protected override Model.TradeDecision ShouldBuyImpl(Model.FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
//Decimal threshold = 0.03M;
decimal saftey = ((te.high - te.low) * .8M) + te.low;
decimal safteyLow = ((te.high - te.low) * .2M) + te.low;
decimal avgHigh = fdm.macdIntervalSlow.CurrentHighPriceThresh();
decimal avgLow = fdm.macdIntervalSlow.CurrentLowPriceThresh();
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalSlow.isShortSMAGoingUp() && fdm.macdIntervalFast.isMacdGoingUp() /*&& fdm.macdIntervalSlow.isMacdGoingUp()*/)
{
td.doTrade = true;
td.useMarket = true;
// td.price = fdm.macdIntervalSlow[0].AveragePrice + fdm.algoConfig.BuyThreshold;
}
return(td);
}
public virtual Model.AccountStatus Buy(Model.FlipperDataModel fdm, Model.TradeDecision td, Model.ITradeApi tradeApi)
{
if (!IsStopLossInProgress && td.doTrade)
{
if (Convert.ToDouble(fdm.accountInfo.info.funds.freezed.cny) < 1 && Convert.ToDecimal(fdm.accountInfo.info.funds.free.ltc) - fdm.algoConfig.ReservedCoin < 1 && Convert.ToDecimal(fdm.accountInfo.info.funds.freezed.ltc) < 1)
{
double buyPrice;
double freeFunds;
freeFunds = Convert.ToDouble(fdm.accountInfo.info.funds.free.cny);
decimal calculatedMarketPrice = fdm.depth.ActualMarketAsk(freeFunds.ConvertToDecimal()).Price;
if (td.price != null && td.price != 0)
{
buyPrice = Convert.ToDouble(td.price);
}
else
{
//Best
buyPrice = Convert.ToDouble((Math.Floor((fdm.macdIntervalFast[0].AveragePrice) * 100) / 100) + fdm.algoConfig.BuyThreshold);
}
decimal amountToBuy = Convert.ToDecimal(freeFunds) / Convert.ToDecimal(buyPrice);
if (td.useMarket)
{
buyPrice = (calculatedMarketPrice > 0 ? calculatedMarketPrice.ConvertToDouble() : buyPrice);
fdm.lastOrderResult = tradeApi.Trade(freeFunds, buyPrice.ConvertToDecimal(), TradeType.BuyMarket, fdm.accountInfo);
}
else
{
fdm.lastOrderResult = tradeApi.Trade(buyPrice, amountToBuy, TradeType.Buy, fdm.accountInfo);
}
fdm.stats.LastPurchasePrice = Convert.ToDecimal(buyPrice);
fdm.stats.LastSalePrice = 0;
fdm.stats.StatDate = DateTime.Now;
fdm.stats.LastOrderDate = DateTime.Now;
fdm.stats.CurrentBalance = 0;
fdm.stats.Volume = fdm.algoConfig.ReservedCoin;
fdm.stats.Source = TransactionSource.LiveData;
fdm.stats.IsSimulator = false;
currentHighPrice = fdm.macdIntervalFast[0].CompareShortPrice;
TickerDAL.InsertTransaction(fdm.stats);
// LoadAccountInfo(false);
}
}
return(fdm.stats);
}
public virtual Model.AccountStatus StopLoss(Model.FlipperDataModel fdm, Model.TradeDecision td, Model.ITradeApi tradeApi)
{
if (td.doTrade || IsStopLossInProgress)
{
if (!IsStopLossInProgress)
{
IsStopLossInProgress = true;
if (fdm.openOrders.orders.Count > 0)
{
foreach (Order o in fdm.openOrders.orders)
{
tradeApi.CancelOrder(o.orders_id);
}
}
}
if (Convert.ToDecimal(fdm.accountInfo.info.funds.free.ltc) - fdm.algoConfig.ReservedCoin > 1)
{
tradeApi.Trade(null, Convert.ToDecimal(fdm.accountInfo.info.funds.free.ltc) - fdm.algoConfig.ReservedCoin, TradeType.SellMarket, fdm.accountInfo);
}
if ((Convert.ToDecimal(fdm.accountInfo.info.funds.freezed.ltc) < 1 || (fdm.stats.LastOrderDate < DateTime.Now.AddMinutes(-5))) && (Convert.ToDecimal(fdm.accountInfo.info.funds.free.ltc) - fdm.algoConfig.ReservedCoin) < 1 && Convert.ToDecimal(fdm.accountInfo.info.funds.freezed.cny) < 1 && IsStopLossInProgress)
{
IsStopLossInProgress = false;
fdm.stats.CurrentBalance = 0;
fdm.stats.Volume = fdm.algoConfig.ReservedCoin;
