1371 lines
83 KiB
C#
1371 lines
83 KiB
C#
using BitgetApi.Data;
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using BitgetAPI.Data;
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using BitgetAPI.IndicatorConditionSetup;
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using BitgetAPI.WebService;
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using DevExpress.Internal.WinApi.Windows.UI.Notifications;
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using DevExpress.Utils.DirectXPaint;
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using DevExpress.Utils.Filtering.Internal;
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using DevExpress.Utils.IoC;
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using DevExpress.Xpo.Logger;
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using DevExpress.XtraPrinting.Native;
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using Newtonsoft.Json;
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using Serilog;
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using Serilog.Debugging;
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using System;
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using System.Collections.Generic;
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using System.Collections.Specialized;
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using System.ComponentModel;
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using System.Linq;
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using System.Security.Cryptography;
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using System.Text;
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using System.Threading.Tasks;
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using System.Windows.Forms;
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using static BitgetAPI.CommonProperty;
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using static DevExpress.Utils.Drawing.Helpers.NativeMethods;
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using static System.Windows.Forms.VisualStyles.VisualStyleElement.TextBox;
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namespace BitgetAPI.IndicatorConditionSetup
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{
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public class IndicatorProcess
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{
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GlobalOptions options = GlobalOptions.Instance;
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CommonProperty commonProperty = CommonProperty.Instance;
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//영호 Key
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private string YHKIM_AccessKey
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{
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get
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{
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return options.SelectAPI.AccessKey;
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}
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}
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// = "bg_f93aa560288b6ec9d62095994c51972a";
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private string YHKIM_SecreteKey
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{
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get
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{
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return options.SelectAPI.SecretKey;
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}
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}// = "2fce18bcd12ca23a7920c48295a58da031443ea383af8114ed599c1b14ac678e";
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private string YHKIM_PassphraseKey
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{
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get
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{
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return options.SelectAPI.PassphraseKey;
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}
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}// = "dudgh0505";
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private double YHKIM_Leverage
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{
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get
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{
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return options.Leverage;
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}
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}
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private double YHKIM_OrderAmount
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{
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get
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{
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return options.OrderAmount;
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}
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}
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// 스레드 시작/종료 플래그
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public bool Is_th_SignalInfo;
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public Dictionary<string, Dictionary<string, double>> 전저고점 = new Dictionary<string, Dictionary<string, double>>();
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public List<object> checkedMarkets;
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public List<object> intervalList;
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// 신호검색 리스트 작성
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// 신호 Long 상승 (구매)
