internal override async Task ExecuteAsync()
{
// get ticker
var ticker = await BitstampTrader.GetTickerAsync(TradeSession.PairCode);
_tickers.Add(ticker);
if (ExecuteTradeHolders())
{
return;
}
if (!PriceDropped())
{
return;
}
// get pair info
var pairInfo = CacheHelper.GetFromCache <List <TradingPairInfo> >("TradingPairInfo").First(i => i.PairCode == TradeSession.PairCode.ToLower());
// buy currency on Bitstamp exchange
var orderResult = await BitstampTrader.BuyLimitOrderAsync(TradeSession, TradeSettings.GetBuyBaseAmount(ticker, pairInfo), TradeSettings.GetBuyBasePrice(ticker, pairInfo));
// update database
BitstampTrader.AddNewOrderToDb(orderResult, ticker, TradeSettings, pairInfo);
}
protected TradeRuleBase(BitstampTrader bitstampTrader, TradeSettings tradeSettings, params ITradeHolder[] tradeHolders)
{
BitstampTrader = bitstampTrader;
TradeSettings = tradeSettings;
TradeSession.PairCode = tradeSettings.PairCode;
_tradeHolders = tradeHolders;
}
static void Main()
{
try
{
// initialize logger
Log.Logger = new LoggerConfiguration()
.WriteTo.Console()
.MinimumLevel.Debug()
.CreateLogger();
// initialize trader
_trader = new BitstampTrader(TimeSpan.FromSeconds(15));
var paircodes = new[] { BitstampPairCode.btceur, BitstampPairCode.xrpeur, BitstampPairCode.ltceur, BitstampPairCode.etheur, BitstampPairCode.bcheur };
foreach (var bitstampPairCode in paircodes)
{
var tradeSettings = new TradeSettings
{
PairCode = bitstampPairCode.ToString(),
BuyUnderPriceMargin = 0.4M,
CounterAmount = 17,
BaseAmountSavingsRate = 3.0M,
SellPriceRate = 6
};
var tradeRule = new BuyAfterDropTradeRule(_trader, tradeSettings, 2.5M, TimeSpan.FromMinutes(60),
new WaitPeriodAfterBuyOrderHolder(TimeSpan.FromHours(6)),
new MaxNumberOfBuyOrdersHolder(1),
new MaxNumberOfSellOrdersHolder(12));
//var tradeRule = new BuyPeriodicTradeRule(_trader, tradeSettings,
// new WaitPeriodAfterBuyOrderHolder(TimeSpan.FromHours(1)),
// new MaxNumberOfBuyOrdersHolder(1));
_trader.AddTradeRule(tradeRule);
}
_trader.AddTradeRule(new LinearSpreadTradeRule(_trader, new TradeSettings {
PairCode = BitstampPairCode.btcusd.ToString(), BuyUnderPriceMargin = 0.2M, CounterAmount = 10, BaseAmountSavingsRate = 0.75M, SellPriceRate = 2
}, 1.0M));
_trader.ErrorOccured += ErrorOccured;
_trader.TickerRetrieved += TickerRetrieved;
_trader.BuyLimitOrderPlaced += BuyLimitOrderPlaced;
_trader.BuyLimitOrderExecuted += BuyLimitOrderExecuted;
_trader.SellLimitOrderPlaced += SellLimitOrderPlaced;
_trader.SellLimitOrderExecuted += SellLimitOrderExecuted;
// start trader
_trader.Start();
System.Console.ReadLine();
}
catch (Exception e)
{
System.Console.WriteLine(e);
}
}
private async Task <bool> SpreadIsOpen(Ticker ticker)
{
// get pair info
var pairInfo = CacheHelper.GetFromCache <List <TradingPairInfo> >("TradingPairInfo").First(i => i.PairCode == TradeSession.PairCode.ToLower());
// get open orders from database
var openOrdersDb = BitstampTrader.GetOpenOrdersDb().FindAll(o => o.CurrencyPairId == BitstampTrader.GetCurrencyPairId(pairInfo.PairCode));
var tickerMax = ticker.Last * (1 + _spreadPct / 100);
var tickerMin = ticker.Last * (1 - _spreadPct / 100);
var openOrdersInRange = openOrdersDb.FindAll(o => o.BuyPrice > tickerMin && o.BuyPrice < tickerMax);
if (openOrdersInRange.Count == 0)
{
return(true);
}
return(false);
}
public LinearSpreadTradeRule(BitstampTrader bitstampTrader, TradeSettings tradeSettings, decimal spreadPct, params ITradeHolder[] tradeHolders) : base(bitstampTrader, tradeSettings, tradeHolders)
{
_spreadPct = spreadPct;
}
public BuyAfterDropTradeRule(BitstampTrader bitstampTrader, TradeSettings tradeSettings, decimal dropRate, TimeSpan dropPeriod, params ITradeHolder[] tradeHolders)
: base(bitstampTrader, tradeSettings, tradeHolders)
{
_dropRate = dropRate;
_dropPeriod = dropPeriod;
}
public BuyPeriodicTradeRule(BitstampTrader bitstampTrader, TradeSettings tradeSettings, params ITradeHolder[] tradeHolders)
: base(bitstampTrader, tradeSettings, tradeHolders)
{
}