public async Task Run()
{
restClient = new RestClient(API_KEY, API_SECRET, API_URL, apiVersion: 2);
// First, cancel any existing orders so they don't impact our buying power.
var orders = await restClient.ListOrdersAsync();
foreach (var order in orders)
{
await restClient.DeleteOrderAsync(order.OrderId);
}
// Figure out when the market will close so we can prepare to sell beforehand.
var calendars = (await restClient.ListCalendarAsync(DateTime.Today)).ToList();
var calendarDate = calendars.First().TradingDate;
var closingTime = calendars.First().TradingCloseTime;
closingTime = new DateTime(calendarDate.Year, calendarDate.Month, calendarDate.Day, closingTime.Hour, closingTime.Minute, closingTime.Second);
var today = DateTime.Today;
// Get the first group of bars from today if the market has already been open.
var bars = await restClient.ListMinuteAggregatesAsync(symbol, 1, today.AddDays(-5), today);
foreach (var bar in bars.Items)
{
if (bar.Time.Date == today)
{
closingPrices.Add(bar.Close);
}
}
Console.WriteLine("Waiting for market open...");
await AwaitMarketOpen();
Console.WriteLine("Market opened.");
// Connect to Polygon and listen for price updates.
var natsClient = new NatsClient(API_KEY, false);
natsClient.Open();
Console.WriteLine("Polygon client opened.");
natsClient.AggReceived += async(agg) =>
{
// If the market's close to closing, exit position and stop trading.
TimeSpan minutesUntilClose = closingTime - DateTime.UtcNow;
if (minutesUntilClose.TotalMinutes < 15)
{
Console.WriteLine("Reached the end of trading window.");
await ClosePositionAtMarket();
natsClient.Close();
}
else
{
// Decide whether to buy or sell and submit orders.
await HandleMinuteAgg(agg);
}
};
natsClient.SubscribeMinuteAgg(symbol);
// Connect to Alpaca and listen for updates on our orders.
var sockClient = new SockClient(API_KEY, API_SECRET, API_URL);
await sockClient.ConnectAsync();
Console.WriteLine("Socket client opened.");
sockClient.OnTradeUpdate += HandleTradeUpdate;
}