using BitgetApi.Data; using BitgetApi.IndicatorConditionSetup; using BitgetApi.IndicatorData; using BitgetAPI.Data; using BitgetAPI.WebService; using DevExpress.XtraGrid.Views.Base; using Newtonsoft.Json; using Serilog; using Serilog.Debugging; using System; using System.Collections.Generic; using System.Collections.Specialized; using System.Diagnostics; using System.Linq; using System.Security.Cryptography; using static BitgetAPI.CommonProperty; namespace BitgetAPI.IndicatorConditionSetup { public class IndicatorProcess { GlobalOptions options = GlobalOptions.Instance; CommonProperty commonProperty = CommonProperty.Instance; //영호 Key private string YHKIM_AccessKey { get { return options.SelectAPI.AccessKey; } } // = "bg_f93aa55288b6ec9d62095994c51972a"; private string YHKIM_SecreteKey { get { return options.SelectAPI.SecretKey; } }// = "2fce18bcd12ca23a7920c48295a58da031443ea383af8114ed599c1b14ac678e"; private string YHKIM_PassphraseKey { get { return options.SelectAPI.PassphraseKey; } }// = "dudgh0505"; private double YHKIM_Leverage { get { return options.Leverage; } } private double YHKIM_OrderAmount { get { return options.OrderAmount; } } // 스레드 시작/종료 플래그 public bool Is_th_SignalInfo; public Dictionary> 전저고점 = new Dictionary>(); public List checkedMarkets; public List intervalList; // 신호검색 리스트 작성 // 신호 Long 상승 (구매) public List signals_LU = null; // 신호 Short 하락 (구매) public List signals_SD = null; // 검색현황 Long 하락 (판매) public List signals_LD = null; // 검색현황 Short 상승 (판매) public List signals_SU = null; public TimeSpan sesstionTime; // 조건식 설정 상태 public bool checked구름떼상향돌파 = false; public bool checked구름떼하향돌파 = false; public bool 영호조건식_상향돌파 = false; public bool 영호조건식_하향돌파 = false; //구매 리스트 public Dictionary> UpBuyList = new Dictionary>(); //결과 리스트 public List> UpResultList = new List>(); //구매 리스트 public Dictionary> DownBuyList = new Dictionary>(); //결과 리스트 public List> DownResultList = new List>(); public Dictionary UpList = new Dictionary(); public Dictionary UpBuyValue = new Dictionary(); public Dictionary DownList = new Dictionary(); public Dictionary DownBuyValue = new Dictionary(); public int LongCount = 0; public int ShortCount = 0; public List> BuyLongList = new List>(); public List> BuyShortList = new List>(); public List> ResultList = new List>(); public Dictionary> SellShortStep = new Dictionary>(); public Dictionary> SellLongStep = new Dictionary>(); //public Dictionary BuyShortStep = new Dictionary(); //public Dictionary BuyLongStep = new Dictionary(); //public Dictionary BuyShortStepStampData = new Dictionary(); //public Dictionary BuyLongStepStampData = new Dictionary(); public Dictionary FirstFlag = new Dictionary(); // 전봉이 구름떼 돌파후 시가가 구름떼 위에서 시작하는 것 // 전봉이 구름떼 하락후 시가가 구름떼 밑에서 시작하는 것 public void calProcess() { var range = 34; IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup(); MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup(); TradingViewConditionSetup tradingViewConditionSetup = new TradingViewConditionSetup(); SMABandConditionSetup sMABandConditionSetup = new SMABandConditionSetup(); signals_LU.Clear(); signals_SD.Clear(); signals_LD.Clear(); signals_SU.Clear(); //시작시 한번만 하면됨(양방향) ChangeFuturePositionMode(FuturePositionMode.hedge_mode); //GetFutureAccountList(); //order 로직 //var orderDatas = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, (double)0.549, FutureSide.BuyShort, OrderType.limit, 10); //var orderDic = JsonConvert.DeserializeObject>(JsonConvert.SerializeObject(orderData["data"])); //var orderValue = new Dictionary(); //orderValue.Add("orderId", orderDic["orderId"]); //var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]); var totalImperseMACDData = new Dictionary>(); // 추후 공통화 및 소스정리 필요 while (true) { try { if (!Is_th_SignalInfo) break; //Thread.Sleep(200); var nowTime = DateTime.Now; // 특정 시간 이후 삭제 foreach (var item in signals_LU.ToList()) { // 시간 지나면 삭제 if (item.SignalStart + sesstionTime < nowTime) { signals_LU.Remove(item); continue; } var findedMarket = commonProperty.candleDataLists.Find(i => i.ConGoodsData.MarketName == item.MarketName); var lastCandleData = findedMarket.candleDataList[item.MCandleTimeType].OrderBy(i => i.Argument).ToList().Last(); if (lastCandleData.IchimokData != null) { if (checked구름떼상향돌파 || 영호조건식_상향돌파) { item.Price = lastCandleData.Close; item.Rate = (lastCandleData.Close / lastCandleData.Open) * 100 - 100; item.IndicatorRate = (lastCandleData.Close / item.IndicatorPrice) * 100 - 100; } } } foreach (var item in signals_SD.ToList()) { // 시간 지나면 삭제 if (item.SignalStart + sesstionTime < nowTime) { signals_SD.Remove(item); continue; } var findedMarket = commonProperty.candleDataLists.Find(i => i.ConGoodsData.MarketName == item.MarketName); var candleDataList = findedMarket.candleDataList[item.MCandleTimeType].OrderBy(i => i.Argument).ToList(); if (candleDataList != null && candleDataList.Count > 0) { var lastCandleData = candleDataList.Last(); if (lastCandleData.IchimokData != null) { if (checked구름떼하향돌파 || 영호조건식_하향돌파) { item.Price = lastCandleData.Close; item.Rate = (lastCandleData.Close / lastCandleData.Open) * 100 - 100; item.IndicatorRate = (lastCandleData.Close / item.IndicatorPrice) * 100 - 100; } } } } foreach (var item in signals_LD.ToList()) if (item.SignalStart + sesstionTime < nowTime) signals_SU.Remove(item); foreach (var item in signals_SU.ToList()) if (item.SignalStart + sesstionTime < nowTime) signals_SD.Remove(item); // 체크된 마켓 정보 foreach (string market in checkedMarkets) { var findedMarket = commonProperty.candleDataLists.Find(i => i.ConGoodsData.MarketName == market); var enumList = Enum.GetValues(typeof(CommonProperty.MCandleTimeType)); Array.Reverse(enumList); foreach (CommonProperty.MCandleTimeType interval in enumList) { // Description var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval); if (!intervalList.Contains(strInterval)) continue; //if (nowTime.Minute == 0 && nowTime.Hour == 24 && 전저고점Flag) //{ // 전저고점.Clear(); // 전저고점Flag = false; //} if (!FirstFlag.ContainsKey(market + strInterval + "Long")) { FirstFlag.Add(market + strInterval + "Long", false); FirstFlag.Add(market + strInterval + "Short", false); //var dic = new Dictionary //{ // { "전고가", 0 }, // { "전저가", 0 }, // { "전전고가", 0 }, // { "전전저가", 0 }, // { "전전전저가", 0 }, // { "전전전고가", 0 }, // { "전전전전저가", 0 }, // { "전전전전고가", 0 }, // { "tempHighVal", 0 }, // { "tempLowVal", 0 }, // { "tempHigh2Val", 0 }, // { "tempLow2Val", 0 }, // { "tempHigh3Val", 0 }, // { "tempLow3Val", 0 }, // { "tempHigh4Val", 0 }, // { "tempLow4Val", 0 }, // { "switchLowVal", 0 }, // { "switchHighVal", 0 } //}; //전저고점.Add(market + strInterval, dic); //var candleDatas_Temp = findedMarket.candleDataList[interval]; //var candleDatas_정렬_Temp = candleDatas_Temp.OrderBy(i => i.Argument).ToList(); //var candleDatas_Temp_List = new List(); //totalImperseMACDData[market + strInterval] = new Dictionary(); //for (var i = 0; i < 199; i++) // candleDatas_Temp_List.Add(candleDatas_정렬_Temp[i]); //for (var i = 199; i < candleDatas_정렬_Temp.Count; i++) //{ // var candleData_Main = candleDatas_정렬_Temp[i]; // if (candleData_Main == null) continue; // candleDatas_Temp_List.Add(candleData_Main); // ichimokuConditionSetup.calIchimokuData(candleDatas_Temp_List, candleData_Main); // movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_Temp_List, candleData_Main); // if (i > 210) // { // var 현재봉4_Temp = candleDatas_Temp_List[i].movingAverageDataList[4].Value; // var 전봉4_Temp = candleDatas_Temp_List[i - 1].movingAverageDataList[4].Value; // var 전전봉4_Temp = candleDatas_Temp_List[i - 2].movingAverageDataList[4].Value; // var 전전전봉4_Temp = candleDatas_Temp_List[i - 3].movingAverageDataList[4].Value; // var returnVal = Calculate전고점(market, strInterval, interval, 전봉4_Temp, 전전봉4_Temp, 전전전봉4_Temp, candleDatas_Temp_List[candleDatas_Temp_List.Count - 1]); // } //} } //else { // if(nowTime.Minute > 0 && nowTime.Hour == 24) // 전저고점Flag = true; //} //if (!BuyShortStep.ContainsKey(market)) //{ // BuyShortStep[market] = 0; // BuyLongStep[market] = 0; //} //if (!