public static bool ParseOpenPositions(cAlgo.API.Positions _positions, out Messaging.Protobuf.Positions positions, string openedPositionLabel = "")
{
try
{
int index = 0;
positions = new Messaging.Protobuf.Positions();
foreach (cAlgo.API.Position p in _positions)
{
if (!ParseOpenPosition(p, out Messaging.Protobuf.Position position, Messaging.Protobuf.Position.Types.StateChange.None))
{
continue;
}
//Update StateChage if this is a newly opened position
if (position.Label == openedPositionLabel)
{
position.StateChange = Messaging.Protobuf.Position.Types.StateChange.Opened;
}
positions.Position[index] = position;
index++;
}
positions.Count = index;
}
catch (Exception e)
{
Console.WriteLine("FAILED to parse Positions: " + e.ToString());
positions = null;
return(false);
}
return(true);
}
//Return the greater retrace of the percentage price or percent closed positions
public void CalculateRetraceFactor(Messaging.Protobuf.Positions positions)
{
double retraceFactor = 0;
double percentClosed = BotState.CalcPercentOfPositionsClosed();
if (percentClosed <= percentRetrace)
{
retraceFactor = percentRetrace;
}
else
{
retraceFactor = percentClosed;
}
RetraceFactor = (int)retraceFactor;
}
protected override void OnMessageReceived(object sender, MessageReceivedEventArgs e)
{
if (!IsInitialised)
{
return;
}
DateTime niffleTimeStamp = DateTime.FromBinary(e.Message.Timestamp);
RoutingKey routingKey = new RoutingKey(e.EventArgs.RoutingKey);
string source = routingKey.GetSource();
string action = routingKey.GetAction();
string _event = routingKey.GetEvent();
//Service messages received will be notify
if (e.Message.Type == Niffle.Types.Type.Service)
{
if (e.Message.Service != null)
{
if (e.Message.Service.Success)
{
ReportExecution(source, action, _event, Utils.FormatDateTimeWithSeparators(niffleTimeStamp));
}
}
}
//Positions messages will be for Position Opened, Closed or Modified.
if (e.Message.Type == Niffle.Types.Type.Positions)
{
if (e.Message.Positions != null)
{
Messaging.Protobuf.Positions positions = e.Message.Positions;
for (int count = 0; count < positions.Count; count++)
{
if (routingKey.GetEventAsEnum() == Event.ONPOSITIONCLOSED)
{
if (positions.Position[count].StateChange == Messaging.Protobuf.Position.Types.StateChange.Closed)
{
ReportPositionClosed(positions.Position[count]);
}
}
if (routingKey.GetEventAsEnum() == Event.ONPOSITIONOPENED)
{
if (positions.Position[count].StateChange == Messaging.Protobuf.Position.Types.StateChange.Opened)
{
ReportPositionOpened(positions.Position[count]);
}
}
if (routingKey.GetEventAsEnum() == Event.ONPOSITIONMODIFIED)
{
if (positions.Position[count].StateChange == Messaging.Protobuf.Position.Types.StateChange.Modified)
{
ReportPositionModified(positions.Position[count], Utils.FormatDateTimeWithSeparators(niffleTimeStamp));
}
}
}
}
}
//Orders messages will be for Orders Placed, Cancelled or Modified
if (e.Message.Type == Niffle.Types.Type.Orders)
{
if (e.Message.Orders != null)
{
Messaging.Protobuf.Orders orders = e.Message.Orders;
for (int count = 0; count < orders.Count; count++)
{
if (routingKey.GetEventAsEnum() == Event.ONORDERPLACED)
{
if (orders.Order[count].StateChange == Messaging.Protobuf.Order.Types.StateChange.Placed)
{
ReportOrderPlaced(orders.Order[count]);
}
}
if (routingKey.GetEventAsEnum() == Event.ONORDERCANCELLED)
{
if (orders.Order[count].StateChange == Messaging.Protobuf.Order.Types.StateChange.Cancelled)
{
ReportOrderCancelled(orders.Order[count], Utils.FormatDateTimeWithSeparators(niffleTimeStamp));
}
}
if (routingKey.GetEventAsEnum() == Event.ONORDERMODIFIED)
{
if (orders.Order[count].StateChange == Messaging.Protobuf.Order.Types.StateChange.Modified)
{
ReportOrderModified(orders.Order[count], Utils.FormatDateTimeWithSeparators(niffleTimeStamp));
}
}
}
}
}
//Error messages
if (e.Message.Type == Niffle.Types.Type.Orders)
{
if (e.Message.Error != null)
{
ReportError(source, e.Message.Error, Utils.FormatDateTimeWithSeparators(niffleTimeStamp));
}
}
}
