// where exchange like "BINANCE"
// where symbol like "ETHUSDT"
private void BuySellIndicatorTask(string exchange, string symbol)
{
//Console.WriteLine("DateTime,Exchange,Symbol,C60,C30,C15,C5,C1,Indicators,Bid,Ask");
Console.WriteLine("DateTime,Exchange,Symbol,C60,C30,C5,C1,Indicators,Bid,Ask");
string prevIndicators = ".........";
string prevSignal = "";
while (true)
{
var now = DateTime.Now;
var timeString = now.ToString("yyyy-MM-dd HH:mm:ss");
var c60 = CandlesMACD(exchange, symbol, 60);
var c30 = CandlesMACD(exchange, symbol, 30);
//var c15 = CandlesMACD(exchange, symbol, 15);
var c5 = CandlesMACD(exchange, symbol, 5);
var c1 = CandlesMACD(exchange, symbol, 1);
// TODO: Also use spikes in "bar volume" to indicate significant bars (i.e. beginning/end of longer trends)
//var indicators = GetIndicators(c1.Last(), c5.Last(), c15.Last(), c30.Last(), c60.Last());
var indicators = GetIndicators(c1.Last(), c5.Last(), c30.Last(), c60.Last());
var signal = GetSignal(indicators);
var ticker = m_api[exchange].GetTicker(symbol);
//Console.WriteLine("{0} [{1,-8} {2}] |{3,6:0.00} |{4,6:0.00} |{5,6:0.00} |{6,6:0.00} |{7,6:0.00} | {8} {9} b:{10} a:{11}", timeString, exchange, symbol, c60.Last(), c30.Last(), c15.Last(), c5.Last(), c1.Last(), indicators, signal, ticker.Bid, ticker.Ask);
//Console.WriteLine("{0},{1},{2},{3:0.00},{4:0.00},{5:0.00},{6:0.00},{7:0.00},{8},{9},{10}", timeString, exchange, symbol, c60.Last(), c30.Last(), c15.Last(), c5.Last(), c1.Last(), indicators, ticker.Bid, ticker.Ask);
Console.WriteLine("{0},{1},{2},{3:0.000},{4:0.000},{5:0.000},{6:0.000},{7},{8},{9},{10}", timeString, exchange, symbol, c60.Last(), c30.Last(), c5.Last(), c1.Last(), indicators, ticker.Bid, ticker.Ask, signal);
// If the indicators have changed, publish a Prowl message
if (signal != prevSignal && signal != "(no bias)")
{
var shortTimeString = now.ToString("MMM-dd HH:mm:ss");
if (m_notify) m_prowl.Send(signal, string.Format("{0} {1}:{2}", shortTimeString, ticker.Bid, ticker.Ask));
}
prevIndicators = indicators;
prevSignal = signal;
Thread.Sleep(20000);
}
}
private void ScalperTask(XSymbol xs, OrderSide initSide, decimal initPrice, decimal amount, decimal scalp)
{
Console.WriteLine("\n===== Starting Scalper {0} init_price:{1:0.00000000} amount:{2} scalp:{3:0.00000000} =====", xs, initPrice, amount, scalp);
var api = m_api[xs.Exchange];
string strategyId = "scalper";
ExchangeOrderResult working;
if (initSide == OrderSide.Sell)
{
working = m_om.PlaceOrder(api, xs.Symbol, initSide, initPrice + scalp, amount, strategyId);
}
else
{
working = m_om.PlaceOrder(api, xs.Symbol, initSide, initPrice - scalp, amount, strategyId);
}
Console.WriteLine("\n NEW working order >>> {0} ", working.ToStr());
int count = 0;
while (true)
{
Thread.Sleep(m_testOnly ? 25000 : 15000);
var t = api.GetTicker(xs.Symbol);
//if (working.Result == ExchangeAPIOrderResult.Filled)
// If our working order has been filled
if (m_orders.Where(o => o.OrderId == working.OrderId).Count() == 0)
{
var buySell = working.IsBuy ? "BOT" : "SOLD";
var prowlEvt = string.Format("Fill {0} {1} {2:0.00000000}", working.Symbol, buySell, working.Price);
if (working.IsBuy)
{
working = m_om.PlaceOrder(api, xs.Symbol, OrderSide.Sell, initPrice + scalp, amount, strategyId);
}
else
{
working = m_om.PlaceOrder(api, xs.Symbol, OrderSide.Buy, initPrice - scalp, amount, strategyId);
}
Console.WriteLine("\n*** {0} ***\n NEW working order >>> {1}", prowlEvt, working.ToStr());
m_prowl.Send(prowlEvt, working.ToMsgStr());
}
else if (Math.Abs(t.Last - initPrice) > 2 * scalp) // if price breakout of range
{
string dir = "up";
if (t.Last < initPrice)
{
dir = "down";
}
if (working.Side() == initSide)
{
m_om.Cancel(working);
}
initPrice = t.Last;
if (initSide == OrderSide.Sell)
{
working = m_om.PlaceOrder(api, xs.Symbol, initSide, initPrice + scalp, amount, strategyId);
}
else
{
working = m_om.PlaceOrder(api, xs.Symbol, initSide, initPrice - scalp, amount, strategyId);
}
Console.WriteLine("\n*** Price Breakout {0} {1} ***\n NEW working order >>> {2} ", xs.Symbol, dir, working.ToStr());
//m_prowl.Send(string.Format("Breakout {0} {1}", working.Symbol, dir), working.ToMsgStr());
}
if (count % 4 == 0)
{
Console.Write(".");
}
//if (count % 10 == 0) Console.WriteLine("{0}", working.ToStr());
}
}