From 944bcbe694fc09b8647c5bcc3915058c5dce8d89 Mon Sep 17 00:00:00 2001 From: kyh <1329522@naver.com> Date: Sun, 24 Nov 2024 20:41:21 +0900 Subject: [PATCH] =?UTF-8?q?3=EB=B6=84=EB=B4=89=20=EC=B2=98=EB=A6=AC=20?= =?UTF-8?q?=EB=B0=8F=20time=20stamp=EB=A1=9C=20=EC=B2=98=EB=A6=AC=20?= =?UTF-8?q?=ED=95=98=EB=8F=84=EB=A1=9D=20=EC=88=98=EC=A0=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- BitgetApi/CommonProperty.cs | 4 +- .../IndicatorProcess.cs | 768 ++++++++++++++---- BitgetApi/WebService/WebConnection.cs | 4 + 3 files changed, 633 insertions(+), 143 deletions(-) diff --git a/BitgetApi/CommonProperty.cs b/BitgetApi/CommonProperty.cs index c684dee..1c560e8 100644 --- a/BitgetApi/CommonProperty.cs +++ b/BitgetApi/CommonProperty.cs @@ -107,7 +107,8 @@ namespace BitgetAPI BitgetChangePositionMode_Future = 36, [Description("BitgetOrderDetail_FUTURE")] BitgetOrderDetail_Future = 37, - + [Description("BitgetGetTimeStamp")] + BitgetGetTimeStamp = 38 #endregion } @@ -252,6 +253,7 @@ namespace BitgetAPI public static string BitgetURL_ChangeMarginMode_Future = @"https://api.bitget.com/api/v2/mix/account/set-margin-mode"; public static string BitgetURL_ChangePositionMode_Future = @"https://api.bitget.com/api/v2/mix/account/set-position-mode"; public static string BitgetURL_OrderDetail_Future = @"https://api.bitget.com/api/v2/mix/order/detail"; + public static string BitgetURL_GetTimestamp = @"https://api.bitget.com/api/v2/public/time"; #endregion } diff --git a/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs b/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs index 8116d96..6acf35a 100644 --- a/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs +++ b/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs @@ -31,7 +31,9 @@ namespace BitgetAPI.IndicatorConditionSetup CommonProperty commonProperty = CommonProperty.Instance; //영호 Key - private string YHKIM_AccessKey { get + private string YHKIM_AccessKey + { + get { return options.SelectAPI.AccessKey; } @@ -39,7 +41,8 @@ namespace BitgetAPI.IndicatorConditionSetup // = "bg_f93aa530288b6ec9d62095994c51972a"; private string YHKIM_SecreteKey { - get { + get + { return options.SelectAPI.SecretKey; } }// = "2fce18bcd12ca23a7920c48295a58da031443ea383af8114ed599c1b14ac678e"; @@ -119,12 +122,16 @@ namespace BitgetAPI.IndicatorConditionSetup public Dictionary SellShortStep = new Dictionary(); public Dictionary SellLongStep = new Dictionary(); + public Dictionary FirstShortFlag = new Dictionary(); + public Dictionary FirstLongFlag = new Dictionary(); + + // 전봉이 구름떼 돌파후 시가가 구름떼 위에서 시작하는 것 // 전봉이 구름떼 하락후 시가가 구름떼 밑에서 시작하는 것 public void calProcess() { - + IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup(); MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup(); @@ -145,7 +152,7 @@ namespace BitgetAPI.IndicatorConditionSetup //var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]); - + // 추후 공통화 및 소스정리 필요 while (true) @@ -250,7 +257,7 @@ namespace BitgetAPI.IndicatorConditionSetup // 시간별로 정렬하기 (임시 리스트) var candleDatas = findedMarket.candleDataList[interval]; var candleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList(); - + var candleData = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument); if (candleData == null) continue; @@ -272,6 +279,13 @@ namespace BitgetAPI.IndicatorConditionSetup ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전봉); movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전봉); + candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1); + var candleData_전전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument); + + if (candleData_전전전봉 == null) continue; + ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전전봉); + movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전전봉); + if (checked구름떼상향돌파 && candleData_전봉.Open < candleData_전봉.IchimokData.