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public List<SignalInfoData> signals_LU = null;
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// 신호 Short 하락 (구매)
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public List<SignalInfoData> signals_SD = null;
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// 검색현황 Long 하락 (판매)
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public List<SignalInfoData> signals_LD = null;
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// 검색현황 Short 상승 (판매)
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public List<SignalInfoData> signals_SU = null;
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public TimeSpan sesstionTime;
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// 조건식 설정 상태
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public bool checked구름떼상향돌파 = false;
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public bool checked구름떼하향돌파 = false;
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public bool 영호조건식_상향돌파 = false;
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public bool 영호조건식_하향돌파 = false;
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//구매 리스트
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public Dictionary<string, Dictionary<string, object>> UpBuyList = new Dictionary<string, Dictionary<string, object>>();
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//결과 리스트
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public List<Dictionary<string, object>> UpResultList = new List<Dictionary<string, object>>();
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//구매 리스트
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public Dictionary<string, Dictionary<string, object>> DownBuyList = new Dictionary<string, Dictionary<string, object>>();
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//결과 리스트
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public List<Dictionary<string, object>> DownResultList = new List<Dictionary<string, object>>();
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public Dictionary<string, bool> UpList = new Dictionary<string, bool>();
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public Dictionary<string, double> UpBuyValue = new Dictionary<string, double>();
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public Dictionary<string, bool> DownList = new Dictionary<string, bool>();
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public Dictionary<string, double> DownBuyValue = new Dictionary<string, double>();
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public int LongCount = 0;
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public int ShortCount = 0;
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public List<Dictionary<string, object>> BuyLongList = new List<Dictionary<string, object>>();
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public List<Dictionary<string, object>> BuyShortList = new List<Dictionary<string, object>>();
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public List<Dictionary<string, object>> ResultList = new List<Dictionary<string, object>>();
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public Dictionary<string, Dictionary<int, bool>> SellShortStep = new Dictionary<string, Dictionary<int, bool>>();
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public Dictionary<string, Dictionary<int, bool>> SellLongStep = new Dictionary<string, Dictionary<int, bool>>();
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public Dictionary<string, bool> BuyShortStep = new Dictionary<string, bool>();
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public Dictionary<string, bool> BuyLongStep = new Dictionary<string, bool>();
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public int 전가Flag = 1;
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// 전봉이 구름떼 돌파후 시가가 구름떼 위에서 시작하는 것
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// 전봉이 구름떼 하락후 시가가 구름떼 밑에서 시작하는 것
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public void calProcess()
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{
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IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup();
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MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup();
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signals_LU.Clear();
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signals_SD.Clear();
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signals_LD.Clear();
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signals_SU.Clear();
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//시작시 한번만 하면됨(양방향)
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ChangeFuturePositionMode(FuturePositionMode.hedge_mode);
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//GetFutureAccountList();
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//order 로직
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//var orderDatas = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, (double)0.549, FutureSide.BuyShort, OrderType.limit, 10);
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//var orderDic = JsonConvert.DeserializeObject<Dictionary<string, string>>(JsonConvert.SerializeObject(orderData["data"]));
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//var orderValue = new Dictionary<string, object>();
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//orderValue.Add("orderId", orderDic["orderId"]);
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//var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]);
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// 추후 공통화 및 소스정리 필요
