private void LoadHoldings()
{
//Load held assets, stoploss amts, from SQLite for each period:
AddHoldingsTable("period5m");
AddHoldingsTable("period20m");
AddHoldingsTable("period1h");
AddHoldingsTable("period4h");
AddHoldingsTable("period12h");
AddHoldingsTable("OpenOrders");
//REGISTER EXISTING STOPLOSS RATES FOR EACH HOLDING
foreach (DataTable dt in Holdings.Tables)
{
if (dt.TableName == "OpenOrders")
{
continue;
}
foreach (DataRow row in dt.Rows)
{
var stopLoss = new StopLoss((string)row["MarketDelta"], Convert.ToDecimal(row["StopLossRate"]), Convert.ToDecimal(row["Qty"]), (a, b, c) => ReCalcStoploss(a, b, c), (a, b) => StopLossExecutedCallback(a, b), dt.TableName, OPTIONS.VITRUAL_MODE);
if (OPTIONS.SAFE_MODE)
{
if (Convert.ToDecimal(row["BoughtRate"]) > stopLoss.StopRate)
{
stopLoss.StopRate = Convert.ToDecimal(row["BoughtRate"]) * 0.68M;
}
}
//Trace.WriteLine(string.Format("{0}_{1} ... {2} ... {3} ... {4}", stopLoss.CandlePeriod, stopLoss.MarketDelta, stopLoss.Quantity, stopLoss.StopRate, stopLoss.virtualSL));
StopLossController.RegisterStoploss(stopLoss, string.Format("{0}_{1}", stopLoss.CandlePeriod, stopLoss.MarketDelta));
}
}
//Load Total From SQLite data:
LoadTradingTotal();
}
public void OrderExecutedCallback(OpenOrder OrderData)
{
//Find + REMOVE FROM OpenOrders TABLE,
var OpenOrderRows = Holdings.Tables["OpenOrders"].Select(string.Format("UniqueID = '{0}_{1}'", OrderData.CandlePeriod, OrderData.Exchange));
foreach (var row in OpenOrderRows)
{
Holdings.Tables["OpenOrders"].Rows.Remove(row);
}
OrderData.PricePerUnit = Math.Round((OrderData.TotalReserved / OrderData.TotalQuantity), 8);
if (OrderData.Type == "LIMIT_BUY")
{
//Calculate stoploss, within acceptable range per PeriodLength:
decimal stoplossRate = OrderData.PricePerUnit - (CalcStoplossMargin(OrderData.Exchange, OrderData.CandlePeriod) * OPTIONS.ATRmultipleT1);
switch (OrderData.CandlePeriod)
{
case "period5m":
if (stoplossRate / OrderData.PricePerUnit < 0.98M)
{
stoplossRate = OrderData.PricePerUnit * 0.98M;
}
break;
case "period20m":
if (stoplossRate / OrderData.PricePerUnit < 0.95M)
{
stoplossRate = OrderData.PricePerUnit * 0.95M;
}
break;
case "period1h":
if (stoplossRate / OrderData.PricePerUnit < 0.93M)
{
stoplossRate = OrderData.PricePerUnit * 0.93M;
}
break;
case "period4h":
if (stoplossRate / OrderData.PricePerUnit < 0.90M)
{
stoplossRate = OrderData.PricePerUnit * 0.90M;
}
break;
case "period12h":
if (stoplossRate / OrderData.PricePerUnit < 0.88M)
{
stoplossRate = OrderData.PricePerUnit * 0.88M;
}
break;
}
//If 'SAFEMMODE' then Stoploss will be set to sell at minimum satoshis until profitable:
if (OPTIONS.SAFE_MODE)
{
stoplossRate = 0.00105M / OrderData.TotalQuantity;
}
//Register new StopLoss in controller:
StopLossController.RegisterStoploss(new StopLoss(OrderData.Exchange, stoplossRate, OrderData.TotalQuantity, (a, b, c) => ReCalcStoploss(a, b, c), (a, b) => StopLossExecutedCallback(a, b), OrderData.CandlePeriod, OPTIONS.VITRUAL_MODE), string.Format("{0}_{1}", OrderData.CandlePeriod, OrderData.Exchange));
//Enter into Holdings Table:
var newHoldingsRow = Holdings.Tables[OrderData.CandlePeriod].NewRow();
newHoldingsRow["MarketDelta"] = OrderData.Exchange;
newHoldingsRow["DateTimeBUY"] = OrderData.Closed;
newHoldingsRow["Qty"] = OrderData.TotalQuantity;
newHoldingsRow["BoughtRate"] = OrderData.PricePerUnit;
newHoldingsRow["DateTimeSELL"] = "OWNED";
newHoldingsRow["SoldRate"] = "OWNED";
newHoldingsRow["StopLossRate"] = stoplossRate;
