public async Task <IReadOnlyList <YesterdayCandleData> > GetStocks(CancellationToken ct)
{
Console.WriteLine("START SEARCHING");
var allStocks = await _contextProvider.Do(ctx => ctx.MarketStocksAsync(), ct);
ct.ThrowIfCancellationRequested();
var acceptable = new List <YesterdayCandleData>();
var meetAmount = 0;
foreach (var stock in allStocks.Instruments)
{
CandlePayload?candle = await MeetRequirements(stock, ct).ConfigureAwait(false);
if (candle != null)
{
var data = YesterdayCandleData.Create(stock, candle);
acceptable.Add(data);
Console.WriteLine(data);
meetAmount++;
}
}
Console.WriteLine($"Meet: {meetAmount}/{allStocks.Instruments.Count}");
var topVolumes = PossibleVariants(acceptable);
LogTopVolumes(topVolumes);
return(topVolumes);
}
private async Task Loop()
{
_state = _stateStorage.LastState();
_followers = _state
.Stocks
.Select(it => new StockFollower(it.CandleData, _contextProvider,
_state.Orders.Add, it.Status))
.ToList();
while (true)
{
Console.WriteLine($"LOOP START {_timeProvider.Now}");
var lastLoopDate = _state.Time.Date;
_state.Time = _timeProvider.Now;
if (lastLoopDate < _timeProvider.Today)
{
_state.DayChanges++;
var savedFollowers = _followers
.Where(it => it.Status is WaitingForSell)
.ToList();
var stocks = await _stocksProvider.GetStocks(_cancellationTokenSource.Token);
_followers = stocks
.Select(it => new StockFollower(it, _contextProvider, _state.Orders.Add))
.ToList();
_followers.AddRange(savedFollowers);
_state.Stocks = _followers.Select(it => new FollowingStock(it.Stock, it.Status)).ToList();
}
if (_followers.Count == 0 && _state.Time.Date == _timeProvider.Today)
{
var tomorrow = _timeProvider.Today.Add(TimeSpan.FromDays(1));
var waiting = tomorrow - _timeProvider.Now + TimeSpan.FromMinutes(5);
Console.WriteLine($"GO SLEEPING FOR {waiting}");
await Task.Delay(waiting, _cancellationTokenSource.Token);
Console.WriteLine("WAKE UP");
}
foreach (var follower in _followers)
{
await follower.Perform(_timeProvider.Now, _cancellationTokenSource.Token);
}
_state.Stocks = _followers.Select(it => new FollowingStock(it.Stock, it.Status)).ToList();
_stateStorage.AddState(_state);
_timeProvider.SaveTime();
await _contextProvider.Do(it => _state.Dump(it, _cancellationTokenSource.Token));
_followers.RemoveAll(it => it.Status is Closed);
}
}
public async Task Perform(DateTime time, CancellationToken ct)
{
Console.WriteLine($"PERFORM START {Stock} at {time}");
var candles = await _contextProvider.Do(ctx => ctx.MarketCandlesAsync(Stock.Figi,
time.Subtract(TimeSpan.FromMinutes(20)), time,
CandleInterval.Minute), ct);
ct.ThrowIfCancellationRequested();
CandlePayload?candle = candles.Candles.LastOrDefault();
candle.Dump();
bool IsBuyStop() => candle != null && (Stock.Close - candle.Close >= Stock.Tick * 20);
switch (Status)
{
case Init _:
{
if (IsBuyStop())
{
Status = new BuyStop();
}
else if (candle != null)
{
Status = new WaitingForBuy();
}
}
break;
case WaitingForBuy _:
{
if (candle == null)
{
Status = new Closed();
}
else if (IsBuyStop())
{
Status = new BuyStop();
}
}
break;
case BuyStop _:
{
if (candle == null)
{
Status = new Closed();
}
else if (candle.Close > Stock.Close)
{
PlacedMarketOrder order = await _contextProvider.Do(ctx => ctx.PlaceMarketOrderAsync(
new MarketOrder(Stock.Figi, 1, OperationType.Buy)
), ct);
ct.ThrowIfCancellationRequested();
order.Dump();
_addOrder(new PlacedOrder(order, Stock.Name, time, candle.Close));
if (order.Status == OrderStatus.Rejected)
{
Console.WriteLine($"Buy order rejected: {order.RejectReason}");
break;
}
Status = new WaitingForSell
{
SellPrice = candle.Close - Stock.Half(),
TakeProfit = candle.Close + Stock.Part(60M)
};
}
}
break;
case WaitingForSell status:
{
if (candle == null)
{
break;
}
var possiblyNewStop = candle.Close - Stock.Half();
if (possiblyNewStop > status.SellPrice)
{
status.SellPrice = possiblyNewStop;
Console.WriteLine("Limit became higher");
}
if (candle.Close <= status.SellPrice ||
candle.Close >= status.TakeProfit && status.TakeProfit != default)
{
var position = (await _contextProvider.Do(c => c.PortfolioAsync()))
.Positions
.FirstOrDefault(it => it.Figi == candle.Figi);
if (position != null)
{
var closeOrder = await _contextProvider.Do(ctx => ctx.PlaceMarketOrderAsync(
new MarketOrder(Stock.Figi, 1, OperationType.Sell)
), ct);
ct.ThrowIfCancellationRequested();
closeOrder.Dump();
_addOrder(new PlacedOrder(closeOrder, Stock.Name, time, candle.Close));
if (closeOrder.Status == OrderStatus.Rejected)
{
Console.WriteLine($"Sell order rejected: {closeOrder.RejectReason}");
break;
}
}
Status = new Closed();
}
}
break;
}
Console.WriteLine($"STATUS: {Status}");
}