CryptoRockets

• Attempt at simulated trading with the goal of a profitable trading algo

Chapter 1. Main Components and Settings

• Bittrex.Net api to access the exchange https://github.com/JKorf/Bittrex.Net

• CryptoExchange.Net from Bittrex.Net dependency https://github.com/JKorf/CryptoExchange.Net

  • Note: Microsoft.Extensions.Logging.Abstractions needed to be included in project.

• OracleDelta is the app

  • TickerTranformer is technology built to catch ticker events, house the data and return execution flow asap asycronously.

• AppCrypto is a helper data module library.

  • CObjects Concurrent dictionary as the basic object.
  • CQueue CObject decendant representing a Queue built with concurrency in mind.
  • CCache similar object representing a Cache built with concurrency in mind.
  • CAvgDecimalCache saves a set amount of decimals.
  • INI file support objects for IO. by Jacek Gajek
  • CFileDictionary is a Persistant Dictionary object
  • SecureStore password derived AES encrypted settings file dictionary
  • CMarkets virtual model dictionary used to track the feed data.
  • CPositions persistant virtual balances to simulate holding positions

• StaticExtensions library of helper extensions.

Chapter 2. Models and Viewers

• Viewer App a C# winforms application
  • Secure Settings
    • Password derived key unlocks the AES encrypted settings files.
      • App prompts user to enter password which generates keys that unlock the settings.
    • All Settings and NoSQL Stores are saved in the ProgramData\MMCommon folder on the deployment computer.
    • Exchange API keys are stored as AES encrypted values in ini files.
    • Market Last Rates and Positions are persisted via NOSQL files in ProgranData\MMCommon folder
  • Feeds Processing
    • Subscription Management
      • From DefMarketList we open tic socket subscriptions for each market.
      • When the Form is closed we close all sockets.
    • Sockets report events to the DoTickersLandingAdd function.
      • TickersLanding is a queue of tickers and code to transform the details into the Markets data structure and then remove themselves from the queue.
  • The Timer is the display refresh 16fps.
    • The ReDraw is double buffer, draw on a image and then overlay image over forms canvas.
    • UpdateControlVisibilityCallback is main resize and position function that moves form controls around based on the forms state.
    • The data drawn is the Markets and Positions structures.
  • Market Data Structure
    • Markets to track are identified in code on main form as string[] DefMarketList
    • Markets data structure is a dictionary of Coins each of which is a list of Dictionary Markets each of which are either a Market or the inverse market type. Inverse meaning a special class of market where all feed data is saved as 1/value.
    • Markets can persist the last Ask and Bid values. This makes working in the unit testing able to load last market data and test the position structures.
  • Trade Simulating
    • Trade virtual positions at current market rates via user interface.
      • Rate buttons (top left) bring up buy dialog.
      • Position buttons (bottom) bring up sell dialogs.
    • Position Structure to persist positions with dates and USD est.
    • ToDo add Order Placing and Feeds processing when the order is crossed does simulated trade.
  • Signal Production
    • Currently attempting to put together different signals within the app.
    • Feeds Processing updates the Markets structure in real time.
    • Each statistic is recalculated every 15 sec
    • ToDo profitable trading algo...

Chapter 3. TBD... hope you like