(전저고점.ContainsKey(market + "30m"))) // continue; #region 30분봉 처리 var candleDatas_30 = findedMarket.candleDataList[MCandleTimeType.M30]; var candleDatas_30_정렬 = candleDatas_30.OrderBy(i => i.Argument).ToList(); var candleDatas_30_TempList = candleDatas_30.OrderBy(i => i.Argument).ToList(); var candleData_30 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument); if (candleData_30 == null) continue; ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30); movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30); candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1); var candleData_30_전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument); if (candleData_30_전봉 == null) continue; ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전봉); movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전봉); candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1); var candleData_30_전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument); if (candleData_30_전전봉 == null) continue; ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전봉); movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전봉); candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1); var candleData_30_전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument); if (candleData_30_전전전봉 == null) continue; ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전봉); movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전봉); candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1); var candleData_30_전전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument); if (candleData_30_전전전전봉 == null) continue; ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전전봉); movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전전봉); #endregion //var 저고점 = 전저고점[market + strInterval]; if (영호조건식_상향돌파 || 영호조건식_하향돌파) { if (영호조건식_상향돌파) { var price = candleData_30.Close; var rate = (candleData_30.Close / candleData_30.Open) * 100 - 100; var indicatorPrice = candleData_30.Open; var indicatorRate = (candleData_30.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)); //전 저점 계산 try { //사는 시점 if (!UpBuyList.ContainsKey(market)) { if (!FirstFlag[market + strInterval + "Long"]) { if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.LongSell, true)) { FirstFlag[market + strInterval + "Long"] = true; } } if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.LongBuy, true) && FirstFlag[market + strInterval + "Long"] //&& 저고점["전저가"] > 저고점["전전저가"] ) { //BuyLongStep[market] = 0; // 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 }, //{ "Flag", 저고점["전저가"] > 저고점["전전저가"] }, { "MCandleTimeType", (int)interval }, { "CandleTime", candleData_30.Argument }, { "Candle", candleData_30 } }; UpBuyList.Add(market, buyDic); var dic = new Dictionary { [1] = true, [2] = false, [3] = false, [4] = false, [5] = false }; SellLongStep.Add(market, dic); if (LongCount < 5) { double size = YHKIM_OrderAmount / price * YHKIM_Leverage; var orderData = FutureOrder(market, FutureMarginMode.isolated, size, 0, FutureSide.BuyLong, OrderType.market, 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_30 }, { "Size", size }, { "orderId", orderDic["orderId"] } }; BuyLongList.Add(orderDataDic); LongCount++; } } } } //파는 시점 else { var buyItem = UpBuyList[market]; if (interval < MCandleTimeType.H1) { var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(30); if (nowTime < buyTime) continue; } //임시로 처리 else { var buyTime = ((DateTime)buyItem["BuyDate"]).AddHours((int)interval / 60); if (nowTime < buyTime) continue; } var sellFlag = false; //if (!flag) //{ // if (저고점["전저가"] > 저고점["전전저가"]) // buyItem["Flag"] = true; //} //else //{ // if (저고점["전저가"] < 저고점["전전저가"] || 저고점["전저가"] > candleData_30_전봉.Close) // sellFlag = true; //} if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.LongSell, true) || sellFlag) { double.TryParse(buyItem["Price"].ToString(), out var buyPrice); var resultRate = ((price - buyPrice) / buyPrice) * 100; //BuyLongStep[market] = 0; 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_30 }, { "Rate", resultRate } }; UpResultList.Add(result); UpBuyList.Remove(market); SellLongStep.Remove(market); 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_30 }, { "Rate", resultRateData } }; ResultList.Add(orderResult); BuyLongList.Remove(orderDic); LongCount--; } } } } catch (Exception e) { } } if (영호조건식_하향돌파) { var price = candleData_30.Close; var rate = (candleData_30.Close / candleData_30.Open) * 100 - 100; var indicatorPrice = candleData_30.Open; var indicatorRate = (candleData_30.