public void Initialize()
{
depth = new MtGoxDepthInfo();
tradeListInFiveMin = new List <MtGoxTrade>();
tradeListInOneMin = new List <MtGoxTrade>();
ticker = new MtGoxTickerItem();
for (int i = 0; i < 100; i++)
{
MtGoxAsk a = new MtGoxAsk();
a.amount = i + 1;
a.price = i + 1;
depth.asks.Add(a);
MtGoxBid b = new MtGoxBid();
b.amount = i + 1;
b.price = i + 1;
depth.bids.Add(b);
MtGoxTrade t = new MtGoxTrade();
t.amount = i + 1;
t.price = i + 1;
tradeListInFiveMin.Add(t);
tradeListInOneMin.Add(t);
}
ticker.last = 5;
}
public bool ShouldExecute(MtGoxDepthInfo depth, List <MtGoxTrade> tradeListInOneMin, List <MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
if (tradeListInOneMin != null && tradeListInOneMin.Count >= 2)
{
return((tradeListInOneMin[0].price - ticker.last) * 100 / tradeListInOneMin[0].price > condition);
}
return(false);
}
public bool ShouldExecute(MtGoxDepthInfo depth, List <MtGoxTrade> tradeListInOneMin, List <MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
if (tradeListInOneMin != null)
{
double amount = 0;
foreach (MtGoxTrade trade in tradeListInOneMin)
{
amount += trade.amount;
}
return(amount > condition);
}
return(false);
}
/// <summary>
/// 0/data/getDepth.php
/// </summary>
public MtGoxDepthInfo getDepth(MtGoxCurrencySymbol currency)
{
try
{
string url = (this.baseURL) + "0/data/getDepth.php?currency=" + currency.ToString();
string postData = "";
string responseStr = (new MtGoxNetTools()).DoAuthenticatedAPIPost(url, apiKey, apiSecret, postData);
MtGoxDepthInfo returnValue = MtGoxDepthInfo.getObjects(responseStr);
return(returnValue);
}
catch (Exception ex)
{
return(null);
}
}
public bool ShouldExecute(MtGoxDepthInfo depth, List <MtGoxTrade> tradeListInOneMin, List <MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
if (depth != null && depth.bids.Count > 10)
{
double dAmount = 0;
int index = 0;
foreach (MtGoxBid bid in depth.bids)
{
if (++index > 10)
{
break;
}
dAmount += bid.amount;
}
return(dAmount > condition);
}
return(false);
}
public bool ComputeNewOrders(MtGoxDepthInfo depth, List <MtGoxTrade> tradeListInOneMin, List <MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, UserInfo user, MtGoxAPIV0 api, List <AutoTradeSettings> autoTradeSettingsList)
{
try
{
double buyPrice = depth.asks[0].price + OrderTol;
double sellPrice = depth.bids[0].price - OrderTol;
int index = 0;
foreach (AutoTradeSettings autoTrade in autoTradeSettingsList)
{
index++;
if (autoTrade.Status == AutoTradeSettings.OrderStatus.Executed)
{
continue;
}
bool execute = false;
foreach (RuleSettings rule in autoTrade.Rules)
{
IAutoTradeRule tradeRule = AutoTradeRuleFactory.CreateAutoTradeRule(rule.RuleIndex);
if (tradeRule != null)
{
execute = tradeRule.ShouldExecute(depth, tradeListInOneMin, tradeListInFiveMin, ticker, rule.RuleCondition);
if (!execute)
{
break;
}
}
}
if (execute)
{
if (autoTrade.Warn)
{
try
{
SoundPlayer player = new SoundPlayer(Path.Combine(SoundFolder, autoTrade.Sound));
player.Play();
}
catch
{
}
}
if (autoTrade.Trade)
{
if (autoTrade.TradeType == AutoTradeSettings.OrderType.Sell)
{
List <MtGoxOrder> order = api.sellBTC(autoTrade.TradeAmount, user.Currency, sellPrice);
}
else
{
List <MtGoxOrder> order = api.buyBTC(autoTrade.TradeAmount, user.Currency, buyPrice);
}
autoTradeSettingsList[index - 1].ExecuteTime = System.DateTime.Now;
autoTradeSettingsList[index - 1].Status = AutoTradeSettings.OrderStatus.Executed;
}
}
}
}
catch (Exception e)
{
throw;
}
return(true);
}
public bool ShouldExecute(MtGoxDepthInfo depth, List <MtGoxTrade> tradeListInOneMin, List <MtGoxTrade> tradeListInFiveMin, MtGoxTickerItem ticker, double condition)
{
return(ticker.last < condition);
}