public static async Task Main(string[] args)
{
// set bot settings
const string token = "ETHBTC";
IBinanceRestClient binanceRestClient = new BinanceRestClient(new BinanceClientConfiguration
{
ApiKey = "<your_api_key>",
SecretKey = "<your_secret_key>"
});
var strategyConfig = new MarketStrategyConfiguration
{
MinOrderVolume = 1.0M,
MaxOrderVolume = 50.0M,
TradeWhenSpreadGreaterThan = .02M
};
// create bot
IMarketBot bot = new MarketMakerBot(
token,
new NaiveMarketMakerStrategy(strategyConfig, Logger),
binanceRestClient,
new BinanceWebSocketClient(binanceRestClient, Logger),
Logger);
// start bot
try
{
await bot.RunAsync();
System.Console.WriteLine("Press Enter to stop bot...");
System.Console.ReadLine();
}
finally
{
bot.Stop();
}
System.Console.WriteLine("Press Enter to exit...");
System.Console.ReadLine();
}
static async Task Main(string[] args)
{
// 1. create connections with exchange
var credentials = new ApiCredentials(ApiKey, Secret);
using IBinanceClient binanceRestClient = new BinanceClient(new BinanceClientOptions { ApiCredentials = credentials });
using IBinanceSocketClient binanceSocketClient = new BinanceSocketClient(new BinanceSocketClientOptions { ApiCredentials = credentials });
// 2. test connection
Logger.Info("Testing connection...");
var pingAsyncResult = await binanceRestClient.PingAsync();
Logger.Info($"Ping {pingAsyncResult.Data} ms");
// 2.1. check permissions
var permissionsResponse = await binanceRestClient.General.GetAPIKeyPermissionsAsync();
if (!permissionsResponse.Success)
{
Logger.Error($"{permissionsResponse.Error?.Message}");
ReadLine();
}
else if (permissionsResponse.Data.IpRestrict | !permissionsResponse.Data.EnableSpotAndMarginTrading)
{
Logger.Error("Insufficient API permissions");
ReadLine();
}
// 3. set bot strategy config
var exchangeInfoResult = binanceRestClient.Spot.System.GetExchangeInfoAsync(Symbol);
var symbolInfo = exchangeInfoResult.Result.Data.Symbols
.Single(s => s.Name.Equals(Symbol, StringComparison.InvariantCultureIgnoreCase));
if (!(symbolInfo.Status == SymbolStatus.Trading && symbolInfo.OrderTypes.Contains(OrderType.Market)))
{
Logger.Error($"Symbol {symbolInfo.Name} doesn't suitable for this strategy");
return;
}
if (symbolInfo.LotSizeFilter == null)
{
Logger.Error($"Cannot define risks strategy for {symbolInfo.Name}");
return;
}
if (symbolInfo.PriceFilter == null)
{
Logger.Error($"Cannot define price precision for {symbolInfo.Name}. Please define it manually.");
return;
}
int pricePrecision = (int)Math.Abs(Math.Log10(Convert.ToDouble(symbolInfo.PriceFilter.TickSize)));
// WARN: set thresholds for strategy here
var strategyConfig = new MarketStrategyConfiguration
{
TradeWhenSpreadGreaterThan = .02M, // or 0.02%, (price spread*min_volume) should be greater than broker's commissions for trade
MinOrderVolume = symbolInfo.LotSizeFilter.MinQuantity * 10,
MaxOrderVolume = symbolInfo.LotSizeFilter.MinQuantity * 100,
QuoteAssetPrecision = symbolInfo.QuoteAssetPrecision,
PricePrecision = pricePrecision,
ReceiveWindow = ReceiveWindow
};
var marketStrategy = new NaiveMarketMakerStrategy(strategyConfig, Logger);
// 3. start bot
IMarketBot bot = new MarketMakerBot(Symbol, marketStrategy, binanceRestClient, binanceSocketClient, Logger);
try
{
await bot.RunAsync();
WriteLine($"Press Enter to stop {Symbol} bot...");
ReadLine();
}
finally
{
bot.Stop();
}
WriteLine("Press Enter to exit...");
ReadLine();
}
public NaiveMarketMakerStrategy(MarketStrategyConfiguration marketStrategyConfig, Logger logger)
{
_marketStrategyConfig = marketStrategyConfig ?? throw new ArgumentNullException(nameof(marketStrategyConfig));
_logger = logger ?? LogManager.GetCurrentClassLogger();
}