public async Task <Ticker> GetTicker(string market)
{
var ticker = await _api.GetTickerAsync(market);
if (ticker != null)
{
return new Ticker
{
Ask = ticker.Ask,
Bid = ticker.Bid,
Last = ticker.Last,
Volume = ticker.Volume.ConvertedVolume
}
}
;
return(null);
}
public async Task doWork(object objState)
{
logger.Trace("Start getCandles");
// retry 10 times and if still fails, just skip this timestamp.
for (int retry = 0; retry < 10; retry++)
{
try
{
// update the wallet.
this.myWallet = await getWallet();
logger.Trace($"Wallet: {myWallet[QUOTECURRENCY]}");
break;
}
catch (Exception ex)
{
logger.Trace($"retry-{retry} wallet. {ex}");
if (retry >= 9)
{
throw new Exception("Give up after 10 tries");
}
Thread.Sleep(30000);
}
}
int numTickers = this.Assets.Count();
for (int i = 0; i < numTickers; i++)
{
var asset = this.Assets[i];
var ticker = asset.Ticker;
try
{
Console.Write(".");
var candles = (await api.GetCandlesAsync(ticker, CANDLEPERIODSECS, null, null, 300)).ToArray();
var cc = candles[candles.Count() - 2];
IList <Quote> history = new List <Quote>();
foreach (var candle in candles)
{
history.Add(new Quote
{
Date = candle.Timestamp,
Open = candle.OpenPrice,
High = candle.HighPrice,
Low = candle.LowPrice,
Close = candle.ClosePrice,
Volume = (decimal)candle.QuoteCurrencyVolume
});
}
// calculate RSI(14)
IList <RsiResult> rsi = Indicator.GetRsi(history, 14).ToArray();
IList <HeikinAshiResult> ha = Indicator.GetHeikinAshi(history).ToArray();
IList <HeikinAshi> ashiList = new List <HeikinAshi>();
foreach (var item in ha)
{
ashiList.Add(new HeikinAshi(item));
}
// remember to throw out the last candle because that is the active candle that is not completed yet.
var completedRSI = rsi[rsi.Count - 2];
var previousRSI = rsi[rsi.Count - 3];
var completedAshi = ashiList[ashiList.Count - 2];
var previousAshi = ashiList[ashiList.Count - 3];
asset.UpdateOHLC(cc.Timestamp, cc.OpenPrice, cc.HighPrice, cc.LowPrice, cc.ClosePrice, cc.QuoteCurrencyVolume);
asset.RSI = completedRSI.Rsi.Value;
//var isBuy = this.checkRSI30UpCrossing(previousRSI.Rsi, completedRSI.Rsi) && !asset.HasTrade;
//var isBuy = completedRSI.Rsi < 20;
//var isSellProfit = completedRSI.Rsi > 69;
var isBuy = completedAshi.Signal == HeikinAshi.HeikinAshiSignal.STRONGBUY && previousAshi.Signal != HeikinAshi.HeikinAshiSignal.STRONGBUY;
var isSellProfit = completedAshi.Signal == HeikinAshi.HeikinAshiSignal.STRONGSELL || previousAshi.Signal == HeikinAshi.HeikinAshiSignal.SELL;
if (isBuy && !asset.HasTrade)
{
var et = await api.GetTickerAsync(asset.Ticker);
asset.UpdatePrices(et.Last, et.Ask, et.Bid);
doBuy(asset);
}
else if (isSellProfit && asset.HasTrade)
{
var et = await api.GetTickerAsync(asset.Ticker);
asset.UpdatePrices(et.Last, et.Ask, et.Bid);
doSell(asset);
}
}
catch (Exception ex)
{
logger.Trace(ex);
}
}
// print out some trade summary
var tradedAssets = this.Assets.Where(a => a.HasTrade);
var timeStamps = this.Assets.Select(a => a.TimeStamp).Distinct();
logger.Trace(String.Join(",", timeStamps));
foreach (var tA in tradedAssets)
{
logger.Trace($"{tA.Ticker}, BuyPrice: {tA.BuyPrice:0.000}, ClosePrice:{tA.ClosePrice:0.000}");
}
logger.Trace("End getCandles");
}
