private async Task <List <Trade> > GetMarketHistory(BaseTypes.Market Market, InvokePrint Print)
{
try
{
var tmp = await bittrex.GetMarketHistory(Market.MarketName);
List <Trade> result = new List <Trade>();
foreach (var t in tmp)
{
result.Add(new Trade
{
FillType = t.FillType,
Id = t.Id,
MarketName = t.MarketName,
OrderType = t.OrderType,
Price = t.Price,
Quantity = t.Quantity,
Timestamp = t.Timestamp,
Total = t.Total
});
}
return(result);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi GetMarketHistory: " + ex.Message);
return(null);
}
}
public async Task <BaseTypes.Ticker> GetMarketPrice(BaseTypes.Market Market, InvokePrint Print)
{
try
{
Ticker tmp = await bittrex.GetTicker(Market.MarketName);
if (tmp.Ask == null || tmp.Bid == null)
{
Print("Ask or Bid is null!");
return(null);
}
return(new BaseTypes.Ticker
{
Ask = tmp.Ask.Value,
Bid = tmp.Bid.Value,
});
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BitrexApi GetMarketPrice: {0}.\r\nMarket: {1}.",
ex.Message, Market.ToString()));
return(null);
}
}
public async Task <BaseTypes.Ticker> GetMarketPrice(BaseTypes.Market Market, InvokePrint Print)
{
try
{
var asdf = await binanceClient.GetPriceChange24H(Market.MarketName.Replace("-", ""));
BaseTypes.Ticker ticker = null;
foreach (var tmp in asdf)
{
if (tmp.Symbol == Market.MarketName.Replace("-", ""))
{
ticker = new BaseTypes.Ticker
{
Ask = tmp.AskPrice,
Bid = tmp.BidPrice,
};
break;
}
}
return(ticker);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BinanceApi GetMarketPrice: {0}.\r\nMarket: {1}.",
ex.Message, Market.ToString()));
return(null);
}
}
//max Limit=1000
public async Task <List <BaseTypes.Candle> > GetCandles(BaseTypes.Market Market, Candle_Interval Interval, int Limit, InvokePrint Print)
{
try
{
var tinterval = GetTimeInterval(Interval);
var BCandles = await binanceClient.GetCandleSticks(Market.MarketName.Replace("-", ""), tinterval, null, null, Limit);
var Candles = new List <BaseTypes.Candle>();
foreach (var t in BCandles)
{
Candles.Add(new BaseTypes.Candle
{
Open = t.Open,
Hight = t.High,
Low = t.Low,
Close = t.Close,
Time = TimeFromUTC(t.OpenTime)
});
}
return(Candles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BinanceApi GetCandles: {0}.\r\nMarket: {1}, Interval: {2}",
ex.Message, Market.ToString(), Interval.ToString()));
return(null);
}
}
public async Task <BaseTypes.TradeResult> ExecuteMarket(BaseTypes.Market Market, double Amount, bool DirectionBuy, InvokePrint Print)
{
decimal rate = 0;
decimal amount = 0;
try
{
BaseTypes.Ticker ticker = await GetMarketPrice(Market, Print);
if (DirectionBuy)
{
rate = (decimal)ticker.Ask;
if (rate < 0.00001M)
{
rate += (decimal)((double)rate * 0.1);
}
else
{
rate += (decimal)((double)rate * 0.01);
}
}
else
{
rate = (decimal)ticker.Bid;
rate -= (decimal)((double)rate * 0.25);
}
rate = Math.Round(rate, 8);
if (DirectionBuy)
{
amount = (decimal)Amount;
}
else
{
amount = Math.Round((decimal)Amount * (decimal)ticker.Bid, 8);
}
string uuid = await ExecuteOrder(Market, amount, rate, DirectionBuy, Print);
BaseTypes.TradeResult tresult = new BaseTypes.TradeResult()
{
Symbol = Market.MarketName,
OrderId = uuid,
IsFilled = false
};
return(tresult);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BittrexApi ExecuteMarket: {0}.\r\nMarket: {1}, Amount: {2}, DirectionBuy: {3}.\r\nrate: {4}, amount: {5}.",
ex.Message, Market.ToString(), Amount, DirectionBuy, rate, amount));
return(null);
}
}
public async Task <BaseTypes.TradeResult> GetOrderAmount(string OrderID, InvokePrint Print)
{
try
{
string[] arrtmp = OrderID.Split(new char[] { '*' }, StringSplitOptions.RemoveEmptyEntries);
BaseTypes.Market market = BaseTypes.Market.LoadFromString(arrtmp[0]);
string Uuid = arrtmp[1];
decimal amount = -1;
int MaxRepeat = 10;
int CurRepeat = 0;
BaseTypes.TradeResult tresult = new BaseTypes.TradeResult();
while (amount == -1 && CurRepeat < MaxRepeat)
{
try
{
List <HistoricOrder> OrderHistory = await GetOrderHistory(market, Print);
