private async void OnRunTestClick(object sender, EventArgs e)
{
var currencyPair = (await _stockRestConnector.GetCurrencyPairs()).FirstOrDefault(item => item.Id == "DASHBTC");
var orderId = Guid.NewGuid();
var initialOrder = new Infrastructure.Common.Models.Trading.Order
{
CurrencyPair = currencyPair,
ClientId = orderId,
Role = OrderRoleType.ClosePosition,
OrderSide = OrderSide.Sell,
OrderType = OrderType.Limit,
OrderStateType = OrderStateType.Suspended,
TimeInForce = OrderTimeInForceType.GoodTillCancelled,
Quantity = 0.001m,
Price = 0.022m,
StopPrice = 0
};
var newOrder = await _stockRestConnector.CreateOrder(initialOrder, true);
var cancelledOrder = await _stockRestConnector.CancelOrder(newOrder);
var testOrder = await _stockRestConnector.GetOrderFromHistory(initialOrder.ClientId, currencyPair);
MessageBox.Show(@"Passed");
}
public async Task InitSubscription(string currencyPairId)
{
if (_existingCurrencyPairsInSubscription.ContainsKey(currencyPairId))
{
return;
}
var allCurrencyPairs = await _stockRestConnector.GetCurrencyPairs();
var currencyPair = allCurrencyPairs.FirstOrDefault(item => item.Id == currencyPairId);
if (currencyPair == null)
{
throw new BusinessException($"Currency pair {currencyPairId} not found");
}
await _stockSocketConnector.SubscribeOrders(currencyPair, OnOrdersUpdated);
_existingCurrencyPairsInSubscription.TryAdd(currencyPairId, currencyPair);
}
public async Task GetCurrenciesReturnsNonEmpty()
{
var currencies = await _stockRestConnector.GetCurrencyPairs();
Assert.IsTrue(currencies.Any());
}
public async Task <IList <CurrencyPair> > GetCurrencyPairs()
{
return(await _stockRestConnector.GetCurrencyPairs());
}
private async Task CheckOutNewTickersForRequiredVolume()
{
var tradingSettings = _configurationService.GetTradingSettings();
var allCurrencyPairs = await _stockRestConnector.GetCurrencyPairs();
var baseCurrencyPairs = allCurrencyPairs.Where(item => !_activePositionWorkers.ContainsKey(item.Id) &&
tradingSettings.QuoteCurrencies.Any(currencyId => String.Equals(item.QuoteCurrencyId, currencyId, StringComparison.OrdinalIgnoreCase)));
var allTickers = await _stockRestConnector.GetTickers();
var tradingTickers = allTickers
.Where(tickerItem =>
baseCurrencyPairs.Any(currencyPairItem => String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id)))
.Where(tickerItem =>
{
var tickerCurrencyPair = baseCurrencyPairs.First(currencyPairItem =>
String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id));
decimal volumeToCompare;
if (String.Equals(tickerCurrencyPair.QuoteCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase))
{
volumeToCompare = tickerItem.VolumeInQuoteCurrency;
}
else
{
var btcConvertFactor = 0m;
var requestCurrencyPair = allCurrencyPairs.FirstOrDefault(item =>
String.Equals(tickerCurrencyPair.QuoteCurrencyId, item.QuoteCurrencyId, StringComparison.OrdinalIgnoreCase) &&
String.Equals(item.BaseCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase));
if (requestCurrencyPair != null)
{
btcConvertFactor = allTickers.First(item =>
String.Equals(item.CurrencyPairId, requestCurrencyPair.Id, StringComparison.OrdinalIgnoreCase)).LastPrice;
}
else
{
requestCurrencyPair = allCurrencyPairs.FirstOrDefault(item =>
String.Equals(tickerCurrencyPair.QuoteCurrencyId, item.BaseCurrencyId, StringComparison.OrdinalIgnoreCase) &&
String.Equals(item.QuoteCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase));
if (requestCurrencyPair != null)
{
btcConvertFactor = 1 / allTickers.First(item =>
String.Equals(item.CurrencyPairId, requestCurrencyPair.Id,
StringComparison.OrdinalIgnoreCase)).LastPrice;
}
}