상한선 && candleData.Open > candleData.IchimokData.상한선 && candleData.Low > candleData.IchimokData.상한선 && candleData.Close > candleData.IchimokData.상한선) { @@ -313,7 +327,7 @@ namespace BitgetAPI.IndicatorConditionSetup // 없으면 생성 if (signalData == null) - { + { var price = candleData.Close; var rate = (candleData.Close / candleData.Open) * 100 - 100; @@ -348,6 +362,17 @@ namespace BitgetAPI.IndicatorConditionSetup // 24,72 낮은값 var 낮은값_72_24 = Math.Min(candleData.movingAverageDataList[72].Value, candleData.movingAverageDataList[24].Value); + // 24,72 높은값 + var 높은값_8_12 = Math.Max(candleData.movingAverageDataList[8].Value, candleData.movingAverageDataList[12].Value); + // 24,72 낮은값 + var 낮은값_8_12 = Math.Min(candleData.movingAverageDataList[8].Value, candleData.movingAverageDataList[12].Value); + + var 전전전봉4 = candleData_전전전봉.movingAverageDataList[4].Value; + var 전전전봉8 = candleData_전전전봉.movingAverageDataList[8].Value; + var 전전전봉12 = candleData_전전전봉.movingAverageDataList[12].Value; + var 전전전봉24 = candleData_전전전봉.movingAverageDataList[24].Value; + var 전전전봉72 = candleData_전전전봉.movingAverageDataList[72].Value; + var 전전봉4 = candleData_전전봉.movingAverageDataList[4].Value; var 전전봉8 = candleData_전전봉.movingAverageDataList[8].Value; var 전전봉12 = candleData_전전봉.movingAverageDataList[12].Value; @@ -377,12 +402,18 @@ namespace BitgetAPI.IndicatorConditionSetup var Bol4 = candleData.movingAverageDataList[4].BolangerValue; var Bol12 = candleData.movingAverageDataList[12].BolangerValue; var Bol24 = candleData.movingAverageDataList[24].BolangerValue; - - if ((int)interval != 5) + + if ((int)interval != 3) { continue; } - + + if(!FirstLongFlag.ContainsKey(market + interval)) + { + FirstLongFlag[market + interval] = false; + FirstShortFlag[market + interval] = false; + } + if (영호조건식_상향돌파) { @@ -398,18 +429,16 @@ namespace BitgetAPI.IndicatorConditionSetup { //사는 시점 if (!UpBuyList.ContainsKey(market + interval)) - { + { if ( - ( - 전전봉4 < 낮은값_72_24_전전봉 && - 전봉4 > 낮은값_72_24_전봉 - && 전봉8 < 낮은값_72_24_전봉 - && 전봉12 < 낮은값_72_24_전봉 - && 전봉4 > 전전봉4 - && 전봉8 > 전전봉8 - && 전봉12 > 전전봉12 - ) - ) + candleData.Close > 현재봉24 && + candleData.High == candleData.Close && candleData.Open < 현재봉24 && + 전봉4 < 전봉24 && + 전봉24 > 전봉72 && + 전봉12 > 전봉4 && 전봉8 > 전봉4 && + 전봉4 > candleData.IchimokData.하한선 && + FirstLongFlag[market + interval] + ) { // 없으면 생성 @@ -438,7 +467,7 @@ namespace BitgetAPI.IndicatorConditionSetup UpBuyList.Add(market + interval, buyDic); SellLongStep.Add(market + interval, 0); - if (LongCount < 2) + if (LongCount < 5) { double size = YHKIM_OrderAmount / price * YHKIM_Leverage; var orderData = FutureOrder(market, FutureMarginMode.isolated, size, price, FutureSide.BuyLong, OrderType.limit, YHKIM_Leverage); @@ -458,9 +487,14 @@ namespace BitgetAPI.IndicatorConditionSetup }; BuyLongList.Add(orderDataDic); LongCount++; - } + } } } + else + { + if(!FirstLongFlag[market + interval] && 현재봉4 < 낮은값_72_24) + FirstLongFlag[market + interval] = true; + } } //파는 시점 else @@ -468,74 +502,64 @@ namespace BitgetAPI.IndicatorConditionSetup var buyItem = UpBuyList[market + interval]; if (interval < MCandleTimeType.H1) { - var com = ((DateTime)buyItem["BuyDate"]).Minute + (int)interval; - - if ((nowTime.Minute == 0 ? 60 : nowTime.Minute) < (com > 59 ? com - 60: com)) - { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval * 2); + if (nowTime < buyTime) continue; - } } //임시로 처리 else { - var com = ((DateTime)buyItem["BuyDate"]).Hour + ((int)interval / 60); - if ((nowTime.Hour == 0 ? 