HistoricOrder needOrder = OrderHistory.Find(x => x.OrderUuid == Uuid);
if (needOrder != null)
{
tresult.BaseQty = needOrder.Quantity;
tresult.AveragePrice = needOrder.Price;
tresult.IsFilled = true;
amount = 2;
}
else
{
amount = 0;
}
}
catch
{
CurRepeat++;
Thread.Sleep(500); //что бы обновилась история ордеров на сервере
}
}
if (amount == -1)
{
throw new Exception("Не удалось получить информацию про ордер!");
}
if (amount == 0)
{
throw new Exception("Не удалось получить информацию про ордер, ордер не найдено!");
}
return(tresult);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi OrderAmount: " + ex.Message);
return(null);
}
}
public void ListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> handler, InvokePrint Print)
{
try
{
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi ListenPrice: " + ex.Message);
}
}
public void ListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> handler, InvokePrint Print)
{
try
{
lock (LockWebSocket)
{
if (!AllWebSockets.Exists((x) => x.CurMarket.MarketName == market.MarketName))
{
AllWebSockets.Add(new WebSocketInstance(market));
}
AllWebSockets.First((x) => x.CurMarket.MarketName == market.MarketName).ListenPrice(handler, Print);
}
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BinanceApi ListenPrice: " + ex.Message);
}
}
public async Task <BaseTypes.TradeResult> ExecuteMarket(BaseTypes.Market Market, double Amount, bool DirectionBuy, InvokePrint Print)
{
decimal amount = 0;
try
{
decimal tamount = (decimal)Amount;
int lsize = LotSizes[Market.MarketName.Replace("-", "")];
amount = Math.Round(tamount, lsize);
var oside = DirectionBuy ? OrderSide.BUY : OrderSide.SELL;
var MarketOrder = await binanceClient.PostNewOrder(Market.MarketName.Replace("-", ""),
amount, 0m, oside, OrderType.MARKET);
var tresult = new BaseTypes.TradeResult()
{
Symbol = MarketOrder.Symbol,
OrderId = MarketOrder.OrderId.ToString(),
IsFilled = MarketOrder.Status == "FILLED",
BaseQty = MarketOrder.ExecutedQty,
MarketQty = MarketOrder.СummulativeQuoteQty
};
decimal sum1 = 0;
decimal sum2 = 0;
foreach (var fill in MarketOrder.Fills)
{
sum1 += fill.Qty * fill.Price;
sum2 += fill.Qty;
}
tresult.AveragePrice = Math.Round(sum1 / sum2, 8);
return(tresult);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BinanceApi ExecuteMarket: {0}.\r\nMarket: {1}, Amount: {2}, DirectionBuy: {3}.\r\namount: {4}.",
ex.Message, Market.MarketName, Amount, DirectionBuy, amount));
return(null);
}
}
public void CloseListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> priceHandler, InvokePrint Print)
{
try
{
lock (LockWebSocket)
{
var winstance = AllWebSockets.First(x => x.CurMarket.MarketName == market.MarketName);
winstance.CloseListenPrice(priceHandler, Print);
if (winstance.CurPriceActions.Count == 0)
{
AllWebSockets.Remove(winstance);
}
}
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BinanceApi CloseListenPrice: " + ex.Message);
}
}
private async Task <Candle> GetLastCandle(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print)
{
try
{
var tmp = await bittrex.GetLastCandle(Market.MarketName, Interval.ToString());
Candle result = new Candle
{
Open = tmp.Open,
Hight = tmp.Hight,
Low = tmp.Low,
Close = tmp.Close,
Time = tmp.Time
};
return(result);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi GetLastCandle: " + ex.Message);
return(null);
}
}
private async Task <string> ExecuteOrder(BaseTypes.Market Market, decimal Amount, decimal Rate, bool DirectionBuy, InvokePrint Print)
{
try
{
if (DirectionBuy)
{
var accepted = await bittrex.BuyLimit(Market.MarketName, Amount, Rate);
return(accepted.Uuid);
}
else
{
var accepted = await bittrex.SellLimit(Market.MarketName, Amount, Rate);
return(accepted.Uuid);
}
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi ExecuteOrder: " + ex.Message);
return("");
}
}
public async Task <List <BaseTypes.Candle> > GetCandles(BaseTypes.Market Market, Candle_Interval Interval, int Limit, InvokePrint Print)
{
try
{
var tmp = await bittrex.GetCandles(Market.MarketName, Interval.ToString());