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while (true)
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{
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try
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{
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if (!Is_th_SignalInfo) break;
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//Thread.Sleep(200);
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var nowTime = DateTime.Now;
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// 특정 시간 이후 삭제
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foreach (var item in signals_LU.ToList())
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{
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// 시간 지나면 삭제
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if (item.SignalStart + sesstionTime < nowTime)
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{
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signals_LU.Remove(item);
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continue;
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}
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var findedMarket = commonProperty.candleDataLists.Find(i => i.ConGoodsData.MarketName == item.MarketName);
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var lastCandleData = findedMarket.candleDataList[item.MCandleTimeType].OrderBy(i => i.Argument).ToList().Last();
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if (lastCandleData.IchimokData != null)
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{
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if (checked구름떼상향돌파 || 영호조건식_상향돌파)
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{
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item.Price = lastCandleData.Close;
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item.Rate = (lastCandleData.Close / lastCandleData.Open) * 100 - 100;
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item.IndicatorRate = (lastCandleData.Close / item.IndicatorPrice) * 100 - 100;
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}
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}
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}
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foreach (var item in signals_SD.ToList())
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{
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// 시간 지나면 삭제
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if (item.SignalStart + sesstionTime < nowTime)
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{
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signals_SD.Remove(item);
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continue;
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}
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var findedMarket = commonProperty.candleDataLists.Find(i => i.ConGoodsData.MarketName == item.MarketName);
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var candleDataList = findedMarket.candleDataList[item.MCandleTimeType].OrderBy(i => i.Argument).ToList();
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if (candleDataList != null && candleDataList.Count > 0)
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{
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var lastCandleData = candleDataList.Last();
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if (lastCandleData.IchimokData != null)
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{
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if (checked구름떼하향돌파 || 영호조건식_하향돌파)
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{
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item.Price = lastCandleData.Close;
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item.Rate = (lastCandleData.Close / lastCandleData.Open) * 100 - 100;
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item.IndicatorRate = (lastCandleData.Close / item.IndicatorPrice) * 100 - 100;
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}
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}
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}
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}
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foreach (var item in signals_LD.ToList())
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if (item.SignalStart + sesstionTime < nowTime) signals_SU.Remove(item);
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foreach (var item in signals_SU.ToList())
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if (item.SignalStart + sesstionTime < nowTime) signals_SD.Remove(item);
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// 체크된 마켓 정보
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foreach (string market in checkedMarkets)
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{
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var findedMarket = commonProperty.candleDataLists.Find(i => i.ConGoodsData.MarketName == market);
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var enumList = Enum.GetValues(typeof(CommonProperty.MCandleTimeType));
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Array.Reverse(enumList);
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foreach (CommonProperty.MCandleTimeType interval in enumList)
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{
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// Description
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var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
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if (!intervalList.Contains(strInterval)) continue;
