public static void SellAllHoldings(List <Currency> allCurrencies, BinanceClient client)
{
try
{
foreach (Currency currency in allCurrencies)
{
foreach (Tuple <decimal, decimal> tuplePair in currency.CoinsBought)
{
try
{
// NewOrder order = client.PostNewOrder(currency.Name, tuplePair.Item1, 0.1m, OrderSide.SELL, OrderType.MARKET, TimeInForce.IOC).Result;
// if (order.OrderId != -1)
// {
BinanceAPIMain.WriteToLogTrades(currency.Name + "|sold " + tuplePair.Item1 + "|coins on" + DateTime.Now.ToString());
BinanceAPIMain.WriteToLog(currency.Name + ": sold " + tuplePair.Item1 + " coins on " + DateTime.Now.ToString(), ConsoleColor.White);
// }
}
catch
{
}
}
currency.CoinsBought.Clear();
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public static void ExecuteTradeDebug(BinanceClient client, KlineData data, Currency currency, OrderSide side)
{
var allPrices = client.GetAllPrices().Result;
var price = allPrices.Where(p => p.Symbol.Contains(currency.Name)).Select(a => a.Price).FirstOrDefault();
var finalPrice = BinanceAPIMain.Debug == "true" ? data.Close : price;
DateTime currentTime = BinanceAPIMain.Debug == "true" ? CurrencyCalc.UnixTimeStampToDateTime(data.EndTime) : DateTime.Now;
if (side == OrderSide.BUY)
{
//Orders will break if not successful, so check for try/catch block and add into currency ledger or move on.
try
{
currency.CoinsBought.Add(new Tuple <decimal, decimal>(currency.AllottedCoins, data.Close));
currency.InTrade = true;
BinanceAPIMain.WriteToLog(currency.AllottedCoins + ":" + currency.Name + ": go in on trade at: " + data.Close + " Time: " + currentTime, ConsoleColor.Yellow);
BinanceAPIMain.WriteToLogTrades(currency.Name + ": Buy " + currency.AllottedCoins + " coins at " + data.Close + " for the kline ending at " + currentTime);
BinanceAPIMain.WriteToCurrencyFile(currency.AllottedCoins + "|" + data.Close, currency.Name);
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(ex.Message + " while buying " + currency.Name, ConsoleColor.DarkRed);
}
}
else if (side == OrderSide.SELL)
{
try
{
foreach (Tuple <decimal, decimal> tuplePair in currency.CoinsBought)
{
decimal percentage = Math.Round(((data.Close - tuplePair.Item2) / tuplePair.Item2) * 100, 2);
ConsoleColor color = percentage > 0 ? ConsoleColor.White : ConsoleColor.Red;
BinanceAPIMain.WriteToLogTrades(currency.Name + ": Sell " + currency.AllottedCoins + " coins at " + data.Close + " for the kline ending at " + currentTime +
" for a " + percentage + " percent change");
BinanceAPIMain.WriteToLog(currency.Name + ": sold " + tuplePair.Item1 + " coins at " + data.Close + " on " + currentTime + Environment.NewLine +
currency.Name + ": Made: " + (data.Close - tuplePair.Item2) + " Percentage: " + percentage, color);
}
currency.CoinsBought.Clear();
currency.LastSalePrice = data.Close;
currency.LastTransactionTime = DateTime.Now;
//Remove the file which indicated we had an open position on the trade.
if (File.Exists(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\BinanceAPI\" + currency.Name + ".txt"))
{
File.Delete(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\BinanceAPI\" + currency.Name + ".txt");
}
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(ex.Message + " while selling " + currency.Name, ConsoleColor.DarkRed);
}
}
}
public static void ExecuteTrade(BinanceClient client, KlineData data, Currency currency, OrderSide side)
{
var allPrices = client.GetAllPrices().Result;
var price = allPrices.Where(p => p.Symbol.Contains(currency.Name)).Select(a => a.Price).FirstOrDefault();
DateTime currentTime = DateTime.Now;
if (side == OrderSide.BUY && BinanceAPIMain.TotalTrades < 4)
{
//Before we execute, update the allotted coins
BinanceAPIMain.CalculateCoinsToTrade(client, currency, allPrices);
//Orders will break if not successful, so check for try/catch block and add into currency ledger or move on.
