示例#1
0
        // TODO: change iceberg orders to require TOTAL amount (and split that amount based on repeatCount)

        // ICEBERG: Join the inside bid/offer
        public static void GdaxIcebergJoinInside(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal amount, int repeatCount)
        {
            decimal amountPer = amount / repeatCount;
            int     count     = 0;

            while (count < repeatCount)
            {
                // Submit new order
                var or = GdaxJoinInside(api, symbol, side, amountPer);
                Console.WriteLine(or.ToStr());
                var eor = api.GetOrderDetails(or.OrderId);

                // Wait for fill
                while (eor.AmountFilled < eor.Amount)
                {
                    Thread.Sleep(1000);
                    eor = api.GetOrderDetails(or.OrderId);
                }
                count++;
            }
        }
示例#2
0
        // ICEBERG: Join the inside bid/offer
        public static void GdaxIcebergJoinInside(ExchangeGdaxAPI api, string symbol, OrderSide side, decimal amount, int repeatCount, TimeSpan delayBetweenTrades)
        {
            decimal amountPer = amount / repeatCount;
            int     count     = 0;

            while (count < repeatCount)
            {
                // Submit new order
                var or = GdaxJoinInside(api, symbol, side, amountPer);
                Console.WriteLine("{0}/{1}: {2}", count, repeatCount, or.ToStr());
                var eor = api.GetOrderDetails(or.OrderId);
                count++;
                Thread.Sleep((int)delayBetweenTrades.TotalMilliseconds);
            }
        }