//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");
}
public static void CreateTrade(ref BidsAndOffers Bid, ref BidsAndOffers Offer, int Quantity, ThreadDataBaseHandler threadDataBaseHandler)
{
//Get the total quantity that the user can sell
int StockAvailable = threadDataBaseHandler.GetCount(string.Format("SELECT COUNT(Quantity) FROM Inventories WHERE StockName = '{0}' AND UserID = {1}", Offer.StockName, Offer.User));
if (Quantity > StockAvailable)
{
//If the quantity if the sale is greater than that the user can offer limit to the max amount the user could sell
Quantity = StockAvailable;
}
//If the Quantity is not greater than one we can skip trade creation
if (Quantity > 0)
{
//Checking to see if the bid user has an entry in the iventory table
if (threadDataBaseHandler.GetCount("SELECT COUNT(UserID) FROM Inventories WHERE UserID = " + Bid.User + " AND StockName = '" + Bid.StockName + "'") == 0)
{
//If not then an entry for the bid user for this stock is inserted into inventories
threadDataBaseHandler.SetData(string.Format("INSERT INTO Inventories(UserID, StockName, Quantity, LastTradedPrice) VALUES({0}, '{1}', {2}, {3})", Bid.User, Bid.StockName, 0, 0));
}
//Update the database reflect the new trade
threadDataBaseHandler.SetData(string.Format("INSERT INTO Trades(StockName, BuyerID, SellerID, Price, Quantity) VALUES('{0}', {1}, {2}, {3}, {4})", Bid.StockName, Bid.User, Offer.User, Offer.Price, Quantity));
threadDataBaseHandler.SetData(string.Format("UPDATE Inventories set LastTradedPrice = {0}, Quantity = Quantity - {1} WHERE StockName = '{2}' AND UserID = {3}", Offer.Price, Quantity, Offer.StockName, Offer.User));
threadDataBaseHandler.SetData(string.Format("UPDATE Inventories set LastTradedPrice = {0}, Quantity = Quantity + {1} WHERE StockName = '{2}' AND UserID = {3}", Offer.Price, Quantity, Offer.StockName, Bid.User));
threadDataBaseHandler.SetData(string.Format("UPDATE Stock SET VolumeTraded = VolumeTraded + {0} WHERE StockName = '{1}'", Quantity, Offer.StockName));
threadDataBaseHandler.SetData(string.Format("UPDATE Users SET Balance = Balance + {0} WHERE ID = {1}", Offer.Price * Quantity, Offer.User));
threadDataBaseHandler.SetData(string.Format("UPDATE Users SET Balance = Balance - {0} WHERE ID = {1}", Offer.Price * Quantity, Bid.User));
}
else if (Quantity < 0)
{
throw new Exception("Error with trade, quantity is less than 0");
}
//Checking if trade went ahead
if (Quantity != 0)
{
//If it did then we are updating are local version of the bids and offfers in the server pool
//This allows the matchmaking algorythim to continue without having to grab the new trade data
//from the database
Bid.Quantity -= Quantity;
Offer.Quantity -= Quantity;
//Update database to reflect new trade
threadDataBaseHandler.SetData(string.Format("Update Pool set Quantity = {0} WHERE Type = {1} AND TimePlaced = '{2}' AND Price = {3} AND User = {4} AND StockName = '{5}'", Bid.Quantity, Bid.Type, Bid.TimePlaced.ToString("yyyy-MM-dd HH:mm:ss"), Bid.Price, Bid.User, Bid.StockName));
threadDataBaseHandler.SetData(string.Format("Update Pool set Quantity = {0} WHERE Type = {1} AND TimePlaced = '{2}' AND Price = {3} AND User = {4} AND StockName = '{5}'", Offer.Quantity, Offer.Type, Offer.TimePlaced.ToString("yyyy-MM-dd HH:mm:ss"), Offer.Price, Offer.User, Offer.StockName));
}
else
{
//If they couldn't supply any stock to sell then set the offer quantity to be zero
Offer.Quantity = 0;
}
//Close the connection to the DB so that DB connection thread can be open for the next thread
threadDataBaseHandler.CloseCon();
}
public static void RemoveFromPool(BidsAndOffers Trade, ThreadDataBaseHandler threadDataBaseHandler)
{
//When a bid or offer is ready to be removed it passed to this method which removes it from DB
string command = string.Format("DELETE FROM Pool WHERE Type = {0} AND TimePlaced = '{1}' AND Price = {2} AND User = {3} AND StockName = '{4}'", Trade.Type, Trade.TimePlaced.ToString("yyyy-MM-dd HH:mm:ss"), Trade.Price, Trade.User, Trade.StockName);
threadDataBaseHandler.SetData(command);
threadDataBaseHandler.CloseCon();
}
/// <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") + "'");
}
}
//Place offer into pool
private void ShortTermShort(int Quanity, double Price)
{
threadDataBaseHandler.SetData(string.Format("INSERT INTO Pool (Type, Price, User, StockName, Quantity) VALUES ({0}, {1}, {2}, '{3}', {4})", (int)BidOffer.offer, Price, client, TargetStock, Quanity));
Console.WriteLine("Places short with " + Quanity);
}
