public KrakenOrder(KrakenGetOrderRecord record)
{
Pair = record.Descr.Pair;
Type = record.Descr.Type;
OrderType = record.Descr.Ordertype;
Price = Convert.ToDecimal(record.Descr.Price);
Volume = Convert.ToDecimal(record.Vol);
Opened = UnixTime.ConvertToDateTime((UInt32)(record.Opentm));
Status = record.Status;
}
public static KrakenTime ReadFromJObject(JObject o)
{
if (o == null)
{
return(null);
}
return(new KrakenTime
{
Time = UnixTime.ConvertToDateTime(o.Value <UInt32>("unixtime")),
Rfc1123 = o.Value <string>("rfc1123")
});
}
public static TradeInfoV3 ReadFromJObject(JObject o)
{
if (o == null)
{
return(null);
}
return(new TradeInfoV3()
{
Amount = o.Value <decimal>("amount"),
Price = o.Value <decimal>("price"),
Timestamp = UnixTime.ConvertToDateTime(o.Value <UInt32>("timestamp")),
Tid = o.Value <UInt32>("tid"),
Type = TradeInfoTypeHelper.FromString(o.Value <string>("type"))
});
}
public static TradeInfo ReadFromJObject(JObject o)
{
if (o == null)
{
return(null);
}
return(new TradeInfo()
{
Amount = o.Value <decimal>("amount"),
Price = o.Value <decimal>("price"),
Date = UnixTime.ConvertToDateTime(o.Value <UInt32>("date")),
Item = BtceCurrencyHelper.FromString(o.Value <string>("item")),
PriceCurrency = BtceCurrencyHelper.FromString(o.Value <string>("price_currency")),
Tid = o.Value <UInt32>("tid"),
Type = TradeInfoTypeHelper.FromString(o.Value <string>("trade_type"))
});
}
public override DateTime GetHuobiTime()
{
Ticker ticker = BtceApi.GetTicker(BtcePair.btc_usd);
return(UnixTime.ConvertToDateTime(ticker.ServerTime));
}
/// <summary>
///
/// </summary>
/// <param name="o"></param>
/// <returns></returns>
protected bool CancelOrder(HuobiOrder o)
{
bool traded = false;
try
{
HuobiSimpleResult cancelResult = m_huobi.CancelOrder(m_market, o.id);
}
catch (HuobiException e)
{
// ignore order which have been filled, or cancelled
if (e.m_error.code != 41 && e.m_error.code != 42)
{
throw;
}
else
{
if (e.m_error.code == 41)
{
// not found, so filled
m_renderer.AddMarker(o.type == HuobiOrderType.buy, true, o.order_price, UnixTime.ConvertToDateTime(o.order_time));
traded = true;
}
m_lastOpenOrders.RemoveAll(loo => loo.id == o.id);
}
}
return(traded);
}
static void Main()
{
// attach graph renderer
Rendering renderer = new Rendering(800, 400);
long lastTradeId = -1;
var marketAccesses =
JsonConvert.DeserializeObject <List <MarketAccess> >(File.ReadAllText("accessKeys.txt"));
var huobiAccess = marketAccesses.First(e => e.Name == "Huobi");
var btceAccess = marketAccesses.First(e => e.Name == "BTCE");
IMarket huobi = new Huobi(huobiAccess.AccessKey, huobiAccess.SecretKey);
//huobi = new BTCeMarket(btceAccess.AccessKey, btceAccess.SecretKey);
AlgoBase alogo = new NaiveMarketMaker(huobi, HuobiMarket.btc, renderer);
BcwTrade lastTrade = null;
TimeSpan timeOffset = new TimeSpan();
DateTime lastTime = new DateTime();
while (true)
{
try
{
List <BcwTrade> newTrades = huobi.GetPublicTrades(BcwMarket.huobibtccny, lastTradeId);
newTrades.Reverse();
HuobiMarketSummary depth = huobi.GetMarketSummary(HuobiMarket.btc);
BcwTicker ticker = huobi.GetTicker(BcwMarket.huobibtccny);
DateTime now = UnixTime.ConvertToDateTime(ticker.date) + timeOffset;
if (newTrades.Count > 0)
{
if (timeOffset.TotalSeconds == 0)
{
DateTime firstTradeDate = UnixTime.ConvertToDateTime(newTrades[0].date);
if (firstTradeDate < lastTime)
{
timeOffset = firstTradeDate - lastTime;
}
}
foreach (BcwTrade t in newTrades)
{
if (t.trade_type == BcwOrderType.ask)
{
// this condition means that a BUY ORDER was filled
}
else
{
// this condition means that a SELL ORDER was filled
}
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), t.price, UnixTime.ConvertToDateTime(t.date));
}
lastTrade = newTrades.Last();
lastTradeId = newTrades.Last().tid;
now = UnixTime.ConvertToDateTime(lastTrade.date);
}
else
{
renderer.AddDataPoint(depth.GetBidPrice(0), depth.GetAskPrice(0), lastTrade.price, now);
}
//
// update the algorithm
//
alogo.Update(now);
}
catch (HuobiApi.RetryCountExceededException)
{
}
catch (Newtonsoft.Json.JsonReaderException e)
{
Console.WriteLine(e.ToString());
}
Thread.Sleep(5000);
}
}