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)) { if (!FirstFlag[market + strInterval + "Short"]) { if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.ShortSell, true)) { FirstFlag[market + strInterval + "Short"] = true; } } if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.ShortBuy, true) && FirstFlag[market + strInterval + "Short"]) { //BuyShortStep[market] = 0; // 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 }, { "CandleTime", candleData_30.Argument }, { "Candle", candleData_30 } }; DownBuyList.Add(market, buyDic); var dic = new Dictionary { [1] = true, [2] = false, [3] = false, [4] = false, [5] = false }; SellShortStep.Add(market, dic); if (ShortCount < 5) { double size = YHKIM_OrderAmount / price * YHKIM_Leverage; var orderData = FutureOrder(market, FutureMarginMode.isolated, size, 0, FutureSide.BuyShort, OrderType.market, 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_30 }, { "Size", size }, { "orderId", orderDic["orderId"] } }; BuyShortList.Add(orderDataDic); ShortCount++; } } } } //파는 시점 else { var buyItem = DownBuyList[market]; if (interval < MCandleTimeType.H1) { var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(30); if (nowTime < buyTime) continue; } //임시로 처리 else { var buyTime = ((DateTime)buyItem["BuyDate"]).AddHours((int)interval / 60); if (nowTime < buyTime) continue; } var sellFlag = false; //if (!flag) //{ // if (저고점["전고가"] < 저고점["전전고가"]) // buyItem["Flag"] = true; //} //else //{ // if (저고점["전고가"] > 저고점["전전고가"] || 저고점["전고가"] < candleData_30_전봉.Close) // sellFlag = true; //} if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.ShortSell, true) || sellFlag) { //BuyShortStep[market] = 0; 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_30 }, { "Rate", resultRate } }; DownResultList.Add(result); DownBuyList.Remove(market); SellShortStep.Remove(market); 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"])); //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_30 }, { "Rate", resultRateData } }; ResultList.Add(orderResult); BuyShortList.Remove(orderDic); ShortCount--; } } } } catch (Exception e) { Console.WriteLine(e.Message); } } } } } } catch (Exception e) { Console.WriteLine(e.Message); } } } public bool Calculate전고점(string market, string strInterval, MCandleTimeType type, double 전봉, double 전전봉, double 전전전봉, CandleData candleData) { var 저고점 = 전저고점[market + strInterval]; //전저가 if (전봉 > 전전봉 && 전전봉 < 전전전봉 && 저고점["tempHighVal"] >= 저고점["tempLowVal"] && 저고점["tempLowVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() && ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() - 저고점["tempHighVal"] >= 120 * (int)type) { 저고점["tempLow4Val"] = 저고점["tempLowVal"]; 저고점["tempLowVal"] = 저고점["tempLow2Val"]; 저고점["tempLow2Val"] = 저고점["tempLowVal"]; 저고점["tempLowVal"] = ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds(); 저고점["switchLowVal"] = 저고점["전전전전저가"]; 저고점["전전전전저가"] = 저고점["전전저가"]; 저고점["전전전저가"] = 저고점["전전저가"]; 저고점["전전저가"] = 저고점["전저가"]; 저고점["전저가"] = 전전봉; 저고점["Type"] = 0; } else if (전봉 > 전전봉 && 전전봉 < 전전전봉 && 저고점["tempHighVal"] < 저고점["tempLowVal"] && 저고점["tempLowVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() && ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() - 저고점["tempHighVal"] >= 120 * (int)type) { if (저고점["전저가"] > 전전봉) { 저고점["tempLowVal"] = ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds(); 저고점["전저가"] = 전전봉; } 저고점["Type"] = 0; } else if (전봉 > 전전봉 && 전전봉 < 전전전봉 && 저고점["tempLowVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() && ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() - 저고점["tempHighVal"] < 120 * (int)type) { //이전으로 초기화 작업(High) 저고점["전고가"] = 저고점["전전고가"]; 저고점["전전고가"] = 저고점["전전전고가"]; 저고점["전전전고가"] = 저고점["전전전전고가"]; 저고점["Type"] = 0; 저고점["전전전전고가"] = 저고점["switchLowVal"]; 저고점["tempHighVal"] = 저고점["tempHigh2Val"]; 저고점["tempHigh2Val"] = 저고점["tempHighVal"]; 