예제 #1
0
        public Trade_package(decimal _precent, string _currency, SymbolsDate _buySymbolsDate, SymbolsDate _sellSymbolsDate)
        {
            api             = StaticVariables.api;
            itsBuyArbitrage = true;

            percent         = _precent;
            buySymbolsDate  = _buySymbolsDate;
            sellSymbolsDate = _sellSymbolsDate;
            currency        = _currency;

            buySymbol  = buySymbolsDate.symbole;
            sellSymbol = sellSymbolsDate.symbole;

            minAmountTrade = Math.Max(buySymbolsDate.MinAmount, sellSymbolsDate.MinAmount);
            maxAmountTrade = WalletFunc.GetMaxAmountTrade(buySymbolsDate.orderTrade.request.Price, buySymbolsDate.payment);
            maxAmountTrade = StaticVariables.api.ClampOrderQuantity(buySymbol, maxAmountTrade);
            if (maxAmountTrade < minAmountTrade)
            {
                string warningMessage = String.Format("currency - {0}, buySymbol - {1}, buy.MinAmount - {2}, sellSymbols - {3}, sell.MinAmount- {4}, minAmountTrade - {5}, maxAmountTrade - {6}", currency, buySymbol, buySymbolsDate.MinAmount, sellSymbol, sellSymbolsDate.MinAmount, minAmountTrade, maxAmountTrade);
                PrintTable.PrintConsole(warningMessage);
                PrintFunc.AddLine(StaticVariables.pathWithDate + "WARNING_maxAmount.txt", warningMessage);

                maxAmountTrade = minAmountTrade;
            }
        }
예제 #2
0
        public static decimal ConversionPrice(decimal price, string currency, string payment = null, string convertibleCurrency = null)
        {
            payment = (payment == null ? StaticVariables.paymentWeighted : payment);
            if (payment.Equals(currency))
            {
                return(price);
            }

            string  symbole = currency + "_" + payment;
            decimal result  = price * StaticVariables.ConversionCurrencyPayment[symbole];

            convertibleCurrency = (convertibleCurrency == null ? StaticVariables.paymentWeighted : convertibleCurrency);

            if (payment.Equals(convertibleCurrency))
            {
                return(result);
            }

            string  Finalsymbole = payment + "_" + convertibleCurrency;
            decimal FinalConversionRatio;

            if (!StaticVariables.ConversionCurrencyPayment.TryGetValue(Finalsymbole, out FinalConversionRatio))
            {
                string warningMessage = String.Format("WARNING_Finalsymbole_{0}.txt", Finalsymbole);
                PrintTable.PrintConsole(warningMessage);
                PrintFunc.AddLine(StaticVariables.pathWithDate + warningMessage, warningMessage);
            }

            return(result * FinalConversionRatio);
        }
        public static void ExceptionDeliberately(string printResult)
        {
            decimal result = 0;

            try
            {
                // The goal is to intentionally throw an exception
                decimal temp = 1 / result;
            }
            catch (Exception ex)
            {
                PrintTable.PrintConsole(printResult);
                Start("ExceptionDeliberately", printResult);
                throw ex;
            }
        }
예제 #4
0
        public static void FindAndTrade(bool trade)
        {
            StaticVariables.Wallet = WalletFunc.GetWallet();
#if DEBUG
            PrintDataDebug();
#endif

            DateTime currentTime;
            string   timeHouer;
            string   pathSummaryFind;
            int      numFind = 0;

            while (true)
            {
                numFind++;
                currentTime = DateTime.Now;
                List <OrderHandling> packageList = new List <OrderHandling>();

                int  i = 0;
                bool tradeSuccses;
                List <MagicNumber> magicNumbersToUpdate = new List <MagicNumber>();
                foreach (var item in StaticVariables.symbolsDateList)
                {
                    if (i % 5 == 0)
                    {
                        WalletFunc.ConversionPayment();
                    }
                    i++;

                    tradeSuccses = false;
                    do
                    {
                        OrderHandling package;
                        try
                        {
                            package = FindingSymbolsTrading.ArbitragePercent(item.Key, item.Value);
                        }
                        catch (Exception ex)
                        {
                            package = null;
                            DateTime localDate   = DateTime.Now;
                            string   printResult = String.Format("{0}\n{1}", localDate.ToString(), ex.ToString());
                            printResult += String.Format("\ncurrency - {0}", item.Key);
                            PrintException.Start(MethodBase.GetCurrentMethod().Name, printResult);
                        }

