public async Task <Order> PlaceNewOrder(string oSide, string oProdName,
string oSize, string oPrice, bool chaseBestPrice, string orderType = "limit")
{
OrderPlacer limitOrder = new OrderPlacer(_auth);
JObject orderBodyObj = new JObject();
//orderBodyObj.Add(new JProperty("client_oid", ""));
orderBodyObj.Add(new JProperty("type", orderType));
orderBodyObj.Add(new JProperty("product_id", oProdName));
orderBodyObj.Add(new JProperty("side", oSide));
orderBodyObj.Add(new JProperty("price", oPrice));
orderBodyObj.Add(new JProperty("size", oSize));
//if post only is set then use this
if (AvoidExFees)
{
if (orderType != "market")
{
orderBodyObj.Add(new JProperty("post_only", Boolean.TrueString));//"T"));
}
}
if (OrderStartingPrice == 0) //not yet set
{
OrderStartingPrice = Convert.ToDecimal(oPrice);
}
Logger.WriteLog(string.Format("placing new {0} {1} order @{2}", orderType, oSide, oPrice));
//changed from await to .Result: neworder should wait for the new order to finish formulating
var newOrder = limitOrder.PlaceOrder(orderBodyObj).Result;
if (newOrder != null)
{
var myCurOrder = new MyOrder
{
OrderId = newOrder.Id,
Productname = newOrder.Product_id,
OrderType = orderType,
Status = "OPEN",
UsdPrice = Convert.ToDecimal(newOrder.Price),
ProductSize = Convert.ToDecimal(newOrder.Size),
Side = newOrder.Side,
ChaseBestPrice = chaseBestPrice
};
if (newOrder.Status != "rejected")
{
//if there are no orders in order list then set
//already tracking order variables to false
if (MyChaseOrderList.Count == 0)
{
if (fillsClient.BusyCheckingOrder)
{
fillsClient.BusyCheckingOrder = false;
}
if (FillsClient.IsBusy_TrackIngOrder)
{
FillsClient.IsBusy_TrackIngOrder = false;
}
}
AddToOrderList(myCurOrder);
//if (chaseBestPrice && MyChaseOrderList.Count == 1)
if (chaseBestPrice && MyChaseOrderList.Count > 0)
{
Logger.WriteLog("Order list contains 1 or more order, starting order tracker");
fillsClient.startTracker();
}
}
else
{
//wait before placing a new order
//Task.Delay(200);
Thread.Sleep(200);
Logger.WriteLog("Last order rejected, retrying...");
decimal adjustedPrice = getAdjustedCurrentPrice(myCurOrder);
try
{
var orderAtNewPrice = PlaceNewOrder(
oSide: myCurOrder.Side,
oProdName: myCurOrder.Productname,
oSize: myCurOrder.ProductSize.ToString(),
oPrice: adjustedPrice.ToString(),
chaseBestPrice: true,
orderType: orderType
);
}
catch (Exception)
{
Logger.WriteLog("error with recursive new order after last order rejected. Throwing OrderRetryError error (should be cought by CancelAndReorder func)");
throw new Exception("OrderRetryError");
}
}
}
return(newOrder);
}
private bool CancelAndReorder()
{
isBusyCancelAndReorder = true;
//Logger.WriteLog("\t\t in cancel and reorder");
//wait until fill status check is done
if (fillsClient.BusyCheckingOrder)
{
Logger.WriteLog("waiting for fill status check to finish");
}
int chekingOrderWaitCount = 0;
while (fillsClient.BusyCheckingOrder)
{
Thread.Sleep(50);
}
//chekingOrderWaitCount += 1;
BusyWithWithCancelReorder = true;
for (int i = 0; i < MyChaseOrderList.Count; i++)
{
if (MyChaseOrderList.Count == 0)
{
break;
}
MyOrder myCurrentOrder = MyChaseOrderList.FirstOrDefault();
//// skip to the next order if current order is market order, since market orders cant be cancelled
//if (myCurrentOrder.OrderType == "market")
//{
// Logger.WriteLog(String.Format("market {0} order ({1}) of {2} {3} detected, skipping cancel and reorder",
// myCurrentOrder.Side, myCurrentOrder.OrderId, myCurrentOrder.ProductSize, myCurrentOrder.Productname));
// continue;
//}
//if market order -> will error out when trying to cancel and will be notified filled
//if order has been partially filled, move to next order in list
if (myCurrentOrder.Status == "PARTIALLY_FILLED")
{
//change the order size to the remaining of unfilled
var UnfilledAmount = myCurrentOrder.ProductSize - myCurrentOrder.FilledSize;
if (UnfilledAmount < 0.01m) //smallest size possible to trade
{
UnfilledAmount = 0.01m;
}
myCurrentOrder.ProductSize = UnfilledAmount; //myCurrentOrder.ProductSize - myCurrentOrder.FilledSize;
//myCurrentOrder.Status = "OPEN";
myCurrentOrder.FilledSize = 0;
OrderRetriedCount = 1; //reset the retried count
Logger.WriteLog(string.Format(
"Modifying partially filled order, retrying to {0} unfilled size of {1} {2} ",
myCurrentOrder.Side, UnfilledAmount, myCurrentOrder.Productname));
}
//cancell ALL the current orders
List <string> cancelledOrder = new List <string>();
