public async Task <(BestExchangeQuote bestBid, BestExchangeQuote bestAsk)> Get(CurrencyPair currencyPair)
{
var httpClient = new HttpClient();
var httpRequestMessageService = new HttpRequestMessageService();
var currencyPairService = new CurrencyPairService();
var bittrexExchange = new BittrexExchange(httpClient, httpRequestMessageService, currencyPairService);
var coinbaseProExchange = new CoinbaseProExchange(httpClient, httpRequestMessageService, currencyPairService);
var krakenExchange = new KrakenExchange(httpClient, httpRequestMessageService, currencyPairService);
var poloniexExchange = new PoloniexExchange(httpClient, httpRequestMessageService, currencyPairService);
var binanceExchange = new BinanceExchange(httpClient, httpRequestMessageService, currencyPairService);
var bitfinexExchange = new BitfinexExchange(httpClient, httpRequestMessageService, currencyPairService);
var bitstampExchange = new BitstampExchange(httpClient, httpRequestMessageService, currencyPairService);
var exchangeResults = await Task.WhenAll(
bittrexExchange.Get(currencyPair),
coinbaseProExchange.Get(currencyPair),
krakenExchange.Get(currencyPair),
poloniexExchange.Get(currencyPair),
binanceExchange.Get(currencyPair),
bitfinexExchange.Get(currencyPair),
bitstampExchange.Get(currencyPair));
var result = arbitrageCalculator.Calculate(
exchangeResults[0],
exchangeResults[1],
exchangeResults[2],
exchangeResults[3],
exchangeResults[4],
exchangeResults[5],
exchangeResults[6]);
return(result);
}
public static void SubscribeTrades(BitstampExchange ex, CurrencyName[] btcInstruments, CurrencyName[] usdInstruments, Action <object, TradeEventArgs> callback, string usdToken = "usdt")
{
ex.OnBtcTrade += (s, e) => callback(ex, e);
ex.OnEthTrade += (s, e) => callback(ex, e);
ex.OnLtcTrade += (s, e) => callback(ex, e);
ex.OnXrpTrade += (s, e) => callback(ex, e);
ex.OnBchTrade += (s, e) => callback(ex, e);
}
public static void SubscribeInstruments(BitstampExchange ex, CurrencyName[] btcInstruments, CurrencyName[] usdInstruments, Action <object, ExchangePricesEventArgs> callback, string usdToken = "usdt")
{
ex.OnBtcOrderBook += (s, e) => callback(ex, new ExchangePricesEventArgs(e, CurrencyName.BTC));
ex.OnEthOrderBook += (s, e) => callback(ex, new ExchangePricesEventArgs(e, CurrencyName.ETH));
ex.OnLtcOrderBook += (s, e) => callback(ex, new ExchangePricesEventArgs(e, CurrencyName.LTC));
ex.OnXrpOrderBook += (s, e) => callback(ex, new ExchangePricesEventArgs(e, CurrencyName.XRP));
ex.OnBchOrderBook += (s, e) => callback(ex, new ExchangePricesEventArgs(e, CurrencyName.BCH));
}
public async Task <TradingResult> ExecuteAsync(BitstampExchange bitstampExchange)
{
// get the latest ticker
var latestTicker = bitstampExchange.TickerHistory24H.OrderByDescending(t => t.Timestamp).Take(1).First();
// if the latest ticker is older than 30s then return
//if (latestTicker.Timestamp < DateTime.Now.AddSeconds(-30)) return new TradingResult { Timestamp = DateTime.Now, Message = "Warning: latest ticker is older then 30s" };
// don't buy bitcoins if there is already another sell order within range (+- 2%)
var openSellOrdersDbInRange = new SqlRepository <Order>(new BitstampTraderEntities()).Where(o => o.SellTimestamp == null && o.BuyPrice > latestTicker.Last * 0.980M && o.BuyPrice < latestTicker.Last * 1.020M);
if (openSellOrdersDbInRange.Count() != 0)
{
return(new TradingResult {
BuyThreshold = Math.Round(latestTicker.Last * 0.985M, 2) + " - " + Math.Round(latestTicker.Last * 1.015M, 2)
});
}
// get the minimum and maximums from the last x days
var minMaxAveragePeriodInDays = int.Parse(ConfigurationManager.AppSettings["MinMaxAveragePeriodInDays"]);
var tickerTimestampMinus180Days = latestTicker.Timestamp.AddDays(-minMaxAveragePeriodInDays);
