Пример #1
0
        public HMA_RESULT Engine(BinanceApiClient client)
        {
            HMA_RESULT hma = new HMA_RESULT(ENUM_TREND.NO_TREND, 0.0m);

            if (!client.GetServerConnection())
            {
                return(hma);                               // server disconnected
            }
            var candles = client.GetCandleStick(m_Symbol, m_TimeInterval);

            if (candles == null)
            {
                return(hma);                 // candle sticks is null
            }
            try
            {
                hma = m_Hma.iHMA(candles, 1, true);
                if (hma.Trend == ENUM_TREND.NO_TREND)
                {
                    //CloseOrder(client);
                    m_NewOrder = null;
                    return(hma); // No Signal
                }
                if (hma.Trend == ENUM_TREND.UP_TREND)
                {
                    int result = CloseOrder(client, "SELL");
                    if (result == 1)
                    {
                        return(hma);             // Buy Order Existing
                    }
                    m_NewOrder = client.PostNewOrder(m_Symbol, m_Quantity, 0.0m, OrderSide.BUY, OrderType.MARKET);
                }
                else if (hma.Trend == ENUM_TREND.DOWN_TREND)
                {
                    int result = CloseOrder(client, "BUY");
                    if (result == 1)
                    {
                        return(hma);             // SELL Order Existing
                    }
                    m_NewOrder = client.PostNewOrder(m_Symbol, m_Quantity, 0.0m, OrderSide.SELL, OrderType.MARKET);
                }
                return(hma); // Sumit Order
            }
            catch (Exception e)
            {
                throw e;
            }
        }
Пример #2
0
        private void Engine()
        {
            int MaxTry   = 5;
            int tryIndex = 0;

            while (ThreadStart)
            {
                lock (syncLock)
                {
                    if (!ThreadStart)
                    {
                        //ThreadMutex.ReleaseMutex();
                        break;
                    }
                    //ThreadStop = false;
                    try
                    {
                        //var time = m_BinanceApi.GetServerTime();
                        var account = m_BinanceApi.GetAccountInfo();
                        if (account == null)
                        {
                            break;
                        }
                        bool found = false;

                        for (int i = 0; i < account.Balances.Count(); i++)
                        {
                            Balance balance = account.Balances.ElementAt(i);
                            if (balance.Free == 0.0m && balance.Locked == 0.0m)
                            {
                                continue;
                            }
                            found = false;
                            foreach (DataGridViewRow row in this.BALANCE_GRID.Rows)
                            {
                                if (row.Cells[0].Value == null)
                                {
                                    continue;
                                }
                                if (row.Cells[0].Value.ToString() == balance.Asset)
                                {
                                    row.Cells[1].Value = balance.Free.ToString();
                                    row.Cells[2].Value = balance.Locked.ToString();
                                    found = true;
                                    break;
                                }
                            }
                            if (found)
                            {
                                continue;
                            }
                            string[] newBalance = { balance.Asset, balance.Free.ToString(), balance.Locked.ToString() };
                            if (BALANCE_GRID.InvokeRequired)
                            {
                                BALANCE_GRID.Invoke(new Action(() => this.BALANCE_GRID.Rows.Add(newBalance)));
                            }
                            else
                            {
                                this.BALANCE_GRID.Rows.Add(newBalance);
                            }
                        }


                        foreach (HmaStrategy strg in m_HmaStrategies)
                        {
                            try
                            {
                                var price = m_BinanceApi.GetCurrentPrice(strg.GetSymbol());
                                if (price == 0)
                                {
                                    continue;
                                }
                                var Trades = m_BinanceApi.GetTradesList(strg.GetSymbol());
                                found = false;
                                for (int i = Trades.Count() - 1; i >= 0; i--)
                                {
                                    var date = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day);
                                    //var date = new DateTime(2019, 3, 5);
                                    DateTime start    = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
                                    DateTime tradTime = start.AddMilliseconds(Trades.ElementAt(i).Time).ToLocalTime();
                                    if (tradTime < date)
                                    {
                                        break;
                                    }
                                    found = false;
                                    foreach (DataGridViewRow row in this.HISTORY_ORDERS_GRID.Rows)
                                    {
                                        if (row.Cells[0].Value == null)
                                        {
                                            continue;
                                        }
                                        if (row.Cells[0].Value.ToString().ToInt() != Trades.ElementAt(i).Id)
                                        {
                                            continue;
                                        }
                                        found = true;
                                        break;
                                    }
                                    if (found)
                                    {
                                        continue;
                                    }
                                    var hisOrder = Trades.ElementAt(i);

