public OrdersTask CreateTradeFromSignal(SignalVM signal, decimal investCapital, decimal currentPrice)
{
if (signal == null)
{
throw new ArgumentNullException("signal");
}
if (signal.SellPrice?.Any() == false)
{
throw new InvalidOperationException();
}
var sellTasks = new List <TradeTask>(signal.SellPrice.Length);
decimal amount = currentPrice / investCapital;
var buyTask = new TradeTask
{
Price = currentPrice,
Amount = amount,
};
decimal sellPortion = amount / signal.SellPrice.Length;
foreach (var sellPrice in signal.SellPrice)
{
sellTasks.Add(new TradeTask
{
Price = sellPrice,
Amount = sellPortion,
});
}
var result = new OrdersTask
{
Currency = signal.Currency,
StopLoss = signal.StopLoss,
BuyTask = buyTask,
SellTasks = sellTasks,
};
return(result);
}
public async Task ProcessTask(OrdersTask task, ExchangeBase exchange)
{
if (task == null)
{
throw new ArgumentNullException("task");
}
if (exchange == null)
{
throw new ArgumentNullException("exchange");
}
string buyOrder = await exchange.PlaceOrderAsync(task.Currency, OrderType.Buy, task.BuyTask.Amount, task.BuyTask.Price);
var sellOrders = new List <string>(task.SellTasks.Count);
foreach (var sellTask in task.SellTasks)
{
var sellOrder = await exchange.PlaceLimitStopLossOrderAsync(task.Currency, OrderType.Sell, sellTask.Amount, sellTask.Price, task.StopLoss);
sellOrders.Add(sellOrder);
}
}
