Merge pull request #13 from codez0mb1e/release_v0.4

Prepare to pre-release v0.4

Author: codez0mb1e

src/BinanceBot.Market/Configurations/MarketStrategyConfiguration.cs

@@ -30,9 +30,9 @@ public record MarketStrategyConfiguration
 
 
         /// <summary>
-        /// Precision of the quote asset
+        /// Precision of the base asset
         /// </summary>
-        public int QuoteAssetPrecision { get; set; }
+        public int BaseAssetPrecision { get; set; }
 
         /// <summary>
         /// Price precision

src/BinanceBot.Market/MarketDepthManager.cs

@@ -2,6 +2,7 @@
 using System.Threading.Tasks;
 using Binance.Net.Interfaces.Clients;
 using Binance.Net.Objects.Models.Spot;
+using BinanceBot.Market.Core;
 using CryptoExchange.Net.Objects;
 
 

src/BinanceBot.Market/MarketMakerBot.cs

@@ -6,6 +6,8 @@
 using Binance.Net.Enums;
 using Binance.Net.Interfaces.Clients;
 using Binance.Net.Objects.Models.Spot;
+using BinanceBot.Market.Core;
+using BinanceBot.Market.Strategies;
 using CryptoExchange.Net.Objects;
 using NLog;
 
@@ -87,28 +89,36 @@ public override async Task<BinancePlacedOrder> CreateOrderAsync(CreateOrderReque
         {
             if (order == null) throw new ArgumentNullException(nameof(order));
 
-            #if TEST_ORDER_CREATION_MODE
+#if TEST_ORDER_CREATION_MODE
             WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.SpotApi.Trading.PlaceTestOrderAsync(
-                order.Symbol, order.Side, order.OrderType, order.Quantity,
-                newClientOrderId:order.NewClientOrderId, 
-                receiveWindow:order.RecvWindow)
+                    // general
+                    order.Symbol,
+                    order.Side,
+                    order.OrderType,
+                    // price-quantity
+                    price: order.Price, 
+                    quantity: order.Quantity,
+                    // metadata
+                    newClientOrderId: order.NewClientOrderId,
+                    timeInForce: order.TimeInForce,
+                    receiveWindow: order.RecvWindow)
                 .ConfigureAwait(false);
-            #else
+#else
             WebCallResult<BinancePlacedOrder> response = await _binanceRestClient.SpotApi.Trading.PlaceOrderAsync(
                     // general
-                    order.Symbol, 
-                    order.Side, 
+                    order.Symbol,
+                    order.Side,
                     order.OrderType,
                     // price-quantity
-                    price: order.Price,
+                    price: order.Price, 
                     quantity: order.Quantity,
                     // metadata
                     newClientOrderId: order.NewClientOrderId,
                     timeInForce: order.TimeInForce,
                     receiveWindow: order.RecvWindow)
                 .ConfigureAwait(false);
-            #endif
-            
+#endif
+
             if (response.Error != null)
                 Logger.Error(response.Error.Message);
 
@@ -160,9 +170,9 @@ private async Task OnMarketBestPairChanged(object sender, MarketBestPairChangedE
                     OrderType = SpotOrderType.Limit,
                     // price-quantity
                     Price = Decimal.Round(q.Price, decimals: MarketStrategy.Config.PricePrecision),
-                    Quantity = Decimal.Round(q.Volume, decimals: MarketStrategy.Config.QuoteAssetPrecision),,
+                    Quantity = Decimal.Round(q.Volume, decimals: MarketStrategy.Config.BaseAssetPrecision),
                     // metadata
-                    NewClientOrderId = "test",
+                    NewClientOrderId = $"market-bot-{Guid.NewGuid():N}".Substring(0, 36),
                     TimeInForce = TimeInForce.GoodTillCanceled,
                     RecvWindow = (int)MarketStrategy.Config.ReceiveWindow.TotalMilliseconds
                 };

src/BinanceBot.MarketBot.Console/Program.cs

@@ -1,6 +1,8 @@
 using System;
+using System.Linq;
 using System.Threading.Tasks;
 using Binance.Net.Clients;
+using Binance.Net.Enums;
 using Binance.Net.Interfaces.Clients;
 using Binance.Net.Objects;
 using BinanceBot.Market;
@@ -21,7 +23,7 @@ internal static class Program
         private const string Secret = "***";
 
         // WARN: set necessary token here
-        private const string Symbol = "DOGEBTC";
+        private const string Symbol = "SOLUSDT";
         private static readonly TimeSpan ReceiveWindow = TimeSpan.FromMilliseconds(1000);
         #endregion
 
@@ -38,12 +40,12 @@ static async Task Main(string[] args)
 