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if (!전저고점.ContainsKey(market + strInterval))
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{
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var dic = new Dictionary<string, double>();
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dic.Add("전고가", 0);
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dic.Add("전저가", 0);
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dic.Add("전전고가", 0);
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dic.Add("전전저가", 0);
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dic.Add("전전전저가", 0);
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dic.Add("전전전고가", 0);
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dic.Add("전전전전저가", 0);
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dic.Add("전전전전고가", 0);
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dic.Add("tempHighVal", 0);
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dic.Add("tempLowVal", 0);
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dic.Add("tempHigh2Val", 0);
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dic.Add("tempLow2Val", 0);
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dic.Add("switchLowVal", 0);
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dic.Add("switchHighVal", 0);
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전저고점.Add(market + strInterval, dic);
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var candleDatas_Temp = findedMarket.candleDataList[interval];
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var candleDatas_정렬_Temp = candleDatas_Temp.OrderBy(i => i.Argument).ToList();
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var candleDatas_Temp_List = new List<CandleData>();
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for (var i = 0; i < 199; i++)
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candleDatas_Temp_List.Add(candleDatas_정렬_Temp[i]);
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for (var i = 199; i < candleDatas_정렬_Temp.Count; i++)
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{
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var candleData_Main = candleDatas_정렬_Temp[i];
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if (candleData_Main == null) continue;
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candleDatas_Temp_List.Add(candleData_Main);
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ichimokuConditionSetup.calIchimokuData(candleDatas_Temp_List, candleData_Main);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_Temp_List, candleData_Main);
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if (i > 210)
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{
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var 현재봉3_Temp = candleDatas_Temp_List[i].movingAverageDataList[3].Value;
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var 전봉3_Temp = candleDatas_Temp_List[i - 1].movingAverageDataList[3].Value;
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var 전전봉3_Temp = candleDatas_Temp_List[i - 2].movingAverageDataList[3].Value;
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var 전전전봉3_Temp = candleDatas_Temp_List[i - 3].movingAverageDataList[3].Value;
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var 전전전전봉3_Temp = candleDatas_Temp_List[i - 4].movingAverageDataList[3].Value;
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var returnVal = Calculate전고점(market, strInterval, interval, 전봉3_Temp, 전전봉3_Temp, 전전전봉3_Temp, 전전전전봉3_Temp, candleDatas_Temp_List[candleDatas_Temp_List.Count - 1]);
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}
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}
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}
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if (!BuyShortStep.ContainsKey(market + strInterval))
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{
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BuyShortStep[market + strInterval] = false;
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BuyLongStep[market + strInterval] = false;
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}
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if (!(전저고점.ContainsKey(market + "1m") && 전저고점.ContainsKey(market + "5m") && 전저고점.ContainsKey(market + "1H")))
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continue;
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#region 1분봉 처리
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// 시간별로 정렬하기 (임시 리스트)
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var candleDatas = findedMarket.candleDataList[MCandleTimeType.M1];
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var candleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
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var candleData = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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if (candleData == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData);
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candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
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var candleData_전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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if (candleData_전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전봉);
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candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
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var candleData_전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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if (candleData_전전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전봉);
