update the allotted coins
BinanceAPIMain.CalculateCoinsToTrade(client, currency, allPrices);
//Orders will break if not successful, so check for try/catch block and add into currency ledger or move on.
try
{
var order = client.PostNewOrder(currency.Name.ToLower(), currency.AllottedCoins, 0.1m, side, OrderType.MARKET, TimeInForce.IOC);
Task.WaitAll(order);
if (order.Result.OrderId != -1)
{
BinanceAPIMain.TotalTrades++;
currency.InTrade = true;
var finalCoinsBought = GetHeldCoins(client, currency.Name);
currency.CoinsBought.Add(new Tuple <decimal, decimal>(finalCoinsBought, price));
BinanceAPIMain.WriteToLog(finalCoinsBought + ":" + currency.Name + ": go in on trade at: " + price + " Time: " + currentTime, ConsoleColor.Yellow);
BinanceAPIMain.WriteToLogTrades(currency.Name + ": Buy " + finalCoinsBought + " coins at " + price + " Time: " + currentTime);
BinanceAPIMain.WriteToCurrencyFile(finalCoinsBought + "|" + price, currency.Name);
}
}
catch (OperationCanceledException oce)
{
BinanceAPIMain.WriteToLog(oce.Message + " while buying " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(ex.InnerException + " while buying " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
}
else if (side == OrderSide.SELL)
{
try
{
foreach (Tuple <decimal, decimal> tuplePair in currency.CoinsBought)
{
var order = client.PostNewOrder(currency.Name.ToLower(), tuplePair.Item1, 0.1m, side, OrderType.MARKET, TimeInForce.IOC);
Task.WaitAll(order);
if (order.Result.OrderId != -1)
{
decimal percentage = Math.Round(((price - tuplePair.Item2) / tuplePair.Item2) * 100, 2);
ConsoleColor color = percentage > 0 ? ConsoleColor.White : ConsoleColor.Red;
BinanceAPIMain.WriteToLogTrades(currency.Name + ": Sell " + tuplePair.Item1 + " coins at " + price + " Time: " + currentTime +
" for a " + percentage + " percent change");
BinanceAPIMain.WriteToLog(currency.Name + ": sold " + tuplePair.Item1 + " coins at " + price + " on " + currentTime + Environment.NewLine +
currency.Name + ": Made: " + (price - tuplePair.Item2) + " Percentage: " + percentage, color);
}
}
BinanceAPIMain.TotalTrades--;
currency.CoinsBought.Clear();
currency.LastSalePrice = data.Close;
currency.LastTransactionTime = DateTime.Now;
//Remove the file which indicated we had an open position on the trade.
if (File.Exists(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\BinanceAPI\" + currency.Name + ".txt"))
{
File.Delete(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\BinanceAPI\" + currency.Name + ".txt");
}
}
catch (OperationCanceledException oce)
{
BinanceAPIMain.WriteToLog(oce.Message + " while selling " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(ex.InnerException + " while selling " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
}
}
static void Main(string[] args)
{
var binanceClient = new BinanceAPI.BinanceClient();
var binanceService = new BinanceService(binanceClient);
//GET TICKER DEPTH
var getDepth = binanceService.GetDepthAsync("BNBBTC");
Task.WaitAll(getDepth);
dynamic depth = getDepth.Result;
Console.WriteLine(depth);
//GET ACCOUNT INFORMATION
var getAccount = binanceService.GetAccountAsync();
Task.WaitAll(getAccount);
dynamic account = getAccount.Result;
Console.WriteLine(account);
//GET ORDERS FOR SYMBOL
var getOrders = binanceService.GetOrdersAsync("BNBBTC", 100);
Task.WaitAll(getOrders);
dynamic orders = getOrders.Result;
Console.WriteLine(orders);
//GET MY TRADES
var getMyTrades = binanceService.GetTradesAsync("WTCBTC");
Task.WaitAll(getAccount);
dynamic trades = getMyTrades.Result;
Console.WriteLine(trades);
//GET ALL PRICES
List <Prices> prices = new List <Prices>();
prices = binanceService.ListPrices();
Console.WriteLine(prices);
//GET PRICE OF SYMBOL
double symbol = binanceService.GetPriceOfSymbol("BNBBTC");
Console.WriteLine("Price of BNB: " + symbol);
//PLACE BUY ORDER
var placeBuyOrder = binanceService.PlaceBuyOrderAsync("NEOBTC", 1.00, 00.008851);
Task.WaitAll(placeBuyOrder);
dynamic buyOrderResult = placeBuyOrder.Result;
Console.WriteLine(buyOrderResult);