                        if (package != null)
                        {
                            packageList.Add(package);
                            PrintTable.Start(StaticVariables.pathFindFile + item.Key + ".csv", package.ToString(), "Trade_package");

                            // TODO Add Func TradeFast

                            List <MagicNumber> magicNumbersTradeMagicToUpdate = new List <MagicNumber>();
                            if (package.percentPotential > StaticVariables.revnuTrade)
                            {
                                if (StaticVariables.rateGateLimit)
                                {
                                    StaticVariables.api.RateLimit.OneOpportunity = true;
                                }

                                try
                                {
                                    if (package.StartTradePackageMagic())
                                    {
                                        tradeSuccses = TradeMagic.Start(package);
                                    }
                                }
                                catch (Exception ex)
                                {
                                    StaticVariables.Wallet = WalletFunc.GetWallet();  // Wallet update. Because part of the trade was carried out. Apparently the amounts of coins have changed

                                    DateTime localDate   = DateTime.Now;
                                    string   printResult = String.Format("{0}\n{1}", localDate.ToString(), ex.ToString());
                                    PrintException.Start(MethodBase.GetCurrentMethod().Name, printResult);
                                    try
                                    {
                                        PrintTable.Start(StaticVariables.pathWithDate + "Exception_TradeMagic_" + item.Key + ".csv", package.Buy.ToString(), "OrderTrade");
                                        PrintTable.Start(StaticVariables.pathWithDate + "Exception_TradeMagic_" + item.Key + ".csv", package.Sell.ToString(), "OrderTrade");
                                        PrintTable.Start(StaticVariables.pathWithDate + "Exception_TradeMagic_" + item.Key + ".csv", package.Arbitrage.ToString(), "OrderTrade");
                                    }
                                    catch (Exception)
                                    {
                                        PrintTable.Start(StaticVariables.pathWithDate + "Exception_TradeMagic_Exception_" + item.Key + ".csv", package.ToString(), "Trade_package");
                                    }
                                }

                                if (StaticVariables.rateGateLimit)
                                {
                                    StaticVariables.api.RateLimit.OneOpportunity = false;
                                }

                                magicNumbersTradeMagicToUpdate.Add(package.buySymbolsDate.magicNumber);
                                magicNumbersTradeMagicToUpdate.Add(package.sellSymbolsDate.magicNumber);
                                magicNumbersTradeMagicToUpdate.Add(package.arbitrageSymbolsDate.magicNumber);
                                SqlMagicNumber.UpdateAll(magicNumbersTradeMagicToUpdate);
                            }
                            else
                            {
                                magicNumbersToUpdate.Add(package.buySymbolsDate.magicNumber);
                            }
                        }
                    } while (tradeSuccses);
                }

                SqlMagicNumber.UpdateAll(magicNumbersToUpdate);
                WaitingTimeML.Start();      // USE to ML_4
                timeHouer = String.Format("{0}-{1}-{2}", currentTime.Hour, currentTime.Minute, currentTime.Second);
                PrintTable.PrintConsole(timeHouer + "\t" + numFind);
                pathSummaryFind = StaticVariables.pathSummaryFind + "SummaryFind_" + timeHouer + ".csv";
                foreach (var item in packageList)
                {
                    PrintTable.Start(pathSummaryFind, item.ToString(), "Trade_package");
                    if (item.percent > StaticVariables.revnuTrade || item.percentPotential > StaticVariables.revnuTrade)
                    {
                        PrintTable.PrintConsole(item.ToConsole());
                        PrintTable.Start(StaticVariables.pathWithDate + "SummaryFind" + ".csv", item.ToString(), "Trade_package");
                    }
                }

