public async Task Trade(CoursePoint curCourse)
{
_isBusy = true;
await CheckComplOrders();
var trackResult = Tracker.Track(curCourse);
if (DbgSett.Options.Contains(DbgSett.DbgOption.ShowCourse))
{
Log.CreateLog("Trade", string.Format("Mode={0} Pt{1}", Tracker.Leap.Mode, trackResult));
}
switch (trackResult)
{
case EndPoint.None:
if (Tracker.Leap.Mode == TrackMode.Neutral)
{
TrySell(curCourse);
}
break;
case EndPoint.UpEnd:
TrySell(curCourse); break;
case EndPoint.DownEnd:
if (AllowBuy(curCourse))
{
Buyer.Buy(curCourse, Tracker);
}
break;
}
_isBusy = false;
}
public EndPoint SetNeutral(CoursePoint course, double delta)
{
if (Math.Abs(LastPt.Course - course.Course) < delta)
{
return(EndPoint.None);
}
Mode = TrackMode.Neutral;
if (Mode == TrackMode.Error) // первый запуск
{
if (Mode == TrackMode.Down)
{
DownEnd = course;
return(EndPoint.None);
}
else
{
UpEnd = course;
return(EndPoint.None);
}
}
// основной режим
if (course.Course - LastPt.Course < 0)
{
DownEnd = course;
return(EndPoint.DownEnd);
}
UpBegin = course;
return(EndPoint.UpEnd);
}
public void Buy(CoursePoint buyPoint, CourseTracker tracker)
{
if (DbgSett.Options.Contains(DbgSett.DbgOption.ShowBuy))
{
Log.CreateLog("Buy", string.Format("{0} {1}", buyPoint, tracker.Leap.Mode));
}
_Order = new Order(tracker.Market.Name, buyPoint.Course, Balance / PartsInvest);
_Order.PlaceDate = buyPoint.Date; // для отладки по истории, в реальном случае поле затрется
_apiDriver.Buy(_Order);
}
private void TrySell(CoursePoint pt)
{
if (pt.Course < MinSell)
{
return;
}
foreach (var seller in Sellers)
{
seller.TrySell(pt);
}
}
private bool AllowBuy(CoursePoint pt)
{
if (pt.Course > MaxBuy)
{
return(false);
}
if (!Sellers.Any())
{
return(true);
}
double minPrice = Sellers.Min(s => s.BuyOrder.Price);
double gap = KSellDist * Tracker.Sett.Delta * Math.Sqrt(Sellers.Count);
return(pt.Course < minPrice - gap);
}
public async Task TrySell(CoursePoint point)
{
if (point.Course - BuyOrder.Price < BuyOrder.Price * _delta)
{
return;
}
SellOrder = new Order(BuyOrder.Pair, point.Course, BuyOrder.Amount);
await _apiDriver.Sell(SellOrder);
if (DbgSett.Options.Contains(DbgSett.DbgOption.ShowSell))
{
var mrg = point.Course - BuyOrder.Price * (1 + _delta);
Log.CreateLog("Sell", string.Format("sell:{0} buy:{1} kd={2:0.000 00} mrg={3:0.000 00} mrg={4:0.000 00}",
point, BuyOrder.Point, (point.Course - BuyOrder.Price) / (_delta * BuyOrder.Price), mrg, mrg / BuyOrder.Price * 100));
}
}
public EndPoint SetDown(CoursePoint course, double delta)
{
switch (Mode)
{
case TrackMode.Neutral:
Mode = TrackMode.Down;
DownBegin = course;
return(EndPoint.None);
case TrackMode.Up:
Mode = TrackMode.Down;
if (Math.Abs(LastPt.Course - course.Course) < delta)
{
return(EndPoint.None);
}
UpEnd = course;
return(EndPoint.UpEnd);
default: return(EndPoint.None);
}
}