저고점["tempHighVal"] = 저고점["tempHigh4Val"]; if (저고점["전저가"] > 전전봉) 저고점["전저가"] = 전전봉; } //전고가 if (전전봉 > 전봉 && 전전봉 > 전전전봉 && 저고점["tempHighVal"] <= 저고점["tempLowVal"] && 저고점["tempHighVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() && ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() - 저고점["tempLowVal"] >= 120 * (int)type) { 저고점["tempHigh4Val"] = 저고점["tempHighVal"]; 저고점["tempHighVal"] = 저고점["tempHigh2Val"]; 저고점["tempHigh2Val"] = 저고점["tempHighVal"]; 저고점["tempHighVal"] = ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds(); 저고점["switchHighVal"] = 저고점["전전전전고가"]; 저고점["전전전전고가"] = 저고점["전전전고가"]; 저고점["전전전고가"] = 저고점["전전고가"]; 저고점["전전고가"] = 저고점["전고가"]; 저고점["Type"] = 1; 저고점["전고가"] = 전전봉; } else if (전전봉 > 전봉 && 전전봉 > 전전전봉 && 저고점["tempHighVal"] > 저고점["tempLowVal"] && 저고점["tempHighVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() && ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() - 저고점["tempLowVal"] >= 120 * (int)type) { if (저고점["전고가"] < 전전봉) { 저고점["tempHighVal"] = ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds(); 저고점["전고가"] = 전전봉; } } else if (전전봉 > 전봉 && 전전봉 > 전전전봉 && 저고점["tempHighVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() && ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds() - 저고점["tempLowVal"] < 120 * (int)type) { //이전으로 초기화 작업(Low) 저고점["전저가"] = 저고점["전전저가"]; 저고점["전전저가"] = 저고점["전전전저가"]; 저고점["전전전저가"] = 저고점["전전전전저가"]; 저고점["전전전전저가"] = 저고점["switchHighVal"]; 저고점["Type"] = 1; 저고점["tempLowVal"] = 저고점["tempLow2Val"]; 저고점["tempLow2Val"] = 저고점["tempLowVal"]; 저고점["tempLowVal"] = 저고점["tempLow4Val"]; if (저고점["전고가"] < 전전봉) 저고점["전고가"] = 전전봉; } if (저고점["전전전저가"] == 0 || 저고점["전전전고가"] == 0) return false; return true; } public Dictionary GetPendingOrders() { var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/order/orders-pending"; var nvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "GET", reqStr, "productType=USDT-FUTURES", null, YHKIM_SecreteKey) }, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP",timestamp} }; return (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetPendingOrder_Future, BitgetURL_PendingOrders_Future, null, MCandleTimeType.M30, "", "", nvc); } public long GetTimeStamp() { var result = (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetGetTimeStamp, BitgetURL_GetTimestamp, null, MCandleTimeType.M30, "", "", 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 timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/account/accounts"; var nvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "GET", reqStr, "productType=USDT-FUTURES", null, YHKIM_SecreteKey) }, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP",timestamp} }; return (List>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetAccountList_Future, BitgetURL_AccountList_Future, null, MCandleTimeType.M30, "", "", nvc); } public Dictionary CancelFutureOrder(string symbol, string orderId) { var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/order/cancel-order"; var postStr = "{\"symbol\" : \"" + symbol + "\", \"orderId\" : \"" + orderId + "\", \"productType\" : \"usdt-futures\" , \"marginCoin\" : \"USDT\"}"; var nvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "POST", reqStr, "", postStr, YHKIM_SecreteKey)}, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP", timestamp} }; return (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetCancelOrder_Future, BitgetURL_CancelOrder_Future, null, MCandleTimeType.M30, postStr, "", nvc); } public Dictionary ChangeFuturePositionMode(FuturePositionMode mode) { var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/account/set-position-mode"; var postStr = "{\"productType\" : \"USDT-FUTURES\", \"posMode\" : \"" + Utils.Convertor.GetEnumDescription((Enum)mode) + "\"}"; var nvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "POST", reqStr, "", postStr, YHKIM_SecreteKey)}, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP", timestamp} }; return (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangePositionMode_Future, BitgetURL_ChangePositionMode_Future, null, MCandleTimeType.M30, postStr, "", nvc); } public