private bool TryOpenMoreDeals(double bottomAsk, double topBid, double spreadToOpen)
{
int zoneIndex = OrderGrid.GetZoneIndex(spreadToOpen);
if (zoneIndex == -1)
{
return(false);
}
double baseAmount = GetRemainAmountForZoneInBaseCurrency(zoneIndex);
if (baseAmount == 0)
{
return(false);
}
double buyAmount = CalculateLongBuyAmountByBaseAmount(baseAmount);
double actualBuyAmount = GetActualBottomAskAmount(bottomAsk);
double finalBuyAmount = Math.Min(buyAmount, actualBuyAmount);
double requiredShortSellAmount = CalculateRequiredShortAmount(finalBuyAmount, spreadToOpen);
double availableShortSellAmount = GetActualShortBidAmount(topBid);
double finalSellAmount = Math.Min(requiredShortSellAmount, availableShortSellAmount);
if (finalSellAmount < requiredShortSellAmount)
{
finalSellAmount = availableShortSellAmount;
finalBuyAmount = CalculateRequiredLongAmount(finalSellAmount, spreadToOpen);
}
MarketBuy(Long, bottomAsk, finalBuyAmount);
MarketSell(Short, topBid, finalSellAmount);
var order = new StatisticalArbitrageOrderInfo()
{
LongAmount = finalBuyAmount,
LongValue = bottomAsk,
ShortAmount = finalSellAmount,
ShortTotalAmount = finalSellAmount,
ShortValue = topBid,
ZoneIndex = zoneIndex,
SpentDeposit = Long.HighestBidInBaseCurrency() * finalBuyAmount,
Spread = spreadToOpen
};
LastItem = new StatisticalArbitrageHistoryItem();
LastItem.Time = DateTime.UtcNow;
LastItem.Earned = Earned;
LastItem.LongPrice = bottomAsk;
LastItem.ShortPrice = topBid;
LastItem.LongAmount = finalBuyAmount;
LastItem.ShortAmount = finalSellAmount;
LastItem.Open = true;
StrategyData.Add(LastItem);
//OpenedOrders.Add(order);
OnOrderOpened(LastItem);
return(true);
}