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candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
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var candleData_전전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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if (candleData_전전전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전전봉);
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candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
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var candleData_전전전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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if (candleData_전전전전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전전전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전전전봉);
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#endregion
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#region 5분봉 처리
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// 시간별로 정렬하기 (임시 리스트)
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var candleDatas_5 = findedMarket.candleDataList[MCandleTimeType.M5];
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var candleDatas_5_정렬 = candleDatas_5.OrderBy(i => i.Argument).ToList();
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var candleData_5 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
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if (candleData_5 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5);
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candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
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var candleData_5_전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
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if (candleData_5_전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전봉);
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candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
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var candleData_5_전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
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if (candleData_5_전전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전봉);
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candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
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var candleData_5_전전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
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if (candleData_5_전전전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전전봉);
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candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
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var candleData_5_전전전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
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if (candleData_5_전전전전봉 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전전전봉);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전전전봉);
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#endregion
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#region 30분봉 처리
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// 시간별로 정렬하기 (임시 리스트)
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var candleDatas_30 = findedMarket.candleDataList[MCandleTimeType.M30];
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var candleDatas_30_정렬 = candleDatas_30.OrderBy(i => i.Argument).ToList();
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var candleData_30 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
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if (candleData_30 == null) continue;
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ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30);
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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
|
|
|
|
if (checked구름떼상향돌파 && candleData_전봉.Open < candleData_전봉.IchimokData.상한선 && candleData.Open > candleData.IchimokData.상한선 && candleData.Low > candleData.IchimokData.상한선
|
|
&& candleData.Close > candleData.IchimokData.상한선)
|
|
{
|
|
var indicatorPrice = candleData.Open;
|
|
var indicatorRate = (candleData.Close / indicatorPrice) * 100 - 100;
|
|
|
|
var description = string.Format("{0} 구름떼 상승", strInterval);
|
|
var signalData = signals_LU.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
|
|
|
|
// 없으면 생성
|
|
if (signalData == null)
|
|
{
|
|
var price = candleData.Close;
|
|
var rate = (candleData.Close / candleData.Open) * 100 - 100;
|
|
|
|
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_LU.Add(signalInfoData);
|
|
}
|
|
|
|
}
|
|
else if (checked구름떼상향돌파 && candleData_전봉.Open > candleData_전봉.IchimokData.하한선 && candleData.Open < candleData.IchimokData.하한선 && candleData.High < candleData.IchimokData.하한선
|
|
&& candleData.Close < candleData.IchimokData.하한선)
|
|
{
|
|
|
|
var indicatorPrice = candleData.Open;
|
|
var indicatorRate = (candleData.Close / indicatorPrice) * 100 - 100;
|
|
|
|
var description = string.Format("{0} 구름떼 하락", strInterval);
|
|
var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
|
|
|
|
// 없으면 생성
|
|
if (signalData == null)
|
|
{
|
|
var price = candleData.Close;
|
|
var rate = (candleData.Close / candleData.Open) * 100 - 100;
|
|
|
|
|
|
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);
|
|
}
|
|
}
|
|
|
|
if (영호조건식_상향돌파 || 영호조건식_하향돌파)
|
|
{
|
|
|
|
#region Main 봉 계산
|
|
|
|
var 전전전봉3 = candleData_전전전봉.movingAverageDataList[3].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 전전전봉36 = candleData_전전전봉.movingAverageDataList[36].Value;
|
|
var 전전전봉72 = candleData_전전전봉.movingAverageDataList[72].Value;
|
|
var 전전전봉40 = candleData_전전전봉.movingAverageDataList[40].Value;
