static IDictionary <string, Tuple <float, float> > UpdateDistributionTable(IList <string> trackedAssets, IDictionary <string, float> targetDistribution)
{
spotAccountInformation = GetSpotAccountInformation();
Console.WriteLine("Initial balances in Bitcoin: ");
IDictionary <string, float> assetBalancesInBitcoin = new Dictionary <string, float>();
foreach (string asset in trackedAssets)
{
assetBalancesInBitcoin.Add(asset, GetValueInBitcoin(asset));
}
foreach (KeyValuePair <string, float> kvp in assetBalancesInBitcoin)
{
Console.WriteLine(kvp.Key + " : " + kvp.Value);
}
Console.WriteLine();
Console.WriteLine("Distribution table: ");
float totalBitcoinValue = assetBalancesInBitcoin.Sum(x => x.Value);
IDictionary <string, Tuple <float, float> > distribuitonTable = new Dictionary <string, Tuple <float, float> >();
foreach (string asset in trackedAssets)
{
distribuitonTable.Add(asset, new Tuple <float, float>(targetDistribution[asset], ((float)assetBalancesInBitcoin[asset]) / totalBitcoinValue));
}
return(distribuitonTable);
}
static void Trade(string side, string pair, string quantityParam, float quantity)
{
var client = new RestClient("https://api.binance.com/");
IRestResponse response;
var request = new RestRequest("/api/v3/order/test", Method.POST);
request.AddParameter("symbol", pair);
request.AddParameter("side", side);
request.AddParameter("type", "MARKET");
request.AddParameter(quantityParam, Math.Round(quantity, 8).ToString("N8"));
request.AddParameter("timestamp", GetTimestamp() - 2000);
request.AddParameter("recvWindow", 60000);
string parameterlist = "";
foreach (Parameter p in request.Parameters)
{
parameterlist = parameterlist + p.ToString() + "&";
}
parameterlist = parameterlist.Substring(0, parameterlist.Length - 1);
request.AddParameter("signature", GetHMAC(parameterlist, secretKey));
request.AddHeader("X-MBX-APIKEY", apiKey);
response = client.Execute(request);
var content = response.Content;
ErrorResponse errorResponse = JsonConvert.DeserializeObject <ErrorResponse>(content);
if (errorResponse.code < 0)
{
Console.WriteLine("Failed order: Side: {0}; Pair: {1}; {2}: {3}", side, pair, quantityParam, quantity.ToString("N8"));
throw new ErrorResponseException(errorResponse);
}
else
{
Console.WriteLine("Order passed filter: Side: {0}; Pair: {1}; {2}: {3}.. Do you want to continue? (y/n)", side, pair, quantityParam, quantity.ToString("N8"));
if (Console.ReadLine().Equals("y"))
{
request.Resource = "/api/v3/order";
response = client.Execute(request);
content = response.Content;
errorResponse = JsonConvert.DeserializeObject <ErrorResponse>(content);
if (errorResponse.code < 0)
{
Console.WriteLine("Failed order: Side: {0}; Pair: {1}; {2}: {3}", side, pair, quantityParam, quantity.ToString("N8"));
throw new ErrorResponseException(errorResponse);
}
else
{
spotAccountInformation = GetSpotAccountInformation();
}
}
else
{
Console.WriteLine("Order aborted.");
return;
}
Console.WriteLine("Successful order: Side: {0}; Pair: {1}; {2}: {3}", side, pair, quantityParam, quantity.ToString("N8"));
}
}
static SpotAccountInformation GetSpotAccountInformation()
{
var client = new RestClient("https://api.binance.com/");
var request = new RestRequest("/api/v3/account", Method.GET);
AddSpotAccountRequestParams(ref request);
request.AddHeader("X-MBX-APIKEY", apiKey);
IRestResponse response = client.Execute(request);
if (!response.IsSuccessful)
{
Console.WriteLine("Unsuccesful account information GET request.");
// throw new
Environment.Exit(-2);
}
var content = response.Content;
SpotAccountInformation spotAccountInformation = JsonConvert.DeserializeObject <SpotAccountInformation>(content);
return(spotAccountInformation);
}
static void Main(string[] args)
{
if (args.Length == 0)
{
Console.WriteLine("No parameters are provided. \nPlease enter them now in the following format: [apiKey] [secretKey] [primary asset] [seconday asset] [asset1] [target1] [asset2] [target2]..");
string inputText = Console.ReadLine();
args = inputText.Split(' ');
}
try
{
apiKey = args[0];
secretKey = args[1];
} catch (ArgumentNullException)
{
Console.WriteLine("Not all keys are provided.");
Environment.Exit(-1);
}
try
{
primaryAsset = args[2];
secondaryAsset = args[3];
} catch (ArgumentNullException)
{
Console.WriteLine("The primary or secondary asset is not provided.");
Environment.Exit(-1);
}
spotAccountInformation = GetSpotAccountInformation();
IList <string> trackedAssets = new List <string>();
IDictionary <string, float> targetDistribution = new Dictionary <string, float>();
if ((args.Length % 2) != 0 || args.Length == 2)
{
Console.Write("The list of distribution targets is incomplete or empty. Entered list: ");
for (int i = 2; i <= args.Length; i++)
{
Console.Write(args[i] + " ");
}
Environment.Exit(-1);
}
for (int i = 4; i < args.Length; i += 2)
{
trackedAssets.Add(args[i].ToString());
targetDistribution.Add(args[i].ToString(), float.Parse(args[i + 1]) / 100);
}
Console.WriteLine("Initial balances in Bitcoin: ");
IDictionary <string, float> assetBalancesInBitcoin = new Dictionary <string, float>();
foreach (string asset in trackedAssets)
{
Console.WriteLine("Enter additional amount for " + asset + " in BTC: ");
float additionalAmound = 0;
try
{
additionalAmound = float.Parse(Console.ReadLine());
}
catch (System.FormatException)
{
// ignore
}
assetBalancesInBitcoin.Add(asset, GetValueInBitcoin(asset) + additionalAmound);
}
foreach (KeyValuePair <string, float> kvp in assetBalancesInBitcoin)
{
Console.WriteLine(kvp.Key + " : " + kvp.Value);
}
Console.WriteLine();
Console.WriteLine("Distribution table: ");
Console.WriteLine("Asset: target, current percentage -> deviation(Δ)");
float totalBitcoinValue = assetBalancesInBitcoin.Sum(x => x.Value);
IDictionary <string, Tuple <float, float> > distribuitonTable = new Dictionary <string, Tuple <float, float> >();
foreach (string asset in trackedAssets)
{
distribuitonTable.Add(asset, new Tuple <float, float>(targetDistribution[asset], ((float)assetBalancesInBitcoin[asset]) / totalBitcoinValue));
}
foreach (KeyValuePair <string, Tuple <float, float> > kvp in distribuitonTable)
{
Console.WriteLine(kvp.Key + " : " + kvp.Value.ToString() + " -> " + (kvp.Value.Item2 - kvp.Value.Item1) * 100 + "%");
}
Console.WriteLine("Total balance in Bitcoin: " + totalBitcoinValue);
Console.WriteLine("Press any key to continue.");
Console.ReadKey();
Console.WriteLine();
foreach (string asset in trackedAssets)
{
HandleDifference(asset, ((distribuitonTable[asset].Item2 - distribuitonTable[asset].Item1) * totalBitcoinValue));
}
Console.WriteLine("Press any key to continue.");
Console.ReadKey();
}