var minMaxLogDb = new SqlRepository <MinMaxLog>(new BitstampTraderEntities()).Where(l => l.Day > tickerTimestampMinus180Days).ToList();
var min180DayDb = latestTicker.Last;
var max180DayDb = latestTicker.Last;
if (minMaxLogDb.Count > 0)
{
min180DayDb = minMaxLogDb.OrderBy(l => l.Minimum).First().Minimum;
max180DayDb = minMaxLogDb.OrderByDescending(l => l.Maximum).First().Maximum;
}
var relativePercentage = TradeHelpers.CalculateRelativePercentage(min180DayDb, max180DayDb, latestTicker.Last);
var maxUsdAmountToBuy = TradeHelpers.CalculateMaxUsdAmountToBuy(bitstampExchange.AccountBalance);
var btcAmountToBuy = TradeHelpers.CalculateBtcAmountToBuy(maxUsdAmountToBuy, 5M, relativePercentage, latestTicker);
// buy bitcoins
await bitstampExchange.BuyLimitOrderAsync(BitstampExchange.BitstampTickerCode.BtcUsd, Math.Round(btcAmountToBuy, 8), Math.Round(latestTicker.Last, 2));
return(new TradingResult {
BuyThreshold = Math.Round(latestTicker.Last * 0.985M, 2) + " - " + Math.Round(latestTicker.Last * 1.015M, 2)
});
}
public void Logon()
{
_bts = new BitstampExchange(SettingRequest.Get(_apiClient, "Bitstamp"));
_bts.Log = new RestServiceEventLogger(_apiClient, ServiceName.Desktop);
_bts.OnBtcTrade += _wnd.OnBitstampTradeReceived;
createLevelRequest = () => new PriceLevelRequest(_apiClient);
createChartRequest = () => new ChartRequest(_apiClient);
createLogRequest = () => new LogRequest(_apiClient);
try
{
_bts.Logon();
}
catch (Exception ex)
{
_bts.Log.WriteError(String.Format("[{0}] {1} {2}", ex.GetType(), ex.Message, ex.StackTrace));
throw ex;
}
}
public async Task <(BestExchangeQuote bestBid, BestExchangeQuote bestAsk)> Get()
{
var httpClient = new HttpClient();
var httpRequestMessageService = new HttpRequestMessageService();
var bittrexExchange = new BittrexExchange(httpClient, httpRequestMessageService);
var bittrexResult = await bittrexExchange.Get();
var gdaxExchange = new GdaxExchange(httpClient, httpRequestMessageService);
var gdaxResult = await gdaxExchange.Get();
var coinExchangeExchange = new CoinExchangeExchange(httpClient, httpRequestMessageService);
var coinExchangeExchangeResult = await coinExchangeExchange.Get();
var krakenExchange = new CoinExchangeExchange(httpClient, httpRequestMessageService);
var krakenExchangeResult = await krakenExchange.Get();
var poloniexExchange = new PoloniexExchange(httpClient, httpRequestMessageService);
var poloniexExchangeResult = await poloniexExchange.Get();
var binanceExchange = new BinanceExchange(httpClient, httpRequestMessageService);
var binanceExchangeResult = await binanceExchange.Get();
var bitfinexExchange = new BitfinexExchange(httpClient, httpRequestMessageService);
var bitfinexExchangeResult = await bitfinexExchange.Get();
var bitstampExchange = new BitstampExchange(httpClient, httpRequestMessageService);
var bitstampExchangeResult = await bitstampExchange.Get();
var result = arbitrageCalculator.Calculate(
bittrexResult,
gdaxResult,
coinExchangeExchangeResult,
krakenExchangeResult,
poloniexExchangeResult,
binanceExchangeResult,
bitfinexExchangeResult,
bitstampExchangeResult);
return(result);
}
public async Task PricesStreamTest()
{
var exchange = new BitstampExchange(new BitstampConfiguration()
{
Enabled = true,
ApplicationKey = "de504dc5763aeef9ff52",
SupportedCurrencySymbols = new[] {
new CurrencySymbol {
LykkeSymbol = "BTCUSD",
ExchangeSymbol = "BTCUSD",
}
}
}, null, new LogToConsole());
var tcs = new TaskCompletionSource <bool>();
exchange.Connected += () => tcs.SetResult(true);
exchange.Start();
Assert.True(await tcs.Task);
}
public static void SubscribeTicker(BitstampExchange exch, ServiceEventLogger log)
{
exch.TickerTimer.Elapsed += (s, e) =>
{
try
{
