private async Task <bool> GetOrders(TradeTask tt)
{
foreach (var job in tt.FinishedJobs.Where(IsActiveJob))
{
var result = await GetOrder(job);
job.ExchangeOrder = result;
result.Fills.ForEach(x => tt.RegisterTrade(x));
}
if (tt.LastGetOrder.AddSeconds(5) <= DateTime.Now)
{
foreach (var job in tt.Jobs.Where(IsActiveJob))
{
var result = await GetOrder(job);
if (job.ExchangeOrder == null || result.Updated > job.ExchangeOrder?.Updated)
{
job.ExchangeOrder = result;
tt.Updated = DateTime.Now;
TradeTaskViewModel.SerializeModel(tt);
var ttvm = TradeTasksList.SingleOrDefault(x => x.Model == tt);
ttvm.Status = BuildStatusString(tt, job);
result.Fills.ForEach(x => tt.RegisterTrade(x));
}
tt.LastGetOrder = DateTime.Now;
}
}
return(true);
}
private async Task DoLifecycleImpl(TradeTask task)
{
if (task == null || task.IsBusy)
{
return;
}
try
{
await task.locker.WaitAsync();
var pt = GetPriceTicker(task.Symbol);
var result = await GetOrders(task);
if (task.Status == TradeTaskStatus.Running)
{
if (result)
{
await Lifecycle(task, pt);
}
}
else
{
var ttvm = TradeTasksList.SingleOrDefault(x => x.Model == task);
ttvm.Status = BuildStatusString(task.Status);
}
}
catch (ApiException ex)
{
var ttvm = TradeTasksList.SingleOrDefault(x => x.Model == task);
if (ttvm != null)
{
ttvm.LastError = ex.Error;
}
}
catch (Exception)
{
}
finally
{
task.locker.Release();
}
}
// before running the lifecycle, update ALL task orders
// with status = ACTIVE | PARTIALLY_FILLED.
private async Task Lifecycle(TradeTask tt, PriceTicker ticker)
{
if (!tt.Jobs.Any())
{
// Shutdown the task.
tt.Status = TradeTaskStatus.Finished;
tt.Updated = DateTime.Now;
tt.Events.Add(tt.Updated, "Task finished.");
TradeTaskViewModel.SerializeModel(tt);
return;
}
bool isLimitOrdersAllowed = true;
// NOTE: this routine relies on condition that
// LIMIT orders are always on TOP of MARKET orders in list of jobs.
foreach (var job in tt.Jobs.ToList())
{
if (job.ExchangeOrder != null)
{
switch (job.ExchangeOrder.Status)
{
case OrderStatus.Cancelled:
tt.Status = TradeTaskStatus.Stopped;
tt.Updated = DateTime.Now;
tt.Events.Add(tt.Updated, "Task stopped due to order was cancelled outside.");
TradeTaskViewModel.SerializeModel(tt);
return;
case OrderStatus.Filled:
if (job.Kind == OrderKind.StopLoss)
{
// Shutdown the task.
tt.Status = TradeTaskStatus.Finished;
tt.Updated = DateTime.Now;
tt.Events.Add(tt.Updated, "Task finished by stop loss.");
}
else if (job.Kind == OrderKind.PanicSell)
{
tt.Status = TradeTaskStatus.PanicSell;
tt.Updated = DateTime.Now;
tt.Events.Add(tt.Updated, "Task stopped by panic sell.");
}
tt.FinishedJobs.Enqueue(job);
tt.Jobs.Remove(job);
TradeTaskViewModel.SerializeModel(tt);
return;
case OrderStatus.Active:
case OrderStatus.PartiallyFilled:
// THIS STATE IS ONLY POSSIBLE FOR LIMIT ORDERS OR PANIC SELL!
// so allow ONLY MARKET order to check conditions and execute
isLimitOrdersAllowed = false;
break;
}
}
else
{
bool applicable = false;
bool isLimitOrder = (job.Type == OrderType.LIMIT || job.Type == OrderType.STOP_LIMIT);
// check condition
if (job.Kind == OrderKind.Buy)
{
applicable = (tt.StopLoss.Price < ticker.Ask) && (ticker.Ask < tt.TakeProfit.First().Price);
if (!applicable)
{
var ttvm = TradeTasksList.SingleOrDefault(x => x.Model == tt);
ttvm.Status = "Цена вне зоны покупки";
}
}
else if (job.Kind == OrderKind.PanicSell)
{
applicable = true;
}
else
{
applicable = (job.Type != OrderType.MARKET && job.Type != OrderType.TRAILING) || (ticker.Bid >= job.Price); // NOTE: last part is wrong -- could be market STOP_LOSS, so ticker.Bid <= job.Price is valid for this case
}
// !!!ALLOW ONLY 1 LIMIT ORDER AT A TIME FOR NOW!!!
if (applicable && (isLimitOrdersAllowed || !isLimitOrder) && (tt.Qty > 0 || job.Side == TradeSide.Buy))
{
var result = await CancellAllOrders(tt);
if (job.Side == TradeSide.Sell)
{
// Do not sell more then you have :D
job.Quantity = Math.Min(tt.Qty, job.Quantity);
}
job.ExchangeOrder = await ExecuteOrder(job);
job.OrderId = job.ExchangeOrder.OrderId;
tt.Updated = DateTime.Now;
tt.Events.Add(tt.Updated, $"Created order {job.OrderId}.");
TradeTaskViewModel.SerializeModel(tt);
job.ExchangeOrder.Fills.ForEach(x => tt.RegisterTrade(x));
var ttvm = TradeTasksList.SingleOrDefault(x => x.Model == tt);
ttvm.Status = BuildStatusString(tt, job);
}
return; // exit for
}
}
}
