/// <summary>
/// 一定時間経過した注文を強制決済する
/// </summary>
/// <returns></returns>
protected async Task OrderStopLoss(OrderSide trend)
{
try
{
var now = DateTime.Now;
IEnumerable <Trap> list;
//if (trend == OrderSide.BUYSELL)
//{
// トレンドなし
list = trapList.Where(e => (now - e.Date).TotalMinutes > StopLossMinute && !e.IsStopLoss);
//}
//else
//{
// // トレンドがある場合、反対の注文も損切りする
// list = trapList.Where(e => (now - e.Date).TotalMinutes > StopLossMinute && !e.IsStopLoss || e.Side != trend);
//}
double totalCancelSize = 0;
foreach (var item in list)
{
var cancelSize = item.ExecutedSize;
if (item.Side == OrderSide.SELL)
{
// 売りの時はマイナスする
cancelSize = cancelSize *= -1;
}
Console.WriteLine($"{StopLossMinute} 分経過のため決済：{item.OpenPrice}");
totalCancelSize += cancelSize;
item.IsStopLoss = true;
Cancel(item.OrderId);
}
if (totalCancelSize != 0)
{
totalCancelSize = NonApiUtility.ToRoundDown(totalCancelSize, OrderFigures);
Console.WriteLine("決済:" + totalCancelSize);
if (totalCancelSize > 0)
{
await client.Sell(totalCancelSize);
}
else
{
await client.Buy(-totalCancelSize);
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
Logger.ErrorLog(ex.StackTrace);
}
}
/// <summary>
/// 一定時間経過した注文を強制決済する
/// </summary>
/// <returns></returns>
protected async Task OrderStopLoss(int stopLossMinute, OrderSide side)
{
try
{
if (ParentOrders != null)
{
var now = DateTime.Now;
var list = ParentOrders.Where(e => (now - e.Date).TotalMinutes > stopLossMinute && e.Side == side);
double totalCancelSize = 0;
foreach (var item in list)
{
var cancelSize = item.Size - item.OutstandingSize;
if (!IsBuyOrder(item))
{
// 売りの時はマイナスする
cancelSize = cancelSize *= -1;
}
Console.WriteLine(stopLossMinute + "分経過のため決済：" + item.Price + ":" + cancelSize);
totalCancelSize += cancelSize;
}
if (totalCancelSize != 0)
{
totalCancelSize = NonApiUtility.ToRoundDown(totalCancelSize, OrderFigures);
Console.WriteLine("決済:" + totalCancelSize);
if (totalCancelSize > 0)
{
await Client.Sell(totalCancelSize);
}
else
{
await Client.Buy(-totalCancelSize);
}
}
foreach (var item in list)
{
Client.AddCancelParentOrderList(item);
}
}
else
{
Console.WriteLine("注文情報取得失敗のため、強制決済をしません");
}
}
catch (Exception ex)
{
Console.WriteLine(ex.StackTrace);
}
}
