//This method is called from TimingManager and manages the excutions of Algorythemic Traders
public static async void RunTrader()
{
//Get the trader ids from the database
MySqlDataReader reader = threadDataBaseHandler.GetData("SELECT ID FROM AlgoTrader");
List <int> TradersInDB = new List <int>();
List <int> TradersToDelete = new List <int>();
//Checks which traders we have stored locally
//if the id exists in the DB but not in this program them grab from the DB and create local version
//else if if it exists in this local version but not in the DB then delete the local instance
while (reader.Read())
{
TradersInDB.Add((int)reader["ID"]);
}
for (int i = 0; i < Traders.Count; i++)
{
if (!TradersInDB.Contains(Traders[i].ID))
{
TradersToDelete.Add(i);
}
}
for (int i = 0; i < TradersInDB.Count; i++)
{
if (!Traders.Exists((t) => t.ID == TradersInDB[i]))
{
reader = threadDataBaseHandler.GetData("SELECT * FROM AlgoTrader WHERE ID = " + TradersInDB[i]);
while (reader.Read())
{
Traders.Add(new AlgorithmsTrader1(TradersInDB[i], (string)reader["Target"], (int)reader["UserId"], (double)reader["ShortRequirement"], (double)reader["LongRequirement"], (int)reader["MinAmount"], (int)reader["MaxAmount"], (double)reader["Aggresion"]));
}
}
}
while (TradersToDelete.Count > 0)
{
threadDataBaseHandler.SetData("DELETE FROM Users WHERE ID = " + Traders[TradersToDelete[0]].UserID);
threadDataBaseHandler.SetData("UPDATE Inventories SET UserID = 1 WHERE UserID = " + Traders[TradersToDelete[0]].UserID);
threadDataBaseHandler.SetData("DELETE FROM AlgoTrader WHERE ID = " + Traders[TradersToDelete[0]].ID);
Traders.Remove(Traders[TradersToDelete[0]]);
TradersToDelete.RemoveAt(0);
}
//Now we have all the correct traders stored locally we can run a turn on them
foreach (AlgoTrader t in Traders)
{
try {
t.RunTurn();
} catch {
Console.WriteLine("Error with DB Connectiom, Will retry next turn");
}
}
//Basic traders are the ones create by the user which just excute traders if certain criteria is met
BasicTraders();
TimingManager.TraderTimer.Start();
Console.WriteLine("Traders Completed");
}
private void LMMRound(ref BidsAndOffers Bid, ref List <BidsAndOffers> Offers)
{
//In the LLM round we assign a selection of all bids at the price level to lead market makers, this help market makers complete orders faster
for (int i = 0; i < Offers.Count; i++)
{
//Select their LMM percentage from DB
MySqlDataReader r = threadDataBaseHandler.GetData("SELECT LMM FROM Users WHERE ID = " + Offers[i].User);
double LMMPercentage = 0;
while (r.Read())
{
LMMPercentage = (double)r["LMM"];
}
//Check if they have a percentage
if (LMMPercentage > 0f)
{
int LMMAmount = (int)(Bid.Quantity * LMMPercentage);
if (LMMAmount > 0)
{
//If there percentage is more than avilable we clamp it to max
if (LMMAmount > Offers[i].Quantity)
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, Offer.Quantity, threadDataBaseHandler);
Offers[i] = Offer;
}
else
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, LMMAmount, threadDataBaseHandler);
Offers[i] = Offer;
}
}
}
}
}
/// <summary>
/// Reduces the frequency of data for a stock the older the data is in order to keep the DB at a reasonable size
/// </summary>
static void PricingThinner(string StockName, ThreadDataBaseHandler threadDataBaseHandler)
{
MySqlDataReader reader = threadDataBaseHandler.GetData(string.Format("SELECT Time From PricingHistory WHERE StockName = '{0}' AND Time < '{1}' ORDER BY Time ASC", StockName, DateTime.Now.AddSeconds(-10).ToString("yyyy-MM-dd HH:mm:ss")));
List <DateTime> LastHour = new List <DateTime>();
List <DateTime> Last12Hours = new List <DateTime>();
List <DateTime> LastDay = new List <DateTime>();
List <DateTime> LastWeek = new List <DateTime>();
List <DateTime> LastMonth = new List <DateTime>();
List <DateTime> Longer = new List <DateTime>();
while (reader.Read())
{
DateTime time = (DateTime)reader["Time"];
if (time > DateTime.Now.AddHours(-1))
{
LastHour.Add(time);
}
else if (time > DateTime.Now.AddHours(-12))
{
Last12Hours.Add(time);
}
else if (time > DateTime.Now.AddDays(-1))
{
LastDay.Add(time);
}
else if (time > DateTime.Now.AddDays(-7))
{
LastWeek.Add(time);
}
else if (time > DateTime.Now.AddMonths(-1))
{
LastMonth.Add(time);
}
else
{
Longer.Add(time);
}
}
//For each time period there is a set gap which entries need to be apart by.
