// Join the inside bid/offer
public static ExchangeOrderResult GdaxJoinInside(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal amount)
{
var t = api.GetTicker(symbol);
var order = new ExchangeOrderRequest();
var price = (side == OrderSide.Buy) ? t.Bid : t.Ask;
return(GdaxOrder(api, symbol, side, price, amount, postOnly: true));
}
public CGDAX() : base()
{
API_KEY = Properties.Settings.Default.GDAX_API_KEY;
API_SECRET = Properties.Settings.Default.GDAX_API_SECRET;
API_PASSPHRASE = Properties.Settings.Default.GDAX_API_PASSPHRASE;
api = new ExchangeGdaxAPI();
api.LoadAPIKeysUnsecure(API_KEY, API_SECRET, API_PASSPHRASE);
Name = api.Name;
getAccounts();
}
public GdaxConnector2()
{
api = new ExchangeGdaxAPI();
var symbols = api.GetSymbols();
Debug.Print("{0}: ", api.Name);
foreach (var s in symbols)
{
Debug.Print("\t{0}", s);
}
base.Register(this);
}
public IDisposable TestWebsocketsGdax(bool display = false)
{
IExchangeAPI a = new ExchangeGdaxAPI();
var socket = a.GetCompletedOrderDetailsWebSocket((or) =>
{
if (display) Console.WriteLine("[GDAX {0,-9}] {1} at {2}", or.Symbol, or.AmountFilled, or.Price);
//await Task.Run(async () => HandleTickerUpdate( a, tickers));
//HandleTickerUpdate(a, tickers);
//m_outputQ.Enqueue(new TickerOutput("GDAX", tickers));
});
return socket;
}
public void TestWebsocketsGdax()
{
// create a web socket connection to the exchange. Note you can Dispose the socket anytime to shut it down.
// the web socket will handle disconnects and attempt to re-connect automatically.
IExchangeAPI b = new ExchangeGdaxAPI();
using (var socket = b.GetTickersWebSocket((tickers) =>
{
Console.WriteLine("{0} tickers, first: {1}", tickers.Count, tickers.First());
}))
{
Console.WriteLine("Press ENTER to shutdown.");
Console.ReadLine();
}
}
// ICEBERG: Join the inside bid/offer
public static void GdaxIcebergJoinInside(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal amount, int repeatCount, TimeSpan delayBetweenTrades)
{
decimal amountPer = amount / repeatCount;
int count = 0;
while (count < repeatCount)
{
// Submit new order
var or = GdaxJoinInside(api, symbol, side, amountPer);
Console.WriteLine("{0}/{1}: {2}", count, repeatCount, or.ToStr());
var eor = api.GetOrderDetails(or.OrderId);
count++;
Thread.Sleep((int)delayBetweenTrades.TotalMilliseconds);
}
}
public IDisposable TestWebsocketsGdax(bool display = false)
{
IExchangeAPI a = new ExchangeGdaxAPI();
var socket = a.GetTickersWebSocket((tickers) =>
{
if (display)
{
Console.WriteLine("GDAX {0,4} tickers, first: {1}", tickers.Count, tickers.First());
}
//await Task.Run(async () => HandleTickerUpdate( a, tickers));
//HandleTickerUpdate(a, tickers);
m_outputQ.Enqueue(new TickerOutput("GDAX", tickers));
});
return(socket);
}
public static void RunShowExchangeStats(Dictionary <string, string> dict)
{
string symbol = "BTC-USD";
string symbol2 = "XXBTZUSD";
IExchangeAPI apiGDAX = new ExchangeGdaxAPI();
IExchangeAPI apiGemini = new ExchangeGeminiAPI();
IExchangeAPI apiKraken = new ExchangeKrakenAPI();
IExchangeAPI apiBitfinex = new ExchangeBitfinexAPI();
while (true)
{
ExchangeTicker ticker = apiGDAX.GetTicker(symbol);
ExchangeOrderBook orders = apiGDAX.GetOrderBook(symbol);
decimal askAmountSum = orders.Asks.Values.Sum(o => o.Amount);
decimal askPriceSum = orders.Asks.Values.Sum(o => o.Price);
decimal bidAmountSum = orders.Bids.Values.Sum(o => o.Amount);
decimal bidPriceSum = orders.Bids.Values.Sum(o => o.Price);
ExchangeTicker ticker2 = apiGemini.GetTicker(symbol);
ExchangeOrderBook orders2 = apiGemini.GetOrderBook(symbol);
decimal askAmountSum2 = orders2.Asks.Values.Sum(o => o.Amount);
decimal askPriceSum2 = orders2.Asks.Values.Sum(o => o.Price);
