private static void exampleThreadLoop()
{
try
{
Console.WriteLine(" >>> Thread test >>> ");
Console.WriteLine(" * get BTC price from various Stock Exchanges simultaneously (*10)");
var binance = new Binance(String.Empty, String.Empty);
var kucoin = new Kucoin(String.Empty, String.Empty);
var huobi = new Huobi(String.Empty, String.Empty);
var gate = new Gate(String.Empty, String.Empty);
for (int i = 0; i < 10; i++)
{
// Get OrderBooks
binance.sendReq("GET /api/v1/depth !symbol=BTCUSDT&limit=50");
kucoin.sendReq("GET /v1/open/orders symbol=BTC-USDT");
huobi.sendReq("GET /market/depth symbol=btcusdt&type=step1");
gate.sendReq("GET 1/orderBook/btc_usdt");
while (isSomeStockWaiting(new dynamic[] { binance, kucoin, huobi, gate }))
{
Thread.Sleep(1);
}
// Get best Purchase price for BTC from OrderBooks
string result = $"{i}. ";
result += $"Binance:{binance.responseData.getJsonValueAfterKeys(new string[] { "asks" }).getInnerFloat().ToString(" 0.00 ")} ";
result += $"Kucoin:{kucoin.responseData.getJsonValueAfterKeys(new string[] { "data", "SELL" }).getInnerFloat().ToString(" 0.00 ")} ";
result += $"Huobi:{huobi.responseData.getJsonValueAfterKeys(new string[] { "asks" }).getInnerFloat().ToString(" 0.00 ")} ";
result += $"Gate:{gate.responseData.getJsonValueAfterKeys(new string[] { "asks" }).getInnerFloat(", ", helpers.way.reverse).ToString(" 0.00 ")} ";
Console.WriteLine(result);
}
Console.WriteLine($" >>> End >>> ");
}
catch (Exception ex)
{
Console.WriteLine($"Error: {ex.Message}");
}
finally
{
exampleThread = null;
}
}
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);
}
}
static void Main(string[] args)
{
try
{
Console.SetBufferSize(200, 1000);
#region Console Text
Console.WriteLine(" >>> Crypto Stock Exchanges console >>> ");
Console.WriteLine("");
Console.WriteLine("Set current Api-Key: \"key key-string\"");
Console.WriteLine("Set current Api-Secret: \"secret secret-string\"");
Console.WriteLine("Format of api-request: \"apiName method endpoint parameters\"");
Console.WriteLine("Launch thread example: \"cycle\"");
Console.WriteLine("Set nonce amendment: \"amendment IntValue\"");
Console.WriteLine("");
Console.WriteLine(" Examples: ");
Console.WriteLine("binance GET /api/v3/ticker/price !symbol=BTCUSDT");
Console.WriteLine("binance DELETE /api/v3/order symbol=ETHUSDT&orderId=1");
Console.WriteLine("binance GET /api/v1/depth !symbol=ETHUSDT&limit=50");
Console.WriteLine("binance POST /api/v3/order symbol=ETHUSDT&timeInForce=GTC&side=BUY&type=LIMIT&quantity=1&price=1");
Console.WriteLine("gate GET 1/orderBook/eth_usdt");
Console.WriteLine("gate POST 1/private/buy currencyPair=eth_usdt&amount=1&rate=1");
Console.WriteLine("gate POST 1/private/balances");
Console.WriteLine("huobi GET /market/trade symbol=btcusdt");
Console.WriteLine("huobi GET /v1/order/orders symbol=ethusdt&states=filled");
Console.WriteLine("kucoin GET /v1/open/currencies");
Console.WriteLine("kucoin GET /v1/account/USDT/balance");
Console.WriteLine("kucoin POST /v1/order?symbol=ETH-USDT amount=1&price=1&type=BUY");
Console.WriteLine("hitbtc GET /api/2/public/orderbook/BTCUSD?limit=5");
Console.WriteLine("hitbtc AUTH-GET /api/2/trading/balance");
Console.WriteLine("hitbtc AUTH-POST /api/2/order {\"symbol\":\"ethbtc\",\"side\":\"sell\",\"quantity\":0.063,\"price\":0.046016}");
Console.WriteLine("");
Console.WriteLine("Enter empty string for exit");
#endregion
string line;
// Set your api-key & api-secret here (for signature-type requests) or use console
string key = String.Empty;
string secret = String.Empty;
string response = String.Empty;
Int64 noncAm = 0;
do
{
line = Console.ReadLine();
var parts = line.Trim(new char[] { '\t', ' ' }).Split(' ');
parts[0] = parts[0].ToLower();
string content = parts.buildString(" ", 1);
switch (parts[0])
{
case "amendment":
noncAm = Convert.ToInt64(content);
break;
case "cycle":
exampleThread = new Thread(exampleThreadLoop);
exampleThread.Priority = ThreadPriority.Highest;
exampleThread.Start();
break;
case "key":
key = content;
break;
case "secret":
secret = content;
break;
case "binance":
using (var binance = new Binance(key, secret))
{
binance.OnResponseReceived += Api_OnResponseReceived;
binance.nonceAmendment = noncAm;
binance.sendReq(content);
}
break;
case "gate":
using (var gate = new Gate(key, secret))
{
gate.OnResponseReceived += Api_OnResponseReceived;
gate.sendReq(content);
}
break;
case "huobi":
using (var huobi = new Huobi(key, secret))
{
huobi.OnResponseReceived += Api_OnResponseReceived;
huobi.sendReq(content);
}
break;
case "kucoin":
using (var kucoin = new Kucoin(key, secret))
{
kucoin.OnResponseReceived += Api_OnResponseReceived;
kucoin.nonceAmendment = noncAm;
kucoin.sendReq(content);
}
break;
case "hitbtc":
using (var hitbtc = new Hitbtc(key, secret))
{
hitbtc.OnResponseReceived += Api_OnResponseReceived;
hitbtc.sendReq(content);
}
break;
default:
Console.WriteLine("Wrong command");
break;
}
} while (line.Length > 0);
}
catch (Exception ex)
{
Console.WriteLine("Error: " + ex.Message);
Console.ReadLine();
}
}
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);
}
}