fdm.stats.TransactionType = TransactionType.Sell;
fdm.stats.Source = TransactionSource.LiveData;
fdm.stats.IsSimulator = false;
TickerDAL.InsertTransaction(fdm.stats);
}
TickerDAL.InsertTransaction(fdm.stats);
}
return(fdm.stats);
}
protected override Model.TradeDecision ShouldSellImpl(Model.FlipperDataModel fdm)
{
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalFast[0].CompareShortPrice > currentHighPrice)
{
currentHighPrice = fdm.macdIntervalFast[0].CompareShortPrice;
}
decimal calculatedMarketPrice = fdm.depth.ActualMarketBid(fdm.stats.Volume - fdm.algoConfig.ReservedCoin).Price;
if (fdm.macd.Count > 5)
{
if (fdm.stats.Volume > 10)
{
decimal sellPrice;
if (fdm.algoConfig.UseStrictSellThreshold)
{
sellPrice = fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold;
td.doTrade = true;
td.useMarket = false;
td.price = sellPrice;
}
else if (calculatedMarketPrice < (fdm.algoConfig.StopLossPercentage * currentHighPrice))
{
sellPrice = calculatedMarketPrice;
td.doTrade = true;
td.useMarket = true;
td.price = sellPrice;
}
}
}
return(td);
}
public virtual Model.AccountStatus Sell(Model.FlipperDataModel fdm, Model.TradeDecision td, Model.ITradeApi tradeApi)
{
if (!IsStopLossInProgress && td.doTrade)
{
if (Convert.ToDouble(fdm.accountInfo.info.funds.freezed.cny) < 1 && Convert.ToDecimal(fdm.accountInfo.info.funds.free.cny) < 15 && Convert.ToDecimal(fdm.accountInfo.info.funds.freezed.ltc) < 1)
{
// double sellPrice = Convert.ToDouble(stats.LastPurchasePrice) + Convert.ToDouble(algoConfig.FixedSellThreshold);
// Convert.ToDouble(t.Data.last);
double freeFunds = Convert.ToDouble(fdm.accountInfo.info.funds.free.cny);
decimal amountToSell = Convert.ToDecimal(fdm.accountInfo.info.funds.free.ltc) - fdm.algoConfig.ReservedCoin;
fdm.stats.StatDate = DateTime.Now;
fdm.stats.LastOrderDate = DateTime.Now;
double sellPrice;
if (td.useMarket)
{
fdm.lastOrderResult = tradeApi.Trade(null, amountToSell, TradeType.SellMarket, fdm.accountInfo);
fdm.stats.LastSalePrice = fdm.ticker.FirstOrDefault <Ticker>().buy;
}
else
{
#region sellPriceCalculations
if (td.price != null && td.price > 0)
{
sellPrice = Convert.ToDouble(td.price);
}
else
{
if (fdm.ticker.FirstOrDefault <Ticker>().last >= fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold && !fdm.algoConfig.UseStrictSellThreshold)
{
sellPrice = Convert.ToDouble(fdm.ticker.FirstOrDefault <Ticker>().last);
}
else if (fdm.macdIntervalFast[1].SMAHigh > fdm.ticker.FirstOrDefault <Ticker>().last&& !fdm.algoConfig.UseStrictSellThreshold)
{
sellPrice = Convert.ToDouble(fdm.macdIntervalFast[1].SMAHigh);
}
else
{
// if (!macdIntervalFast.isMacdPositive())
// {
// sellPrice = Convert.ToDouble(stats.LastPurchasePrice + .01M);
// }
if ((Math.Floor(fdm.macdIntervalFast[0].Resistance1 * 100) / 100) > fdm.stats.LastPurchasePrice)
{
sellPrice = Convert.ToDouble(Math.Floor(fdm.macdIntervalFast[0].Resistance1 * 100) / 100);
}
else
{
sellPrice = Convert.ToDouble(fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold);
}
}
}
#endregion
fdm.lastOrderResult = tradeApi.Trade(sellPrice, amountToSell, TradeType.Sell, fdm.accountInfo);
fdm.stats.LastSalePrice = Convert.ToDecimal(sellPrice);
}
fdm.stats.CurrentBalance = 0;
fdm.stats.Volume = fdm.algoConfig.ReservedCoin;
fdm.stats.TransactionType = TransactionType.Sell;
fdm.stats.Source = TransactionSource.LiveData;
fdm.stats.IsSimulator = false;
TickerDAL.InsertTransaction(fdm.stats);