#if DEBUG
                PrintFunc.PrintDictionary(StaticVariables.magicNumberList, nameof(StaticVariables.magicNumberList), StaticVariables.pathDataDebug);
#endif
            }
        }
        public static bool Start(OrderHandling orderHandling)
        {
            bool    result       = false;
            bool    orderIsLeft  = false;
            decimal cutAmountFee = 1;

            orderHandling.StartOrderHandling();

            /// buy
            orderHandling.OrderToCare = orderHandling.Buy;
            if (!HandlingOneOrderTrade(orderHandling, true))
            {
                return(false);
            }

            if (orderHandling.OrderToCare.amountFilled > orderHandling.AmountTrade)
            {
                string warningMessage = String.Format("orderHandling.OrderToCare.amountFilled - {0}, orderHandling.AmountTrade - {1},", orderHandling.OrderToCare.amountFilled, orderHandling.AmountTrade);
                PrintTable.PrintConsole(warningMessage);
                PrintFunc.AddLine(StaticVariables.pathWithDate + "WARNING_amountFilled Greater than AmountTrade.txt", warningMessage);
                PrintTable.Start(StaticVariables.pathWithDate + "WARNING_amountFilledOrderHandlingData.csv", orderHandling.PrintResult_2(), "OrderHandling");
            }
            else if (orderHandling.OrderToCare.amountFilled <= orderHandling.AmountTrade)
            {
                if (StaticVariables.CurrencyTradingFeeReduction)
                {
                    cutAmountFee = StaticVariables.api.FeeTrade(orderHandling.OrderToCare.originalMaxOrMinPrice == orderHandling.OrderToCare.request.Price);
                    orderHandling.AmountTrade = orderHandling.OrderToCare.amountFilled * cutAmountFee;
                }
                else
                {
                    orderHandling.AmountTrade = orderHandling.OrderToCare.amountFilled;
                }
                orderHandling.Sell.Request.Amount = orderHandling.AmountTrade;

                if (orderHandling.itsBuyArbitrage)
                {
                    orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Buy.request.Price;
                }
                else
                {
                    orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Sell.request.Price;
                }

                if (orderHandling.Arbitrage.request.Amount < orderHandling.arbitrageSymbolsDate.MinAmount)
                {
                    orderHandling.Arbitrage.request.Amount = orderHandling.arbitrageSymbolsDate.MinAmount;
                }
            }


            if (orderHandling.AmountTrade < orderHandling.minAmountTrade)
            {
                return(false);
            }

            // sell
            orderHandling.percent_2 = orderHandling.revnuCalculation(orderHandling.percent_1);
            orderHandling.ChangeMaxOrMinPriceSell((StaticVariables.revnuTrade / 100));
            orderHandling.OrderToCare = orderHandling.Sell;
            orderHandling.OrderToCare.UpExtraPercent();
            if (!HandlingOneOrderTrade(orderHandling, false))
            {
                orderIsLeft = true;
                orderHandling.buySymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate   -= 300;               // USE to ML_4
                orderHandling.sellSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate -= 300;               // USE to ML_4
            }


            result = true;
#if DEBUG
            orderHandling.debug += String.Format("\n\n{0},cutAmountFee,\n{1},Buy.extraPercent.Percent,\n{2},AmountTrade,\n{3},Sell.request.Amount,", cutAmountFee, orderHandling.Buy.extraPercent.Percent, orderHandling.AmountTrade, orderHandling.OrderToCare.request.Amount);
            PrintFunc.AddLine(StaticVariables.pathDebug + orderHandling.currency + "/sell_" + orderHandling.currency + ".csv", orderHandling.debug);
#endif

