public NewPositionInfo ProcessMarketPosition(CurrencyPair currencyPair)
{
NewPositionInfo newPositionInfo;
var conditionCheckingResult = CheckConditions(currencyPair);
switch (conditionCheckingResult.ResultType)
{
case ConditionCheckingResultType.Passed:
var buyPositionInfo = new NewOrderPositionInfo(NewMarketPositionType.Buy);
buyPositionInfo.CurrencyPairId = currencyPair.Id;
buyPositionInfo.OpenPrice = OrderBookLoadingService.GetTopMeaningfulBidPrice(currencyPair);
buyPositionInfo.OpenStopPrice = OrderBookLoadingService.GetBottomAskPrice(currencyPair, 1);
buyPositionInfo.ClosePrice =
buyPositionInfo.CloseStopPrice =
buyPositionInfo.OpenStopPrice;
buyPositionInfo.StopLossPrice = buyPositionInfo.OpenPrice - currencyPair.TickSize * 2000;
newPositionInfo = buyPositionInfo;
break;
default:
newPositionInfo = new WaitPositionInfo();
break;
}
return(newPositionInfo);
}
public OpenPositionAnalysisService(CandleLoadingService candleLoadingService,
OrderBookLoadingService orderBookLoadingService,
IIndicatorComputingService indicatorComputingService,
ConfigurationService configurationService)
{
_candleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
_orderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
_indicatorComputingService = indicatorComputingService ?? throw new ArgumentNullException(nameof(indicatorComputingService));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public TripleFrameRSIStrategyAnalysisService(CandleLoadingService candleLoadingService,
OrderBookLoadingService orderBookLoadingService,
IIndicatorComputingService indicatorComputingService,
ConfigurationService configurationService)
{
CandleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
OrderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
IndicatorComputingService = indicatorComputingService ?? throw new ArgumentNullException(nameof(indicatorComputingService));
ConfigurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public OrdersService(OrderBookLoadingService orderBookLoadingService,
IStockRestConnector stockRestConnector,
IStockSocketConnector stockSocketConnector,
ConfigurationService configurationService)
{
_orderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
_stockRestConnector = stockRestConnector ?? throw new ArgumentNullException(nameof(stockRestConnector));
_stockSocketConnector = stockSocketConnector ?? throw new ArgumentNullException(nameof(stockSocketConnector));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public static decimal GetTopBidPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair, int skip = 0)
{
var orderBookBidItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Bid, 5).ToList();
if (!orderBookBidItems.Any())
{
throw new NoNullAllowedException("Couldn't load order book");
}
return(orderBookBidItems
.OrderByDescending(item => item.Price)
.Skip(skip)
.Select(item => item.Price)
.First());
}
public TradingPositionWorker(CandleLoadingService candleLoadingService,
OrderBookLoadingService orderBookLoadingService,
TradingReportsService tradingReportsService,
IMarketPendingPositionAnalysisService marketPendingPositionAnalysisService,
IMarketOpenPositionAnalysisService marketOpenPositionAnalysisService,
ITradingPositionService tradingPositionService,
ConfigurationService configurationService)
{
_candleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
_orderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
_tradingReportsService = tradingReportsService ?? throw new ArgumentNullException(nameof(tradingReportsService));
_marketPendingPositionAnalysisService = marketPendingPositionAnalysisService ?? throw new ArgumentNullException(nameof(marketPendingPositionAnalysisService));
_marketOpenPositionAnalysisService = marketOpenPositionAnalysisService ?? throw new ArgumentNullException(nameof(marketOpenPositionAnalysisService));
_tradingPositionService = tradingPositionService ?? throw new ArgumentNullException(nameof(tradingPositionService));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public static decimal GetBottomAskPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair, int skip = 0)
{
var orderBookAskItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Ask, 5).ToList();
if (!orderBookAskItems.Any())
{
return(0);
}
var bottomMeaningfulAskPrice = orderBookAskItems
.OrderBy(item => item.Price)
.Skip(skip)
.Select(item => item.Price)
.First();
return(bottomMeaningfulAskPrice);
}
public static decimal GetBottomMeaningfulAskPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair)
{
var orderBookAskItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Ask, 5).ToList();
if (!orderBookAskItems.Any())
{
throw new NoNullAllowedException("Couldn't load order book");
}
var maxAskSize = orderBookAskItems
.Max(item => item.Size);
var bottomMeaningfulAskPrice = orderBookAskItems
.Where(item => item.Size == maxAskSize)
.OrderBy(item => item.Price)
.Select(item => item.Price)
.First();
return(bottomMeaningfulAskPrice);
}
public static decimal GetTopMeaningfulBidPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair)
{
var orderBookBidItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Bid, 5).ToList();
if (!orderBookBidItems.Any())
{
return(0);
}
var maxBidSize = orderBookBidItems
.Max(item => item.Size);
var topMeaningfulBidPrice = orderBookBidItems
.Where(item => item.Size == maxBidSize)
.OrderByDescending(item => item.Price)
.Select(item => item.Price)
.First();
return(topMeaningfulBidPrice);
}
public static decimal GetNearestAskSupportPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair)
{
var orderBookAskItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Ask, 20).ToList();
if (!orderBookAskItems.Any())
{
throw new NoNullAllowedException("Couldn't load order book");
}
var avgAskSize = orderBookAskItems
.Average(item => item.Size);
var bottomAskPrice = orderBookAskItems
.OrderBy(item => item.Price)
.Select(item => item.Price)
.First();
return(orderBookAskItems
.Where(item => item.Size > avgAskSize && item.Price >= bottomAskPrice)
.OrderBy(item => item.Price)
.Select(item => item.Price)
.First());
}
