public static bool Start(OrderHandling orderHandling)
{
bool result = false;
bool orderIsLeft = false;
decimal cutAmountFee = 1;
orderHandling.StartOrderHandling();
/// buy
orderHandling.OrderToCare = orderHandling.Buy;
if (!HandlingOneOrderTrade(orderHandling, true))
{
return(false);
}
if (orderHandling.OrderToCare.amountFilled > orderHandling.AmountTrade)
{
string warningMessage = String.Format("orderHandling.OrderToCare.amountFilled - {0}, orderHandling.AmountTrade - {1},", orderHandling.OrderToCare.amountFilled, orderHandling.AmountTrade);
PrintTable.PrintConsole(warningMessage);
PrintFunc.AddLine(StaticVariables.pathWithDate + "WARNING_amountFilled Greater than AmountTrade.txt", warningMessage);
PrintTable.Start(StaticVariables.pathWithDate + "WARNING_amountFilledOrderHandlingData.csv", orderHandling.PrintResult_2(), "OrderHandling");
}
else if (orderHandling.OrderToCare.amountFilled <= orderHandling.AmountTrade)
{
if (StaticVariables.CurrencyTradingFeeReduction)
{
cutAmountFee = StaticVariables.api.FeeTrade(orderHandling.OrderToCare.originalMaxOrMinPrice == orderHandling.OrderToCare.request.Price);
orderHandling.AmountTrade = orderHandling.OrderToCare.amountFilled * cutAmountFee;
}
else
{
orderHandling.AmountTrade = orderHandling.OrderToCare.amountFilled;
}
orderHandling.Sell.Request.Amount = orderHandling.AmountTrade;
if (orderHandling.itsBuyArbitrage)
{
orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Buy.request.Price;
}
else
{
orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Sell.request.Price;
}
if (orderHandling.Arbitrage.request.Amount < orderHandling.arbitrageSymbolsDate.MinAmount)
{
orderHandling.Arbitrage.request.Amount = orderHandling.arbitrageSymbolsDate.MinAmount;
}
}
if (orderHandling.AmountTrade < orderHandling.minAmountTrade)
{
return(false);
}
// sell
orderHandling.percent_2 = orderHandling.revnuCalculation(orderHandling.percent_1);
orderHandling.ChangeMaxOrMinPriceSell((StaticVariables.revnuTrade / 100));
orderHandling.OrderToCare = orderHandling.Sell;
orderHandling.OrderToCare.UpExtraPercent();
if (!HandlingOneOrderTrade(orderHandling, false))
{
orderIsLeft = true;
orderHandling.buySymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate -= 300; // USE to ML_4
orderHandling.sellSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate -= 300; // USE to ML_4
}
result = true;
#if DEBUG
orderHandling.debug += String.Format("\n\n{0},cutAmountFee,\n{1},Buy.extraPercent.Percent,\n{2},AmountTrade,\n{3},Sell.request.Amount,", cutAmountFee, orderHandling.Buy.extraPercent.Percent, orderHandling.AmountTrade, orderHandling.OrderToCare.request.Amount);
PrintFunc.AddLine(StaticVariables.pathDebug + orderHandling.currency + "/sell_" + orderHandling.currency + ".csv", orderHandling.debug);
#endif
if (StaticVariables.CurrencyTradingFeeReduction)
{
cutAmountFee = StaticVariables.api.FeeTrade(orderHandling.OrderToCare.originalMaxOrMinPrice == orderHandling.OrderToCare.request.Price);
orderHandling.AmountTrade = orderHandling.AmountTrade * cutAmountFee;
}
if (orderHandling.itsBuyArbitrage)
{
orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Buy.request.Price;
}
else
{
orderHandling.Arbitrage.Request.Amount = orderHandling.AmountTrade * orderHandling.Sell.request.Price;
}
if (orderHandling.Arbitrage.request.Amount < orderHandling.arbitrageSymbolsDate.MinAmount)
{
orderHandling.Arbitrage.request.Amount = orderHandling.arbitrageSymbolsDate.MinAmount;
}
// arbitrage
orderHandling.percent_3 = orderHandling.revnuCalculation(orderHandling.percent_2);
orderHandling.ChangeMaxOrMinPriceArbitrage((StaticVariables.revnuTrade / 100));
orderHandling.OrderToCare = orderHandling.Arbitrage;
orderHandling.OrderToCare.UpExtraPercent();
try
{
if (!HandlingOneOrderTrade(orderHandling, false))
{
orderIsLeft = true;
if (orderHandling.itsBuyArbitrage)
{
orderHandling.arbitrageSymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate -= 300; // USE to ML_4
}
else
{
orderHandling.arbitrageSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate -= 300; // USE to ML_4
}
}
CancellationFunc.Cancellation99(orderHandling);
}
catch (Exception ex)
{
DateTime localDate = DateTime.Now;
string printResult = String.Format("{0}\n{1}", localDate.ToString(), ex.ToString());
string fileName = String.Format("ExceptionArbitrage_{0}_{1}", (orderHandling.OrderToCare.request.IsBuy ? "Buy" : "Sell"), orderHandling.OrderToCare.request.Symbol);
PrintException.Start(fileName, printResult);
// TODU Send to a function to check if step b (sell) has been performed. And resubmit arbitrage order. The function should use a database to restore if the boot is shut down and restarted
}
#if DEBUG
orderHandling.debug += String.Format("\n\n{0},cutAmountFee,\n{1},Sell.extraPercent.Percent,\n{2},AmountTrade,\n{3},Sell.request.Amount,", cutAmountFee, orderHandling.Sell.extraPercent.Percent, orderHandling.AmountTrade, orderHandling.OrderToCare.request.Amount);
PrintFunc.AddLine(StaticVariables.pathDebug + orderHandling.currency + "/Arbitrage_" + orderHandling.currency + ".csv", orderHandling.debug);
#endif
// TODO Add a unique id variable to OrderHandling and send to a function that handles incomplete orders (orderLeft)
if (!orderIsLeft)
{
PrintTable.PrintConsole("yes");
orderHandling.buySymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate += 500; // USE to ML_4
orderHandling.sellSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate += 500; // USE to ML_4
if (orderHandling.itsBuyArbitrage)
{
orderHandling.arbitrageSymbolsDate.magicNumber.Buy.WaitingTimeForNextPriceUpdate += 500; // USE to ML_4
}
else
{
orderHandling.arbitrageSymbolsDate.magicNumber.Sell.WaitingTimeForNextPriceUpdate += 500; // USE to ML_4
}
}
orderHandling.percent_end = orderHandling.revnuCalculation(orderHandling.percent_3);
orderHandling.WalletResultEnd();
PrintTable.Start(StaticVariables.pathWithDate + "WalletResultReal.csv", orderHandling.summaryTradeReal, "WalletResultReal");
PrintTable.Start(StaticVariables.pathWithDate + "WalletResult.csv", orderHandling.summaryTrade, "WalletResult");
PrintFunc.AddLine(StaticVariables.pathWithDate + "main.txt", orderHandling.PrintResult());
PrintTable.Start(StaticVariables.pathWithDate + "OrderHandlingData.csv", orderHandling.PrintResult_2(), "OrderHandling");
#if DEBUG
PrintFunc.AddLine(StaticVariables.pathDebug + orderHandling.currency + "/end_" + orderHandling.currency + ".csv", orderHandling.debug);
#endif
result = orderHandling.succsseTrade;
return(result);
}
