private void AddTakeProfitExecute(object param)
{
int ind = TakeProfit.Count + 1;
var tpQuantityPercent = TakeProfit.Sum(x => x.QuantityPercent);
var tp = new TakeProfitViewModel(this, 1.00 - tpQuantityPercent, ind > 1 ? TakeProfit[ind - 2] : null)
{
Price = Math.Round(Buy.Price * (1.0m + 0.05m * ind), SymbolInformation.PriceDecimals), Caption = $"Тейк {ind}"
};
TakeProfit.Add(tp);
}
private async Task <bool> SubmitImpl(string param)
{
Buy.Model.Symbol = SymbolInformation.Symbol;
Buy.Model.Side = TradeSide.Buy;
Buy.Model.Kind = OrderKind.Buy;
Buy.Model.Type = IsMarketBuy ? OrderType.MARKET : OrderType.LIMIT;
StopLoss.Model.Symbol = SymbolInformation.Symbol;
StopLoss.Model.Side = TradeSide.Sell;
StopLoss.Model.Kind = OrderKind.StopLoss;
StopLoss.Model.Type = IsLimitStop ? OrderType.STOP_LIMIT : OrderType.MARKET;
StopLoss.Quantity = Buy.Quantity;
Debug.Assert(Buy.Model.Quantity >= SymbolInformation.MinQuantity);
Debug.Assert((Buy.Model.Price * Buy.Model.Quantity) >= SymbolInformation.MinNotional);
Debug.Assert((StopLoss.Model.Price * StopLoss.Model.Quantity) >= SymbolInformation.MinNotional);
foreach (var tp in TakeProfit)
{
tp.Model.Symbol = SymbolInformation.Symbol;
tp.Model.Side = TradeSide.Sell;
tp.Model.Kind = OrderKind.TakeProfit;
tp.Model.Type = OrderType.MARKET;
if (tp.QuantityPercent > 0.01)
{
tp.Quantity = SymbolInformation.ClampQuantity(Buy.Quantity * (decimal)tp.QuantityPercent);
Debug.Assert(tp.Quantity >= SymbolInformation.MinQuantity);
Debug.Assert(tp.Total >= SymbolInformation.MinNotional);
}
else
{
tp.Quantity = 0m;
}
}
var tpQuantityTotal = TakeProfit.Sum(tp => tp.Quantity);
var tpQuantityPercent = TakeProfit.Sum(tp => tp.QuantityPercent);
if (tpQuantityPercent > 0.98)
{
tpQuantityPercent = 1.00;
}
var tpValidQuantity = SymbolInformation.ClampQuantity(Buy.Quantity * (decimal)tpQuantityPercent);
var tpQuantityLeft = tpValidQuantity - tpQuantityTotal;
while (tpQuantityLeft >= SymbolInformation.StepSize)
{
foreach (var tp in TakeProfit.Where(x => x.QuantityPercent >= 0.01))
{
if (tpQuantityLeft >= SymbolInformation.StepSize)
{
tp.Quantity += SymbolInformation.StepSize;
tpQuantityLeft -= SymbolInformation.StepSize;
}
}
tpQuantityLeft = Buy.Quantity - TakeProfit.Sum(tp => tp.Quantity);
}
Debug.Assert(Buy.Quantity >= TakeProfit.Sum(tp => tp.Quantity));
if (tpQuantityLeft > 0m)
{
//System.Windows.MessageBox.Show($"Остаток: {tpQuantityLeft} {SymbolInformation.BaseAsset}");
var ok = await Confirm.Handle($"Остаток: {tpQuantityLeft} {SymbolInformation.BaseAsset}");
if (!ok)
{
return(false);
}
}
Model.Jobs.Add(Buy.Model);
foreach (var tp in TakeProfitCollection)
{
// NOTE: if SL is TRAILING by STEPS,
// then create new object with corresponding price
// for every TP.
Model.Jobs.Add(StopLoss.Model);
Model.Jobs.Add(tp.Model);
}
Model.Created = DateTime.Now;
Model.Updated = DateTime.Now;
Model.Events.Add(Model.Created, "Task created.");
SerializeModel(Model);
return(true);
}