24 : nowTime.Hour) < (com > 23 ? com - 24 : com)) - { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval * 2); + if (nowTime < buyTime) continue; - } } - var compareVal = 낮은값_72_24; + var compareVal = 높은값_72_24; var val = SellLongStep[market + interval]; - if (val < 100) + var sellFlag = false; + + if (val == 0) { - if (현재봉4 > 높은값_72_24) + if (높은값_72_24 < 현재봉4) { - SellLongStep[market + interval] = 100; - val = 100; - + val = 1; } - else - { - if(val != 1) - { - if (낮은값_72_24 < 현재봉8 || 현재봉4 < 현재봉8) - { - SellLongStep[market + interval] = 1; - val = 1; - } - } - } - } - if(val > 100) - { - if(val != 101) - { - if (높은값_72_24 > 현재봉8) - { - SellLongStep[market + interval] = 101; - val = 101; - } - } } - if(val == 100) + if (val == 1) + { + if (현재봉4 > 현재봉8) + { + if (현재봉8 > 높은값_72_24) + { + val = 2; + + } + } + } + + if (val == 0) + { + sellFlag = true; + } + else if (val == 1) { compareVal = 높은값_72_24; } - else if(val == 101) + else if (val == 2) { compareVal = 현재봉8; } - else if(val == 1) + + SellLongStep[market + interval] = val; + + if (전봉8 > 현재봉8 || 현재봉4 > compareVal) { - compareVal = 현재봉12; + sellFlag = true; } - - if (현재봉4 < compareVal) + if (sellFlag) { - double.TryParse(buyItem["Price"].ToString(), out var buyPrice); var resultRate = ((price - buyPrice) / buyPrice) * 100; @@ -621,15 +645,15 @@ namespace BitgetAPI.IndicatorConditionSetup { //사는 시점 if (!DownBuyList.ContainsKey(market + interval)) - { - if ( - 전전봉4 > 높은값_72_24_전전봉 - && 전봉4 < 높은값_72_24_전봉 - && 전봉8 > 높은값_72_24_전봉 - && 전봉12 > 높은값_72_24_전봉 - && 전봉4 < 전전봉4 - && 전봉8 < 전전봉8 - && 전봉12 < 전전봉12 + { + if ( + candleData.Close < 현재봉24 && + candleData.Low == candleData.Close && candleData.Open > 현재봉24 && + 전봉4 > 전봉24 && + 전봉24 < 전봉72 && + 전봉12 < 전봉4 && 전봉8 < 전봉4 && + 전봉4 < candleData.IchimokData.상한선 && + FirstShortFlag[market + interval] ) { @@ -659,8 +683,8 @@ namespace BitgetAPI.IndicatorConditionSetup DownBuyList.Add(market + interval, buyDic); SellShortStep.Add(market + interval, 0); - - if (ShortCount < 2) + + if (ShortCount < 5) { double size = YHKIM_OrderAmount / price * YHKIM_Leverage; var orderData = FutureOrder(market, FutureMarginMode.isolated, size, price, FutureSide.BuyShort, OrderType.limit, YHKIM_Leverage); @@ -683,6 +707,14 @@ namespace BitgetAPI.IndicatorConditionSetup } } } + else + { + if (!FirstShortFlag[market + interval] && 현재봉4 > 높은값_72_24) + { + FirstShortFlag[market + interval] = true; + } + + } } //파는 시점 else @@ -690,69 +722,68 @@ namespace BitgetAPI.IndicatorConditionSetup var buyItem = DownBuyList[market + interval]; if (interval < MCandleTimeType.H1) { - if ((nowTime.Minute == 0 ? 60 : nowTime.Minute) < ((DateTime)buyItem["BuyDate"]).Minute + (int)interval) - { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval * 2); + if (nowTime < buyTime) continue; - } } //임시로 처리 else { - if ((nowTime.Hour == 0 ? 24 : nowTime.Hour) < ((DateTime)buyItem["BuyDate"]).Hour + ((int)interval / 60)) - { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval * 2); + if (nowTime < buyTime) continue; - } - } - - var compareVal = 높은값_72_24; + } + var compareVal = 낮은값_72_24; var val = SellShortStep[market + interval]; - if (val < 100) + var sellFlag = false; + + if (val == 0) { - if (현재봉4 < 낮은값_72_24) - { - SellShortStep[market + interval] = 100; - val = 100; - - } - else - { - if (val != 1) - { - if (높은값_72_24 > 현재봉8 || 현재봉4 < 현재봉8) - { - SellShortStep[market + interval] = 1; - val = 1; - } - } - } - } - if (val > 100) - { - if (val != 101) - { - if (낮은값_72_24 > 현재봉8) - { - SellShortStep[market + interval] = 101; - val = 101; - } - } + if (낮은값_72_24 > 현재봉4) + { + val = 1; + } } - if (val == 100) + if(val == 1) { + if (현재봉4 < 현재봉8) + { + if (현재봉8 < 낮은값_72_24) + { + val = 2; + + } + } + } + + if(val == 