//If the gap is not the right size then the entry is removed from the DB
List <DateTime> ToBeDeleted = new List <DateTime>();
DateTime last = DateTime.MinValue;
for (int i = 0; i < LastHour.Count; i++)
{
if (i == 0)
{
last = LastHour[i];
continue;
}
if ((LastHour[i] - last).Seconds < 10)
{
ToBeDeleted.Add(LastHour[i]);
}
else
{
last = LastHour[i];
}
}
last = DateTime.MinValue;
for (int i = 0; i < Last12Hours.Count; i++)
{
if (i == 0)
{
last = Last12Hours[i];
continue;
}
if ((Last12Hours[i] - last).Minutes < 2)
{
ToBeDeleted.Add(Last12Hours[i]);
}
else
{
last = Last12Hours[i];
}
}
last = DateTime.MinValue;
for (int i = 0; i < LastDay.Count; i++)
{
if (i == 0)
{
last = LastDay[i];
continue;
}
if ((LastDay[i] - last).Minutes < 10)
{
ToBeDeleted.Add(LastDay[i]);
}
else
{
last = LastDay[i];
}
}
last = DateTime.MinValue;
for (int i = 0; i < LastWeek.Count; i++)
{
if (i == 0)
{
last = LastWeek[i];
continue;
}
if ((LastWeek[i] - last).Hours < 1)
{
ToBeDeleted.Add(LastWeek[i]);
}
else
{
last = LastWeek[i];
}
}
last = DateTime.MinValue;
for (int i = 0; i < LastMonth.Count; i++)
{
if (i == 0)
{
last = LastMonth[i];
continue;
}
if ((LastMonth[i] - last).Hours < 6)
{
ToBeDeleted.Add(LastMonth[i]);
}
else
{
last = LastMonth[i];
}
}
last = DateTime.MinValue;
for (int i = 0; i < Longer.Count; i++)
{
if (i == 0)
{
last = Longer[i];
continue;
}
if ((Longer[i] - last).Days < 7)
{
ToBeDeleted.Add(Longer[i]);
}
else
{
last = Longer[i];
}
}
for (int i = 0; i < ToBeDeleted.Count; i++)
{
threadDataBaseHandler.SetData("DELETE FROM PricingHistory WHERE StockName = '" + StockName + "' AND Time = '" + ToBeDeleted[i].ToString("yyyy-MM-dd HH:mm:ss") + "'");
}
}
public async void RunMatchMaker(string s, int ThreadCounter)
{
//Store DB connection class from array in Pool in order to not overload the server with conncetions
threadDataBaseHandler = Pool.DataBaseHandlers[ThreadCounter];
//Get the Pricelevels of bids for the assigned stock from DB
MySqlDataReader BidPoolReader = threadDataBaseHandler.GetData("SELECT DISTINCT Price FROM Pool WHERE Type = 0 AND StockName = '" + s + "' ORDER BY Price ASC");
List <double> BidPriceLevels = new List <double>();
while (BidPoolReader.Read())
{
//Read redsults from DB
BidPriceLevels.Add((double)BidPoolReader["Price"]);
}
if (BidPriceLevels.Count == 0)
{
return;
}
//Get the Pricelevels of offers for the assigned stock from DB
MySqlDataReader OfferPoolReader = threadDataBaseHandler.GetData("SELECT DISTINCT Price FROM Pool WHERE Type = 1 AND StockName = '" + s + "' ORDER BY Price DESC");
List <double> OfferPriceLevels = new List <double>();
while (OfferPoolReader.Read())
{
//Read redsults from DB
OfferPriceLevels.Add((double)OfferPoolReader["Price"]);
}
if (OfferPriceLevels.Count == 0)
{
return;
}
//Close connection with DB
threadDataBaseHandler.CloseCon();
foreach (double BidPrice in BidPriceLevels)
{
for (int i = 0; i < OfferPriceLevels.Count; i++)
{