            if (StaticVariables.CurrencyTradingFeeReduction)
            {
                cutAmountFee = StaticVariables.api.FeeTrade(orderHandling.OrderToCare.originalMaxOrMinPrice == orderHandling.OrderToCare.request.Price);
                orderHandling.AmountTrade = orderHandling.AmountTrade * cutAmountFee;
            }

            if (orderHandling.itsBuyArbitrage)
            {
                orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Buy.request.Price;
            }
            else
            {
                orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Sell.request.Price;
            }

            if (orderHandling.Arbitrage.request.Amount < orderHandling.arbitrageSymbolsDate.MinAmount)
            {
                orderHandling.Arbitrage.request.Amount = orderHandling.arbitrageSymbolsDate.MinAmount;
            }

            // arbitrage
            orderHandling.percent_3 = orderHandling.revnuCalculation(orderHandling.percent_2);
            orderHandling.ChangeMaxOrMinPriceArbitrage((StaticVariables.revnuTrade / 100));
            orderHandling.OrderToCare = orderHandling.Arbitrage;
            orderHandling.OrderToCare.UpExtraPercent();
            try
            {
                if (!HandlingOneOrderTrade(orderHandling, false))
                {
                    orderIsLeft = true;

                    if (orderHandling.itsBuyArbitrage)
                    {
                        orderHandling.arbitrageSymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate -= 300;       // USE to ML_4
                    }
                    else
                    {
                        orderHandling.arbitrageSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate -= 300;      // USE to ML_4
                    }
                }
                CancellationFunc.Cancellation99(orderHandling);
            }
            catch (Exception ex)
            {
                DateTime localDate   = DateTime.Now;
                string   printResult = String.Format("{0}\n{1}", localDate.ToString(), ex.ToString());
                string   fileName    = String.Format("ExceptionArbitrage_{0}_{1}", (orderHandling.OrderToCare.request.IsBuy ? "Buy" : "Sell"), orderHandling.OrderToCare.request.Symbol);
                PrintException.Start(fileName, printResult);
                // TODU Send to a function to check if step b (sell) has been performed. And resubmit arbitrage order. The function should use a database to restore if the boot is shut down and restarted
            }

#if DEBUG
            orderHandling.debug += String.Format("\n\n{0},cutAmountFee,\n{1},Sell.extraPercent.Percent,\n{2},AmountTrade,\n{3},Sell.request.Amount,", cutAmountFee, orderHandling.Sell.extraPercent.Percent, orderHandling.AmountTrade, orderHandling.OrderToCare.request.Amount);
            PrintFunc.AddLine(StaticVariables.pathDebug + orderHandling.currency + "/Arbitrage_" + orderHandling.currency + ".csv", orderHandling.debug);
#endif


            // TODO Add a unique id variable to OrderHandling and send to a function that handles incomplete orders (orderLeft)
            if (!orderIsLeft)
            {
                PrintTable.PrintConsole("yes");

                orderHandling.buySymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate   += 500;               // USE to ML_4
                orderHandling.sellSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate += 500;               // USE to ML_4
                if (orderHandling.itsBuyArbitrage)
                {
                    orderHandling.arbitrageSymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate += 500;       // USE to ML_4
                }
                else
                {
                    orderHandling.arbitrageSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate += 500;      // USE to ML_4
                }
            }

            orderHandling.percent_end = orderHandling.revnuCalculation(orderHandling.percent_3);
            orderHandling.WalletResultEnd();
            PrintTable.Start(StaticVariables.pathWithDate + "WalletResultReal.csv", orderHandling.summaryTradeReal, "WalletResultReal");
            PrintTable.Start(StaticVariables.pathWithDate + "WalletResult.csv", orderHandling.summaryTrade, "WalletResult");

