public async Task GetVolumesAsync()
{
using (var client = new BinanceClient())
using (var socketClient = new BinanceSocketClient())
//using (var client = new BinanceClient())
{
while (true)
{
foreach (DataRow pricer in CoinData.Rows)
{
var eighthourcandlesClient = await client.GetKlinesAsync(pricer[0].ToString(), KlineInterval.FiveMinutes, startTime : DateTime.UtcNow.AddHours(-8), endTime : DateTime.UtcNow, limit : 100);
if (eighthourcandlesClient.Success == false)
{
continue;
}
var eighthourcandles = eighthourcandlesClient.Data.ToList();
if (eighthourcandles.Count == 0)
{
continue;
}
IOrderedEnumerable <BinanceKline> candlearray = eighthourcandles.OrderByDescending(e => e.CloseTime);
decimal averagevolumeeighthours = candlearray.Average(candlestick => candlestick.Volume);
decimal fifteenminavg = (candlearray.ElementAt(1).Volume + candlearray.ElementAt(2).Volume +
candlearray.ElementAt(0).Volume) / 3;
var orderBook = await client.GetOrderBookAsync(pricer[0].ToString(), 5);
//BinanceOrderBook orderBook = await client.GetOrderBookAsync(pricer[0].ToString(), 10);
IOrderedEnumerable <BinanceOrderBookEntry> orderAsks = orderBook.Data.Asks.OrderBy(e => e.Price);
IOrderedEnumerable <BinanceOrderBookEntry> orderBids = orderBook.Data.Bids.OrderBy(e => e.Price);
decimal totAsk = orderAsks.AsEnumerable().Sum(o => o.Quantity);
decimal totBid = orderBids.AsEnumerable().Sum(o => o.Quantity);
decimal rangeQuantity = 100 * (totBid - totAsk) / (totAsk + totBid);
decimal maxAsk = orderAsks.First().Quantity;
decimal maxBid = orderBids.First().Quantity;
decimal range = 100 * (maxBid - maxAsk) / (maxAsk + maxBid);
var aggTrades = await client.GetAggregatedTradesAsync(pricer[0].ToString(), startTime : DateTime.UtcNow.AddMinutes(-2), endTime : DateTime.UtcNow, limit : 10);
if (aggTrades.Success == false)
{
continue;
}
//.Data.ToList()
DataRow row = CoinData.Rows.Cast <DataRow>().First(o => o[0].ToString() == pricer[0].ToString());
row[1] = DateTime.UtcNow;
row[2] = eighthourcandles.Last().Close;
row[3] = Decimal.Round(averagevolumeeighthours, MidpointRounding.AwayFromZero);
row[4] = PercentGive(candlearray.First().Volume, averagevolumeeighthours);
row[5] = PercentGive(fifteenminavg, averagevolumeeighthours);
row[7] = Math.Round(range, 5);
row[8] = Math.Round(rangeQuantity, 5);
int i = 0;
while (i != 20)
{
if (candlearray.ElementAt(i).Close < candlearray.ElementAt(i + 1).Close)
{
break;
}
i++;
}
row[6] = i;
if (enableTrading)
{
IEnumerable <Candle> candls = candlearray.Select(p => new Candle(p.CloseTime, p.Open, p.High, p.Low, p.Close, p.Volume)).OrderBy(p => p.DateTime);
Trady.Analysis.Indicator.AverageDirectionalIndexRating avgDirIdx = new Trady.Analysis.Indicator.AverageDirectionalIndexRating(candls, 12, 12);
Trady.Analysis.Indicator.ExponentialMovingAverage mavgFast = new Trady.Analysis.Indicator.ExponentialMovingAverage(candls, 7);
//Trady.Analysis.Indicator.ExponentialMovingAverage mavgSlow = new Trady.Analysis.Indicator.ExponentialMovingAverage(candls, 50);
//Trady.Analysis.Indicator.IchimokuCloud ich = new Trady.Analysis.Indicator.IchimokuCloud(candls, 3, 9, 50);