0) + { + sellFlag = true; + } + else if(val == 1) { compareVal = 낮은값_72_24; } - else if (val == 101) + else if(val == 2) { compareVal = 현재봉8; } - else if (val == 1) + + + + if (전봉8 > 현재봉8 || 현재봉4 > compareVal) { - compareVal = 현재봉12; + sellFlag = true; } + SellShortStep[market + interval] = val; - if (현재봉4 < compareVal) + if (전봉8 < 현재봉8 || 현재봉4 > compareVal) + { + sellFlag = true; + } + + if (sellFlag) { double.TryParse(buyItem["Price"].ToString(), out var buyPrice); var resultRate = ((price - buyPrice) / buyPrice) * 100; @@ -773,7 +804,7 @@ namespace BitgetAPI.IndicatorConditionSetup DownResultList.Add(result); DownBuyList.Remove(market + interval); - SellLongStep.Remove(market + interval); + SellShortStep.Remove(market + interval); var orderDic = BuyShortList.FirstOrDefault(t => t["MarketName"].ToString() == market); if (orderDic != null) @@ -833,14 +864,11 @@ namespace BitgetAPI.IndicatorConditionSetup Console.WriteLine(e.Message); } } - } - + } public Dictionary GetPendingOrders() { - var timeSpan = DateTime.Now; - - var timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/order/orders-pending"; @@ -854,11 +882,25 @@ namespace BitgetAPI.IndicatorConditionSetup return (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetPendingOrder_Future, BitgetURL_PendingOrders_Future, null, MCandleTimeType.M1, "", "", nvc); } + public long GetTimeStamp() + { + + var result = (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetGetTimeStamp, BitgetURL_GetTimestamp, null, MCandleTimeType.M1, "", "", null); + if (result == null) + { + return 0; + } + var data = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(result["data"])); + long.TryParse(data["serverTime"].ToString(), out var returnData); + return returnData; + } + + public List> GetFutureAccountList() { - var timeSpan = DateTime.Now; + - var timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/account/accounts"; @@ -874,9 +916,9 @@ namespace BitgetAPI.IndicatorConditionSetup public Dictionary CancelFutureOrder(string symbol, string orderId) { - var timeSpan = DateTime.Now; + - var timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/order/cancel-order"; var postStr = "{\"symbol\" : \"" + symbol + "\", \"orderId\" : \"" + orderId + "\", \"productType\" : \"usdt-futures\" , \"marginCoin\" : \"USDT\"}"; @@ -892,9 +934,9 @@ namespace BitgetAPI.IndicatorConditionSetup public Dictionary ChangeFuturePositionMode(FuturePositionMode mode) { - var timeSpan = DateTime.Now; + - var timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/account/set-position-mode"; var postStr = "{\"productType\" : \"USDT-FUTURES\", \"posMode\" : \"" + Utils.Convertor.GetEnumDescription((Enum)mode) + "\"}"; @@ -911,12 +953,12 @@ namespace BitgetAPI.IndicatorConditionSetup public Dictionary GetFutureOrderDetail(string symbol, string orderId) { - var timeSpan = DateTime.Now; - var timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + + var timestamp = GetTimeStamp().ToString(); // sell은 ClientOID 가 필요 var orderDetailStr = "/api/v2/mix/order/detail"; - timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + timestamp = GetTimeStamp().ToString(); var orderDetailnvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "GET", orderDetailStr, "symbol="+symbol.ToString()+"&orderId="+orderId.ToString()+"&productType=USDT-FUTURES", null, YHKIM_SecreteKey) }, @@ -960,9 +1002,9 @@ namespace BitgetAPI.IndicatorConditionSetup if (orderType == OrderType.market) price = 0; - var timeSpan = DateTime.Now; + - var timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/order/place-order"; @@ -984,7 +1026,7 @@ namespace BitgetAPI.IndicatorConditionSetup } var leverageStr = "{\"symbol\": \"" + symbol + "\", \"productType\": \"USDT-FUTURES\", \"marginCoin\": \"USDT\", \"leverage\": \"" + leverage.ToString() + "\", \"holdSide\": \"" + (futureSide == FutureSide.BuyShort ? "short" : "long") + "\"}"; - timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + timestamp = GetTimeStamp().ToString(); var nvcLeverage = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "POST", "/api/v2/mix/account/set-leverage", "", leverageStr, YHKIM_SecreteKey)}, @@ -992,12 +1034,13 @@ namespace BitgetAPI.IndicatorConditionSetup {"ACCESS-TIMESTAMP", timestamp} }; result = (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeLeverage_Future, BitgetURL_ChangeLeverage_Future, null, MCandleTimeType.M1, leverageStr, "", nvcLeverage); - if (result == null ||result["msg"]?.ToString() != "success") + if (result == null || result["msg"]?.ToString() != "success") { return null; } } - else { + else + { var result = CancelFutureOrder(symbol, id); if (result == null || result["msg"]?.ToString() != "success") { @@ -1008,7 +1051,7 @@ namespace BitgetAPI.IndicatorConditionSetup var postStr = "{\"symbol\": \"" + symbol + "\", \"productType\": \"usdt-futures\", \"marginMode\": \"" + Utils.Convertor.GetEnumDescription((Enum)marginMode) + "\", \"marginCoin\": \"USDT\", \"size\": \"" + size.ToString() + "\", \"price\": \"" + price.ToString() + "\", \"side\": \"" + side + "\", " + "\"tradeSide\": \"" + tradeSide + "\", \"orderType\": \"" + Utils.Convertor.GetEnumDescription((Enum)orderType) + "\", \"force\": \"gtc\", \"clientOid\": \"" + id + "\" }"; - timestamp = (((DateTimeOffset)timeSpan).ToUnixTimeSeconds() * 1000).ToString(); + timestamp = GetTimeStamp().ToString(); var nvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "POST", reqStr, "", postStr, YHKIM_SecreteKey)}, @@ -1537,7 +1580,6 @@ if (영호조건식_상향돌파 || 영호조건식_하향돌파) } */ - /* if (영호조건식_상향돌파 || 영호조건식_하향돌파) { @@ -2357,6 +2399,448 @@ if (영호조건식_상향돌파 || 영호조건식_하향돌파) } + double.TryParse(orderDic["Price"].ToString(), out var buyPriceValue); + //var detail = GetFutureOrderDetail(market, sellOrderDic["orderId"]); + //var detailOrderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(detail["data"])); + + //double.TryParse(detailOrderDic["price"].ToString(), out var sellPriceValue); + + var resultRateData = ((price - buyPriceValue) / buyPriceValue) * 100; + + var orderResult = new Dictionary() + { + { "MarketName", market }, + { "BuyDate", orderDic["BuyDate"]}, + { "BuyPrice", orderDic["Price"] }, + { "Type", "하향"}, + { "MCandleTimeType", (int)interval }, + { "BuyCandle", buyItem["Candle"] }, + { "SellDate", nowTime}, + { "SellPrice", price }, + { "SellCandle", candleData }, + { "Rate", resultRateData } + }; + ResultList.Add(orderResult); + BuyShortList.Remove(orderDic); + ShortCount--; + } + } + } + } + catch (Exception e) + { + Console.WriteLine(e.Message); + } + } + } + */ +/* +if (영호조건식_상향돌파 || 영호조건식_하향돌파) + { + // 24,72 높은값 + var 높은값_72_24_전전봉 = Math.Max(candleData_전전봉.movingAverageDataList[72].Value, candleData_전전봉.movingAverageDataList[24].Value); + // 24,72 낮은값 + var 낮은값_72_24_전전봉 = Math.Min(candleData_전전봉.movingAverageDataList[72].Value, candleData_전전봉.movingAverageDataList[24].Value); + // 24,72 높은값 + var 높은값_72_24_전봉 = Math.Max(candleData_전봉.movingAverageDataList[72].Value, candleData_전봉.movingAverageDataList[24].Value); + // 24,72 낮은값 + var 낮은값_72_24_전봉 = Math.Min(candleData_전봉.movingAverageDataList[72].Value, candleData_전봉.movingAverageDataList[24].Value); + + // 24,72 높은값 + var 높은값_72_24 = Math.Max(candleData.movingAverageDataList[72].Value, candleData.movingAverageDataList[24].Value); + // 24,72 낮은값 + var 낮은값_72_24 = Math.Min(candleData.movingAverageDataList[72].Value, candleData.movingAverageDataList[24].Value); + + var 