try
{
var order = client.PostNewOrder(currency.Name.ToLower(), currency.AllottedCoins, 0.1m, side, OrderType.MARKET, TimeInForce.IOC);
Task.WaitAll(order);
if (order.Result.OrderId != -1)
{
BinanceAPIMain.TotalTrades++;
currency.InTrade = true;
var finalCoinsBought = GetHeldCoins(client, currency.Name);
currency.CoinsBought.Add(new Tuple <decimal, decimal>(finalCoinsBought, price));
BinanceAPIMain.WriteToLog(finalCoinsBought + ":" + currency.Name + ": go in on trade at: " + price + " Time: " + currentTime, ConsoleColor.Yellow);
BinanceAPIMain.WriteToLogTrades(currency.Name + ": Buy " + finalCoinsBought + " coins at " + price + " Time: " + currentTime);
BinanceAPIMain.WriteToCurrencyFile(finalCoinsBought + "|" + price, currency.Name);
}
}
catch (OperationCanceledException oce)
{
BinanceAPIMain.WriteToLog(oce.Message + " while buying " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(ex.InnerException + " while buying " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
}
else if (side == OrderSide.SELL)
{
try
{
foreach (Tuple <decimal, decimal> tuplePair in currency.CoinsBought)
{
var order = client.PostNewOrder(currency.Name.ToLower(), tuplePair.Item1, 0.1m, side, OrderType.MARKET, TimeInForce.IOC);
Task.WaitAll(order);
if (order.Result.OrderId != -1)
{
decimal percentage = Math.Round(((price - tuplePair.Item2) / tuplePair.Item2) * 100, 2);
ConsoleColor color = percentage > 0 ? ConsoleColor.White : ConsoleColor.Red;
BinanceAPIMain.WriteToLogTrades(currency.Name + ": Sell " + tuplePair.Item1 + " coins at " + price + " Time: " + currentTime +
" for a " + percentage + " percent change");
BinanceAPIMain.WriteToLog(currency.Name + ": sold " + tuplePair.Item1 + " coins at " + price + " on " + currentTime + Environment.NewLine +
currency.Name + ": Made: " + (price - tuplePair.Item2) + " Percentage: " + percentage, color);
}
}
BinanceAPIMain.TotalTrades--;
currency.CoinsBought.Clear();
currency.LastSalePrice = data.Close;
currency.LastTransactionTime = DateTime.Now;
//Remove the file which indicated we had an open position on the trade.
if (File.Exists(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\BinanceAPI\" + currency.Name + ".txt"))
{
File.Delete(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\BinanceAPI\" + currency.Name + ".txt");
}
}
catch (OperationCanceledException oce)
{
BinanceAPIMain.WriteToLog(oce.Message + " while selling " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(ex.InnerException + " while selling " + currency.Name + " " + DateTime.Now, ConsoleColor.DarkRed);
}
}
}
public static void CalculateTradeAlgorithm(this Currency currency, KlineData data, BinanceClient client)
{
DateTime currentTime = UnixTimeStampToDateTime(data.StartTime);
DateTime endTime = UnixTimeStampToDateTime(data.EndTime);
try
{
if (currency.CloseTime == data.EndTime)
{
return;
}
currency.CloseTime = data.EndTime;
//Get the last 99 klines to calc
var sticks = client.GetCandleSticks(currency.Name, BinanceAPIMain.Interval, null, currentTime, 99).Result;
var sticks1hr = client.GetCandleSticks(currency.Name, TimeInterval.Hours_1, null, currentTime, 200).Result;
//Perhaps we calculate the EMA with the latest price, but the previous EMA is the close of the last kline?