decimal bidAmountSum2 = orders2.Bids.Values.Sum(o => o.Amount);
decimal bidPriceSum2 = orders2.Bids.Values.Sum(o => o.Price);
ExchangeTicker ticker3 = apiKraken.GetTicker(symbol2);
ExchangeOrderBook orders3 = apiKraken.GetOrderBook(symbol2);
decimal askAmountSum3 = orders3.Asks.Values.Sum(o => o.Amount);
decimal askPriceSum3 = orders3.Asks.Values.Sum(o => o.Price);
decimal bidAmountSum3 = orders3.Bids.Values.Sum(o => o.Amount);
decimal bidPriceSum3 = orders3.Bids.Values.Sum(o => o.Price);
ExchangeTicker ticker4 = apiBitfinex.GetTicker(symbol);
ExchangeOrderBook orders4 = apiBitfinex.GetOrderBook(symbol);
decimal askAmountSum4 = orders4.Asks.Values.Sum(o => o.Amount);
decimal askPriceSum4 = orders4.Asks.Values.Sum(o => o.Price);
decimal bidAmountSum4 = orders4.Bids.Values.Sum(o => o.Amount);
decimal bidPriceSum4 = orders4.Bids.Values.Sum(o => o.Price);
Console.Clear();
Console.WriteLine("GDAX: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker.Last, ticker.Volume.BaseVolume, askAmountSum, askPriceSum, bidAmountSum, bidPriceSum);
Console.WriteLine("GEMI: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker2.Last, ticker2.Volume.BaseVolume, askAmountSum2, askPriceSum2, bidAmountSum2, bidPriceSum2);
Console.WriteLine("KRAK: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker3.Last, ticker3.Volume.BaseVolume, askAmountSum3, askPriceSum3, bidAmountSum3, bidPriceSum3);
Console.WriteLine("BITF: {0:0.00}, {1:0.00}, {2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}", ticker4.Last, ticker4.Volume.BaseVolume, askAmountSum4, askPriceSum4, bidAmountSum4, bidPriceSum4);
Thread.Sleep(5000);
}
}
// where symbol like "ETH-USD"
// where side is OrderSide.Buy/OrderSide.Sell
// where price like 390.19M
// where amount like 0.1M
// where postOnly is true/false (true means DO NOT allow "taker" -- "maker" only)
public static ExchangeOrderResult GdaxOrder(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal price, decimal amount, bool postOnly = true)
{
var order = new ExchangeOrderRequest();
order.OrderType = OrderType.Limit;
order.Symbol = symbol;
order.Price = price;
order.Amount = amount;
order.IsBuy = side == OrderSide.Buy;
//order.ShouldRoundAmount = true;
//order.RoundAmount();
//var parameters = order.ExtraParameters;
order.ExtraParameters["post_only"] = postOnly;
//var api = new ExchangeGdaxAPI();
//api.LoadAPIKeysUnsecure(m_creds["GDAX"].Key, m_creds["GDAX"].Secret, m_creds["GDAX"].Passphrase);
//var api = m_apiMap["GDAX"];
return(api.PlaceOrder(order));
}
// TODO: change iceberg orders to require TOTAL amount (and split that amount based on repeatCount)
// ICEBERG: Join the inside bid/offer
public static void GdaxIcebergJoinInside(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal amount, int repeatCount)
{
decimal amountPer = amount / repeatCount;
int count = 0;
while (count < repeatCount)
{
// Submit new order
var or = GdaxJoinInside(api, symbol, side, amountPer);
Console.WriteLine(or.ToStr());
var eor = api.GetOrderDetails(or.OrderId);
// Wait for fill
while (eor.AmountFilled < eor.Amount)
{
Thread.Sleep(1000);
eor = api.GetOrderDetails(or.OrderId);
}
count++;
}
}
public IDisposable StartWebsocketsGdax(bool display = false)
{
IExchangeAPI a = new ExchangeGdaxAPI();
var socket = a.GetTickersWebSocket((tickers) =>
{
if (display)
{
Console.WriteLine("GDAX {0,4} tickers, first: {1}", tickers.Count, tickers.First());
}
HandleTickerUpdate("GDAX", tickers);
//m_outputQ.Enqueue(new TickerOutput("GDAX", tickers));
if (tickers.Select(s => s.Key).Contains("BTC-USD"))
{
//Console.WriteLine("GDAX");
if (TickersExistForAllExchanges)
{
DisplaySpreads("GDAX");
}
}
});
return(socket);
}