// LoadAccountInfo(false);
}
}
Ticker te = fdm.ticker.FirstOrDefault();
return(fdm.stats);
}
abstract protected Model.TradeDecision ShouldSellImpl(Model.FlipperDataModel fdm);
public virtual Model.TradeDecision ShouldStopLoss(Model.FlipperDataModel fdm)
{
int points = 0;
Ticker te = fdm.ticker.FirstOrDefault();
decimal calculatedMarketPrice = fdm.depth.ActualMarketBid(fdm.stats.Volume - fdm.algoConfig.ReservedCoin).Price;
switch (fdm.algoConfig.StopLossMode)
{
case StopMode.Any:
if (fdm.openOrders.orders != null)
{
foreach (Order o in fdm.openOrders.orders)
{
if (o.rate * fdm.algoConfig.StopLossPercentage >= calculatedMarketPrice || fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
if (calculatedMarketPrice * fdm.algoConfig.StopLossPercentage >= o.rate || fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
}
}
if ((fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage >= calculatedMarketPrice || ((calculatedMarketPrice * fdm.algoConfig.StopLossPercentage) >= fdm.stats.LastPurchasePrice && fdm.stats.LastSalePrice == 0) || fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
case StopMode.Both:
if (fdm.openOrders.orders != null)
{
foreach (Order o in fdm.openOrders.orders)
{
if (o.rate * fdm.algoConfig.StopLossPercentage >= calculatedMarketPrice && fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
if (calculatedMarketPrice * fdm.algoConfig.StopLossPercentage >= Convert.ToDecimal(o.rate) && fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
}
}
if (((fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage >= calculatedMarketPrice || ((calculatedMarketPrice * fdm.algoConfig.StopLossPercentage) >= fdm.stats.LastPurchasePrice && fdm.stats.LastSalePrice == 0)) && fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
case StopMode.None:
return(new TradeDecision {
doTrade = false, useMarket = false
});
// break;
case StopMode.Percentage:
if (fdm.openOrders.orders != null)
{
foreach (Order o in fdm.openOrders.orders)
{
if ((o.rate * fdm.algoConfig.StopLossPercentage) >= calculatedMarketPrice)
{
points += 4;
}
if (calculatedMarketPrice * fdm.algoConfig.StopLossPercentage >= o.rate)
{
points += 4;
}
}
}
if ((Convert.ToDecimal(fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage) >= calculatedMarketPrice || ((calculatedMarketPrice * fdm.algoConfig.StopLossPercentage) >= fdm.stats.LastPurchasePrice && fdm.stats.LastSalePrice == 0) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
case StopMode.Time:
if (fdm.openOrders.orders != null)
{
foreach (Order o in fdm.openOrders.orders)
{
if (fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
}
}
if ((fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
}
//if (openOrders.orders != null)
//{
// foreach (Order o in openOrders.orders)
// {
// if (Convert.ToDecimal(o.rate * .997) >= calculatedMarketPrice && stats.LastOrderDate <= DateTime.Now.AddMinutes(-10))
// {
// points += 4;
// }
// }
//}
//if (macd.isMacdPlummit() || macdIntervalFast.isMacdPlummit())
//{
// points += 4;
//}
//if ((Convert.ToDecimal(stats.LastPurchasePrice * .997M) >= calculatedMarketPrice) && (stats.Volume > 1) && stats.LastOrderDate <= DateTime.Now.AddMinutes(-10))
//{
// points += 4;
//}
return(new TradeDecision {
doTrade = false, useMarket = false
}); //(points >= 4);
}
public virtual Model.TradeDecision ShouldSell(Model.FlipperDataModel fdm)
{
return(ShouldSellImpl(fdm));
}