var dbRepo = (DbRepositoryService)exch.Log.DbRepository;
var ticker = exch.Exchange.GetTicker();
dbRepo.SaveTicker(new TickerEventArgs
{
Instrument1 = CurrencyName.BTC,
Instrument2 = CurrencyName.USD,
Exchange = ExchangeName.Bitstamp,
BitstampTicker = ticker
});
}
catch (Exception ex)
{
log.WriteError(String.Format("[{0}] {1} {2}", ex.GetType(), ex.Message, ex.StackTrace));
}
};
}
public Task <TradingResult> ExecuteAsync(BitstampExchange bitstampExchange)
{
throw new NotImplementedException();
}
public async Task <TradingResult> ExecuteAsync(BitstampExchange bitstampExchange)
{
// get the latest ticker
var latestTicker = bitstampExchange.TickerHistory24H.OrderByDescending(t => t.Timestamp).Take(1).First();
// if the latest ticker is older than 30s then return
if (latestTicker.Timestamp < DateTime.Now.AddSeconds(-30))
{
return new TradingResult {
Timestamp = DateTime.Now, Message = "Warning: latest ticker is older then 30s"
}
}
;
// calculate the ticker average of the last x minutes (x = _averagePeriodInMinutes)
var tickerOfLastXMinutes = bitstampExchange.TickerHistory24H.Where(t => t.Timestamp > DateTime.Now.AddMinutes(-_averagePeriodInMinutes));
var tickerAverage = tickerOfLastXMinutes.Average(t => t.Last);
// todo: had to declare these variables outside the if statement, otherwise null execption on linq queries. Not sure why exactly
decimal sellPrice;
DateTime tickerTimestampMinus180Days;
// is the current price lower than the average minus x percent?
if (latestTicker.Last < tickerAverage * (1 - _averageBuyThresholdInPercents / 100))
{
// don't buy bitcoins if there was already a buy order in the last x minutes
if (bitstampExchange.LastBuyTimestamp > DateTime.Now.AddMinutes(-_pauseAfterBuyInMinutes))
{
return new TradingResult {
Timestamp = DateTime.Now, Message = "Bitcoins not bought, last buy was from " + bitstampExchange.LastBuyTimestamp
}
}
;
// don't buy bitcoins if there is already another sell order within range (+- 5%)
var sellOrderRangeInPercents = decimal.Parse(ConfigurationManager.AppSettings["SellOrderRangeInPercents"]);
sellPrice = latestTicker.Last * (1 + sellOrderRangeInPercents / 100);
var sellOrderExist = bitstampExchange.OpenOrders.Any(o => o.Type == BitstampOrderType.Sell && o.Price > sellPrice * 0.95M && o.Price < sellPrice * 1.05M);
if (sellOrderExist)
{
return(new TradingResult {
Timestamp = DateTime.Now, Message = "Bitcoins not bought, already an order in sell range"
});
}
// get the minimum and maximums from the last x days
var minMaxAveragePeriodInDays = int.Parse(ConfigurationManager.AppSettings["MinMaxAveragePeriodInDays"]);
tickerTimestampMinus180Days = latestTicker.Timestamp.AddDays(-minMaxAveragePeriodInDays);
var minMaxLogDb = new SqlRepository <MinMaxLog>(new BitstampTraderEntities()).Where(l => l.Day > tickerTimestampMinus180Days).ToList();
var min180DayDb = latestTicker.Last;
var max180DayDb = latestTicker.Last;
if (minMaxLogDb.Count > 0)
{
min180DayDb = minMaxLogDb.OrderBy(l => l.Minimum).First().Minimum;
max180DayDb = minMaxLogDb.OrderByDescending(l => l.Maximum).First().Maximum;
}
//calculate amount to buy
var relativePercentage = TradeHelpers.CalculateRelativePercentage(min180DayDb, max180DayDb, latestTicker.Last);
var maxUsdAmountToBuy = TradeHelpers.CalculateMaxUsdAmountToBuy(bitstampExchange.AccountBalance);
var btcAmountToBuy = TradeHelpers.CalculateBtcAmountToBuy(maxUsdAmountToBuy, 5M, relativePercentage, latestTicker);
// buy bitcoins
await bitstampExchange.BuyLimitOrderAsync(BitstampExchange.BitstampTickerCode.BtcUsd, Math.Round(btcAmountToBuy, 8), Math.Round(latestTicker.Last, 2));
}
return(new TradingResult {
BuyThreshold = (tickerAverage * (1 - _averageBuyThresholdInPercents / 100)).ToString(CultureInfo.InvariantCulture)
});
}
}
}
