private static void UpdateBasedOnTradeBroker(Trade trade, decimal commission, BrokerKind brokerKind,
Dictionary <string, AssetBalance> currentAssetBalances)
{
var quoteAsset = trade.Market.Replace(trade.BaseAsset, string.Empty); // e.g. USDT
var baseAsset = trade.BaseAsset; // e.g. ETH
var quoteAssetBalance =
currentAssetBalances.ContainsKey(quoteAsset) ? currentAssetBalances[quoteAsset].Balance : 0M;
var baseAssetBalance = currentAssetBalances.ContainsKey(baseAsset) ? currentAssetBalances[baseAsset].Balance : 0M;
if (trade.TradeDirection == TradeDirection.Long)
{
var costExcludingFee = trade.EntryQuantity.Value * trade.EntryPrice.Value; // Cost in quote asset (e.g. USDT)
var fee = commission * costExcludingFee;
if (costExcludingFee + fee > quoteAssetBalance)
{
costExcludingFee = quoteAssetBalance / (1M + commission);
fee = quoteAssetBalance - costExcludingFee;
trade.EntryQuantity = costExcludingFee / trade.EntryPrice.Value;
}
currentAssetBalances[quoteAsset] = new AssetBalance(quoteAsset, quoteAssetBalance - fee - costExcludingFee);
currentAssetBalances[baseAsset] = new AssetBalance(baseAsset, baseAssetBalance + trade.EntryQuantity.Value);
trade.Commission = fee;
trade.CommissionAsset = quoteAsset;
}
if (trade.TradeDirection == TradeDirection.Short)
{
if (trade.EntryQuantity > baseAssetBalance)
{
trade.EntryQuantity = baseAssetBalance;
}
var fee = trade.EntryQuantity.Value * trade.EntryPrice.Value * commission;
var quoteAssetReturn = (trade.EntryQuantity.Value * trade.EntryPrice.Value)
- fee;
currentAssetBalances[quoteAsset] = new AssetBalance(quoteAsset, quoteAssetBalance + quoteAssetReturn);
currentAssetBalances[baseAsset] = new AssetBalance(baseAsset, baseAssetBalance - trade.EntryQuantity.Value);
trade.Commission = fee;
trade.CommissionAsset = quoteAsset;
}
if (brokerKind == BrokerKind.Trade)
{
trade.RiskAmount = 0;
}
else
{
throw new ApplicationException("This needs implementing");
}
}
public async Task <string> GetAllAssets()
{
List <AssetBalance> list = new List <AssetBalance>();
var assets = await client.Asset.ListAssetsAsync();
foreach (var item in assets.Result)
{
AssetBalance balance = new AssetBalance();
balance.AssetRef = item.AssetRef;
balance.Name = item.Name;
balance.TxID = item.GenesisTxId;
balance.Details = item.Details;
client.Asset.Subscribe(item.Name, false);
var transactions = await client.Asset.ListAssetTransactions(item.AssetRef, true);
foreach (var transaction in transactions.Result)
{
AssetTransaction at = new AssetTransaction();
at.Time = transaction.Time;
at.Date = BlockChainHelper.UnixTimeStampToDateTime(transaction.Time).ToString();
at.TxID = transaction.TxId;
at.BlockHash = transaction.BlockHash;
if (transaction.Addresses.Count == 1)
{
KeyValuePair <string, decimal> address = transaction.Addresses.First();
at.AddressFrom = "";
at.AddressTo = address.Key;
at.Qty = address.Value;
}
else
{
IOrderedEnumerable <KeyValuePair <string, decimal> > oList = transaction.Addresses.OrderBy(e => e.Value);
KeyValuePair <string, decimal> addressFrom = oList.First();
KeyValuePair <string, decimal> addressTo = oList.ElementAtOrDefault(1);
at.AddressFrom = addressFrom.Key;
at.AddressTo = addressTo.Key;
at.Qty = addressTo.Value;
}
balance.Transactions.Add(at);
}
list.Add(balance);
}
return(JsonConvert.SerializeObject(list, Formatting.Indented));
}
private static AssetBalance ComputeBalanceDynamics(AssetBalance startBalance, AssetBalance endBalance)
{
if (startBalance == null && endBalance == null)
{
throw new InvalidOperationException("At least one balance is required");
}
return(new AssetBalance
{
Exchange = startBalance?.Exchange ?? endBalance.Exchange,
Amount = endBalance?.Amount ?? 0,
AmountInUsd = endBalance?.AmountInUsd ?? 0,
Credit = endBalance?.Credit ?? 0,
CreditInUsd = endBalance?.CreditInUsd ?? 0
});
}
public BalanceOnDate(AssetBalance assetBalance)
{
Balance = assetBalance.Amount;
BalanceInUsd = assetBalance.AmountInUsd;
Price = Balance == 0 ? 0 : BalanceInUsd / Balance;
}
public static void Bot()
{
string symbol = Globals.C1 + Globals.C2;
//GetAccountInformation
var accInfo = API.GetAccountInformation();
//Check account funds for both currencies
AssetBalance Currency1 = (from coin in accInfo.Balances where coin.Asset == Globals.C1 select coin).FirstOrDefault();
var freeCurrency1 = Currency1.Free;
AssetBalance Currency2 = (from coin in accInfo.Balances where coin.Asset == Globals.C2 select coin).FirstOrDefault();
var freeCurrency2 = Currency2.Free;
//Get Price of last BCCBTC trade
var lastTrade = API.GetLastTrade(symbol);