if (currency.PreviousRSI != -1)
{
currency.PreviousRSI = currency.RSI.Last();
}
currency.EMA12.Clear();
currency.EMA7.Clear();
currency.EMA26.Clear();
currency.EMA99.Clear();
currency.MACD.Clear();
currency.Signal.Clear();
currency.MACDHistogram.Clear();
currency.RSI.Clear();
currency.EMA12 = CalculateEMA(sticks, 12);
currency.EMA26 = CalculateEMA(sticks, 26);
currency.EMA99 = CalculateEMA(sticks, 99);
currency.EMA7 = CalculateEMA(sticks, 7);
currency.MACD = SubtractValues(currency.EMA12, currency.EMA26);
currency.Signal = CalculateTrendLine(currency.MACD, 9);
currency.MACDHistogram = SubtractValues(currency.MACD, currency.Signal);
currency.MACDHistPosPercentage = CalcLowestPercentPos(currency.MACDHistogram, 10);
currency.RSI = CalculateRSI(sticks, 21);
if (currency.PreviousRSI == -1)
{
currency.PreviousRSI = currency.RSI.Last();
}
ConsoleColor color = currency.MACDHistogram.Last() < 0 ? ConsoleColor.Magenta : ConsoleColor.Cyan;
BinanceAPIMain.WriteToLog("Symbol " + currency.Name + " Price: " + data.Close + " Close Time:" + endTime + Environment.NewLine +
"MACD Histogram: " + currency.MACDHistogram.Last() + Environment.NewLine +
"MACD Histogram Lowest 10%: " + currency.MACDHistPosPercentage + Environment.NewLine +
"RSI: " + currency.RSI.Last() + Environment.NewLine +
"RSI-1: " + currency.PreviousRSI + Environment.NewLine +
"Signal: " + currency.Signal.Last() + Environment.NewLine +
"EMA99(n): " + Decimal.Round(currency.EMA99.Last(), 7) + " EMA99(n-1): " + Decimal.Round(currency.EMA99[currency.EMA7.Count - 2], 7) + Environment.NewLine +
"EMA7(n): " + Decimal.Round(currency.EMA7.Last(), 7) + " EMA7(n-1): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 2], 7) +
" EMA7(n-2): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 3], 7) + Environment.NewLine, color, createFile: false);
if (!currency.InTrade && currency.MACDHistogram != null && currency.CycleSeen &&
currency.MACDHistogram.Last() > currency.MACDHistPosPercentage &&
currency.EMA7.Last() > (currency.EMA7[currency.EMA7.Count - 2] * (decimal)1.0005) &&
currency.EMA7[currency.EMA7.Count - 2] > currency.EMA7[currency.EMA7.Count - 3] &&
currency.EMA99.Last() > currency.EMA99[currency.EMA99.Count() - 2] &&
currency.RSI.Last() < 60)
{
if (BinanceAPIMain.Debug == "false")
{
Trading.ExecuteTrade(client, data, currency, OrderSide.BUY);
}
else
{
Trading.ExecuteTradeDebug(client, data, currency, OrderSide.BUY);
}
}
else if (currency.InTrade &&
(currency.RSI.Last() >= 70 || currency.RSI[currency.RSI.Count() - 2] >= 70) && currency.RSI.Last() < currency.RSI[currency.RSI.Count() - 2] &&
data.Close > currency.CoinsBought.Min(p => p.Item2))
{
if (BinanceAPIMain.Debug == "false")
{
Trading.ExecuteTrade(client, data, currency, OrderSide.SELL);
}
else
{
Trading.ExecuteTradeDebug(client, data, currency, OrderSide.SELL);
}
currency.InTrade = false;
currency.CycleSeen = false;
}
else if (!currency.CycleSeen && currency.MACDHistogram.Last() < 0 && currency.MACDHistogram != null)
{
currency.CycleSeen = true;
currency.LastTransactionTime = DateTime.Now.AddMinutes(-2);
BinanceAPIMain.WriteToLog("Symbol: " + currency.Name + " Cycle Seen: " + currency.CycleSeen.ToString() + Environment.NewLine, ConsoleColor.Cyan);
}
}
catch (Exception ex)
{
BinanceAPIMain.WriteToLog(currency.Name + ": " + ex.Message + ex.StackTrace + " from currency.CalcAlgorithm" + " at " + DateTime.Now, ConsoleColor.DarkRed);
}
}