Dictionary GetFutureOrderDetail(string symbol, string orderId) { var timestamp = GetTimeStamp().ToString(); // sell은 ClientOID 가 필요 var orderDetailStr = "/api/v2/mix/order/detail"; 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) }, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP",timestamp} }; return (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrderDetail_Future, BitgetURL_OrderDetail_Future + "?symbol=" + symbol.ToString() + "&orderId=" + orderId.ToString() + "&productType=USDT-FUTURES", null, MCandleTimeType.M30, "", "", orderDetailnvc); } public Dictionary FutureOrder(string symbol, FutureMarginMode marginMode, double size, double price, FutureSide futureSide, OrderType orderType, double leverage, string id = "") { var side = ""; var tradeSide = ""; if (futureSide == FutureSide.BuyShort) { id = Guid.NewGuid().ToString(); side = "sell"; tradeSide = "open"; } else if (futureSide == FutureSide.BuyLong) { id = Guid.NewGuid().ToString(); side = "buy"; tradeSide = "Open"; } else if (futureSide == FutureSide.SellShort) { side = "sell"; tradeSide = "close"; } else if (futureSide == FutureSide.SellLong) { side = "buy"; tradeSide = "close"; } if (orderType == OrderType.market) price = 0; var timestamp = GetTimeStamp().ToString(); var reqStr = "/api/v2/mix/order/place-order"; if (futureSide == FutureSide.BuyShort || futureSide == FutureSide.BuyLong) { //change margin mode 이후 leverage 처리 해야 함 var changeMarginModeStr = "{\"symbol\": \"" + symbol + "\", \"productType\": \"usdt-futures\", \"marginCoin\": \"USDT\", \"marginMode\": \"" + Utils.Convertor.GetEnumDescription((Enum)marginMode) + "\"}"; var nvcMargin = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "POST", "/api/v2/mix/account/set-margin-mode", "", changeMarginModeStr, YHKIM_SecreteKey)}, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP", timestamp} }; var result = (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeMarginMode_Future, BitgetURL_ChangeMarginMode_Future, null, MCandleTimeType.M30, changeMarginModeStr, "", nvcMargin); if (result == null || result["msg"]?.ToString() != "success") { return null; } var leverageStr = "{\"symbol\": \"" + symbol + "\", \"productType\": \"USDT-FUTURES\", \"marginCoin\": \"USDT\", \"leverage\": \"" + leverage.ToString() + "\", \"holdSide\": \"" + (futureSide == FutureSide.BuyShort ? "short" : "long") + "\"}"; 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)}, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP", timestamp} }; result = (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeLeverage_Future, BitgetURL_ChangeLeverage_Future, null, MCandleTimeType.M30, leverageStr, "", nvcLeverage); if (result == null || result["msg"]?.ToString() != "success") { return null; } } else { var result = CancelFutureOrder(symbol, id); if (result == null || result["msg"]?.ToString() != "success") { Log.Error("Sell에서 Cancel관련 Error"); } } 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 = GetTimeStamp().ToString(); var nvc = new NameValueCollection { {"ACCESS-KEY", YHKIM_AccessKey}, {"ACCESS-SIGN", GenerateSignString(timestamp, "POST", reqStr, "", postStr, YHKIM_SecreteKey)}, {"ACCESS-PASSPHRASE", YHKIM_PassphraseKey }, {"ACCESS-TIMESTAMP", timestamp} }; return (Dictionary)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrder_Future, BitgetURL_BuySellOrder_Future, null, MCandleTimeType.M30, postStr, "", nvc); } public string GenerateSignString(string timestamp, string method, string requestPath, string queryString, string body, string secretKey) { method = method.ToUpper(); body = body == null ? "" : body; queryString = string.IsNullOrWhiteSpace(queryString) ? "" : "?" + queryString; string preHash = timestamp + method + requestPath + queryString + body; var encSecretKey_byteData = System.Text.Encoding.UTF8.GetBytes(secretKey); var encPreHash_byteData = System.Text.Encoding.UTF8.GetBytes(preHash); return Convert.ToBase64String(new HMACSHA256(encSecretKey_byteData).ComputeHash(encPreHash_byteData)); } public void calIchimokuProcess_Add() { } public void calIchimokuProcess_Update() { } } }