            PrintFunc.AddLine(StaticVariables.pathWithDate + "main.txt", orderHandling.PrintResult());
            PrintTable.Start(StaticVariables.pathWithDate + "OrderHandlingData.csv", orderHandling.PrintResult_2(), "OrderHandling");
#if DEBUG
            PrintFunc.AddLine(StaticVariables.pathDebug + orderHandling.currency + "/end_" + orderHandling.currency + ".csv", orderHandling.debug);
#endif
            result = orderHandling.succsseTrade;
            return(result);
        }
        public static bool HandlingOneOrderTrade(OrderHandling orderHandling, bool firstOrder)
        {
            orderHandling.OrderToCare.StartTrade();
            orderHandling.OrderToCare.Result = TradeUseCase.Order(orderHandling.OrderToCare.Request);
            string resPrint = String.Format("Handling Order - {0}-{1}, ExtraPercent {2:P0}, Percentage(without ExtraPercent) - {3:P3}, realPercentage - {4:P3}", (orderHandling.OrderToCare.request.IsBuy ? "Buy" :"Sell"), orderHandling.OrderToCare.request.Symbol, orderHandling.OrderToCare.extraPercent.Percent, orderHandling.percent / 100, orderHandling.realPercentage / 100);

            PrintTable.PrintConsole(resPrint);
            int     useCase      = 0;
            decimal difPrecentge = 0;

            System.Threading.Thread.Sleep(orderHandling.OrderToCare.ExtraPercent.WaitingTimeForNextPriceUpdate);
            orderHandling.OrderToCare.Result = TradeUseCase.OrderDetails(orderHandling.OrderToCare.Result);

            DateTime startTimeSmallAmount = DateTime.Now;

            while (!orderHandling.OrderToCare.Done)
            {
                if (orderHandling.OrderToCare.itsCanAdded & orderHandling.OrderToCare.itsCanUpdate)
                {
                    startTimeSmallAmount = DateTime.Now;
                    if (orderHandling.OrderToCare.Result.Result == ExchangeAPIOrderResult.FilledPartially)
                    {
                        difPrecentge = orderHandling.OrderToCare.Result.AmountFilled / orderHandling.OrderToCare.Result.Amount;
                        if (difPrecentge > 0.99m)
                        {
                            useCase = 4; // Current Order Cancellation
                        }
                        else
                        {
                            useCase = 3;  // We will also update the price in addition to the quantity update
                        }
                    }
                    else // if (orderHandling.OrderToCare.Result.Result == ExchangeAPIOrderResult.Pending)
                    {
                        useCase = 1; // Update price
                    }

                    TradeUseCase.Start(useCase, orderHandling);
                }
                else if (orderHandling.OrderToCare.Result.Result == ExchangeAPIOrderResult.Filled)
                {
                    return(true);
                }
                else if (orderHandling.OrderToCare.Result.Result == ExchangeAPIOrderResult.FilledPartially)
                {
                    if (firstOrder)     // We will cancel an order only in the case of a first order, because in other orders we will want the order to remain until it is executed
                    {
                        DateTime timeSmallAmount = DateTime.Now;
                        if (!(timeSmallAmount.Subtract(startTimeSmallAmount).TotalMinutes > 1))                                                                              // Limit of waiting for order to 1 minute
                        {
                            if ((orderHandling.OrderToCare.Result.AmountFilled + orderHandling.OrderToCare.AmountFilledDifferentOrderNumber) < orderHandling.minAmountTrade) // try fix bug of buying a small amount of coins, In use case of the quantity is less than the minimum for the trade, we will continue to wait until at least the required minimum is filled
                            {
                                continue;
                            }
                        }
                        else
                        {
                            useCase = 4; // Current Order Cancellation
                            TradeUseCase.Start(useCase, orderHandling);

                            if (orderHandling.OrderToCare.amountFilled < orderHandling.minAmountTrade)  // try fix bug of buying a small amount of coins, In use case of the quantity is less than the minimum for the trade, we will continue to wait until at least the required minimum is filled
                            {
                                ExchangeOrderRequest revertOrder = new ExchangeOrderRequest();
                                try
                                {
                                    revertOrder.Amount    = orderHandling.OrderToCare.amountFilled;
                                    revertOrder.IsBuy     = false;
                                    revertOrder.OrderType = StaticVariables.orderType;
                                    revertOrder.Price     = orderHandling.OrderToCare.Request.Price * (1 + (StaticVariables.FeeTrade * 2));
                                    revertOrder.Symbol    = orderHandling.OrderToCare.Request.Symbol;
                                    OrderTrade revertOrderTrade = new OrderTrade(revertOrder);
                                    revertOrderTrade.Result = StaticVariables.api.PlaceOrder(revertOrder);

