public override bool PlaceSellOrder(TradingData trade, bool closePosition = false)
{
using (var client = new BinanceFuturesClient())
{
var sellOrder = client.PlaceOrder(
trade.CoinPair.ToString(),
OrderSide.Sell,
OrderType.Limit,
quantity: Math.Round(trade.CoinQuantityToTrade, 3),
reduceOnly: closePosition,
price: Math.Round(trade.Price, 2),
timeInForce: TimeInForce.GoodTillCancel);
if (sellOrder.Success)
{
trade.SellOrderID = sellOrder.Data.OrderId;
}
else
{
Console.WriteLine(sellOrder.Error.Message.ToString());
}
return(sellOrder.Success);
}
}
public void SetUp()
{
BinanceFuturesClient client = new BinanceFuturesClient(Config.PublicKey, Config.PrivateKey);
client.UseTestnet(true);
trade = client.Trade;
}
public void SetUp()
{
BinanceFuturesClient client = new BinanceFuturesClient(Config.PublicKey, Config.PrivateKey);
client.UseTestnet(true);
market = client.Market;
}
/// <summary>
/// Create a new instance
/// </summary>
/// <param name="symbol">The symbol of the order book</param>
/// <param name="options">The options for the order book</param>
public BinanceFuturesSymbolOrderBook(string symbol, BinanceOrderBookOptions?options = null) : base(symbol, options ?? new BinanceOrderBookOptions())
{
symbol.ValidateBinanceSymbol();
limit = options?.Limit;
updateInterval = options?.UpdateInterval;
restClient = new BinanceFuturesClient();
socketClient = new BinanceFuturesSocketClient();
}
public BinanceFuturesExchangeClient(string apiKey, string secretKey) : base(apiKey, secretKey)
{
BinanceFuturesClient.SetDefaultOptions(new BinanceFuturesClientOptions()
{
ApiCredentials = new ApiCredentials(apiKey, secretKey),
LogVerbosity = LogVerbosity.Error,
LogWriters = new List <TextWriter> {
Console.Out
}
});
}
public void GetAccountTransactionHistoryListTest()
{
GBinanceFuturesClient.Trade trade = new BinanceFuturesClient(Config.PublicKey, Config.PrivateKey).Trade;
try
{
trade.GetAccountTransactionHistory("USDT", 1588362716945);
}
catch (ErrorMessageException e)
{
StringAssert.AreNotEqualIgnoringCase("", e.Message); // Invalide api key (test api key on public api, not testnet, unavailable in testnet).
StringAssert.AreEqualIgnoringCase("Invalid Api-Key ID.", e.Message);
}
}
public void NewFundsTransferTest()
{
GBinanceFuturesClient.Trade trade = new BinanceFuturesClient(Config.PublicKey, Config.PrivateKey).Trade;
try
{
trade.NewFundsTransfer("USDT", 10, 1);
}
catch (ErrorMessageException e)
{
StringAssert.AreNotEqualIgnoringCase("", e.Message); // Invalide api key (test api key on public api, not testnet).