newHoldingsRow["SL_Executed"] = 0;
Holdings.Tables[OrderData.CandlePeriod].Rows.Add(newHoldingsRow);
//Create + Enqueue SaveDataUpdate + OrderUpdate
var update = new SaveDataUpdate(OrderData.CandlePeriod, OrderData.Exchange, "BUY", (DateTime)OrderData.Closed, OrderData.TotalQuantity, OrderData.PricePerUnit, stoplossRate);
SQLDataUpdateWrites.Enqueue(update);
SQLOrderUpdateWrites.Enqueue(OrderData);
//OUTPUT BUY
Trace.WriteLine(string.Format("{0}{1} Bought {2} at {3:0.00000000}, SL_Rate: {4:0.00000000}",
OPTIONS.VITRUAL_MODE ? "[VIRTUAL|" + OrderData.Closed + "] ::: " : "[" + OrderData.Closed + "] ::: ",
OrderData.CandlePeriod.Remove(0, 6),
OrderData.Exchange.Split('-')[1],
OrderData.PricePerUnit,
stoplossRate));
}
else if (OrderData.Type == "LIMIT_SELL")
{
StopLossController.CancelStoploss(string.Format("{0}_{1}", OrderData.CandlePeriod, OrderData.Exchange));
//Find row in Holdings:
var holdingRows = Holdings.Tables[OrderData.CandlePeriod].Select(string.Format("MarketDelta = '{0}'", OrderData.Exchange));
//Calc profit with BoughtRate and include fees:
var profit = ((OrderData.PricePerUnit / Convert.ToDecimal(holdingRows[0]["BoughtRate"])) - 1M);
//Calc compound multiple
var compoundMultiple = ((Convert.ToDecimal(holdingRows[0]["BoughtRate"]) * Convert.ToDecimal(holdingRows[0]["Qty"])) / OPTIONS.BTCwagerAmt);
//Calc TradingTotal and NetWorth
TradingTotal += (profit * compoundMultiple);
var netWorth = GetNetPercentage();
var timeHeld = OrderData.Closed - Convert.ToDateTime(holdingRows[0]["DateTimeBUY"]);
//Remove from Holdings:
foreach (var row in holdingRows)
{
Holdings.Tables[OrderData.CandlePeriod].Rows.Remove(row);
}
//Create and add the SQL SaveDataUpdate + OrderUpdate
var update = new SaveDataUpdate(OrderData.CandlePeriod, OrderData.Exchange, "SELL", (DateTime)OrderData.Closed, OrderData.TotalQuantity, OrderData.PricePerUnit, null, false, TradingTotal);
SQLDataUpdateWrites.Enqueue(update);
SQLOrderUpdateWrites.Enqueue(OrderData);
//OUTPUT SELL-ON-SIGNAL
Trace.Write(string.Format("{0}{1} Sold {2} at {3}\r\n =TradeProfit: ",
OPTIONS.VITRUAL_MODE ? "[VIRTUAL|" + OrderData.Closed + "] ::: " : "[" + OrderData.Closed + "] ::: ",
OrderData.CandlePeriod.Remove(0, 6),
OrderData.Exchange.Split('-')[1],
OrderData.PricePerUnit));
//OUTPUT PROFIT ON TRADE:
if (profit < 0)
{
Console.ForegroundColor = ConsoleColor.Red;
}
else if (profit > 0)
{
Console.ForegroundColor = ConsoleColor.Green;
}
Trace.Write(string.Format("{0:+0.###%;-0.###%;0}", profit));
//OUTPUT TIME HELD
Console.ForegroundColor = ConsoleColor.DarkCyan;
Trace.Write(string.Format(".....=Time-Held: {0:hh\\:mm\\:ss}.....", timeHeld));
//OUTPUT GROSS TOTAL PROFIT PERCENTAGE:
if (TradingTotal < 0)
{
Console.ForegroundColor = ConsoleColor.Red;
}
else if (TradingTotal > 0)
{
Console.ForegroundColor = ConsoleColor.Green;
}
else
{
Console.ForegroundColor = ConsoleColor.DarkCyan;
}
Trace.Write(string.Format("=GrossProfit: {0:+0.###%;-0.###%;0}", TradingTotal / OPTIONS.MAXTOTALENTRANCES));
Console.ForegroundColor = ConsoleColor.DarkCyan;
Trace.Write(".....");
//OUTPUT CURRENT NET WORTH PERCENTAGE INCLUDING HOLDINGS:
if (netWorth > 0)
{
Console.ForegroundColor = ConsoleColor.DarkGreen;
}
else if (netWorth < 0)
{
Console.ForegroundColor = ConsoleColor.DarkRed;
}
else
{
Console.ForegroundColor = ConsoleColor.DarkCyan;
}
Trace.WriteLine(string.Format("=CurrentNetWorth: {0:+0.###%;-0.###%;0}", netWorth));
Console.ForegroundColor = ConsoleColor.DarkCyan;
}
}