static void Vwap(IExchangeAPI api, string exchange, string global_symbol, bool displayTrades = false)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol); // "BTC-KRW" for Bithumb?
//api.GetSymbols().ToList().ForEach(s => Console.WriteLine(s));
//var ticker = api.GetTicker(symbol);
//Console.WriteLine("On the {0} exchange, 1 bitcoin is worth {0} USD.", exchange, ticker.Bid);
var trades = api.GetRecentTrades(symbol);
if (displayTrades)
{
trades.ToList().ForEach(t => t.Print());
}
int tradeCount = trades.Count();
if (tradeCount == 0)
{
Console.WriteLine("Zero trades returned for [{0} {1}].", exchange, symbol);
//Console.WriteLine("[{0} {1}] ({2} trades)", exchange, symbol, tradeCount);
return;
}
var sumPQ = trades.Sum(t => t.Price * t.Amount);
var sumQ = trades.Sum(t => t.Amount);
var vwap = sumPQ / sumQ;
var sortedTrades = trades.OrderBy(t => t.Timestamp);
var firstTime = sortedTrades.First().Timestamp;
var lastTime = sortedTrades.Last().Timestamp;
var minutes = lastTime.Subtract(firstTime).TotalMinutes;
Console.WriteLine("[{0} {1}] ({2} trades) VWAP = {3:0.00000000} first:{4} last:{5} ({6:0.0} minutes)", exchange, symbol, tradeCount, vwap, firstTime, lastTime, minutes);
}
catch (Exception ex)
{
Console.WriteLine("***[{0} {1}] ERROR: {2}***", exchange, global_symbol, ex.Message);
}
}
static string Vwap(IExchangeAPI api, string exchange, string global_symbol, bool displayTrades = false)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol); // "BTC-KRW" for Bithumb?
var trades = api.GetRecentTrades(symbol);
if (displayTrades)
{
trades.ToList().ForEach(t => t.Print());
}
int tradeCount = trades.Count();
if (tradeCount == 0)
{
return($"Zero trades returned for [{exchange} {symbol}].\n");
}
var sumPQ = trades.Sum(t => t.Price * t.Amount);
var sumQ = trades.Sum(t => t.Amount);
var vwap = sumPQ / sumQ;
var sortedTrades = trades.OrderBy(t => t.Timestamp);
var firstTime = sortedTrades.First().Timestamp;
var lastTime = sortedTrades.Last().Timestamp;
var minutes = lastTime.Subtract(firstTime).TotalMinutes;
return(string.Format("[{0} {1}] ({2} trades) VWAP = {3:0.00000000} first:{4} last:{5} ({6:0.0} minutes)\n", exchange, symbol, tradeCount, vwap, firstTime, lastTime, minutes));
}
catch (Exception ex)
{
return(string.Format("***[{0} {1}] ERROR: {2}***\n", exchange, global_symbol, ex.Message));
}
}
private void RecentTrades(IExchangeAPI api, string exchange, string global_symbol, bool displayTrades = false)
{
try
{
var symbol = api.GlobalSymbolToExchangeSymbol(global_symbol); // "BTC-KRW" for Bithumb?
var trades = api.GetRecentTrades(symbol);
if (displayTrades)
{
trades.ToList().ForEach(t => t.Print());
}
int tradeCount = trades.Count();
if (tradeCount == 0)
{
//Console.WriteLine("[{0,-10} {1,9}] {2,5} trades", exchange, symbol, tradeCount);
return;
}
Console.WriteLine("[{0,-10} {1,9}] {2,5} trades", exchange, symbol, tradeCount);
}
catch (Exception ex)
{
//Console.WriteLine("***[{0} {1}] ERROR: {2}***", exchange, global_symbol, ""); //ex.Message);
}
}