Trady.Analysis.Indicator.SimpleMovingAverage ind_mavgFast = new Trady.Analysis.Indicator.SimpleMovingAverage(candls, 7);
Trady.Analysis.Indicator.SimpleMovingAverage ind_mavgSlow = new Trady.Analysis.Indicator.SimpleMovingAverage(candls, 50);
//var ind_mavgFast = candls.Sma(7).LastOrDefault().Tick;
//var ind_mavgSlow = candls.Sma(50).LastOrDefault().Tick;
/*
* if (ind_mavgFast != null && ind_mavgSlow != null) {
* if (ind_mavgFast > ind_mavgSlow)
* {
* var ind_adx = candls.SlowSto(7,14).LastOrDefault().Tick.Item1;
* //Binance.Account.Orders.LimitOrder lmtOrder = new Binance.Account.Orders.LimitOrder(iuser);
* //lmtOrder.Symbol = pricer[0].ToString();
* //lmtOrder.Id = "1230";
* //lmtOrder.Price = candlearray.First().Close;
* //lmtOrder.Quantity = 100000;
* //lmtOrder.IcebergQuantity = 12;
* //api.PlaceAsync(lmtOrder, 0, CancellationToken.None);
* //var testOrderResult = client.PlaceTestOrder(pricer[0].ToString(), OrderSide.Buy, OrderType.Market, 1, price: 1, timeInForce: TimeInForce.GoodTillCancel);
* }
* }*/
}
sql = "INSERT INTO ORDERS (Symbol, Scanned, Price, Volume, TakerBuyBaseAssetVolume, TakerBuyQuoteAssetVolume, NumberOfTrades, Hr8Av, NowPercent, Min15Percent, GreenCandles) VALUES ('" + pricer[0].ToString() + "','" + row[1].ToString() + "', '" + row[2].ToString() + "', '" + candlearray.First().Volume.ToString() + "', '" + candlearray.First().TakerBuyBaseAssetVolume.ToString() + "', '" + candlearray.First().TakerBuyQuoteAssetVolume.ToString() + "', '" + candlearray.First().TradeCount.ToString() + "', '" + row[3].ToString() + "', '" + row[4].ToString() + "', '" + row[5].ToString() + "', '" + row[6].ToString() + "');";
SQLiteCommand command = new SQLiteCommand(sql, _conn);
await command.ExecuteNonQueryAsync();
//var filtered = CoinData.Select().Where(o => Convert.ToDecimal(o[3].ToString()) > Convert.ToDecimal(o[4].ToString()));
if (this.WindowState != FormWindowState.Minimized)
{
await Task.Run(() =>
{
backgroundWorkerView.RunWorkerAsync();
//coindatagridview.DataSource = CoinData;
//DataViewColours();
// //coindatagridview.Sort(coindatagridview.Columns[3], ListSortDirection.Descending);
});
}
}
}
}
//return CoinData;
}
public async Task <DataTable> GetVolumes()
{
await SetupCoinData();
using (var client = new BinanceClient())
{
while (true)
{
foreach (DataRow pricer in CoinData.Rows)
{
IEnumerable <BinanceKline> eighthourcandles = client.GetKlines(pricer[0].ToString(), KlineInterval.FiveMinutes, startTime: DateTime.UtcNow.AddHours(-8), endTime: DateTime.UtcNow, limit: 100).Data.ToList();
IOrderedEnumerable <BinanceKline> candlearray = eighthourcandles.OrderByDescending(e => e.CloseTime);
decimal averagevolumeeighthours = candlearray.Average(candlestick => candlestick.Volume);
decimal fifteenminavg = (candlearray.ElementAt(1).Volume + candlearray.ElementAt(2).Volume +
candlearray.ElementAt(0).Volume) / 3;
BinanceOrderBook orderBook = client.GetOrderBook(pricer[0].ToString(), 10).Data;
IOrderedEnumerable <BinanceOrderBookEntry> orderAsks = orderBook.Asks.OrderByDescending(e => e.Quantity);