//PLACE SELL ORDER
var placeSellOrder = binanceService.PlaceSellOrderAsync("NEOBTC", 1.00, 00.008851);
Task.WaitAll(placeSellOrder);
dynamic sellOrderResult = placeSellOrder.Result;
Console.WriteLine(sellOrderResult);
//TEST ORDER---------------------------------------------------------------------------
var placeOrderTest = binanceService.PlaceTestOrderAsync("NEOBTC", "SELL", 1.00, 00.006151);
Task.WaitAll(placeOrderTest);
dynamic testOrderResult = placeOrderTest.Result;
Console.WriteLine(testOrderResult);
//-------------------------------------------------------------------------------------
//CHECK ORDER STATUS BY ID
var checkOrder = binanceService.CheckOrderStatusAsync("NEOBTC", 5436663);
Task.WaitAll(checkOrder);
dynamic checkOrderResult = checkOrder.Result;
Console.WriteLine(checkOrderResult);
//DELETE ORDER BY ID
var deleteOrder = binanceService.CancelOrderAsync("NEOBTC", 5436663);
Task.WaitAll(deleteOrder);
dynamic deleteOrderResult = deleteOrder.Result;
Console.WriteLine(deleteOrderResult);
}
static void GetStreamingData(BinanceClient client, ApiClient apiClient, TimeInterval interval)
{
try
{
mres = new ManualResetEventSlim();
Console.WriteLine("Type QUIT and enter to exit.");
TelegramBot.SendBotMessage("Binance API Startup at " + DateTime.Now.ToString(), ConfigurationManager.AppSettings["EMail"]);
restart:
do
{
cts = new CancellationTokenSource();
List <Task> tasks = new List <Task>
{
Task.Factory.StartNew(ListenForQuit)
};
foreach (var symbol in BinanceAPIMain.AllCurrencies.Select(p => p.Name).ToList())
{
var task = new Task(() => client.ListenKlineEndpoint(symbol.ToLower(), interval, (data) =>
{
KlineHandler(data, symbol, client);
}, cts));
tasks.Add(task);
task.Start();
}
while (tasks.TrueForAll(p =>
p.Status == TaskStatus.Canceled ||
p.Status == TaskStatus.Faulted ||
p.Status == TaskStatus.RanToCompletion ||
p.Status == TaskStatus.WaitingForActivation ||
p.Status == TaskStatus.WaitingForChildrenToComplete ||
p.Status == TaskStatus.WaitingToRun
))
{
Thread.Sleep(50);
}
cts.CancelAfter(TimeSpan.FromSeconds(84600));
// Need to end ListenForQuit method...
cts.Token.Register(() =>
{
while (!mres.IsSet)
{
IntPtr handle = GetConsoleWindow();
ShowWindow(handle, SW_SHOW);
SetForegroundWindow(handle);
SendKeys.SendWait("`");
Thread.Sleep(100);
}
mres.Reset();
});
Task.WaitAll(tasks.ToArray());
// Wait for socket closure... but don't get spammy.
int openSockets = apiClient._openSockets.Count;
Console.WriteLine($"Waiting for {apiClient._openSockets.Count} web socket closure...");
while (apiClient._openSockets.Count > 0)
{
if (openSockets != apiClient._openSockets.Count)
{
openSockets = apiClient._openSockets.Count;
Console.WriteLine($"Waiting for {apiClient._openSockets.Count} web socket closure...");
}
Thread.Sleep(3000);
}
cts.Dispose();
Array.ForEach(tasks.ToArray(), p => p.Dispose());
}while (restart);
ConsoleKeyInfo cki;
do
{
Console.WriteLine("Gracefully stopped executing.");
Console.WriteLine();
Console.WriteLine("Press (R) to restart or (Q) to quit");
cki = Console.ReadKey();
}while (cki.Key != ConsoleKey.R && cki.Key != ConsoleKey.Q);
if (cki.Key == ConsoleKey.R)
{
Console.WriteLine();
Console.WriteLine("Restarting...");
Console.WriteLine();
restart = true;
goto restart;
}
Console.WriteLine();
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public static void CalculateTradeAlgorithm(this Currency currency, KlineData data, BinanceClient client)
{
DateTime currentTime = UnixTimeStampToDateTime(data.StartTime);
DateTime endTime = UnixTimeStampToDateTime(data.EndTime);
try
{
if (currency.CloseTime == data.EndTime)
{
return;
}
currency.CloseTime = data.EndTime;
//Get the last 99 klines to calc
var sticks = client.GetCandleSticks(currency.Name, BinanceAPIMain.Interval, null, currentTime, 99).Result;
var sticks1hr = client.GetCandleSticks(currency.Name, TimeInterval.Hours_1, null, currentTime, 200).Result;
//Perhaps we calculate the EMA with the latest price, but the previous EMA is the close of the last kline?