전전봉4 = candleData_전전봉.movingAverageDataList[4].Value; + var 전전봉8 = candleData_전전봉.movingAverageDataList[8].Value; + var 전전봉12 = candleData_전전봉.movingAverageDataList[12].Value; + var 전전봉24 = candleData_전전봉.movingAverageDataList[24].Value; + var 전전봉72 = candleData_전전봉.movingAverageDataList[72].Value; + + var 전봉4 = candleData_전봉.movingAverageDataList[4].Value; + var 전봉8 = candleData_전봉.movingAverageDataList[8].Value; + var 전봉12 = candleData_전봉.movingAverageDataList[12].Value; + var 전봉24 = candleData_전봉.movingAverageDataList[24].Value; + var 전봉72 = candleData_전봉.movingAverageDataList[72].Value; + + var 현재봉4 = candleData.movingAverageDataList[4].Value; + var 현재봉8 = candleData.movingAverageDataList[8].Value; + var 현재봉12 = candleData.movingAverageDataList[12].Value; + var 현재봉24 = candleData.movingAverageDataList[24].Value; + var 현재봉72 = candleData.movingAverageDataList[72].Value; + + + var 전봉Bol4 = candleData_전봉.movingAverageDataList[4].BolangerValue; + var 전봉Bol12 = candleData_전봉.movingAverageDataList[12].BolangerValue; + var 전봉Bol24 = candleData_전봉.movingAverageDataList[24].BolangerValue; + + var 전전봉Bol4 = candleData_전전봉.movingAverageDataList[4].BolangerValue; + var 전전봉Bol12 = candleData_전전봉.movingAverageDataList[12].BolangerValue; + var 전전봉Bol24 = candleData_전전봉.movingAverageDataList[24].BolangerValue; + var Bol4 = candleData.movingAverageDataList[4].BolangerValue; + var Bol12 = candleData.movingAverageDataList[12].BolangerValue; + var Bol24 = candleData.movingAverageDataList[24].BolangerValue; + + if ((int)interval != 15) + { + continue; + } + + + if (영호조건식_상향돌파) + { + var price = candleData.Close; + var rate = (candleData.Close / candleData.Open) * 100 - 100; + var indicatorPrice = candleData.Open; + var indicatorRate = (candleData.Close / indicatorPrice) * 100 - 100; + + var description = string.Format("{0} 72,24,4 상승", strInterval); + var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description)); + + try + { + //사는 시점 + if (!UpBuyList.ContainsKey(market + interval)) + { + if ( + ( + 전전봉4 < 높은값_72_24_전전봉 && + 전봉4 > 높은값_72_24_전봉 + && 전봉8 < 높은값_72_24_전봉 + && 전봉12 < 높은값_72_24_전봉 + && 전봉4 > 전전봉4 + && 전봉8 > 전전봉8 + && 전봉12 > 전전봉12 + && 전봉4 > candleData_전봉.IchimokData.하한선 + ) + ) + { + + // 없으면 생성 + if (signalData == null) + { + SignalInfoData signalInfoData = new SignalInfoData(); + signalInfoData.SignalStart = nowTime; + signalInfoData.MarketName = market; + signalInfoData.Description = description; + signalInfoData.Rate = rate; + signalInfoData.Price = price; + signalInfoData.IndicatorPrice = indicatorPrice; + signalInfoData.IndicatorRate = indicatorRate; + signalInfoData.MCandleTimeType = interval; + + signals_SD.Add(signalInfoData); + } + var buyDic = new Dictionary + { + { "MarketName", market }, + { "BuyDate", nowTime }, + { "Price", price }, + { "MCandleTimeType", (int)interval }, + { "Candle", candleData } + }; + + UpBuyList.Add(market + interval, buyDic); + SellLongStep.Add(market + interval, 0); + if (LongCount < 5) + { + double size = YHKIM_OrderAmount / price * YHKIM_Leverage; + var orderData = FutureOrder(market, FutureMarginMode.isolated, size, price, FutureSide.BuyLong, OrderType.limit, YHKIM_Leverage); + if (orderData != null) + { + var orderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(orderData["data"])); + + var orderDataDic = new Dictionary + { + { "MarketName", market }, + { "BuyDate", nowTime }, + { "Price", price }, + { "MCandleTimeType", (int)interval }, + { "Candle", candleData }, + { "Size", size }, + { "orderId", orderDic["orderId"] } + }; + BuyLongList.Add(orderDataDic); + LongCount++; + } + } + } + } + //파는 시점 + else + { + var buyItem = UpBuyList[market + interval]; + if (interval < MCandleTimeType.H1) + { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval); + if (nowTime < buyTime) + continue; + } + //임시로 처리 + else + { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval); + if (nowTime < buyTime) + continue; + } + + var compareVal = 높은값_72_24; + var val = SellLongStep[market + interval]; + var sellFlag = false; + + if (val != 101) + { + if (높은값_72_24 < 현재봉8) + { + SellLongStep[market + interval] = 101; + val = 101; + } + } + + if (val == 101) + { + compareVal = 현재봉8; + } + + if (candleData_전봉.Close < candleData_전봉.Open && + candleData_전전봉.Close < candleData_전전봉.Open && + candleData_전전전봉.Close < candleData_전전전봉.Open) + sellFlag = true; + + if (현재봉4 < compareVal || sellFlag) + { + + double.TryParse(buyItem["Price"].ToString(), out var buyPrice); + var resultRate = ((price - buyPrice) / buyPrice) * 100; + + var result = new Dictionary() + { + { "MarketName", market }, + { "BuyDate", buyItem["BuyDate"]}, + { "Type", "상향"}, + { "BuyPrice", buyPrice }, + { "MCandleTimeType", (int)interval }, + { "BuyCandle", buyItem["Candle"] }, + { "SellDate", nowTime}, + { "SellPrice", price }, + { "SellCandle", candleData }, + { "Rate", resultRate } + }; + + UpResultList.Add(result); + UpBuyList.Remove(market + interval); + SellLongStep.Remove(market + interval); + + var orderDic = BuyLongList.FirstOrDefault(t => t["MarketName"].ToString() == market); + + if (orderDic != null) + { + double.TryParse(orderDic["Size"].ToString(), out var size); + var sellOrder = FutureOrder(market, FutureMarginMode.isolated, size, 0, FutureSide.SellLong, OrderType.market, YHKIM_Leverage, orderDic["orderId"].ToString()); + + if (sellOrder != null) + { + var sellOrderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(sellOrder["data"])); + } + else + { + Log.Error("Sell 안됨 확인 필요"); + } + double.TryParse(orderDic["Price"].ToString(), out var buyPriceValue); + //var detail = GetFutureOrderDetail(market, sellOrderDic["orderId"]); + //var detailOrderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(detail["data"])); + + //double.TryParse(detailOrderDic["price"].ToString(), out var sellPriceValue); + + var resultRateData = ((price - buyPriceValue) / buyPriceValue) * 100; + + var orderResult = new Dictionary() + { + { "MarketName", market }, + { "BuyDate", orderDic["BuyDate"]}, + { "BuyPrice", orderDic["Price"] }, + { "Type", "상향"}, + { "MCandleTimeType", (int)interval }, + { "BuyCandle", buyItem["Candle"] }, + { "SellDate", nowTime}, + { "SellPrice", price}, + { "SellCandle", candleData }, + { "Rate", resultRateData } + }; + ResultList.Add(orderResult); + BuyLongList.Remove(orderDic); + LongCount--; + } + + } + } + + } + catch (Exception e) + { + + } + } + if (영호조건식_하향돌파) + { + var price = candleData.Close; + var rate = (candleData.Close / candleData.Open) * 100 - 100; + var indicatorPrice = candleData.Open; + var indicatorRate = (candleData.Close / indicatorPrice) * 100 - 100; + + var description = string.Format("{0} 72,24,4 하락", strInterval); + var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description)); + + try + { + //사는 시점 + if (!DownBuyList.ContainsKey(market + interval)) + { + if ( + 전전봉4 > 낮은값_72_24_전전봉 + && 전봉4 < 낮은값_72_24_전봉 + && 전봉8 > 낮은값_72_24_전봉 + && 전봉12 > 낮은값_72_24_전봉 + && 전봉4 < 전전봉4 + && 전봉8 < 전전봉8 + && 전봉12 < 전전봉12 + && candleData_전봉.IchimokData.