volumeToCompare = btcConvertFactor > 0 ? tickerItem.VolumeInQuoteCurrency / btcConvertFactor : 0;
}
return(volumeToCompare > tradingSettings.MinCurrencyPairTradingVolumeInBTC);
})
.ToList();
var tradingCurrencyPairs = baseCurrencyPairs.Where(currencyPairItem => tradingTickers.Any(tickerItem =>
String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id, StringComparison.OrdinalIgnoreCase))).ToList();
var periodsForAnalysis = new[]
{
tradingSettings.Period.GetLowerFramePeriod(),
tradingSettings.Period,
tradingSettings.Period.GetHigherFramePeriod()
};
foreach (var currencyPair in tradingCurrencyPairs)
{
foreach (var candlePeriod in periodsForAnalysis)
{
var candles = await _stockRestConnector.GetCandles(currencyPair.Id, candlePeriod, 30);
_candleLoadingService.UpdateCandles(currencyPair.Id, candlePeriod, candles);
}
await _candleLoadingService.InitSubscription(currencyPair.Id, periodsForAnalysis);
_candleLoadingService.CandlesUpdated += (o, e) =>
{
if (_activePositionWorkers == null)
{
return;
}
if (_activePositionWorkers.ContainsKey(e.CurrencyPairId))
{
return;
}
if (e.Period != tradingSettings.Period)
{
return;
}
CheckOutForNewPosition(currencyPair).Wait();
};
}
}
private async Task RunTradingIteration()
{
try
{
var onPositionChangedCallback = new Action <PositionChangedEventArgs>(positionChangedEventArgs => _tradingEventsObserver.RaisePositionChanged(positionChangedEventArgs));
await _tradingPositionService.SyncExistingPositionsWithStock(onPositionChangedCallback);
var tradingPositions = await _tradingPositionService.GetOpenPositions();
if (tradingPositions.Any())
{
foreach (var tradingPosition in tradingPositions)
{
var nextPosition = tradingPosition.Clone();
if (tradingPosition.IsOpenPosition)
{
var marketInfo = _marketOpenPositionAnalysisService.ProcessMarketPosition(tradingPosition);
if (marketInfo.PositionType == OpenMarketPositionType.UpdateOrder)
{
nextPosition.ChangePosition((UpdateClosePositionInfo)marketInfo);
}
else if (marketInfo.PositionType == OpenMarketPositionType.FixStopLoss)
{
nextPosition.ChangePosition((FixStopLossInfo)marketInfo);
}
else if (marketInfo.PositionType == OpenMarketPositionType.Suspend)
{
nextPosition.ChangePosition((SuspendPositionInfo)marketInfo);
}
if (marketInfo.PositionType != OpenMarketPositionType.Hold)
{
var updatedPosition = await _tradingPositionService.UpdatePosition(tradingPosition, nextPosition, true, onPositionChangedCallback);
if (updatedPosition != null)
{
tradingPosition.SyncWithAnotherPosition(updatedPosition, true);
}
}
}
else if (tradingPosition.IsPendingPosition)
{
var marketInfo = _marketPendingPositionAnalysisService.ProcessMarketPosition(tradingPosition);
if (marketInfo.PositionType == PendingMarketPositionType.UpdateOrder)
{
nextPosition.ChangePosition((UpdateOrderInfo)marketInfo);
}
else if (marketInfo.PositionType == PendingMarketPositionType.CancelOrder)
{
nextPosition.ChangePosition((CancelOrderInfo)marketInfo);
}
if (marketInfo.PositionType != PendingMarketPositionType.Hold)
{
var updatedPosition = await _tradingPositionService.UpdatePosition(tradingPosition, nextPosition, true, onPositionChangedCallback);
if (updatedPosition != null)
{
tradingPosition.SyncWithAnotherPosition(updatedPosition, true);
}
}
}
else
{
throw new BusinessException("Unexpected position state")
{
Details = $"Order pair: {JsonConvert.SerializeObject(tradingPosition)}"
}
};
}
}
{
var tradingSettings = _configurationService.GetTradingSettings();
var allCurrencyPairs = await _stockRestConnector.GetCurrencyPairs();
var baseCurrencyPairs = allCurrencyPairs
.Where(item => tradingSettings.QuoteCurrencies.Any(currencyId =>