|
|
|
|
var 전전전전봉3 = candleData_전전전전봉.movingAverageDataList[3].Value;
|
|
|
|
var 전전봉3 = candleData_전전봉.movingAverageDataList[3].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 전전봉36 = candleData_전전봉.movingAverageDataList[36].Value;
|
|
var 전전봉72 = candleData_전전봉.movingAverageDataList[72].Value;
|
|
|
|
var 전전봉144 = candleData_전전봉.movingAverageDataList[144].Value;
|
|
var 전전봉20 = candleData_전전봉.movingAverageDataList[20].Value;
|
|
var 전전봉40 = candleData_전전봉.movingAverageDataList[40].Value;
|
|
var 전전봉120 = candleData_전전봉.movingAverageDataList[120].Value;
|
|
var 전전봉160 = candleData_전전봉.movingAverageDataList[160].Value;
|
|
//var 전전봉240 = candleData_전전봉.movingAverageDataList[240].Value;
|
|
var 전전봉80 = candleData_전전봉.movingAverageDataList[80].Value;
|
|
//var 전전봉480 = candleData_전전봉.movingAverageDataList[480].Value;
|
|
|
|
var 전봉3 = candleData_전봉.movingAverageDataList[3].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 전봉36 = candleData_전봉.movingAverageDataList[36].Value;
|
|
var 전봉48 = candleData_전봉.movingAverageDataList[48].Value;
|
|
var 전봉72 = candleData_전봉.movingAverageDataList[72].Value;
|
|
var 전봉120 = candleData_전봉.movingAverageDataList[120].Value;
|
|
var 전봉144 = candleData_전봉.movingAverageDataList[144].Value;
|
|
|
|
var 전봉20 = candleData_전봉.movingAverageDataList[20].Value;
|
|
var 전봉40 = candleData_전봉.movingAverageDataList[40].Value;
|
|
var 전봉80 = candleData_전봉.movingAverageDataList[80].Value;
|
|
var 전봉160 = candleData_전봉.movingAverageDataList[160].Value;
|
|
//var 전봉240 = candleData_전봉.movingAverageDataList[240].Value;
|
|
//var 전봉480 = candleData_전봉.movingAverageDataList[480].Value;
|
|
|
|
var 현재봉3 = candleData.movingAverageDataList[3].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 현재봉36 = candleData.movingAverageDataList[36].Value;
|
|
var 현재봉20 = candleData.movingAverageDataList[20].Value;
|
|
var 현재봉40 = candleData.movingAverageDataList[40].Value;
|
|
var 현재봉48 = candleData.movingAverageDataList[48].Value;
|
|
var 현재봉72 = candleData.movingAverageDataList[72].Value;
|
|
var 현재봉120 = candleData.movingAverageDataList[120].Value;
|
|
var 현재봉144 = candleData.movingAverageDataList[144].Value;
|
|
//var 현재봉240 = candleData.movingAverageDataList[240].Value;
|
|
var 현재봉160 = candleData.movingAverageDataList[160].Value;
|
|
var 현재봉80 = candleData.movingAverageDataList[80].Value;
|
|
|
|
var 전봉Bol4_Down = candleData_전봉.movingAverageDataList[4].BolangerValue_Down;
|
|
var 전봉Bol12_Down = candleData_전봉.movingAverageDataList[12].BolangerValue_Down;
|
|
var 전봉Bol24_Down = candleData_전봉.movingAverageDataList[24].BolangerValue_Down;
|
|
var 전봉Bol72_Down = candleData_전봉.movingAverageDataList[72].BolangerValue_Down;
|
|
|
|
var 전전봉Bol4_Down = candleData_전전봉.movingAverageDataList[4].BolangerValue_Down;
|
|
var 전전봉Bol12_Down = candleData_전전봉.movingAverageDataList[12].BolangerValue_Down;
|
|
var 전전봉Bol24_Down = candleData_전전봉.movingAverageDataList[24].BolangerValue_Down;
|
|
var 전전봉Bol72_Down = candleData_전전봉.movingAverageDataList[72].BolangerValue_Down;
|
|
|
|
var Bol4_Down = candleData.movingAverageDataList[4].BolangerValue_Down;
|
|
var Bol12_Down = candleData.movingAverageDataList[12].BolangerValue_Down;
|
|
var Bol24_Down = candleData.movingAverageDataList[24].BolangerValue_Down;
|
|
var Bol72_Down = candleData.movingAverageDataList[72].BolangerValue_Down;
|
|
|
|
var 전봉Bol4_Up = candleData_전봉.movingAverageDataList[4].BolangerValue_Up;
|
|
var 전봉Bol12_Up = candleData_전봉.movingAverageDataList[12].BolangerValue_Up;
|
|
var 전봉Bol24_Up = candleData_전봉.movingAverageDataList[24].BolangerValue_Up;
|
|
var 전봉Bol72_Up = candleData_전봉.movingAverageDataList[72].BolangerValue_Up;
|
|
|
|
var 전전봉Bol4_Up = candleData_전전봉.movingAverageDataList[4].BolangerValue_Up;
|
|
var 전전봉Bol12_Up = candleData_전전봉.movingAverageDataList[12].BolangerValue_Up;
|
|
var 전전봉Bol24_Up = candleData_전전봉.movingAverageDataList[24].BolangerValue_Up;
|
|
var 전전봉Bol72_Up = candleData_전전봉.movingAverageDataList[72].BolangerValue_Up;
|
|
|
|
var Bol4_Up = candleData.movingAverageDataList[4].BolangerValue_Up;
|
|
var Bol12_Up = candleData.movingAverageDataList[12].BolangerValue_Up;
|
|
var Bol24_Up = candleData.movingAverageDataList[24].BolangerValue_Up;
|
|
var Bol72_Up = candleData.movingAverageDataList[72].BolangerValue_Up;
|
|
#endregion
|
|
|
|
var 현재봉3_5 = candleData_5.movingAverageDataList[3].Value;
|
|
var 전봉3_5 = candleData_5_전봉.movingAverageDataList[3].Value;
|
|
var 전전봉3_5 = candleData_5_전전봉.movingAverageDataList[3].Value;
|
|
var 전전전봉3_5 = candleData_5_전전전봉.movingAverageDataList[3].Value;
|
|
var 전전전전봉3_5 = candleData_5_전전전전봉.movingAverageDataList[3].Value;
|
|
|
|
var 현재봉4_5 = candleData_5.movingAverageDataList[4].Value;
|
|
var 전봉4_5 = candleData_5_전봉.movingAverageDataList[4].Value;
|
|
var 전전봉4_5 = candleData_5_전전봉.movingAverageDataList[4].Value;
|
|
var 전전전봉4_5 = candleData_5_전전전봉.movingAverageDataList[4].Value;
|
|
|
|
|
|
|
|
var 현재봉3_30 = candleData_30.movingAverageDataList[3].Value;
|
|
var 전봉3_30 = candleData_30_전봉.movingAverageDataList[3].Value;
|
|
var 전전봉3_30 = candleData_30_전전봉.movingAverageDataList[3].Value;
|
|
var 전전전봉3_30 = candleData_30_전전전봉.movingAverageDataList[3].Value;
|
|
var 전전전전봉3_30 = candleData_30_전전전전봉.movingAverageDataList[3].Value;
|
|
|
|
var 현재봉4_30 = candleData_30.movingAverageDataList[4].Value;
|
|
var 전봉4_30 = candleData_30_전봉.movingAverageDataList[4].Value;
|
|
var 전전봉4_30 = candleData_30_전전봉.movingAverageDataList[4].Value;
|
|
var 전전전봉4_30 = candleData_30_전전전봉.movingAverageDataList[4].Value;
|
|
|
|
|
|
var oneList = new List<double>() {
|
|
현재봉24,
|
|
현재봉48,
|
|
현재봉72,
|
|
현재봉120
|
|
};
|
|
var beforeOneList = new List<double>() {
|
|
전봉24,
|
|
전봉48,
|
|
전봉72,
|
|
전봉120
|
|
};
|
|
|
|
|
|
