static void MimicStreamingData(BinanceClient client) { foreach (var symbol in AllCurrencies.Select(p => p.Name).ToList()) { Currency currency = AllCurrencies.Where(p => p.Name == symbol).FirstOrDefault(); var sticks = client.GetCandleSticks(currency.Name, Interval, null, DateTime.Now, 500).Result; //Cycle through each "close" like they were real time data. foreach (var stick in sticks) { KlineMessage klineMessage = new KlineMessage(); KlineMessage.KlineData data = new KlineMessage.KlineData { Open = stick.Open, Symbol = currency.Name, EndTime = stick.CloseTime, Close = stick.Close, StartTime = stick.OpenTime }; currency.CalculateTradeAlgorithm(data, client); } } }
public static void CalculateTradeAlgorithm(this Currency currency, KlineData data, BinanceClient client) { DateTime currentTime = UnixTimeStampToDateTime(data.StartTime); DateTime endTime = UnixTimeStampToDateTime(data.EndTime); try { if (currency.CloseTime == data.EndTime) { return; } currency.CloseTime = data.EndTime; //Get the last 99 klines to calc var sticks = client.GetCandleSticks(currency.Name, BinanceAPIMain.Interval, null, currentTime, 99).Result; var sticks1hr = client.GetCandleSticks(currency.Name, TimeInterval.Hours_1, null, currentTime, 200).Result; //Perhaps we calculate the EMA with the latest price, but the previous EMA is the close of the last kline? if (currency.PreviousRSI != -1) { currency.PreviousRSI = currency.RSI.Last(); } currency.EMA12.Clear(); currency.EMA7.Clear(); currency.EMA26.Clear(); currency.EMA99.Clear(); currency.MACD.Clear(); currency.Signal.Clear(); currency.MACDHistogram.Clear(); currency.RSI.Clear(); currency.EMA12 = CalculateEMA(sticks, 12); currency.EMA26 = CalculateEMA(sticks, 26); currency.EMA99 = CalculateEMA(sticks, 99); currency.EMA7 = CalculateEMA(sticks, 7); currency.MACD = SubtractValues(currency.EMA12, currency.EMA26); currency.Signal = CalculateTrendLine(currency.MACD, 9); currency.MACDHistogram = SubtractValues(currency.MACD, currency.Signal); currency.MACDHistPosPercentage = CalcLowestPercentPos(currency.MACDHistogram, 10); currency.RSI = CalculateRSI(sticks, 21); if (currency.PreviousRSI == -1) { currency.PreviousRSI = currency.RSI.Last(); } ConsoleColor color = currency.MACDHistogram.Last() < 0 ? ConsoleColor.Magenta : ConsoleColor.Cyan; BinanceAPIMain.WriteToLog("Symbol " + currency.Name + " Price: " + data.Close + " Close Time:" + endTime + Environment.NewLine + "MACD Histogram: " + currency.MACDHistogram.Last() + Environment.NewLine + "MACD Histogram Lowest 10%: " + currency.MACDHistPosPercentage + Environment.NewLine + "RSI: " + currency.RSI.Last() + Environment.NewLine + "RSI-1: " + currency.PreviousRSI + Environment.NewLine + "Signal: " + currency.Signal.Last() + Environment.NewLine + "EMA99(n): " + Decimal.Round(currency.EMA99.Last(), 7) + " EMA99(n-1): " + Decimal.Round(currency.EMA99[currency.EMA7.Count - 2], 7) + Environment.NewLine + "EMA7(n): " + Decimal.Round(currency.EMA7.Last(), 7) + " EMA7(n-1): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 2], 7) + " EMA7(n-2): " + Decimal.Round(currency.EMA7[currency.EMA7.Count - 3], 7) + Environment.NewLine, color, createFile: false); if (!currency.InTrade && currency.MACDHistogram != null && currency.CycleSeen && currency.MACDHistogram.Last() > currency.MACDHistPosPercentage && currency.EMA7.Last() > (currency.EMA7[currency.EMA7.Count - 2] * (decimal)1.0005) && currency.EMA7[currency.EMA7.Count - 2] > currency.EMA7[currency.EMA7.Count - 3] && currency.EMA99.Last() > currency.EMA99[currency.EMA99.Count() - 2] && currency.RSI.Last() < 60) { if (BinanceAPIMain.Debug == "false") { Trading.ExecuteTrade(client, data, currency, OrderSide.BUY); } else { Trading.ExecuteTradeDebug(client, data, currency, OrderSide.BUY); } } else if (currency.InTrade && (currency.RSI.Last() >= 70 || currency.RSI[currency.RSI.Count() - 2] >= 70) && currency.RSI.Last() < currency.RSI[currency.RSI.Count() - 2] && data.Close > currency.CoinsBought.Min(p => p.Item2)) { if (BinanceAPIMain.Debug == "false") { Trading.ExecuteTrade(client, data, currency, OrderSide.SELL); } else { Trading.ExecuteTradeDebug(client, data, currency, OrderSide.SELL); } currency.InTrade = false; currency.CycleSeen = false; } else if (!currency.CycleSeen && currency.MACDHistogram.Last() < 0 && currency.MACDHistogram != null) { currency.CycleSeen = true; currency.LastTransactionTime = DateTime.Now.AddMinutes(-2); BinanceAPIMain.WriteToLog("Symbol: " + currency.Name + " Cycle Seen: " + currency.CycleSeen.ToString() + Environment.NewLine, ConsoleColor.Cyan); } } catch (Exception ex) { BinanceAPIMain.WriteToLog(currency.Name + ": " + ex.Message + ex.StackTrace + " from currency.CalcAlgorithm" + " at " + DateTime.Now, ConsoleColor.DarkRed); } }