C# Online Compiler | .NET Fiddle

<no name> by Anonymous

using NGDAX.Bots.Base;
using NGDAX.Bots.Enums;
using NGDAX.Library.Contracts;
using NGDAX.Library.Models.Domain;

namespace NGDAX.BotRunner.Bots
{
    /// <summary>
    /// Simple bot that buys as soon as it can and sells as soon as the price + fee is higher
    /// </summary>
    public class BasicBot : TradeBot
    {
        // Bot specific settings
        public decimal BuyOnPrecentageRise { get; set; }

        public BasicBot(string id, IExchangeClient exchangeClient, TradingPair tradingPair, decimal initialBalance) : base(id, exchangeClient, tradingPair, initialBalance)
        {
            // Setup settings
            BuyOnPrecentageRise = 0.04m;
        }

        /// <summary>
        /// Check if we should buy
        /// </summary>
        /// <param name="marketData"></param>
        /// <returns></returns>
        protected override bool ShouldBuy(MarketData marketData)
        {
            base.ShouldBuy(marketData);

            return true;
        }

        protected override bool ShouldSell(MarketData marketData, decimal buyPrice)
        {
            base.ShouldSell(marketData, buyPrice);

            return marketData.Price > (buyPrice + TradingPairFee * 2) * BuyOnPrecentageRise;
        }
    }
}

​x
 
using NGDAX.Bots.Base;
using NGDAX.Bots.Enums;
using NGDAX.Library.Contracts;
using NGDAX.Library.Models.Domain;
​
namespace NGDAX.BotRunner.Bots
{
    /// <summary>
    /// Simple bot that buys as soon as it can and sells as soon as the price + fee is higher
    /// </summary>
    public class BasicBot : TradeBot
    {
        // Bot specific settings
        public decimal BuyOnPrecentageRise { get; set; }
​
        public BasicBot(string id, IExchangeClient exchangeClient, TradingPair tradingPair, decimal initialBalance) : base(id, exchangeClient, tradingPair, initialBalance)
        {
            // Setup settings
            BuyOnPrecentageRise = 0.04m;
        }
​
        /// <summary>
        /// Check if we should buy
        /// </summary>
        /// <param name="marketData"></param>
        /// <returns></returns>
        protected override bool ShouldBuy(MarketData marketData)
        {
            base.ShouldBuy(marketData);
​
            return true;
        }
​
        protected override bool ShouldSell(MarketData marketData, decimal buyPrice)
        {
            base.ShouldSell(marketData, buyPrice);
​
            return marketData.Price > (buyPrice + TradingPairFee * 2) * BuyOnPrecentageRise;
        }
    }
}
​
​

Going from the bad format to DateTimeOffset w/TimeZone looks like:

    Formatted Date: 12:01am PT Jan-01 2001
    Date: 01/01/2001 00:01:00 -08:00
    TimeZone: (UTC-08:00) Pacific Time (Los Angeles)

    Formatted Date: 12:01am PT Jul-01 2001
    Date: 07/01/2001 00:01:00 -07:00
    TimeZone: (UTC-08:00) Pacific Time (Los Angeles)

    Formatted Date: 12:01am MT Jan-01 2001
    Date: 01/01/2001 00:01:00 -07:00
    TimeZone: (UTC-07:00) Mountain Time (Denver)

    Formatted Date: 12:01am MT Jul-01 2001
    Date: 07/01/2001 00:01:00 -06:00
    TimeZone: (UTC-07:00) Mountain Time (Denver)

Going the other way looks like

    UtcDate: 01/01/2021 07:00:00
    Zone:(UTC-07:00) Mountain Time (Phoenix)
    Date In Targe TimeZone: 01/01/2021 00:00:00 -07:00
    FormattedDate: 12:00am MT Jan-01 2021

    UtcDate: 07/01/2021 07:00:00
    Zone:(UTC-07:00) Mountain Time (Phoenix)
    Date In Targe TimeZone: 07/01/2021 00:00:00 -07:00
    FormattedDate: 12:00am PT Jul-01 2021

The full round trip looks like

    SourceDateTime: 12:01am PT Jan-01 2001
    ParsedDateTime: 01/01/2001 00:01:00 -08:00
    FormattedDateTime: 12:01am PT Jan-01 2001

    SourceDateTime: 12:01am PT Jul-01 2001
    ParsedDateTime: 07/01/2001 00:01:00 -07:00
    FormattedDateTime: 12:01am PT Jul-01 2001

Last Run:	4:21:36 pm
Compile:	0.016s
Execute:	0.11s
Memory:	12.33Mb
CPU:	0.126s

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