IOrderedEnumerable <BinanceOrderBookEntry> orderBids = orderBook.Bids.OrderByDescending(e => e.Quantity);
decimal maxAsk = orderAsks.First().Price;
decimal maxBid = orderBids.First().Price;
IEnumerable <BinanceAggregatedTrades> aggTrades = client.GetAggregatedTrades(pricer[0].ToString(), startTime: DateTime.UtcNow.AddMinutes(-2), endTime: DateTime.UtcNow, limit: 10).Data.ToList();
DataRow row = CoinData.Rows.Cast <DataRow>().First(o => o[0].ToString() == pricer[0].ToString());
row[1] = DateTime.UtcNow;
row[2] = eighthourcandles.Last().Close;
row[3] = Decimal.Round(averagevolumeeighthours, MidpointRounding.AwayFromZero);
row[4] = PercentGive(candlearray.First().Volume, averagevolumeeighthours);
row[5] = PercentGive(fifteenminavg, averagevolumeeighthours);
int i = 0;
while (i != 20)
{
if (candlearray.ElementAt(i).Close < candlearray.ElementAt(i + 1).Close)
{
break;
}
i++;
}
row[6] = i;
//if (enableTrading)
{
IEnumerable <Candle> candls = candlearray.Select(p => new Candle(p.CloseTime, p.Open, p.High, p.Low, p.Close, p.Volume));
Trady.Analysis.Indicator.AverageDirectionalIndexRating avgDirIdx = new Trady.Analysis.Indicator.AverageDirectionalIndexRating(candls, 12, 12);
Trady.Analysis.Indicator.ModifiedMovingAverage mavgFast = new Trady.Analysis.Indicator.ModifiedMovingAverage(candls, 9);
Trady.Analysis.Indicator.ModifiedMovingAverage mavgSlow = new Trady.Analysis.Indicator.ModifiedMovingAverage(candls, 50);
Trady.Analysis.Indicator.IchimokuCloud ich = new Trady.Analysis.Indicator.IchimokuCloud(candls, 3, 9, 50);
/*if (ich.ShortPeriodCount > ich.MiddlePeriodCount)
* {
* Binance.Account.Orders.LimitOrder lmtOrder = new Binance.Account.Orders.LimitOrder(iuser);
* lmtOrder.Symbol = pricer[0].ToString();
* lmtOrder.Id = "1230";
* lmtOrder.Price = candlearray.First().Close;
* lmtOrder.Quantity = 100000;
* lmtOrder.IcebergQuantity = 12;
* api.PlaceAsync(lmtOrder, 0, CancellationToken.None);
* }*/
}
sql = "INSERT INTO ORDERS (Symbol, Scanned, Price, Volume, TakerBuyBaseAssetVolume, TakerBuyQuoteAssetVolume, NumberOfTrades, Hr8Av, NowPercent, Min15Percent, GreenCandles) VALUES ('" + pricer[0].ToString() + "','" + row[1].ToString() + "', '" + row[2].ToString() + "', '" + candlearray.First().Volume.ToString() + "', '" + candlearray.First().TakerBuyBaseAssetVolume.ToString() + "', '" + candlearray.First().TakerBuyQuoteAssetVolume.ToString() + "', '" + candlearray.First().Trades.ToString() + "', '" + row[3].ToString() + "', '" + row[4].ToString() + "', '" + row[5].ToString() + "', '" + row[6].ToString() + "');";
SQLiteCommand command = new SQLiteCommand(sql, _conn);
command.ExecuteNonQuery();
if (chkShowNowPercent.Checked)
{
CoinData.DefaultView.RowFilter = "NowPercent > 0";
}
//var filtered = CoinData.Select().Where(o => Convert.ToDecimal(o[3].ToString()) > Convert.ToDecimal(o[4].ToString()));
if (this.WindowState != FormWindowState.Minimized)
{
DataViewColours();
coindatagridview.DataSource = CoinData;
//coindatagridview.Sort(coindatagridview.Columns[3], ListSortDirection.Descending);
}
}
}
}
return(CoinData);
}