//Cycle through the bid price levels with every offer price level to find offers which are lower than that of the bid price level
if (OfferPriceLevels[i] <= BidPrice)
{
//if this is the case then lets grab all the bids at this level to be able to assign with offers at this price level
MySqlDataReader BidReader = threadDataBaseHandler.GetData("SELECT * FROM Pool WHERE Type = 0 AND StockName = '" + s + "' AND Price = " + BidPrice);
List <BidsAndOffers> bids = new List <BidsAndOffers>();
while (BidReader.Read())
{
//These are commented out as they are used for debugging
//Console.WriteLine(BidReader["Type"].GetType());
//Console.WriteLine(BidReader["TimePlaced"].GetType());
//Console.WriteLine(BidReader["Price"].GetType());
//Console.WriteLine(BidReader["User"].GetType());
//Console.WriteLine(BidReader["StockName"].GetType());
//Console.WriteLine(BidReader["Quantity"].GetType());
//Console.WriteLine(BidReader["TurnsInPool"].GetType());
bids.Add(new BidsAndOffers((bool)BidReader["Type"], (DateTime)BidReader["TimePlaced"], (double)BidReader["Price"], (int)BidReader["User"], (string)BidReader["StockName"], (int)BidReader["Quantity"], (int)BidReader["TurnsInPool"]));
}
//Grab the offers at this price level for assignment
MySqlDataReader OfferReader = threadDataBaseHandler.GetData("SELECT * FROM Pool WHERE Type = 1 AND StockName = '" + s + "' AND Price = " + OfferPriceLevels[i]);
List <BidsAndOffers> offers = new List <BidsAndOffers>();
while (OfferReader.Read())
{
offers.Add(new BidsAndOffers((bool)OfferReader["Type"], (DateTime)OfferReader["TimePlaced"], (double)OfferReader["Price"], (int)OfferReader["User"], (string)OfferReader["StockName"], (int)OfferReader["Quantity"], (int)OfferReader["TurnsInPool"]));
}
//While there is atleast one offer and one bid available at this price range we allocate them
while (bids.Count != 0 && offers.Count != 0)
{
BidsAndOffers b = bids[0];
LMMRound(ref b, ref offers);
#region Cleaner
foreach (BidsAndOffers o in offers)
{
if (o.Quantity <= 0)
{
TradeManager.RemoveFromPool(o, threadDataBaseHandler);
}
}
offers.RemoveAll((o) => o.Quantity <= 0);
bids[0] = b;
if (bids[0].Quantity <= 0)
{
TradeManager.RemoveFromPool(bids[0], threadDataBaseHandler);
bids.RemoveAt(0);
continue;
}
#endregion
ProRataWithLMM(ref b, ref offers, 5);
#region Cleaner
foreach (BidsAndOffers o in offers)
{
if (o.Quantity <= 0)
{
TradeManager.RemoveFromPool(o, threadDataBaseHandler);
}
}
offers.RemoveAll((o) => o.Quantity <= 0);
bids[0] = b;
if (bids[0].Quantity <= 0)
{
TradeManager.RemoveFromPool(bids[0], threadDataBaseHandler);
bids.RemoveAt(0);
continue;
}
#endregion
FIFO(ref b, ref offers);
#region Cleaner
foreach (BidsAndOffers o in offers)
{
if (o.Quantity <= 0)
{
TradeManager.RemoveFromPool(o, threadDataBaseHandler);
}
}
offers.RemoveAll((o) => o.Quantity <= 0);
bids[0] = b;
if (bids[0].Quantity <= 0)
{
TradeManager.RemoveFromPool(bids[0], threadDataBaseHandler);
bids.RemoveAt(0);
continue;
}
#endregion
}
}
}
}
threadDataBaseHandler.CloseCon();
}
