private BotInstanceData OutstandingOrders(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
data.OutstandingOrders = _exchange.GetOpenOrders(data.TokenSymbol, data.CashTokenSymbol);
return(data);
}
public void Save(BotInstanceData botInstanceData)
{
using var redis = _redisManager.GetClient();
var redisBotInstanceData = redis.As <BotInstanceData>();
var hash = redisBotInstanceData.GetHash <string>("BOT_INSTANCE_DATA");
hash.Add(botInstanceData.Id.ToString(), botInstanceData);
redisBotInstanceData.Save();
}
private BotInstanceData GetCashAndTokenBalance(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
data.CashTokenValue = _exchange.GetBalance(data.CashTokenSymbol);
data.TokenSize = _exchange.GetBalance(data.TokenSymbol);
Console.WriteLine($"Total cash available {data.CashTokenValue} , number of {data.TokenSymbol} tokens {data.TokenSize}");
return(data);
}
private BotInstanceData GetCurrentPrice(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
var price = _exchange.GetPrice(data.TokenSymbol, data.CashTokenSymbol);
data.TokenAskPrice = price.AskPrice;
data.TokenBidPrice = price.Price;
Console.WriteLine($"Order book for {data.TokenSymbol} has ask of {data.TokenAskPrice} and bid of {data.TokenBidPrice}");
return(data);
}
private BotInstanceData CancelExistingOrder(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
foreach (var openOrder in data.OutstandingOrders)
{
try
{
Console.WriteLine($"cancelling existing order with id {openOrder.Reference}");
var canceledOrder = _exchange.CancelOrder(openOrder);
}
catch (Exception ex)
{
Console.WriteLine($"Exception canceling order {openOrder.Reference}" + ex.ToString());
}
}
return(data);
}
public string CreateBot(string botProcessorName, string exchangeName, string key, string secret, string subAccount = null)
{
var botInstId = Guid.NewGuid();
var botProcessor = _botProcessorFactory.GetBotProcessor(botProcessorName);
var exch = _exchangeFactory.GetExchange(exchangeName);
var secr = CreateSecret(key, secret, subAccount);
var newInstance = new BotInstanceData
{
Id = botInstId,
SecretID = secr,
ExchangeID = exch.ExchangeName,
ProcessorID = botProcessor.BotProcessorName,
State = "CREATED"
};
_botInstanceRepository.Save(newInstance);
return(botInstId.ToString());
}
private BotInstanceData GetDollarPurchaseAmount(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
Console.WriteLine("Getting dollar purchase amount");
data.BuySellAmount = 0;
var correctionPercentage = ((data.CoreNumber - data.TokenDollarValue) / data.CoreNumber) * 100;
Console.WriteLine($"Correction percentage is {Math.Abs(correctionPercentage)} minimum percentage is {data.MinimTokenPriceChangePercentage}");
if (Math.Abs(correctionPercentage) > data.MinimTokenPriceChangePercentage)
{
if (correctionPercentage != 0)
{
data.BuySellAmount = (data.CoreNumber / 100) * correctionPercentage;
}
Console.WriteLine($"Setting BuySellAmount to {data.BuySellAmount}");
}
return(data);
}
private void CalculatePnL(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
var daysRunning = (DateTime.Now - data.StartingDate).Days;
if (daysRunning == 0)
{
Console.WriteLine($"Estimated PnL is {data.EstimatedPnL}");
}
else
{
var dailyProfit = data.EstimatedPnL / daysRunning;
var dailyProfitPerc = (dailyProfit / (data.StartingCashAmount + (data.StartingTokenSize * data.TokenPrice))) * 100;
var currentTotal = data.CashTokenValue + (data.TokenSize * data.TokenPrice);
var initalTotal = data.StartingCashAmount + (data.StartingTokenSize * data.TokenPrice);
Console.WriteLine($"Initial value {initalTotal}");
Console.WriteLine($"Current value {currentTotal}");
Console.WriteLine($"Gain is ${currentTotal - initalTotal}");
Console.WriteLine($"Estimated PnL per day is ${data.EstimatedPnL / daysRunning} or {dailyProfitPerc}%, running for {daysRunning} days");
}
}
public BotInstanceData SetCoreNumber(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
if (!data.OutstandingOrders.Any() || data.CoreNumber == 0)
{
Console.WriteLine($"Checking core number {data.CoreNumber}");
decimal cashAsPercentageOfTokenCashValue = (data.CashTokenValue / data.TokenDollarValue) * 100;
Console.WriteLine($"Token value {data.TokenDollarValue}, cash on hand {data.CashTokenValue} as percentage {cashAsPercentageOfTokenCashValue}");
if (data.CashTokenValue == 0)
{
data.CoreNumber = data.TokenDollarValue - ((data.TokenDollarValue / 100) * data.CashValueStartingPercentage);
Console.WriteLine($"Zero cash available setting core number to {data.CoreNumber}");
}
else if (cashAsPercentageOfTokenCashValue <= data.CashValueMinimumPercentage)
{
Console.WriteLine($"Percentage cash available {cashAsPercentageOfTokenCashValue} < minimum percentage {data.CashValueMinimumPercentage}");
data.CoreNumber = (data.TokenDollarValue + data.CashTokenValue) - (((data.TokenDollarValue + data.CashTokenValue) / 100) * data.CashValueStartingPercentage);
Console.WriteLine($"Setting core number to {data.CoreNumber}");
}
else if (cashAsPercentageOfTokenCashValue >= data.CashValueMaximumPercentage)
{
Console.WriteLine($"Percentage cash available {cashAsPercentageOfTokenCashValue} > minimum percentage {data.CashValueMinimumPercentage}");
data.CoreNumber = (data.TokenDollarValue + data.CashTokenValue) - (((data.TokenDollarValue + data.CashTokenValue) / 100) * data.CashValueStartingPercentage);
Console.WriteLine($"Setting core number to {data.CoreNumber}");
}
if (data.CoreNumber == 0)
{
Console.WriteLine("Core number not currently available");
data.CoreNumber = (data.TokenDollarValue + data.CashTokenValue) - (((data.TokenDollarValue + data.CashTokenValue) / 100) * data.CashValueStartingPercentage);
Console.WriteLine($"Setting core number to {data.CoreNumber}");
}
}
return(data);
}
private BotInstanceData OrderCorrectionAmount(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
if (data.BuySellAmount != 0)
{
CancelExistingOrder(instance);
var side = data.BuySellAmount > 0 ? "BUY" : "SELL";
if (side == "BUY" && data.BuySellAmount > data.CashTokenValue)
{
return(data);
}
var symbol = $"{data.TokenSymbol}{data.CashTokenSymbol}";
var size = decimal.Round(Math.Abs(data.BuySellAmount) / data.TokenAskPrice, 2);
var price = decimal.Round(data.TokenAskPrice, 4);
if ((size * price) < data.MinimumDollarPurchaceSize)
{
size = decimal.Round(data.MinimumDollarPurchaceSize / price, 2);
}
Console.WriteLine($"Placing order {symbol} {side} for {size} at {price} = {price * size} dollars");
var order = new Order
{
Symbol = data.TokenSymbol,
DenominatorSybol = data.CashTokenSymbol,
Size = size,
Side = side,
Price = price
};
_exchange.CreateOrder(order);
}
return(data);
}
public void Save(BotInstanceData botInstanceData)
{
Data[botInstanceData.Id.ToString()] = botInstanceData;
}
