public async Task CreateNewPosition(NewOrderPositionInfo positionInfo)
{
Position = await _tradingPositionService.OpenPosition(positionInfo);
Position = await _tradingPositionService.UpdatePosition(null, Position, true, OnPositionChanged);
await SubscribeOnTradingEvents();
}
public NewPositionInfo ProcessMarketPosition(CurrencyPair currencyPair)
{
NewPositionInfo newPositionInfo;
var conditionCheckingResult = CheckConditions(currencyPair);
switch (conditionCheckingResult.ResultType)
{
case ConditionCheckingResultType.Passed:
var buyPositionInfo = new NewOrderPositionInfo(NewMarketPositionType.Buy);
buyPositionInfo.CurrencyPairId = currencyPair.Id;
buyPositionInfo.OpenPrice = OrderBookLoadingService.GetTopMeaningfulBidPrice(currencyPair);
buyPositionInfo.OpenStopPrice = OrderBookLoadingService.GetBottomAskPrice(currencyPair, 1);
buyPositionInfo.ClosePrice =
buyPositionInfo.CloseStopPrice =
buyPositionInfo.OpenStopPrice;
buyPositionInfo.StopLossPrice = buyPositionInfo.OpenPrice - currencyPair.TickSize * 2000;
newPositionInfo = buyPositionInfo;
break;
default:
newPositionInfo = new WaitPositionInfo();
break;
}
return(newPositionInfo);
}
public static TradingPosition CreatePosition(NewOrderPositionInfo positionInfo, CurrencyPair currencyPair, TradingSettings tradingSettings)
{
var now = DateTime.UtcNow;
var parentClientId = Guid.NewGuid();
var position = new TradingPosition
{
OpenPositionOrder = new Order
{
ClientId = parentClientId,
CurrencyPair = currencyPair,
Role = OrderRoleType.OpenPosition,
OrderSide = tradingSettings.BaseOrderSide,
OrderType = OrderType.StopLimit,
OrderStateType = OrderStateType.Suspended,
TimeInForce = OrderTimeInForceType.GoodTillCancelled,
Price = positionInfo.OpenPrice,
StopPrice = positionInfo.OpenStopPrice,
Created = now,
Updated = now
},
ClosePositionOrder = new Order
{
ClientId = Guid.NewGuid(),
ParentClientId = parentClientId,
CurrencyPair = currencyPair,
Role = OrderRoleType.ClosePosition,
OrderSide = tradingSettings.OppositeOrderSide,
OrderType = OrderType.StopLimit,
OrderStateType = OrderStateType.Pending,
TimeInForce = OrderTimeInForceType.GoodTillCancelled,
Price = positionInfo.ClosePrice,
StopPrice = positionInfo.CloseStopPrice,
Created = now,
Updated = now
},
StopLossOrder = new Order
{
ClientId = Guid.NewGuid(),
ParentClientId = parentClientId,
CurrencyPair = currencyPair,
Role = OrderRoleType.StopLoss,
OrderSide = tradingSettings.OppositeOrderSide,
OrderType = OrderType.StopMarket,
OrderStateType = OrderStateType.Pending,
TimeInForce = OrderTimeInForceType.GoodTillCancelled,
Price = 0,
StopPrice = positionInfo.StopLossPrice,
Created = now,
Updated = now
}
};
return(position);
}
public async Task <TradingPosition> OpenPosition(NewOrderPositionInfo positionInfo)
{
var tradingSettings = _configurationService.GetTradingSettings();
var currencyPair = await _stockRestConnector.GetCurrencyPair(positionInfo.CurrencyPairId);
var position = TradingPositionHelper.CreatePosition(positionInfo, currencyPair, tradingSettings);
return(position);
}