var 저고점_1 = 전저고점[market + "1m"];
|
|
var 저고점_5 = 전저고점[market + "5m"];
|
|
var 저고점_30 = 전저고점[market + "1H"];
|
|
|
|
var returnVal = Calculate전고점(market, "1m", MCandleTimeType.M1, 전봉3, 전전봉3, 전전전봉3, 전전전전봉3, candleData);
|
|
if (!returnVal) continue;
|
|
returnVal = Calculate전고점(market, "5m", MCandleTimeType.M5, 전봉3_5, 전전봉3_5, 전전전봉3_5, 전전전전봉3_5, candleData_5);
|
|
if (!returnVal) continue;
|
|
returnVal = Calculate전고점(market, "30M", MCandleTimeType.M30, 전봉3_30, 전전봉3_30, 전전전전봉3_30, 전전전봉3_30, candleData_30);
|
|
if (!returnVal) 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));
|
|
|
|
//전 저점 계산
|
|
|
|
try
|
|
{
|
|
//사는 시점
|
|
if (!UpBuyList.ContainsKey(market))
|
|
{
|
|
|
|
var buyFlag = false;
|
|
|
|
// 60분봉
|
|
var flag_30 =
|
|
(저고점_30["전전전저가"] > 저고점_30["전전저가"] && 저고점_30["전전저가"] > 저고점_30["전저가"]
|
|
&& 전봉3_30 < 저고점_30["전고가"] && 현재봉3_30 > 저고점_30["전고가"] &&
|
|
저고점_30["전전전고가"] > 저고점_30["전전고가"] && 저고점_30["전전고가"] > 저고점_30["전고가"] && 현재봉3_30 < candleData_30.Close && candleData_30_전봉.Open < candleData_30_전봉.Close)
|
|
|
|
|| (저고점_30["전전전고가"] > 저고점_30 ["전전고가"] && 저고점_30["전전전저가"] > 저고점_30["전전저가"] && 저고점_30["전고가"] > 저고점_30["전저가"] && 저고점_30["전고가"] > 저고점_30["전전저가"]
|
|
&& 저고점_30["전전저가"] < 저고점_30["전저가"] && 현재봉3_30 > 저고점_30["전고가"] && 전봉3_30 < 저고점_30["전고가"] && candleData_30.Open < candleData_30.Close && candleData_30_전봉.Open < candleData_30_전봉.Close);
|
|
|
|
var flag_5 = (저고점_5["전전전저가"] > 저고점_5["전전저가"] && 저고점_5["전전저가"] < 저고점_5["전저가"] && 현재봉3_5 > 저고점_5["전고가"])
|
|
|| (저고점_5["전전전고가"] > 저고점_5["전전고가"] && 저고점_5["전전고가"] > 저고점_5["전고가"] && 현재봉3_5 > 저고점_5["전고가"])
|
|
|| (저고점_5["전전저가"] < 저고점_5["전저가"] && 저고점_5["전전전저가"] < 저고점_5["전전저가"] && 저고점_5["전전고가"] < 저고점_5["전고가"] && 저고점_5["전전전고가"] < 저고점_5["전전고가"]);
|
|
|
|
var flag_1 = 현재봉4 > oneList.Max();
|
|
|
|
if (flag_30 && flag_5 && flag_1)
|
|
{
|
|
buyFlag = true;
|
|
}
|
|
|
|
if (buyFlag)
|
|
{
|
|
// 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<string, object>
|
|
{
|
|
{ "MarketName", market },
|
|
{ "BuyDate", nowTime },
|
|
{ "Price", price },
|
|
{ "Flag", 저고점_30["전고가"] > 저고점_30["전전고가"]},
|
|
{ "MCandleTimeType", (int)interval },
|
|
{ "CandleTime", candleData.Argument },
|
|
{ "Candle", candleData }
|
|
};
|
|
|
|
UpBuyList.Add(market, buyDic);
|
|
|
|
var dic = new Dictionary<int, bool>
|
|
{
|
|
[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, price, FutureSide.BuyLong, OrderType.limit, YHKIM_Leverage);
|
|
if (orderData != null)
|
|
{
|
|
var orderDic = JsonConvert.DeserializeObject<Dictionary<string, string>>(JsonConvert.SerializeObject(orderData["data"]));
|
|
|
|
var orderDataDic = new Dictionary<string, object>
|
|
{
|
|
{ "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];
|
|
var flag = (bool)buyItem["Flag"];
|
|
|
|
if (interval < MCandleTimeType.H1)
|
|
{
|
|
var buyTime = ((DateTime)buyItem["CandleTime"]).AddMinutes((int)interval);
|
|
|
|
if (nowTime < buyTime)
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
//임시로 처리
|
|
else
|
|
{
|
|
var buyTime = ((DateTime)buyItem["CandleTime"]).AddHours((int)interval / 60);
|
|
|
|
if (nowTime < buyTime)
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
|
|
var sellFlag = false;
|
|
|
|
|
|
if (flag)
|
|
{
|
|
if (저고점_30["전고가"] < 저고점_30["전전고가"])
|
|
{
|
|
sellFlag = true;
|
|
}
|
|
|
|
if (저고점_30["전전고가"] > 전봉3_30)
|
|
{
|
|
sellFlag = true;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (저고점_30["전저가"] > 전봉3_30)
|
|
sellFlag = true;
|
|
|
|
if (저고점_30["전고가"] > 저고점_30["전전고가"])
|
|
{
|
|
buyItem["Flag"] = true;
|
|
}
|
|
}
|
|
|
|
if (sellFlag)
|
|
{
|
|
double.TryParse(buyItem["Price"].ToString(), out var buyPrice);
|
|
var resultRate = ((price - buyPrice) / buyPrice) * 100;
|
|
BuyLongStep[market] = false;
|
|
var result = new Dictionary<string, object>()
|
|
{
|
|
{ "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);
|
|
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<Dictionary<string, string>>(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<Dictionary<string, string>>(JsonConvert.SerializeObject(detail["data"]));
|
|
|
|
//double.TryParse(detailOrderDic["price"].ToString(), out var sellPriceValue);
|
|
|
|
var resultRateData = ((price - buyPriceValue) / buyPriceValue) * 100;
|
|
|
|
var orderResult = new Dictionary<string, object>()
|
|
{
|
|
{ "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))
|
|
{
|
|
|
|
var buyFlag = false;
|
|
|
|
//var flag_30 = (저고점_30["전전전고가"] < 저고점_30["전전고가"] && 저고점_30["전전고가"] > 저고점_30["전고가"] && 현재봉3_30 < 저고점_30["전저가"])
|
|
// || (저고점_30["전전전고가"] < 저고점_30["전전고가"] && 저고점_30["전전고가"] < 저고점_30["전고가"] && 현재봉3_30 < 저고점_30["전저가"]);
|
|
|
|
var flag_30 =
|
|
(저고점_30["전전전고가"] < 저고점_30["전전고가"] && 저고점_30["전전고가"] < 저고점_30["전고가"]
|
|
&& 전봉3_30 > 저고점_30["전저가"] && candleData_30.Close < 저고점_30["전저가"] &&
|
|
저고점_30["전전전저가"] < 저고점_30["전전저가"] && 저고점_30["전전저가"] < 저고점_30["전저가"] && candleData_30.Open > candleData_30.Close && candleData_30_전봉.Open > candleData_30_전봉.Close)
|
|
|
|
|| (저고점_30["전전전저가"] < 저고점_30["전전저가"] && 저고점_30["전전전고가"] < 저고점_30["전전고가"] && 저고점_30["전저가"] < 저고점_30["전고가"] && 저고점_30["전저가"] < 저고점_30["전전고가"]
|
|
&& 저고점_30["전전고가"] > 저고점_30["전고가"] && candleData_30.Close < 저고점_30["전저가"] && 전봉3_30 > 저고점_30["전저가"] && candleData_30.Open > candleData_30.Close && candleData_30_전봉.Open > candleData_30_전봉.Close);
|
|
|
|
var flag_5 = (저고점_5["전전전고가"] < 저고점_5["전전고가"] && 저고점_5["전전고가"] > 저고점_5["전고가"] && 현재봉3_5 < 저고점_5["전저가"])
|
|
|| (저고점_5["전전전저가"] < 저고점_5["전전저가"] && 저고점_5["전전저가"] < 저고점_5["전저가"] && 현재봉3_5 < 저고점_5["전저가"])
|
|
|| (저고점_5["전전저가"] > 저고점_5["전저가"] && 저고점_5["전전전저가"] > 저고점_5["전전저가"] && 저고점_5["전전고가"] > 저고점_5["전고가"] && 저고점_5["전전전고가"] > 저고점_5["전전고가"]);
|
|
|
|
var flag_1 = 현재봉3 < oneList.Min();
|
|
|
|
if (flag_30 && flag_5 && flag_1)
|
|
{
|
|
buyFlag = true;
|
|
}
|
|
|
|
if (buyFlag)
|
|
{
