private async Task CheckStrategy(StrategyDetails strategy)
{
await Task.Run(() =>
{
try
{
decimal?tradeFinValue = 0;
decimal quote = GetCurrentPrice(strategy.Ticker);
if ((strategy.Instruction == BuySell.Buy && quote <= strategy.TargetPrice) ||
(strategy.Instruction == BuySell.Sell && quote >= strategy.TargetPrice))
{
tradeFinValue = ExecuteStrategy(strategy);
this.DeleteStrategy(strategy.Id);
#if DEBUG
_logger.LogInformation(string.Format("### STRATEGY {0} EXECUTED ###: {1} {2} SHARES OF {3} AT {4} USD EACH. FINANCIAL VALUE: {5} USD",
strategy.Id, strategy.Instruction == BuySell.Buy ? "BUY" : "SELL", strategy.Quantity, strategy.Ticker, quote, tradeFinValue.Value));
#endif
}
else
{
#if DEBUG
_logger.LogInformation(string.Format("### STRATEGY {0} CHECKED ###: {1} - {2} - TARGET PRICE:{3} USD - CURRENT PRICE:{4} USD ", strategy.Id, strategy.Instruction == BuySell.Buy ? "BUY" : "SELL",
strategy.Ticker, strategy.TargetPrice, quote));
#endif
}
}
catch (Exception ex)
{
_logger.LogError(ex.Message);
}
});
}
private decimal ExecuteStrategy(StrategyDetails strategy)
{
decimal finValue = 0;
int count = 0;
string errMsg = string.Empty;
while (count < Retries)
{
try
{
finValue = strategy.Instruction == BuySell.Buy ? CurrentReutbergService.Buy(strategy.Ticker, strategy.Quantity)
: CurrentReutbergService.Sell(strategy.Ticker, strategy.Quantity);
break;
}
catch (Exception ex)
{
count++;
errMsg = ex.Message;
}
}
if (!string.IsNullOrEmpty(errMsg))
{
throw new Exception(string.Format("[BUY / SELL ID:{0}] REUTBERG OUTPUT ERROR: {1}", strategy.Id, errMsg));
}
return(finValue);
}
public void DeleteStrategy(string Id)
{
lock (_context)
{
StrategyDetails strategy = _context.Strategies.Find(Id);
if (strategy == null)
{
throw new Exception("STRATEGY NOT FOUND!");
}
_context.Remove(strategy);
_context.SaveChanges();
#if DEBUG
_logger.LogInformation($"REMOVING STRATEGY {Id}.");
#endif
}
}
public void AddStrategy(StrategyDetailsDto entity)
{
var strategyDet = _mapper.Map <StrategyDetails>(entity);
// Setting a new ID
strategyDet.Id = Guid.NewGuid().ToString().Substring(0, 8).ToUpper();
strategyDet.Ticker = strategyDet.Ticker.ToUpper();
if (strategyDet == null || !IsValidQuantity(strategyDet.Quantity) ||
!IsValidTicker(strategyDet.Ticker) ||
!IsValidPriceMovement(strategyDet))
{
throw new Exception("INVALID STRATEGY!");
}
StrategyDetails strategy = _context.Strategies.Find(strategyDet.Id);
if (strategy != null)
{
throw new Exception("STRATEGY ID ALREADY EXISTS!");
}
decimal fullPercentage = 100;
strategyDet.StartPrice = GetCurrentPrice(strategyDet.Ticker);
strategyDet.TargetPrice = Math.Round(strategyDet.Instruction == BuySell.Buy ? strategyDet.StartPrice * (1 - (strategyDet.PriceMovement / fullPercentage))
: strategyDet.StartPrice * (1 + (strategyDet.PriceMovement / fullPercentage)), 2);
lock (_context)
{
_context.Add(strategyDet);
_context.SaveChanges();
#if DEBUG
_logger.LogInformation(string.Format("ADDING NEW STRATEGY {0}: {1} {2} SHARES OF {3} AT PRICE {4} USD (CURRENT PRICE: {5} USD)", strategyDet.Id, strategyDet.Instruction == BuySell.Buy ? "BUY" : "SELL",
strategyDet.Quantity, strategyDet.Ticker, strategyDet.TargetPrice, strategyDet.StartPrice));
#endif
}
}
/// <summary>
/// Validates Price Movement
/// Buy order: the price can drop from 0% to 100% exclusice in both cases
/// Sell order: the price can goes up from 0% exclusive to infinity
/// </summary>
/// <param name="entity"></param>
/// <returns></returns>
private bool IsValidPriceMovement(StrategyDetails entity)
{
// Buy order: the price can drop from 0% to 100% exclusice in both cases
// Sell order: the price can goes up from 0% exclusive to infinity
return(entity.Instruction == BuySell.Buy ? (entity.PriceMovement > 0 && entity.PriceMovement < 100) : entity.PriceMovement > 0);
}