private double suggestSellPrice(MarketDepthResponse market)
{
const int DEC_PLACES = 14;
double increment = Math.Pow(10.0, -1.0 * DEC_PLACES); // 0.00000000000001;
double sum = 0;
var highestBid = market.Bids.First().Price;
foreach (var ask in market.Asks)
{
if (sum + _operativeAmount > _volumeWall && ask.Price - _minDifference > highestBid)
{
double sellPrice = Math.Round(ask.Price - increment, DEC_PLACES);
//The difference is too small and we'd be not the first SELL order. Leave previous price to avoid server call
if (-1 != _sellOrderId && sellPrice > market.Asks[0].Price)
{
log($"DEBUG: SELL price {sellPrice} too similar, using previous");
return _sellOrderPrice;
}
return sellPrice;
}
sum += ask.Amount;
//Don't consider volume of own order
if (ask.Amount.eq(_sellOrderAmount))
{
sum -= _sellOrderAmount;
}
}
//Market too dry, use SELL order before last, so we see it in chart
var price = market.Asks.Last().Price - increment;
if (-1 != _sellOrderId)
{
return _sellOrderPrice;
}
return Math.Round(price, DEC_PLACES);
}
private double suggestBuyPrice(MarketDepthResponse market)
{
const int decPlaces = 14;
double increment = Math.Pow(10.0, -1.0 * decPlaces); // 0.00000000000001;
double minWallVolume = _minOrderAmount / 2;
double sumVolume = 0.0;
foreach (var bid in market.Bids)
{
//Don't count self
if (bid.Amount.eq(_buyOrderAmount))
{
continue;
}
//Skip BUY orders with tiny amount
sumVolume += bid.Amount;
if (sumVolume < minWallVolume)
{
continue;
}
if (bid.Price < _executedSellPrice - _minDifference)
{
return bid.Price.eq(_buyOrderPrice, increment)
? _buyOrderPrice
: Math.Round(bid.Price + increment, decPlaces);
}
}
//All BUY orders are too high (probably some wild race). Suggest BUY order with minimum profit and hope
return _executedSellPrice - _minDifference;
}