                                    string[] newHisOrder = { hisOrder.Id.ToString(),        hisOrder.CommissionAsset, tradTime.ToString(), hisOrder.Quantity.ToString("N4"),
                                                             hisOrder.Price.ToString("N8"), hisOrder.Commission.ToString("N4") };
                                    if (HISTORY_ORDERS_GRID.InvokeRequired)
                                    {
                                        HISTORY_ORDERS_GRID.Invoke(new Action(() => HISTORY_ORDERS_GRID.Rows.Add(newHisOrder)));
                                    }
                                    else
                                    {
                                        HISTORY_ORDERS_GRID.Rows.Add(newHisOrder);
                                    }
                                }
                                found = false;
                                HMA_RESULT hma = strg.Engine(m_BinanceApi);
                                foreach (DataGridViewRow row in this.QUOTES_GRID.Rows)
                                {
                                    if (row.Cells[0].Value == null)
                                    {
                                        continue;
                                    }
                                    if (row.Cells[0].Value.ToString() != strg.GetSymbol())
                                    {
                                        continue;
                                    }
                                    if (hma.Trend == ENUM_TREND.UP_TREND)
                                    {
                                        row.DefaultCellStyle.BackColor = Color.Green;
                                    }
                                    else if (hma.Trend == ENUM_TREND.DOWN_TREND)
                                    {
                                        row.DefaultCellStyle.BackColor = Color.Red;
                                    }
                                    else
                                    {
                                        row.DefaultCellStyle.BackColor = Color.Yellow;
                                    }
                                    row.Cells[1].Value = price.ToString();
                                    row.Cells[2].Value = hma.Value.ToString("N8");
                                    found = true;
                                }
                                if (found)
                                {
                                    continue;
                                }
                                string[] newRow = { strg.GetSymbol(), price.ToString(), hma.Value.ToString("N8") };
                                if (QUOTES_GRID.InvokeRequired)
                                {
                                    QUOTES_GRID.Invoke(new Action(() => QUOTES_GRID.Rows.Add(newRow)));
                                }
                                else
                                {
                                    QUOTES_GRID.Rows.Add(newRow);
                                }
                            }
                            catch (Exception e)
                            {
                                throw e;
                            }
                        }
                    }
                    catch (Exception e)
                    {
                        string message;
                        if (e.InnerException == null)
                        {
                            message = e.Message;
                        }
                        else
                        {
                            message = e.InnerException.Message;
                        }

                        string caption = "Exception Error";
                        MessageBoxEx(message, caption);
                        Thread.Sleep(1000);
                        if (tryIndex > MaxTry)
                        {
                            m_HmaStrategies.Clear();
                            Symbols       = null;
                            nSymbolsCount = 0;
                            if (START_BUTTON.InvokeRequired)
                            {
                                this.START_BUTTON.Invoke(new Action(() => this.START_BUTTON.BackColor = Color.FromArgb(200, 200, 200, 200)));
                            }
                            else
                            {
                                this.START_BUTTON.BackColor = Color.FromArgb(200, 200, 200, 200);
                            }
                            if (START_BUTTON.InvokeRequired)
                            {
                                this.START_BUTTON.Invoke(new Action(() => this.START_BUTTON.Text = "START"));
                            }
                            else
                            {
                                this.START_BUTTON.Text = "START";
                            }
                            ThreadStart = false;
                            //ThreadMutex.ReleaseMutex();
                            break;
                        }
                        tryIndex++;
                    }
                    Thread.Sleep(1);
                    Thread.Sleep(ThreadStep);
                }
                //ThreadMutex.ReleaseMutex();
            }
            //ThreadStop = true;
            StartButtonStopView();
        }