/// <summary>
/// Queries the persistence layer for open trades and
/// handles them, otherwise a new trade is created.
/// </summary>
/// <returns></returns>
public async Task Process()
{
// Get our current trades.
var tradeTable = await ConnectionManager.GetTableConnection(Constants.OrderTableName, Constants.IsDryRunning);
var balanceTable = await ConnectionManager.GetTableConnection(Constants.BalanceTableName,
Constants.IsDryRunning);
var activeTrades = tradeTable.CreateQuery <Trade>().Where(x => x.IsOpen).ToList();
// Create two batches that we can use to update our tables.
var batch = new TableBatchOperation();
var balanceBatch = new TableBatchOperation();
// Can't use FirstOrDefault directly because Linq for Table Storage doesn't support it.
_totalBalance = balanceTable.CreateQuery <Balance>().Where(x => x.RowKey == "TOTAL").FirstOrDefault();
_dayBalance =
balanceTable.CreateQuery <Balance>()
.Where(x => x.RowKey == DateTime.UtcNow.ToString("yyyyMMdd"))
.FirstOrDefault();
// Create both the balances if they don't exist yet.
CreateBalancesIfNotExists(balanceBatch);
// Handle our active trades.
foreach (var trade in activeTrades)
{
var orders = await _api.GetOpenOrders(trade.Market);
if (orders.Any(x => x.OrderUuid.ToString() == trade.OpenOrderId))
{
// There's already an open order for this trade.
// This means we're still buying it.
_log($"Already an open order for trade {trade.OpenOrderId}");
}
else
{
trade.OpenOrderId = null;
// No open order with the order ID of the trade.
// Check if this trade can be closed
if (!await CloseTradeIfFulfilled(trade))
{
// Check if we can sell our current pair
await HandleTrade(trade);
}
batch.Add(TableOperation.Replace(trade));
}
}
// If we have less active trades than we can handle, find a new one.
while (activeTrades.Count < Constants.MaxNumberOfConcurrentTrades)
{
var trade = await StartTrade(activeTrades, batch);
if (trade != null)
{
// Add this to activeTrades so we don't trigger the same.
activeTrades.Add(trade);
batch.Add(TableOperation.Insert(trade));
}
else
{
// No more trade to be found, kill it.
break;
}
}
_log($"Currently handling {activeTrades.Count} trades.");
// If these actually changed make a roundtrip to the server to set them.
if (_dayBalanceExists && _oldDayBalance != _dayBalance.Profit)
{
balanceBatch.Add(TableOperation.Replace(_dayBalance));
}
if (_totalBalanceExists && _oldTotalBalance != _totalBalance.Profit)
{
balanceBatch.Add(TableOperation.Replace(_totalBalance));
}
if (batch.Count > 0)
{
tradeTable.ExecuteBatch(batch);
}
if (balanceBatch.Count > 0)
{
balanceTable.ExecuteBatch(balanceBatch);
}
}