                                    PrintTable.Start(StaticVariables.pathWithDate + "Small_Amount_Handling.csv", orderHandling.OrderToCare.Result.PrintSymbol(), "OrderResultSymbol");
                                    PrintTable.Start(StaticVariables.pathWithDate + "Small_Amount_Handling.csv", revertOrderTrade.Result.PrintSymbol(), "OrderResultSymbol");
                                }
                                catch (Exception ex)
                                {
                                    StaticVariables.Wallet = WalletFunc.GetWallet();     // Wallet update. Because part of the trade was carried out. Apparently the amounts of coins have changed

                                    string warningMessage = String.Format("{0},\tamountFilled - {1},\tAmount - {2},\tminAmountTrade - {3},", orderHandling.OrderToCare.request.Symbol, orderHandling.OrderToCare.amountFilled, orderHandling.OrderToCare.request.Amount, orderHandling.minAmountTrade);
                                    PrintTable.PrintConsole(warningMessage);
                                    PrintFunc.AddLine(StaticVariables.pathWithDate + "Small_Amount_Left.txt", warningMessage);
                                    PrintTable.Start(StaticVariables.pathWithDate + "Small_Amount_Left.csv", orderHandling.OrderToCare.request.Print(), "OrderResult");

                                    DateTime localDate   = DateTime.Now;
                                    string   printResult = String.Format("{0}\n{1}", localDate.ToString(), ex.ToString());
                                    PrintException.Start("Small_Amount_Left", printResult);
                                }
                            }

                            return(orderHandling.OrderToCare.succsseFirstOrder);
                        }
                    }
                    else
                    {
                        orderHandling.OrderToCare.ItsOrderLeft = true;
                        return(false);
                    }
                }
                else if (orderHandling.OrderToCare.Result.Result == ExchangeAPIOrderResult.Pending)
                {
                    if (firstOrder)     // We will cancel an order only in the case of a first order, because in other orders we will want the order to remain until it is executed
                    {
                        useCase = 4;    // Current Order Cancellation
                        TradeUseCase.Start(useCase, orderHandling);
                        return(orderHandling.OrderToCare.succsseFirstOrder);
                    }
                    else
                    {
                        orderHandling.OrderToCare.ItsOrderLeft = true;
                        return(false);
                    }
                }


                if (!orderHandling.OrderToCare.Done)
                {
                    System.Threading.Thread.Sleep(orderHandling.OrderToCare.ExtraPercent.WaitingTimeForNextPriceUpdate);
                    orderHandling.OrderToCare.Result = TradeUseCase.OrderDetails(orderHandling.OrderToCare.Result);
                    if (orderHandling.OrderToCare.Result.Result == ExchangeAPIOrderResult.Canceled)     // In case a cancellation was made by the stock exchange due to an order or quantity error
                    {
                        bool checkCancel = CancellationFunc.ReviewCancellationAndUpdateOrder(orderHandling);

                        if (firstOrder)
                        {
                            return(orderHandling.OrderToCare.succsseFirstOrder);
                        }
                        else
                        {
                            // TODO Check what amount has not traded. Maybe by the wallet. Update amount and send request in the current function
                        }
                    }
                }
            }

            if (firstOrder)
            {
                return(orderHandling.OrderToCare.succsseFirstOrder);   //  amountFilled > minAmaunt
            }
            else
            {
                return(orderHandling.OrderToCare.succsseTrade);                 // ((amountFilled == amountStart) || (amountFilled >= amountFinish))
            }
        }