var lastTradePrice = 0.0;
var lastTradeSide = OrderSides.SELL; //if lastTrade == null, this means buy Currency1
//get price and OrderSide of last trade (if any)
if (lastTrade != null)
{
lastTradePrice = lastTrade.Price;
if (lastTrade.isBuyer == true)
{
lastTradeSide = OrderSides.BUY;
}
else
{
lastTradeSide = OrderSides.SELL;
}
}
//Check current price
var currentPrice = API.GetOnePrice(symbol);
//Calculate actual price change percentage
var priceChange = 100 * (currentPrice - lastTradePrice) / currentPrice;
Console.WriteLine("Current Price is " + currentPrice);
Console.WriteLine("Price Change is " + priceChange);
//Create Order
Order marketOrder = null;
if (lastTradeSide == OrderSides.BUY && priceChange > Globals.percentageChange)
{
//if last order was buy, and price has increased
//sell C1
marketOrder = API.PlaceMarketOrder(symbol, OrderSides.SELL, Globals.quatityPerTrade);
}
else if (lastTradeSide == OrderSides.SELL && priceChange < -Globals.percentageChange)
{
//if last order was sell, and price has decreased
//buy C1
marketOrder = API.PlaceMarketOrder(symbol, OrderSides.BUY, Globals.quatityPerTrade);
}
//Statements
if (marketOrder == null)
{
Console.WriteLine("No trade was made.");
var actualLastTrade = API.GetLastTrade(symbol);
if (actualLastTrade.isBuyer == true)
{
Console.WriteLine(actualLastTrade.Qty + " of " + Globals.C1 + " was previously bought for " + actualLastTrade.Price);
}
else if (actualLastTrade.isBuyer == false)
{
Console.WriteLine(actualLastTrade.Qty + " of " + Globals.C1 + " was previously sold for " + actualLastTrade.Price);
}
}
else
{
var newLastTrade = API.GetLastTrade(symbol);
if (marketOrder.Side == OrderSides.BUY)
{
Console.WriteLine(newLastTrade.Qty + " of " + Globals.C1 + " was bought for " + newLastTrade.Price);
}
else if (marketOrder.Side == OrderSides.SELL)
{
Console.WriteLine(newLastTrade.Qty + " of " + Globals.C1 + " was sold for " + newLastTrade.Price);
}
}
}
public static void Bot()
{
string symbol = General.C1 + General.C2;
//Obtenir les informations de compte
var accInfo = API.GetAccountInformation();
//Vérifier les fonds du compte pour les deux monnaies
AssetBalance Currency1 = (from coin in accInfo.Balances where coin.Asset == General.C1 select coin).FirstOrDefault();
var freeCurrency1 = Currency1.Free;
AssetBalance Currency2 = (from coin in accInfo.Balances where coin.Asset == General.C2 select coin).FirstOrDefault();
var freeCurrency2 = Currency2.Free;
//Obtenir le prix du dernier trade BCCBTC
var lastTrade = API.GetLastTrade(symbol);
var lastTradePrice = 0.0;
var lastTradeSide = OrderSides.SELL; //si lastTrade == null, cela signifie acheter la Devise1
//obtenir le prix et l'OrderSide de la dernière transaction (le cas échéant)
if (lastTrade != null)
{
lastTradePrice = lastTrade.Price;
if (lastTrade.isBuyer == true)
{
lastTradeSide = OrderSides.BUY;
}
else
{
lastTradeSide = OrderSides.SELL;
}
}
//Regarder le prix actuel
var currentPrice = API.GetOnePrice(symbol);
//Calculer le pourcentage de changement de prix réel
var priceChange = 100 * (currentPrice - lastTradePrice) / currentPrice;
Console.WriteLine("Current Price is " + currentPrice);
Console.WriteLine("Price Change is " + priceChange);
//Creer un ordre
Order marketOrder = null;
if (lastTradeSide == OrderSides.BUY && priceChange > General.percentageChange)
{
//si la dernière commande était un achat et que le prix a augmenté.
//Vendre C1
marketOrder = API.PlaceMarketOrder(symbol, OrderSides.SELL, General.quatityPerTrade);
}
else if (lastTradeSide == OrderSides.SELL && priceChange < -General.percentageChange)
{
//si le dernier ordre était une vente, et que le prix a baissé.
//Acheter C1
marketOrder = API.PlaceMarketOrder(symbol, OrderSides.BUY, General.quatityPerTrade);
}
//Déclarations
if (marketOrder == null)
{
Console.WriteLine("No trade was made.");
var actualLastTrade = API.GetLastTrade(symbol);
if (actualLastTrade.isBuyer == true)
{
Console.WriteLine(actualLastTrade.Qty + " of " + General.C1 + " was previously bought for " + actualLastTrade.Price);
}
else if (actualLastTrade.isBuyer == false)
{
Console.WriteLine(actualLastTrade.Qty + " of " + General.C1 + " was previously sold for " + actualLastTrade.Price);
}
}
else
{
var newLastTrade = API.GetLastTrade(symbol);
if (marketOrder.Side == OrderSides.BUY)
{
Console.WriteLine(newLastTrade.Qty + " of " + General.C1 + " was bought for " + newLastTrade.Price);
}
else if (marketOrder.Side == OrderSides.SELL)
{
Console.WriteLine(newLastTrade.Qty + " of " + General.C1 + " was sold for " + newLastTrade.Price);
}
}
}
