public bool CheckConditions(IEnumerable <IRuleCondition> conditions, Dictionary <string, ISignal> signals, double?globalRating, string pair, ITradingPair tradingPair)
{
foreach (var condition in conditions)
{
ISignal signal = null;
if (condition.Signal != null && signals.TryGetValue(condition.Signal, out ISignal s))
{
signal = s;
}
if (condition.MinPrice != null && (tradingService.GetCurrentPrice(pair) < condition.MinPrice) ||
condition.MaxPrice != null && (tradingService.GetCurrentPrice(pair) > condition.MaxPrice) ||
condition.MinSpread != null && (tradingService.GetCurrentSpread(pair) < condition.MinSpread) ||
condition.MaxSpread != null && (tradingService.GetCurrentSpread(pair) > condition.MaxSpread) ||
condition.MinVolume != null && (signal == null || signal.Volume == null || signal.Volume < condition.MinVolume) ||
condition.MaxVolume != null && (signal == null || signal.Volume == null || signal.Volume > condition.MaxVolume) ||
condition.MinVolumeChange != null && (signal == null || signal.VolumeChange == null || signal.VolumeChange < condition.MinVolumeChange) ||
condition.MaxVolumeChange != null && (signal == null || signal.VolumeChange == null || signal.VolumeChange > condition.MaxVolumeChange) ||
condition.MinPriceChange != null && (signal == null || signal.PriceChange == null || signal.PriceChange < condition.MinPriceChange) ||
condition.MaxPriceChange != null && (signal == null || signal.PriceChange == null || signal.PriceChange > condition.MaxPriceChange) ||
condition.MinRating != null && (signal == null || signal.Rating == null || signal.Rating < condition.MinRating) ||
condition.MaxRating != null && (signal == null || signal.Rating == null || signal.Rating > condition.MaxRating) ||
condition.MinRatingChange != null && (signal == null || signal.RatingChange == null || signal.RatingChange < condition.MinRatingChange) ||
condition.MaxRatingChange != null && (signal == null || signal.RatingChange == null || signal.RatingChange > condition.MaxRatingChange) ||
condition.MinVolatility != null && (signal == null || signal.Volatility == null || signal.Volatility < condition.MinVolatility) ||
condition.MaxVolatility != null && (signal == null || signal.Volatility == null || signal.Volatility > condition.MaxVolatility) ||
condition.MinGlobalRating != null && (globalRating == null || globalRating < condition.MinGlobalRating) ||
condition.MaxGlobalRating != null && (globalRating == null || globalRating > condition.MaxGlobalRating) ||
condition.Pairs != null && (pair == null || !condition.Pairs.Contains(pair)) ||
condition.MinAge != null && (tradingPair == null || tradingPair.CurrentAge < condition.MinAge / Application.Speed) ||
condition.MaxAge != null && (tradingPair == null || tradingPair.CurrentAge > condition.MaxAge / Application.Speed) ||
condition.MinLastBuyAge != null && (tradingPair == null || tradingPair.LastBuyAge < condition.MinLastBuyAge / Application.Speed) ||
condition.MaxLastBuyAge != null && (tradingPair == null || tradingPair.LastBuyAge > condition.MaxLastBuyAge / Application.Speed) ||
condition.MinMargin != null && (tradingPair == null || tradingPair.CurrentMargin < condition.MinMargin) ||
condition.MaxMargin != null && (tradingPair == null || tradingPair.CurrentMargin > condition.MaxMargin) ||
condition.MinMarginChange != null && (tradingPair == null || tradingPair.Metadata.LastBuyMargin == null || (tradingPair.CurrentMargin - tradingPair.Metadata.LastBuyMargin) < condition.MinMarginChange) ||
condition.MaxMarginChange != null && (tradingPair == null || tradingPair.Metadata.LastBuyMargin == null || (tradingPair.CurrentMargin - tradingPair.Metadata.LastBuyMargin) > condition.MaxMarginChange) ||
condition.MinAmount != null && (tradingPair == null || tradingPair.TotalAmount < condition.MinAmount) ||
condition.MaxAmount != null && (tradingPair == null || tradingPair.TotalAmount > condition.MaxAmount) ||
condition.MinCost != null && (tradingPair == null || tradingPair.CurrentCost < condition.MinCost) ||
condition.MaxCost != null && (tradingPair == null || tradingPair.CurrentCost > condition.MaxCost) ||
condition.MinDCALevel != null && (tradingPair == null || tradingPair.DCALevel < condition.MinDCALevel) ||
condition.MaxDCALevel != null && (tradingPair == null || tradingPair.DCALevel > condition.MaxDCALevel) ||
condition.SignalRules != null && (tradingPair == null || tradingPair.Metadata.SignalRule == null || !condition.SignalRules.Contains(tradingPair.Metadata.SignalRule)))
{
return(false);
}
}
return(true);
}
public virtual void AddBuyOrder(IOrderDetails order)
{
lock (SyncRoot)
{
if (order.Side == OrderSide.Buy && (order.Result == OrderResult.Filled || order.Result == OrderResult.FilledPartially))
{
decimal balanceDifference = -order.AverageCost;
decimal feesPairCurrency = 0;
decimal feesMarketCurrency = 0;
decimal amountAfterFees = order.AmountFilled;
if (order.Fees != 0 && order.FeesCurrency != null)
{
if (order.FeesCurrency == tradingService.Config.Market)
{
feesMarketCurrency = order.Fees;
balanceDifference -= order.Fees;
}
else
{
string feesPair = order.FeesCurrency + tradingService.Config.Market;
if (feesPair == order.Pair)
{
feesPairCurrency = order.Fees;
amountAfterFees -= order.Fees;
}
else
{
feesMarketCurrency = tradingService.GetCurrentPrice(feesPair) * order.Fees;
}
}
}
balance += balanceDifference;
if (tradingPairs.TryGetValue(order.Pair, out TradingPair tradingPair))
{
if (!tradingPair.OrderIds.Contains(order.OrderId))
{
tradingPair.OrderIds.Add(order.OrderId);
tradingPair.OrderDates.Add(order.Date);
}
tradingPair.AveragePricePaid = (tradingPair.AverageCostPaid + order.AverageCost) / (tradingPair.TotalAmount + order.AmountFilled);
tradingPair.FeesPairCurrency += feesPairCurrency;
tradingPair.FeesMarketCurrency += feesMarketCurrency;
tradingPair.TotalAmount += amountAfterFees;
tradingPair.Metadata = tradingPair.Metadata.MergeWith(order.Metadata);
}
else
{
tradingPair = new TradingPair
{
Pair = order.Pair,
OrderIds = new List <string> {
order.OrderId
},
OrderDates = new List <DateTimeOffset> {
order.Date
},
AveragePricePaid = order.AveragePrice,
FeesPairCurrency = feesPairCurrency,
FeesMarketCurrency = feesMarketCurrency,
TotalAmount = amountAfterFees,
Metadata = order.Metadata
};
tradingPairs.TryAdd(order.Pair, tradingPair);
tradingPair.SetCurrentValues(tradingService.GetCurrentPrice(tradingPair.Pair), tradingService.GetCurrentSpread(tradingPair.Pair));
tradingPair.Metadata.CurrentRating = tradingPair.Metadata.Signals != null?signalsService.GetRating(tradingPair.Pair, tradingPair.Metadata.Signals) : null;
tradingPair.Metadata.CurrentGlobalRating = signalsService.GetGlobalRating();
}
}
}
}