StringAssert.AreEqualIgnoringCase("Invalid Api-Key ID.", e.Message);
}
}
public override decimal GetPrice(CoinPair coinPair)
{
using (var client = new BinanceFuturesClient())
{
try
{
decimal marketPrice = Math.Round(client.GetPrice(coinPair.ToString()).Data.Price, 2);
Portfolio.UpdateCoinMarketPrice(coinPair.Pair1, marketPrice);
return(marketPrice);
}
catch (Exception)
{
return(0);
}
}
}
public override decimal GetBalance(string coinName)
{
using (var client = new BinanceFuturesClient())
{
try
{
decimal balance = client.GetAccountInfo().Data.TotalWalletBalance;
Portfolio.UpdateCoinBalance(coinName, balance);
return(balance);
}
catch (Exception)
{
return(0);
}
}
}
public void UnautorizeUserTest()
{
GBinanceFuturesClient.Trade trade = new BinanceFuturesClient().Trade;
try
{
string id = trade.NewFundsTransfer("USDT", 10, 1);
Assert.Fail();
}
catch (ErrorMessageException e) {
Assert.Fail(e.Message);
}
catch (Exception)
{
Assert.IsTrue(true);
}
}
public override void Trade()
{
using (var tempClient = new BinanceFuturesClient())
{
var openOrders = tempClient.GetOpenOrders().Data;
TradingData trade = new TradingData(new CoinPair("BTC", "USDT", 3));
var pos = tempClient.GetOpenPositions().Data.Single(s => s.Symbol == trade.CoinPair.ToString());
trade.UpdateMarketPrice(pos.MarkPrice);
Console.WriteLine($"{DateTime.Now} Entry Price: {pos.EntryPrice} Unrealised PnL: {pos.UnrealizedPnL}");
var dataLast24hr = tempClient.Get24HPrice(trade.CoinPair.ToString()).Data;
decimal priceDiff = dataLast24hr.WeightedAveragePrice - dataLast24hr.LowPrice;
if (_settings.IsAutoAdjustShortAboveAndLongBelow)
{
trade.PriceLongBelow = Math.Round(dataLast24hr.WeightedAveragePrice - priceDiff * 0.618m, 2);
decimal entryPrice = pos.EntryPrice == 0 ? dataLast24hr.WeightedAveragePrice : pos.EntryPrice;
trade.PriceShortAbove = Math.Round(priceDiff * 0.618m + entryPrice, 2);
}
else
{
trade.PriceLongBelow = _settings.LongBelow;
trade.PriceShortAbove = _settings.ShortAbove;
}
if (_settings.IsAutoAdjustTargetProfit)
{
trade.ProfitTarget = Math.Round(Math.Abs(pos.Quantity) / pos.Leverage * pos.EntryPrice * 0.618m, 2);
}
else
{
trade.ProfitTarget = _settings.FuturesProfitTarget;
}
// If zero positions
if (pos.EntryPrice == 0 && openOrders.Count() == 0)
{
decimal investment = _client.GetBalance(trade.CoinPair.Pair2) / _settings.FuturesSafetyFactor; // 11 is to have the liquidation very low or high
trade.CoinQuantity = investment / trade.Price * pos.Leverage; // 20x leverage
// Short above or Long below
if (trade.Price < trade.PriceLongBelow)
{
_client.PlaceBuyOrder(trade);
}
else if (trade.Price > trade.PriceShortAbove)
{
_client.PlaceSellOrder(trade);
}
}
// When there is an existing position
else if (pos.EntryPrice > 0)
{
if (pos.LiquidationPrice < pos.EntryPrice) // Long position
{
trade.LastAction = Binance.Net.Enums.OrderSide.Buy;
}
else
{
trade.LastAction = Binance.Net.Enums.OrderSide.Sell;
}
if (pos.UnrealizedPnL > 0)
{
trade.CoinQuantity = pos.Quantity;
bool success;
bool targetProfitMet = trade.ProfitTarget > 0 && pos.UnrealizedPnL > trade.ProfitTarget;
if (trade.LastAction == Binance.Net.Enums.OrderSide.Buy && (targetProfitMet || pos.MarkPrice > trade.PriceShortAbove)) // i.e. Long position
{
success = _client.PlaceSellOrder(trade, closePosition: true);
}
else if (trade.LastAction == Binance.Net.Enums.OrderSide.Sell && (targetProfitMet || pos.MarkPrice < trade.PriceLongBelow))
{
success = _client.PlaceBuyOrder(trade, closePosition: true);
}
else
{
success = false;
}
if (success)
{
_settings.TotalProfit += pos.UnrealizedPnL;
}
}
}
// Below is for statistics and to keep UI up-to-date
trade.SetQuantity(pos.Quantity);
trade.SellPriceAfterFees = trade.BuyPriceAfterFees = pos.EntryPrice;
trade.SetPriceChangePercentage(pos.MarkPrice, isFutures: true);
OnTradeListItemHandled(trade);
}
}