상한선 > 전봉4 + ) + { + + // 없으면 생성 + if (signalData == null) + { + SignalInfoData signalInfoData = new SignalInfoData(); + signalInfoData.SignalStart = nowTime; + signalInfoData.MarketName = market; + signalInfoData.Description = description; + signalInfoData.Rate = rate; + signalInfoData.Price = price; + signalInfoData.IndicatorPrice = indicatorPrice; + signalInfoData.IndicatorRate = indicatorRate; + signalInfoData.MCandleTimeType = interval; + + signals_SD.Add(signalInfoData); + } + var buyDic = new Dictionary + { + { "MarketName", market }, + { "BuyDate", nowTime }, + { "Price", price }, + { "MCandleTimeType", (int)interval }, + { "Candle", candleData } + }; + + DownBuyList.Add(market + interval, buyDic); + SellShortStep.Add(market + interval, 0); + + if (ShortCount < 5) + { + double size = YHKIM_OrderAmount / price * YHKIM_Leverage; + var orderData = FutureOrder(market, FutureMarginMode.isolated, size, price, FutureSide.BuyShort, OrderType.limit, YHKIM_Leverage); + if (orderData != null) + { + var orderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(orderData["data"])); + + var orderDataDic = new Dictionary + { + { "MarketName", market }, + { "BuyDate", nowTime }, + { "Price", price }, + { "MCandleTimeType", (int)interval }, + { "Candle", candleData }, + { "Size", size }, + { "orderId", orderDic["orderId"] } + }; + BuyShortList.Add(orderDataDic); + ShortCount++; + } + } + } + } + //파는 시점 + else + { + var buyItem = DownBuyList[market + interval]; + if (interval < MCandleTimeType.H1) + { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval); + if (nowTime < buyTime) + continue; + } + //임시로 처리 + else + { + var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes((int)interval); + if (nowTime < buyTime) + continue; + } + + var compareVal = 낮은값_72_24; + var val = SellShortStep[market + interval]; + var sellFlag = false; + + if (val != 101) + { + if (낮은값_72_24 > 현재봉8) + { + SellShortStep[market + interval] = 101; + val = 101; + } + } + + if (val == 101) + { + compareVal = 현재봉8; + } + + + if (candleData_전봉.Close > candleData_전봉.Open && + candleData_전전봉.Close > candleData_전전봉.Open && + candleData_전전전봉.Close > candleData_전전전봉.Open) + sellFlag = true; + + + if (현재봉4 > compareVal || sellFlag) + { + double.TryParse(buyItem["Price"].ToString(), out var buyPrice); + var resultRate = ((price - buyPrice) / buyPrice) * 100; + + var result = new Dictionary() + { + { "MarketName", market }, + { "BuyDate", buyItem["BuyDate"]}, + { "BuyPrice", buyPrice }, + { "Type", "하향"}, + { "MCandleTimeType", (int)interval }, + { "BuyCandle", buyItem["Candle"] }, + { "SellDate", nowTime}, + { "SellPrice", price }, + { "SellCandle", candleData }, + { "Rate", resultRate } + }; + + DownResultList.Add(result); + DownBuyList.Remove(market + interval); + SellLongStep.Remove(market + interval); + var orderDic = BuyShortList.FirstOrDefault(t => t["MarketName"].ToString() == market); + + if (orderDic != null) + { + double.TryParse(orderDic["Size"].ToString(), out var size); + var sellOrder = FutureOrder(market, FutureMarginMode.isolated, size, 0, FutureSide.SellShort, OrderType.market, YHKIM_Leverage, orderDic["orderId"].ToString()); + + if (sellOrder != null) + { + var sellOrderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(sellOrder["data"])); + } + else + { + Log.Error("Sell 안됨 확인 필요"); + } + + double.TryParse(orderDic["Price"].ToString(), out var buyPriceValue); //var detail = GetFutureOrderDetail(market, sellOrderDic["orderId"]); //var detailOrderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(detail["data"])); diff --git a/BitgetApi/WebService/WebConnection.cs b/BitgetApi/WebService/WebConnection.cs index e5e532a..cf86f43 100644 --- a/BitgetApi/WebService/WebConnection.cs +++ b/BitgetApi/WebService/WebConnection.cs @@ -295,6 +295,10 @@ namespace BitgetAPI.WebService { return JsonConvert.DeserializeObject>(resResult); } + case ExchangeWebReqType.BitgetGetTimeStamp: + { + return JsonConvert.DeserializeObject>(resResult); + } #endregion } }