public TradeResult MiddleOrderFlip(Trade trade)
{
// Take Profit Stop Loss Trailing Stop Loss
decimal middle = build.TakeProfitPrice - ((build.TakeProfitPrice - build.StopLossPrice) / 2);
bool active = true;
bool canceledSwap = false;
bool take = true;
bool initial = true;
bool trailingTake = false;
int iterationCanceled = 0;
int priceDecimal = BitConverter.GetBytes(decimal.GetBits(trade.StopLossPrice)[3])[2];
decimal prevStopLossPrice = build.StopLossPrice;
decimal percentStop = decimal.Round((build.StopLossPrice - build.Price) / build.Price * -1m, 2);
TradeResult result = new TradeResult();
using (var client = new BinanceSocketClient())
{
var successKline = client.SubscribeToKlineStream(build.Market, KlineInterval.OneMinute, (data) =>
{
if (trade.Status && iterationCanceled == 0)
{
if (build.TrailingStopLoss)
{
if (((trade.StopLossPrice - data.Data.High) / data.Data.High * -1) > percentStop)
{
prevStopLossPrice = trade.StopLossPrice;
trade.StopLossPrice = decimal.Round(data.Data.High - (data.Data.High * percentStop), priceDecimal);
middle = trade.TakeProfitPrice - ((trade.TakeProfitPrice - trade.StopLossPrice) / 2);
}
}
if (data.Data.Low > middle && !take)
{
if (!build.TrailingTakeProfit)
{
Cancel cancel = new Cancel();
if (cancel.Trade(trade))
{
canceledSwap = true;
Sell sell = new Sell(build, api);
trade = sell.Limit(trade, trade.TakeProfitPrice);
if (trade.Success)
{
canceledSwap = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
take = true;
}
}
}
else if (data.Data.High > trade.TakeProfitPrice)
{
trailingTake = true;
}
}
else if (data.Data.Low <= middle && take || data.Data.Low <= middle && initial || trade.StopLossPrice > prevStopLossPrice && data.Data.Low <= middle)
{
Cancel cancel = new Cancel();
if (cancel.Trade(trade) || initial)
{
canceledSwap = true;
Sell sell = new Sell(build, api);
trade = sell.LimitStop(trade, trade.StopLossPrice);
if (trade.Success)
{
canceledSwap = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
take = false;
}
}
}
initial = false;
}
});
while (active && !trailingTake)
{
using (var db = new ApplicationDbContext())
{
Trade tradeGrab = db.Trades.Where(t => t.Id == trade.Id).Single();
if (!tradeGrab.Status)
{
trade.Status = false;
}
}
using (var clientRest = new BinanceClient())
{
var orderStatus = clientRest.QueryOrder(build.Market, trade.OrderId);
if (orderStatus.Success)
{
if (orderStatus.Data.Status == OrderStatus.Filled)
{
result.SellPrice = orderStatus.Data.Price;
result.SellOrderId = trade.OrderId;
result.TradeId = trade.Id;
result.EndTime = DateTime.Now;
CalculateResult calculate = new CalculateResult();
result = calculate.PercentDifference(result, trade);
result.Success = true;
active = false;
}
if (orderStatus.Data.Status == OrderStatus.Canceled && !canceledSwap)
{
iterationCanceled++;
if (iterationCanceled > 4)
{
active = false;
trade.Status = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
System.Threading.Thread.Sleep(5000);
}
else if (orderStatus.Data.Status != OrderStatus.Canceled)
{
iterationCanceled = 0;
}
}
}
}
}
if (trailingTake == true)
{
decimal trailingTakePerc = build.TrailingTakePercent < 0 ? build.TrailingTakePercent * -1m : build.TrailingTakePercent;
trade.StopLossPrice = decimal.Round(build.TakeProfitPrice - (build.TakeProfitPrice * (trailingTakePerc / 100)), priceDecimal);
trade.IsTrailingTake = true;
trade.DisplayType = "TSLVC";
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
return(TrailingStopLoss(trade));
}
else
{
return(result);
}
}
public TradeResult TrailingStopLoss(Trade trade)
{
bool canceledSwap = false;
int iterationCanceled = 0;
bool active = true;
int priceDecimal = BitConverter.GetBytes(decimal.GetBits(trade.StopLossPrice)[3])[2];
decimal prevStopLossPrice = build.StopLossPrice;
decimal percentStop = decimal.Round((build.StopLossPrice - build.Price) / build.Price * -1, 3);
TradeResult result = new TradeResult();
using (var client = new BinanceSocketClient())
{
var successKline = client.SubscribeToKlineStream(build.Market, KlineInterval.OneMinute, (data) =>
{
if (trade.Status && iterationCanceled == 0)
{
decimal newPercentDiff = decimal.Round((trade.StopLossPrice - data.Data.High) / data.Data.High, 3);
newPercentDiff = newPercentDiff < 0 ? newPercentDiff * -1m : newPercentDiff;
if (newPercentDiff > percentStop)
{
trade.StopLossPrice = decimal.Round(data.Data.High - (data.Data.High * percentStop), priceDecimal);
Cancel cancel = new Cancel();
if (cancel.Trade(trade))
{
canceledSwap = true;
Sell sell = new Sell(build, api);
trade = sell.LimitStop(trade, trade.StopLossPrice);
if (trade.Success)
{
canceledSwap = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
}
}
}
});
while (active)
{
using (var db = new ApplicationDbContext())
{
Trade tradeGrab = db.Trades.Where(t => t.Id == trade.Id).Single();
if (!tradeGrab.Status)
{
trade.Status = false;
}
}
using (var clientRest = new BinanceClient())
{
var orderStatus = clientRest.QueryOrder(build.Market, trade.OrderId);
if (orderStatus.Success)
{
if (orderStatus.Data.Status == OrderStatus.Filled)
{
result.SellPrice = orderStatus.Data.Price;
result.SellOrderId = trade.OrderId;
result.TradeId = trade.Id;
result.EndTime = DateTime.Now;
CalculateResult calculate = new CalculateResult();
result = calculate.PercentDifference(result, trade);
result.Success = true;
active = false;
}
if (orderStatus.Data.Status == OrderStatus.Canceled && !canceledSwap)
{
iterationCanceled++;
if (iterationCanceled > 4)
{
active = false;
trade.Status = false;
TradeDB tradeDB = new TradeDB();
tradeDB.Update(trade);
}
System.Threading.Thread.Sleep(5000);
}
else if (orderStatus.Data.Status != OrderStatus.Canceled)
{
iterationCanceled = 0;
}
}
}
}
}
return(result);
}