List <Candle> BCandles = tmp.ToList();
List <BaseTypes.Candle> lastByHistory = await CandleByMarketHistory(Market, Interval, Print);
List <BaseTypes.Candle> Candles = new List <BaseTypes.Candle>(BCandles.Count);
foreach (var t in BCandles)
{
Candles.Add(new BaseTypes.Candle
{
Open = t.Open,
Hight = t.Hight,
Low = t.Low,
Close = t.Close,
Time = t.Time
});
}
if (lastByHistory != null)
{
Candles.AddRange(lastByHistory);
}
return(Candles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BittrexApi GetCandles: {0}.\r\nMarket: {1}, Interval: {2}",
ex.Message, Market.ToString(), Interval.ToString()));
return(null);
}
}
private async Task <List <HistoricOrder> > GetOrderHistory(BaseTypes.Market Market, InvokePrint Print)
{
try
{
var tmp = await bittrex.GetOrderHistory(Market.MarketName);
List <HistoricOrder> result = new List <HistoricOrder>();
foreach (var t in tmp)
{
result.Add(new HistoricOrder
{
Commission = t.Commission,
Condition = t.Condition,
ConditionTarget = t.ConditionTarget,
Exchange = t.Exchange,
ImmediateOrCancel = t.ImmediateOrCancel,
IsConditional = t.IsConditional,
Limit = t.Limit,
OrderType = t.OrderType,
OrderUuid = t.OrderUuid,
Price = t.Price,
PricePerUnit = t.PricePerUnit,
Quantity = t.Quantity,
QuantityRemaining = t.QuantityRemaining,
Timestamp = t.Timestamp
});
}
return(result);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка GetOrderHistory: " + ex.Message);
return(null);
}
}
public void CloseListenPrice(BaseTypes.Market market, Action <BaseTypes.Ticker> priceHandler, InvokePrint Print)
{
}
public WebSocketInstance(BaseTypes.Market market)
{
LocalLockWebSocket = new object();
CurMarket = market;
StrMarket = market.MarketName.Replace("-", "").ToLower();
}
/// <summary>
/// Формирование последней свечи по MarketHistory
/// </summary>
/// <returns></returns>
private async Task <List <BaseTypes.Candle> > CandleByMarketHistory(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print)
{
try
{
List <Trade> mhist = await GetMarketHistory(Market, Print);
Candle lastCandle = await GetLastCandle(Market, Interval, Print);
List <BaseTypes.Candle> resCandles = new List <BaseTypes.Candle>();
DateTime NTime = StrategyTool.AddPeriod(lastCandle.Time, Interval);
if (mhist[0].Timestamp > NTime && ConvertTime(mhist[0].Timestamp) != ConvertTime(NTime))
{
resCandles.Add(new BaseTypes.Candle
{
Open = mhist[0].Price,
Low = mhist[0].Price,
Hight = mhist[0].Price,
Close = mhist[0].Price,
Time = NTime
});
}
else
{
return(null);
}
List <DateTime> times = new List <DateTime>();
times.Add(NTime);
while (times.Last() < mhist[0].Timestamp)
{
times.Add(StrategyTool.AddPeriod(times.Last(), Interval));
}
times.RemoveAt(times.Count - 1);
int Cpos = times.Count - 1;
decimal Hval = mhist[0].Price;
decimal Lval = mhist[0].Price;
for (int i = 1; i < mhist.Count - 1; i++)
{
if (mhist[i].Timestamp < times[Cpos]) //оформление свечи
{
resCandles.Last().Hight = Hval;
resCandles.Last().Low = Lval;
resCandles.Last().Open = mhist[i - 1].Price;
Hval = mhist[i].Price;
Lval = mhist[i].Price;
Cpos = Cpos - 1;
if (Cpos < 0)
{
break;
}
resCandles.Add(new BaseTypes.Candle
{
Open = mhist[i].Price,
Low = mhist[i].Price,
Hight = mhist[i].Price,
Close = mhist[i].Price,
Time = times[Cpos]
});
}
else //обновление max/min текущей свечи
{
if (Hval < mhist[i].Price)
{
Hval = mhist[i].Price;
}
if (Lval > mhist[i].Price)
{
Lval = mhist[i].Price;
}
}
}
if (Cpos >= 0)
{
resCandles.Last().Hight = Hval;
resCandles.Last().Low = Lval;
resCandles.Last().Open = mhist[mhist.Count - 1].Price;
}
resCandles.Reverse();
if (resCandles.Count > 0)
{
var tmp = await bittrex.GetTicker(Market.MarketName);
decimal lastValue = tmp.Last.Value;
if (lastValue > resCandles.Last().Hight)
{
resCandles.Last().Hight = lastValue;
}
else
if (lastValue < resCandles.Last().Low)
{
resCandles.Last().Low = lastValue;
}
else
{
resCandles.Last().Close = lastValue;
}
}
return(resCandles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi CandleByMarketHistory: " + ex.Message);
return(null);
}
}