|
|
// 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<string, object>
|
|
{
|
|
{ "MarketName", market },
|
|
{ "BuyDate", nowTime },
|
|
{ "Price", price },
|
|
{ "Flag", 저고점_30["전저가"] < 저고점_30["전전저가"]},
|
|
{ "MCandleTimeType", (int)interval },
|
|
{ "CandleTime", candleData.Argument },
|
|
{ "Candle", candleData }
|
|
};
|
|
|
|
DownBuyList.Add(market, buyDic);
|
|
var dic = new Dictionary<int, bool>
|
|
{
|
|
[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, price, FutureSide.BuyShort, OrderType.limit, YHKIM_Leverage);
|
|
if (orderData != null)
|
|
{
|
|
var orderDic = JsonConvert.DeserializeObject<Dictionary<string, string>>(JsonConvert.SerializeObject(orderData["data"]));
|
|
|
|
var orderDataDic = new Dictionary<string, object>
|
|
{
|
|
{ "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];
|
|
var flag = (bool)buyItem["Flag"];
|
|
if (interval < MCandleTimeType.H1)
|
|
{
|
|
var buyTime = ((DateTime)buyItem["CandleTime"]).AddMinutes((int)interval);
|
|
|
|
if (nowTime < buyTime)
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
//임시로 처리
|
|
else
|
|
{
|
|
var buyTime = ((DateTime)buyItem["CandleTime"]).AddHours((int)interval / 60);
|
|
|
|
if (nowTime < buyTime)
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
|
|
var sellFlag = false;
|
|
|
|
|
|
if (flag)
|
|
{
|
|
if (저고점_30["전저가"] > 저고점_30["전전저가"])
|
|
{
|
|
sellFlag = true;
|
|
}
|
|
if (저고점_30["전전저가"] < 전봉3_30)
|
|
{
|
|
sellFlag = true;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (저고점_30["전고가"] < 전봉3_30)
|
|
{
|
|
sellFlag = true;
|
|
}
|
|
if (저고점_30["전저가"] < 저고점_30["전전저가"])
|
|
{
|
|
buyItem["Flag"] = true;
|
|
}
|
|
}
|
|
|
|
if (sellFlag)
|
|
{
|
|
BuyShortStep[market] = false;
|
|
double.TryParse(buyItem["Price"].ToString(), out var buyPrice);
|
|
var resultRate = ((price - buyPrice) / buyPrice) * 100;
|
|
|
|
var result = new Dictionary<string, object>()
|
|
{
|
|
{ "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);
|
|
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<Dictionary<string, string>>(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<Dictionary<string, string>>(JsonConvert.SerializeObject(detail["data"]));
|
|
|
|
//double.TryParse(detailOrderDic["price"].ToString(), out var sellPriceValue);
|
|
|
|
var resultRateData = ((price - buyPriceValue) / buyPriceValue) * 100;
|
|
|
|
var orderResult = new Dictionary<string, object>()
|
|
{
|
|
{ "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);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
Console.WriteLine(e.Message);
|
|
}
|
|
}
|
|
}
|
|
|
|
public bool Calculate전고점(string market, string strInterval, MCandleTimeType type, double 전봉3, double 전전봉3, double 전전전봉3, double 전전전전봉3, CandleData candleData)
|
|
{
|
|
|
|
var 저고점 = 전저고점[market + strInterval];
|
|
|
|
//전저가
|
|
if (전봉3 > 전전봉3 && 전전봉3 < 전전전봉3 &&
|
|
저고점["tempLowVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds()
|
|
&& 전전전봉3 < 전전전전봉3)
|
|
{
|
|
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"] = 전전봉3;
|
|
}
|
|
else if(전봉3 > 전전봉3 && 전전봉3 < 전전전봉3 &&
|
|
저고점["tempLowVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds()
|
|
&& 전전전봉3 > 전전전전봉3)
|
|
{
|
|
|
|
}
|
|
|
|
//전고가
|
|
if (전전봉3 > 전봉3 && 전전봉3 > 전전전봉3 &&
|
|
저고점["tempHighVal"] != ((DateTimeOffset)candleData.Argument).ToUnixTimeSeconds()
|
|
&& 전전전봉3 > 전전전전봉3)
|
|
{
|
|
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["전고가"] = 전전봉3;
|
|
}
|
|
|
|
if (저고점["전전전저가"] == 0 || 저고점["전전전고가"] == 0)
|
|
return false;
|
|
|
|
return true;
|
|
}
|
|
|
|
public Dictionary<string, object> 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetPendingOrder_Future, BitgetURL_PendingOrders_Future, null, MCandleTimeType.M1, "", "", nvc);
|
|
}
|
|
|
|
public long GetTimeStamp()
|
|
{
|
|
|
|
var result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetGetTimeStamp, BitgetURL_GetTimestamp, null, MCandleTimeType.M1, "", "", null);
|
|
if (result == null)
|
|
{
|
|
return 0;
|
|
}
|
|
var data = JsonConvert.DeserializeObject<Dictionary<string, object>>(JsonConvert.SerializeObject(result["data"]));
|
|
long.TryParse(data["serverTime"].ToString(), out var returnData);
|
|
return returnData;
|
|
}
|
|
|
|
|
|
public List<Dictionary<string, object>> 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<Dictionary<string, object>>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetAccountList_Future, BitgetURL_AccountList_Future, null, MCandleTimeType.M1, "", "", nvc);
|
|
}
|
|
|
|
public Dictionary<string, object> 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetCancelOrder_Future, BitgetURL_CancelOrder_Future, null, MCandleTimeType.M1, postStr, "", nvc);
|
|
}
|
|
|
|
public Dictionary<string, object> 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangePositionMode_Future, BitgetURL_ChangePositionMode_Future, null, MCandleTimeType.M1, postStr, "", nvc);
|
|
}
|
|
|
|
public Dictionary<string, object> 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrderDetail_Future, BitgetURL_OrderDetail_Future + "?symbol=" + symbol.ToString() + "&orderId=" + orderId.ToString() + "&productType=USDT-FUTURES", null, MCandleTimeType.M1, "", "", orderDetailnvc);
|
|
|
|
}
|
|
|
|
|
|
public Dictionary<string, object> 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeMarginMode_Future, BitgetURL_ChangeMarginMode_Future, null, MCandleTimeType.M1, 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeLeverage_Future, BitgetURL_ChangeLeverage_Future, null, MCandleTimeType.M1, 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<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrder_Future, BitgetURL_BuySellOrder_Future, null, MCandleTimeType.M1, 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()
|
|
{
|
|
|
|
}
|
|
}
|
|
} |