public LimitConfigViewModel(DataPoint start, DataPoint end, LineSeries line, string symbol, decimal minTradeSize)
{
OrdersPerHourOptions = new List <double>();
for (double i = 1; i < 61; i++)
{
OrdersPerHourOptions.Add(i);
}
Start = start;
End = end;
OrderPlacedEvent = new ManualResetEvent(false);
OrdersPerHour = 60;
LineOrder = null;
Symbol = symbol;
OrderType = OrderTypeV3.Limit;
TimeInForce = TimeInForce.FillOrKill;
QuantityPerOrder = minTradeSize;
ErrorMsg = "";
limitLine = line;
CalculateSlope(start, end);
CalculateYIntercept(start, end);
StartString = DateTimeAxis.ToDateTime(start.X).ToString();
EndString = DateTimeAxis.ToDateTime(end.X).ToString();
StartStringPrice = start.Y;
EndStringPrice = end.Y;
PlaceOrderCommand = new RelayCommand(PlaceOrder, CanPlaceOrder);
CancelOrderCommand = new RelayCommand(CancelOrder, CanCancel);
}
private void PlaceOrder()
{
if (isSell)
{
OrderSide = OrderSide.Sell;
limitLine.Color = OxyColors.Green;
}
else if (isBuy)
{
OrderSide = OrderSide.Buy;
limitLine.Color = OxyColors.Blue;
}
else
{
ErrorMsg = "You must choose an Order Side";
return;
}
if (FulfillmentThreshold == 0)
{
ErrorMsg = "You must choose a threshold for the line to be Fulfilled. Use -1 if you want to run the line order to completion.";
return;
}
else if (FulfillmentThreshold < 0)
{
if (FulfillmentThreshold != -1)
{
ErrorMsg = "Invalid Fulfillment Threshold. Use -1 if you want to run the line order to completion.";
return;
}
}
string id;
AddOrderPoints();
LineOrder order = new LineOrder()
{
Symbol = Symbol,
TimeInForce = TimeInForce,
Start = StartString,
End = EndString,
LimitLineSeries = limitLine,
OrderSide = OrderSide,
OrderType = OrderType,
OrderIDs = new List <string>(),
OrdersPerHour = OrdersPerHour,
QuantityPerOrder = QuantityPerOrder,
Slope = Slope,
YIntercept = Yintercept,
FulfilmentThreshold = FulfillmentThreshold
};
LineOrder = order;
Screen.Close();
}
public void MakeOrder(LineOrder order)
{
DateTime currenttime;
decimal currentlimitprice;
WebCallResult <BittrexOrderV3> linePointOrder;
currenttime = DateTime.Now;
var limit = CalculateLimitAtSpecificTime(DateTimeAxis.ToDouble(currenttime), order);
//cancel the previous order if needed
if (order.TimeInForce == TimeInForce.GoodTillCancelled)
{
if (order.LastPlacedOrderId != null)//cancel previous open order
{
var or = client.GetOrder(order.LastPlacedOrderId);
if (or.Error == null)
{
if (or.Data.Status == OrderStatus.Closed)
{
order.ActiveTotal += double.Parse(or.Data.Proceeds.ToString()); //increase the active total for this order based on the previous orders proceeds
if (order.ActiveTotal > order.FulfilmentThreshold)
{
FulfilledOrders.Add(order);
ActiveLineOrders.Remove(order);
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + (order.OrderSide == OrderSide.Buy ? "Buy Line" : "Sell Line") + order.Symbol + " Fulfilled" + "\n";
}
else
{
ActiveLineOrders.Add(order);
}
}
}
//cancel order
var res = client.CancelConditionalOrder(order.LastPlacedOrderId);
if (res.Error != null)
{
Application.Current.Dispatcher.Invoke(() =>
{
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + "Error: " + " Failed to Cancel Order" + res.Error.Message + "\n";
});
}
else
{
Application.Current.Dispatcher.Invoke(() =>
{
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + "Order Cancelled: ID = " + order.LastPlacedOrderId + "\n";
});
}
}
}
if (limit != 0)
{
currentlimitprice = Convert.ToDecimal(limit);
currentlimitprice = Convert.ToDecimal(currentlimitprice.ToString("F5"));
//place order
linePointOrder = client.PlaceOrder(CurrentLoadedSymbol, order.OrderSide, order.OrderType, order.TimeInForce, order.QuantityPerOrder, currentlimitprice);
if (linePointOrder.Error != null)
{//error occured, log it
Application.Current.Dispatcher.Invoke(() =>
{
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + "Error: " + linePointOrder.Error.Message + "\n";
});
}
else
{
order.OrderIDs.Add(linePointOrder.Data.Id);
order.LastPlacedOrderId = linePointOrder.Data.Id;
if (linePointOrder.Data.Status == OrderStatus.Closed)
{
order.ActiveTotal += double.Parse(linePointOrder.Data.Proceeds.ToString()); //increase the active total for this order based on the previous orders proceeds
}
//log the order
Application.Current.Dispatcher.Invoke(() =>
{
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + (order.OrderSide == OrderSide.Buy ? "Buy" : "Sell") + order.Symbol + " at $" + currentlimitprice + "\n";
//new Popup("Order Placed", order.Symbol + " at $" + currentlimitprice).Show();
if (order.ActiveTotal > order.FulfilmentThreshold)
{
FulfilledOrders.Add(order);
ActiveLineOrders.Remove(order);
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + (order.OrderSide == OrderSide.Buy ? "Buy Line" : "Sell Line") + order.Symbol + " Fulfilled" + "\n";
}
else
{
ActiveLineOrders.Add(order);
}
});
}
}
else
{
Application.Current.Dispatcher.Invoke(() =>
{
ActionHistory += DateTime.Now.TimeOfDay.ToString() + " - " + "Limit price could not be calculated" + "\n";
});
OnPropertyChanged("FulfilledOrders");
Thread.Sleep(10000); //keep running every 10 seconds
}
}
public double CalculateTimeAtSpecificPrice(double price, LineOrder order)
{//y = mx+b
return((price - order.YIntercept) / order.Slope);
}
public double CalculateLimitAtSpecificTime(double time, LineOrder order)
{ // y-b/ m = x
return((order.Slope * time) + order.YIntercept);
}