             // 2. test connection
             Logger.Info("Testing connection...");
-            var pingAsyncResult = await binanceRestClient.PingAsync();
+            var pingAsyncResult = await binanceRestClient.SpotApi.ExchangeData.PingAsync();
             Logger.Info($"Ping {pingAsyncResult.Data} ms");
 
 
             // 2.1. check permissions
-            var permissionsResponse = await binanceRestClient.General.GetAPIKeyPermissionsAsync();
+            var permissionsResponse = await binanceRestClient.SpotApi.Account.GetAPIKeyPermissionsAsync();
             if (!permissionsResponse.Success)
             {
                 Logger.Error($"{permissionsResponse.Error?.Message}");
@@ -57,12 +59,12 @@ static async Task Main(string[] args)
 
 
             // 3. set bot strategy config
-            var exchangeInfoResult = binanceRestClient.Spot.System.GetExchangeInfoAsync(Symbol);
+            var exchangeInfoResult = binanceRestClient.SpotApi.ExchangeData.GetExchangeInfoAsync(Symbol);
 
             var symbolInfo = exchangeInfoResult.Result.Data.Symbols
                 .Single(s => s.Name.Equals(Symbol, StringComparison.InvariantCultureIgnoreCase));
 
-            if (!(symbolInfo.Status == SymbolStatus.Trading && symbolInfo.OrderTypes.Contains(OrderType.Market)))
+            if (!(symbolInfo.Status == SymbolStatus.Trading && symbolInfo.OrderTypes.Contains(SpotOrderType.Market)))
             {
                 Logger.Error($"Symbol {symbolInfo.Name} doesn't suitable for this strategy");
                 return;
@@ -85,10 +87,10 @@ static async Task Main(string[] args)
             // WARN: set thresholds for strategy here
             var strategyConfig = new MarketStrategyConfiguration
             {
-                TradeWhenSpreadGreaterThan = .02M, // or 0.02%, (price spread*min_volume) should be greater than broker's commissions for trade
+                TradeWhenSpreadGreaterThan = .05M, // or 0.05%, (price spread*min_volume) should be greater than broker's commissions for trade
                 MinOrderVolume = symbolInfo.LotSizeFilter.MinQuantity*10,
                 MaxOrderVolume = symbolInfo.LotSizeFilter.MinQuantity*100,
-                QuoteAssetPrecision = symbolInfo.QuoteAssetPrecision,
+                BaseAssetPrecision = symbolInfo.BaseAssetPrecision,
                 PricePrecision = pricePrecision,
                 ReceiveWindow = ReceiveWindow
             };

src/BinanceBot.MarketViewer.Console/Program.cs

@@ -1,6 +1,5 @@
 using System;
 using System.Linq;
-using System.Threading;
 using System.Threading.Tasks;
 using Binance.Net.Clients;
 using Binance.Net.Interfaces.Clients;
@@ -23,13 +22,12 @@ internal static class Program
         private const string Secret = "***";
 
         // WARN: Set necessary token here
-        private const string Symbol = "DOGEBTC";
+        private const string Symbol = "SOLUSDT";
         private const int OrderBookDepth = 10;
         private static readonly TimeSpan? OrderBookUpdateLimit = TimeSpan.FromMilliseconds(1000);
         #endregion
 
         private static readonly NLog.Logger Logger = NLog.LogManager.GetCurrentClassLogger();
-        private static readonly ApiCredentials Credentials = new(Key, Secret);
 
 
         static async Task Main(string[] args)
@@ -42,7 +40,7 @@ static async Task Main(string[] args)
 
             // 2. test connection
             Logger.Info("Testing connection...");
-            var pingResult = await binanceRestClient.PingAsync();
+            var pingResult = await binanceRestClient.SpotApi.ExchangeData.PingAsync();
             Logger.Info($"Ping time: {pingResult.Data} ms");
 
 
@@ -62,8 +60,8 @@ static async Task Main(string[] args)
                         {
                             LastUpdate = e.UpdateTime,
 
-                            Asks = e.Asks.Reverse().Take(OrderBookDepth).Select(s => $"{s.Price} : {s.Volume}"),
-                            Bids = e.Bids.Take(OrderBookDepth).Select(s => $"{s.Price} : {s.Volume}")
+                            Asks = e.Asks.OrderByDescending(q => q.Price).Take(OrderBookDepth).Select(s => $"{s.Price} : {s.Volume}"),
+                            Bids = e.Bids.OrderByDescending(q => q.Price).Take(OrderBookDepth).Select(s => $"{s.Price} : {s.Volume}")
                         }, 
                         Formatting.Indented));