public Order?DecideOrder(PositionDelta delta)
{
OptionQuote quote = delta.Quote ?? MarketDataClient.GetOptionQuote(delta.Symbol);
// TODO: Remove after testing
//Log.Warning("Not getting real quote");
//OptionQuote quote = new OptionQuote(delta.Symbol, delta.Price * (float).99, delta.Price * (float)1.01, delta.Price, delta.Price * (float)1.06, (float)1.0);
if (quote.Time < DateTime.Now.AddSeconds(-15))
{
Log.Information("Getting new quote. Old quote- {@Quote}", quote);
quote = MarketDataClient.GetOptionQuote(delta.Symbol);
}
Log.Information("{DeltaType} delta {@Delta}- current mark price {Mark}. Symbol {Symbol}", delta.DeltaType, delta, quote.Mark.ToString("0.00"), delta.Symbol);
Position?currentPos = BrokerClient.GetPosition(delta.Symbol);
if (delta.DeltaType == DeltaType.SELL)
{
return(DecideSell(delta, currentPos));
}
else if (delta.DeltaType == DeltaType.ADD ||
delta.DeltaType == DeltaType.NEW)
{
return(DecideBuy(delta, currentPos, quote));
}
else
{
Log.Error("Unrecognized deltaType: {type}", delta.DeltaType);
return(null);
}
}