String.Equals(item.QuoteCurrencyId, currencyId, StringComparison.OrdinalIgnoreCase)) &&
!tradingPositions.Any(orderPair => String.Equals(orderPair.OpenPositionOrder.CurrencyPair.BaseCurrencyId, item.BaseCurrencyId))
);
var allTickers = await _stockRestConnector.GetTickers();
var tradingTickers = allTickers
.Where(tickerItem =>
baseCurrencyPairs.Any(currencyPairItem => String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id)))
.Where(tickerItem =>
{
var tickerCurrencyPair = baseCurrencyPairs.First(currencyPairItem =>
String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id));
decimal volumeToCompare;
if (String.Equals(tickerCurrencyPair.QuoteCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase))
{
volumeToCompare = tickerItem.VolumeInQuoteCurrency;
}
else
{
var btcConvertFactor = 0m;
var requestCurrencyPair = allCurrencyPairs.FirstOrDefault(item =>
String.Equals(tickerCurrencyPair.QuoteCurrencyId, item.QuoteCurrencyId, StringComparison.OrdinalIgnoreCase) &&
String.Equals(item.BaseCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase));
if (requestCurrencyPair != null)
{
btcConvertFactor = allTickers.First(item =>
String.Equals(item.CurrencyPairId, requestCurrencyPair.Id, StringComparison.OrdinalIgnoreCase)).LastPrice;
}
else
{
requestCurrencyPair = allCurrencyPairs.FirstOrDefault(item =>
String.Equals(tickerCurrencyPair.QuoteCurrencyId, item.BaseCurrencyId, StringComparison.OrdinalIgnoreCase) &&
String.Equals(item.QuoteCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase));
if (requestCurrencyPair != null)
{
btcConvertFactor = 1 / allTickers.First(item =>
String.Equals(item.CurrencyPairId, requestCurrencyPair.Id,
StringComparison.OrdinalIgnoreCase)).LastPrice;
}
}
volumeToCompare = btcConvertFactor > 0 ? tickerItem.VolumeInQuoteCurrency / btcConvertFactor : 0;
}
return(volumeToCompare > tradingSettings.MinCurrencyPairTradingVolumeInBTC);
})
.ToList();
foreach (var currencyPair in baseCurrencyPairs.Where(currencyPairItem => tradingTickers.Any(tickerItem =>
String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id, StringComparison.OrdinalIgnoreCase))).ToList())
{
var tradingBalance = await _stockRestConnector.GetTradingBalance(currencyPair.QuoteCurrencyId);
if (tradingBalance?.Available <= 0)
{
continue;
}
var marketInfo = _marketNewPositionAnalysisService.ProcessMarketPosition(currencyPair);
if (marketInfo.PositionType != NewMarketPositionType.Wait)
{
var newPosition = await _tradingPositionService.OpenPosition((NewOrderPositionInfo)marketInfo);
newPosition = await _tradingPositionService.UpdatePosition(null, newPosition, true, onPositionChangedCallback);
_tradingEventsObserver.RaisePositionChanged(TradingEventType.NewPosition, newPosition);
break;
}
}
}
}
catch (BusinessWarning e)
{
_loggingService.LogAction(new ErrorAction
{
ExceptionType = e.GetType().ToString(),
Message = e.Message,
Details = e.Details,
StackTrace = e.StackTrace
});
}
catch (BusinessException e)
{
_loggingService.LogAction(new ErrorAction
{
ExceptionType = e.GetType().ToString(),
Message = e.Message,
Details = e.Details,
StackTrace = e.StackTrace
});
OnException(new UnhandledExceptionEventArgs(e, false));
}
catch (ParseResponseException e)
{
_loggingService.LogAction(new ErrorAction
{
ExceptionType = e.GetType().ToString(),
Message = e.Message,
Details = e.SourceData,
StackTrace = e.StackTrace
});
OnException(new UnhandledExceptionEventArgs(e, false));
}
catch (Exception e)
{
_loggingService.LogAction(new ErrorAction
{
ExceptionType = e.GetType().ToString(),
Message = e.Message,
StackTrace = e.StackTrace
});
OnException(new UnhandledExceptionEventArgs(e, false));
}
}