if (currency.PreviousRSI != -1)
{
currency.PreviousRSI = currency.RSI.Last();
}
currency.EMA12.Clear();
currency.EMA7.Clear();
currency.EMA26.Clear();
currency.EMA99.Clear();
currency.MACD.Clear();
currency.Signal.Clear();
currency.MACDHistogram.Clear();
currency.RSI.Clear();
currency.EMA12 = CalculateEMA(sticks, 12);
currency.EMA26 = CalculateEMA(sticks, 26);
currency.EMA99 = CalculateEMA(sticks, 99);
currency.EMA7 = CalculateEMA(sticks, 7);
currency.MACD = SubtractValues(currency.EMA12, currency.EMA26);
currency.Signal = CalculateTrendLine(currency.MACD, 9);
currency.MACDHistogram = SubtractValues(currency.MACD, currency.Signal);
currency.MACDHistPosPercentage = CalcLowestPercentPos(currency.MACDHistogram, 10);
currency.RSI = CalculateRSI(sticks, 21);
if (currency.PreviousRSI == -1)
{
currency.PreviousRSI = currency.RSI.Last();
}
ConsoleColor color = currency.MACDHistogram.Last() < 0 ? ConsoleColor.Magenta : ConsoleColor.Cyan;
BinanceAPIMain.WriteToLog("Symbol " + currency.Name + " Price: " + data.Close + " Close Time:" + endTime + Environment.NewLine +
"MACD Histogram: " + currency.MACDHistogram.Last() + Environment.NewLine +
"MACD Histogram Lowest 10%: " + currency.MACDHistPosPercentage + Environment.NewLine +
"RSI: " + currency.RSI.Last() + Environment.NewLine +
"RSI-1: " + currency.PreviousRSI + Environment.NewLine +
"Signal: " + currency.Signal.Last() + Environment.NewLine +
"EMA99(n): " + Decimal.Round(currency.EMA99.Last(), 7) + " EMA99(n-1): " + Decimal.Round(currency.EMA99[currency.EMA7.Count - 2], 7) + Environment.NewLine +
"EMA7(n): " + Decimal.Round(currency.EMA7.Last(), 7) + " EMA7(n-1): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 2], 7) +
" EMA7(n-2): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 3], 7) + Environment.NewLine, color, createFile: false);
if (!currency.InTrade && currency.MACDHistogram != null && currency.CycleSeen &&
currency.MACDHistogram.Last() > currency.MACDHistPosPercentage &&
currency.EMA7.Last() > (currency.EMA7[currency.EMA7.Count - 2] * (decimal)1.0005) &&
currency.EMA7[currency.EMA7.Count - 2] > currency.EMA7[currency.EMA7.Count - 3] &&
currency.EMA99.Last() > currency.EMA99[currency.EMA99.Count() - 2] &&
currency.RSI.Last() < 60)
{
if (BinanceAPIMain.Debug == "false")
{
Trading.ExecuteTrade(client, data, currency, OrderSide.BUY);
}
else
{
Trading.ExecuteTradeDebug(client, data, currency, OrderSide.BUY);
}
}
else if (currency.InTrade &&
(currency.RSI.Last() >= 70 || currency.RSI[currency.RSI.Count() - 2] >= 70) && currency.RSI.Last() < currency.RSI[currency.RSI.Count() - 2] &&
data.Close > currency.CoinsBought.Min(p => p.Item2))
{
if (BinanceAPIMain.Debug == "false")
{
Trading.ExecuteTrade(client, data, currency, OrderSide.SELL);
}
else
{
Trading.ExecuteTradeDebug(client, data, currency, OrderSide.SELL);
}
currency.InTrade = false;
currency.CycleSeen = false;
}
else if (!currency.CycleSeen && currency.MACDHistogram.Last() < 0 && currency.MACDHistogram != null)
{
currency.CycleSeen = true;
currency.LastTransactionTime = DateTime.Now.AddMinutes(-2);
BinanceAPIMain.WriteToLog("Symbol: " + currency.Name + " Cycle Seen: " + currency.CycleSeen.ToString() + Environment.NewLine, ConsoleColor.Cyan);
}
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(currency.Name + ": " + ex.Message + ex.StackTrace + " from currency.CalcAlgorithm" + " at " + DateTime.Now, ConsoleColor.DarkRed);
}
}