try
{
//pratially filled order already cancelled in FillCLients filled event
if (myCurrentOrder.Status == "PARTIALLY_FILLED")
{
myCurrentOrder.Status = "OPEN";
//remove the partially filled order id from watch list
//new id will be added to watch list when a new order is placed
RemoveFromOrderList(myCurrentOrder.OrderId);
}
else
{
cancelledOrder = CancelSingleOrder(myCurrentOrder.OrderId).Result;
//remove the order from the watch list if cancelled
//cancelledOrder only indicates if cancelled or not. does not contain any data
if (cancelledOrder.Count() > 0)
{
RemoveFromOrderList(myCurrentOrder.OrderId); //notice how myCurrentOrder.OrderId is used instead of cancelledOrder.first()
}
}
}
catch (Exception ex)
{
Logger.WriteLog(string.Format(
"error cancelling order {0}, retrying...", myCurrentOrder.OrderId));
if (ex.InnerException.Message == "OrderNotFound")
{
Logger.WriteLog("Order not found, removing from watch list and continueing" + myCurrentOrder.OrderId);
RemoveFromOrderList(myCurrentOrder.OrderId);
NotifyOrderUpdateListener(new OrderUpdateEventArgs
{
side = "UNKNOWN",
filledAtPrice = "0",
Message = "ORDER_NOT_FOUND",
OrderId = "UNKNOWN",
fillFee = "0",
fillSize = "0",
ProductName = "UNKNOWN"
});
}
if (ex.InnerException.Message == "OrderAlreadyDone")
{
Logger.WriteLog("Order already done " + myCurrentOrder.OrderId);
//order already done so remove from watch list 2018-02-18
Logger.WriteLog("Order already done, removing from watch list " + myCurrentOrder.OrderId);
RemoveFromOrderList(myCurrentOrder.OrderId);
NotifyFilledOtherWise(myCurrentOrder.OrderId);
}
continue; //continue and try again to cancel and reorder
//throw;
}
Logger.WriteLog(string.Format("\tCancelled {0} order ({1}): {2} {3} @{4}",
myCurrentOrder.Side, myCurrentOrder.OrderId, myCurrentOrder.ProductSize, myCurrentOrder.Productname,
myCurrentOrder.UsdPrice));
decimal adjustedPrice = 0;
decimal curPriceDifference = 0;
if (OrderStartingPrice > 0)
{
curPriceDifference = Math.Abs(OrderStartingPrice - PriceTicker.CurrentPrice);
}
//if (myCurrentOrder == null)
// continue;
//OrderStartingPrice = adjustedPrice;
//var priceChangePercent = PriceTicker.CurrentPrice * 10.00m;//0.0025m; //for testing
decimal priceChangePercent = 0.0m;
if (AvoidExFees)
{
priceChangePercent = PriceTicker.CurrentPrice * 0.0020m; // 0.0025m
}
else
{
priceChangePercent = PriceTicker.CurrentPrice * 0.0010m; // 0.0025m
}
//test!!
//priceChangePercent = 0.00001m;
if (OrderRetriedCount <= 13 && curPriceDifference <= priceChangePercent) // retry a total of 15 times or while less than a "big jump"
{
adjustedPrice = getAdjustedCurrentPrice(myCurrentOrder);
try
{
//place new order limit order
var orderAtNewPrice = PlaceNewOrder(
oSide: myCurrentOrder.Side,
oProdName: myCurrentOrder.Productname,
oSize: myCurrentOrder.ProductSize.ToString(),
oPrice: adjustedPrice.ToString(),
chaseBestPrice: true,
orderType: "limit"
);
orderAtNewPrice.Wait();
}
catch (Exception)
{
Logger.WriteLog("error in cancel and reorder occured while placing new limit order, retrying...");
//put the order back in the active order list if there are no
//orders since it was cancelled above. this prevents it from
//locking up in case the order was cancelled
//and an error was encountered while placing a new order
if (MyChaseOrderList.Count == 0)
{
AddToOrderList(myCurrentOrder);
}
continue;
}
}
else
{
if (curPriceDifference > priceChangePercent)
{
Logger.WriteLog("Price changed more than " + curPriceDifference + " Forcing market order");
}
adjustedPrice = getAdjustedCurrentPrice(myCurrentOrder, "market");
//place new market order
try
{
var orderAtNewPrice = PlaceNewOrder(
oSide: myCurrentOrder.Side,
oProdName: myCurrentOrder.Productname,
oSize: myCurrentOrder.ProductSize.ToString(),
oPrice: adjustedPrice.ToString(),
chaseBestPrice: true,
orderType: "market"
);
orderAtNewPrice.Wait();
}
catch (Exception)
{
Logger.WriteLog("Error in cancel and reorder occured while placing new market order, retrying...");
if (MyChaseOrderList.Count == 0)
{
AddToOrderList(myCurrentOrder);
}
continue;
}
}
}
BusyWithWithCancelReorder = false;
OrderRetriedCount += 1;
Logger.WriteLog("Order retried count: " + OrderRetriedCount);
Logger.WriteLog("Orders in ActiveOrderList:");
try
{
MyChaseOrderList.ForEach(x => Logger.WriteLog("\t" + x.OrderId));
}
catch (Exception)
{
Logger.WriteLog("Error enumerating order list, list changed");
}
isBusyCancelAndReorder = false;
return(true);
}
