private async void HandleNonFilledOrder(ExchangeOrderResult orderResult, Candle candle)
{
ExchangeOrderResult result = null;
Ticker ticker;
switch (orderResult.Result)
{
case ExchangeAPIOrderResult.FilledPartially:
Log($"Partially filled order quantity filled {orderResult.AmountFilled} of {orderResult.Amount}");
/*
*
* PARTIALLY FILLED
*
* 1. Save the initial order and what was filled
* 2. Check in thrity seconds for any more filling of it
* 3. Add a new order against this position
* 4. If not filled after two more queries, cancel it
*
*/
// 1. Save
SavePosition(SaveOrder(orderResult, GetTimeStamp(candle.Timestamp)));
// 2. Check in 30 seconds twice
int counter = 0;
while (counter < 3)
{
Log("Waiting 30 seconds..");
Pause(30);
++counter;
result = await CheckOrderStatus(orderResult.OrderId);
if (result.Result == ExchangeAPIOrderResult.Filled) // if status now is now filled great
{
Log($"Remaining quanity of order filled");
SaveOrder(orderResult, GetTimeStamp(candle.Timestamp));
UpdatePositionQuantity();
return;
}
else
{
if (counter == 2) // this is the last time & it wasn't filled
{
Log($"Remaining quanity of order not filled after waiting 90 seconds, cancelling the order, exchange order id {orderResult.OrderId}, message: {orderResult.Message}");
_trader.CancelOrder(orderResult.OrderId);
// TODO: Could look at putting in another order for the outstanding quantity
// Get the minimum quantity for the currency
// if the outstanding quantity is more than the minimum quantity
// get the current price
// create a new order for the remaining quantity
// update the position with the new quantity received
}
}
}
break;
case ExchangeAPIOrderResult.Canceled:
/*
*
* CANCELLED by exchange
*
* 1. Wait 10 seconds
* 3. Check price now
* 4. Issue a new Buy
*
*/
Log($"Order cancelled by exchange for orderId {orderResult.OrderId}, waiting 10 seconds and retrying, message: {orderResult.Message}");
Log("Waiting 10 seconds");
Pause(10);
ticker = _trader.GetLatestTicker(_inMemoryBot.BaseCoin, _inMemoryBot.Coin);
if (orderResult.IsBuy)
{
Buy(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Ask
});
}
else
{
Sell(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Bid
});
}
break;
case ExchangeAPIOrderResult.Error:
/*
*
* ERROR
*
* 1. Wait 10 seconds and check again
* 2. If still error, cancel it
* 3. Check price now
* 4. Issue a new Buy
*
*/
Log($"Error reported on exchange for orderId {orderResult.OrderId}, message: {orderResult.Message}");
Log("Waiting 10 seconds to check again");
Pause(10);
result = await CheckOrderStatus(orderResult.OrderId);
Log($"Result.. {result.Result}");
// 2. If not filled, cancel it
if (result.Result != ExchangeAPIOrderResult.Filled)
{
Log($"Not filled, cancelling order {orderResult.OrderId}");
_trader.CancelOrder(orderResult.OrderId);
// 3. Check the price now
ticker = _trader.GetLatestTicker(_inMemoryBot.BaseCoin, _inMemoryBot.Coin);
Log($"Going to order again, latest ticker {JsonConvert.SerializeObject(ticker)} ");
if (orderResult.IsBuy)
{
Buy(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Ask
});
}
else
{
Sell(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Bid
});
}
}
break;
case ExchangeAPIOrderResult.Pending:
/*
*
* PENDING
*
* 1. Wait 30 seconds and check again
* 2. If still pending, cancel it
* 3. Check price now
* 4. Issue a new Buy
*
*/
Log($"Pending reported on exchange for orderId {orderResult.OrderId}, message: {orderResult.Message}");
// 1. Wait thirty seconds & check
Pause(30);
result = await CheckOrderStatus(orderResult.OrderId);
// 2. If not filled, cancel it
if (result.Result == ExchangeAPIOrderResult.Pending)
{
_trader.CancelOrder(orderResult.OrderId);
// 3. Check the price now
ticker = _trader.GetLatestTicker(_inMemoryBot.BaseCoin, _inMemoryBot.Coin);
Log($"Order still pending after 30 seconds for orderId {orderResult.OrderId}, cancelling and re-ordering at new price {ticker.Ask}");
if (orderResult.IsBuy)
{
Buy(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Ask
});
}
else
{
Sell(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Bid
});
}
}
break;
case ExchangeAPIOrderResult.Unknown:
/*
*
* UNKNOWN
*
* 1. Wait thirty seconds and check again
* 2. If still unknow, cancel it
* 3. Check price now
* 4. Issue a new Buy
*
*/
Log($"UNKNOWN reported by exchange for orderId {orderResult.OrderId}, message: {orderResult.Message}. Waiting 30 seconds to try again");
// 1. Wait thirty seconds & check
Pause(30);
result = await CheckOrderStatus(orderResult.OrderId);
// 2. If not filled, cancel it
if (result.Result == ExchangeAPIOrderResult.Unknown)
{
_trader.CancelOrder(orderResult.OrderId);
// 3. Check the price now
ticker = _trader.GetLatestTicker(_inMemoryBot.BaseCoin, _inMemoryBot.Coin);
Log($"Order still UNKNOWN after 30 seconds for orderId {orderResult.OrderId}, cancelling and re-ordering at new price {ticker.Ask}");
if (orderResult.IsBuy)
{
Buy(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Ask
});
}
else
{
Sell(new Candle()
{
Timestamp = DateTime.Now, ClosePrice = ticker.Bid
});
}
}
break;
}
}
