// Display realized volatility for top-ranked (by market cap) cryptos from CoinMarketCap
private void DisplayRealizedVolatility(int limit = 50)
{
int numberOfBars = 12;
var top = m_cmc.GetRankings(limit);
foreach (var t in top)
{
var exchange = "BINANCE";
string symbol;
string[] mainSymbols = { "ADA", "BCC", "BNB", "BTC", "EOS", "ETH", "IOTA", "LTC", "NEO", "QTUM", "TUSD", "XLM", "XRP" };
if (mainSymbols.Contains(t.symbol))
{
symbol = t.symbol + "USDT";
}
else
{
symbol = t.symbol + "BTC";
}
var xs = new XSymbol(exchange, symbol);
var candles = m_maker.GetCandles(xs, 1440, 1);
if (candles.Count < numberOfBars)
{
continue;
}
var rvol = new RealizedVolatility(candles, numberOfBars);
//var mr = CoinMarketCapApi.GetMarkets(t.name);
//var marketExchanges = mr.Select(m => m.exchange).Distinct();
Console.WriteLine("{0,4} {1,-7} {2,6:0.00}", t.rank, t.symbol, rvol.Value);
}
}
// Sort the CoinMarketCap coins by their % change (1h, 24h, 7d)
static void CoinMarketCapGainersLosers()
{
var cmcap = new CoinMarketCapApi();
var rank = cmcap.GetRankings();
var gainers1h = rank.OrderByDescending(t => t.percent_change_1h);
var gainers24h = rank.OrderByDescending(t => t.percent_change_24h);
var gainers7d = rank.OrderByDescending(t => t.percent_change_7d);
var losers1h = rank.OrderBy(t => t.percent_change_1h);
var losers24h = rank.OrderBy(t => t.percent_change_24h);
var losers7d = rank.OrderBy(t => t.percent_change_7d);
}
static Dictionary <string, List <CoinMarketCapTicker> > m_cmcTickers; // CoinMarketCap tickers
static void ThreadUpdateCoinMarketCapRankings()
{
var cmcapi = new CoinMarketCapApi(); // create CoinMarketCap API object
var g1 = cmcapi.GetGlobalData();
Console.WriteLine(g1);
while (true)
{
var rank = cmcapi.GetRankings();
//var gainers1h = rank.OrderByDescending(t => t.percent_change_1h);
if (m_cmcTickers == null) // first time through, create the dictionary to store CoinMarketCap data
{
m_cmcTickers = new Dictionary <string, List <CoinMarketCapTicker> >();
foreach (var t in rank)
{
m_cmcTickers[t.id] = new List <CoinMarketCapTicker>();
m_cmcTickers[t.id].Add(t);
}
}
else
{
Console.WriteLine(new string('=', 180));
foreach (var t in rank)
{
if (!m_cmcTickers.ContainsKey(t.id)) // if we have not yet stored this symbol...
{
m_cmcTickers[t.id] = new List <CoinMarketCapTicker>(); // create a new list for this symbol's tickers
m_cmcTickers[t.id].Add(t);
}
else
{
var last = m_cmcTickers[t.id].Last(); // check the last ticker we added to the list for this symbol
if (last.last_updated != t.last_updated) // only add to our stored tickers if the "last_updated" field has changed
{
m_cmcTickers[t.id].Add(t);
Console.WriteLine("{0} {1} {2}", last.last_updated, t.last_updated, t);
}
}
}
}
Thread.Sleep(20000); // sleep for 20 seconds
}
}
