/// <summary>
/// Do a tick and handle trading
/// </summary>
/// <returns>A task</returns>
public async Task Tick()
{
// Collect tradeable instrument granularities
var tradeableGranularities = GetInstrumentGranularities().Where(granularity => granularity.IsTradeable);
// Collect latest candles for all relevant granularities for the tick time
var tickRelevantGranularities = tradeableGranularities.Where(granularity => IsTickRelevant(granularity.Granularity));
var instrumentTicks = new List <InstrumentWithCandles>();
foreach (var granularity in tickRelevantGranularities)
{
var lastTwoCandles = await GetLastTwoCandles(granularity.Instrument.Name, granularity.Granularity);
// Last candle is not complete -> market is open
if (!lastTwoCandles.ElementAt(1).Complete)
{
instrumentTicks.Add(new InstrumentWithCandles()
{
InstrumentName = granularity.Instrument.Name,
Granularity = granularity.Granularity,
Candles = new List <Candle>()
{
_mapper.Map <Candle>(lastTwoCandles.ElementAt(0))
}
});
}
}
if (instrumentTicks.Count() == 0)
{
// Do not execute engine tick
return;
}
// Save them to the storage account
foreach (var tick in instrumentTicks)
{
// Let's eliminate storage account speed, failures should be handles
// within the service anyway so don't care is a safe option here
_ = _instrumentStorageService.StoreInstrumentCandles(tick);
}
// Tick them to the engine
var tradeSignals = await TickToEngine(instrumentTicks);
// Save trade signals generated
var tradeSignalsToDb = _mapper.Map <IEnumerable <Database.Trade.TradeSignal> >(tradeSignals);
_dbContext.AddRange(tradeSignalsToDb);
_dbContext.SaveChanges();
// Make a trade for each for each connection
var connections = GetConnections();
foreach (var conn in connections)
{
// Oanda
if (conn.Broker == DbConnections.Broker.Oanda)
{
var oandaServer = conn.Type == ContractConnections.ConnectionType.Demo ? OandaConnectionType.FxPractice : OandaConnectionType.FxTrade;
var oandaConnection = _oandaApiConnectionFactory.CreateConnection(oandaServer, await _connectionsSecretService.GetConnectionSecret(conn.Id));
foreach (var ts in tradeSignals)
{
// Use the 40% of liquid cash
var account = await oandaConnection.GetAccount(conn.ExternalAccountId).GetDetailsAsync();
var positionSize = (account.Balance + account.UnrealizedPL) * .4;
await oandaConnection
.GetAccount(conn.ExternalAccountId)
.Trades
.OpenTradeAsync(
_mapper.Map <GeriRemenyi.Oanda.V20.Client.Model.InstrumentName>(ts.Instrument),
_mapper.Map <SdkTrade.TradeDirection>(ts.Direction),
Convert.ToInt64(Math.Floor(positionSize)),
900 // Stop loss: 900 pips
);
}
}
}
}
