protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
double waitMinutes = AlgorithmConfiguration.WaitTime * (int)AlgorithmConfiguration.CandleWidth;
SetTimer(TimeSpan.FromMinutes(waitMinutes));
return(new NothingState <Config>());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
trading.CancelOrder(_stopLoss);
trading.ExecuteFullMarketOrderSell(FirstPair);
return(new EntryState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
// Marketsell the asset and return to entry.
trading.ExecuteFullMarketOrderSell(FirstPair);
return(new EntryState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
// If the Filter and CrossoverSMA signal the trade, we buy at market.
trading.ExecuteFullMarketOrderSell(FirstPair);
return(new EntryState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
// If the Filter and CrossoverSMA signal the trade, we buy at market.
trading.ExecutePartialMarketOrderBuy(FirstPair, 0.7M);
return(new InTradeState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
// If the Filter and CrossoverSMA signal the trade, we buy at market.
OrderUpdate buyOrder = trading.ExecuteFullMarketOrderBuy(FirstPair);
return(new InTradeState(buyOrder));
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
var pair = AlgorithmConfiguration.TradingPairs.First();
trading.ExecuteFullMarketOrderBuy(pair);
WaitForNextCandle();
return(new NothingState <KeiraNightlyConfiguration>());
}
/// <summary>
/// Dispose the StateManager.
/// </summary>
/// <param name="disposing">Actually do it.</param>
private void Dispose(bool disposing)
{
if (disposing)
{
LoggerFactory?.Dispose();
TradingProvider?.Dispose();
}
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
decimal stopPrice = data.GetLowestLow(FirstPair, AlgorithmConfiguration.Loss);
stopLoss = trading.PlaceFullStoplossSell(FirstPair, stopPrice);
return(new InTradeState(_buyOrder, stopLoss));
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
var pair = AlgorithmConfiguration.TradingPairs.First();
var price = data.GetCurrentPriceTopBid(pair);
_stoploss = trading.PlaceFullStoplossSell(pair, price * AlgorithmConfiguration.StopTrail);
SetTimer(TimeSpan.FromHours(AlgorithmConfiguration.WaitTime));
return(new NothingState <KeiraNightlyConfiguration>());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
// Get the lowest low from the last y hours.
decimal shortTermTimePrice = data.GetLowestLow(FirstPair, AlgorithmConfiguration.ShortTermTime);
// Set first stop loss order at DCMin.
_stoploss = trading.PlaceFullStoplossSell(FirstPair, shortTermTimePrice);
return(new CheckState(_stoploss));
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
var pair = AlgorithmConfiguration.TradingPairs.First();
var price = data.GetCurrentPriceTopBid(pair);
_sell = trading.PlaceFullLimitOrderSell(pair, price * AlgorithmConfiguration.TakeProfit);
SetTimer(TimeSpan.FromHours(AlgorithmConfiguration.WaitTime));
return(new NothingState <Config>());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
for (int i = 0; i < 10; i++)
{
WaitForNextCandle();
}
trading.ExecuteFullMarketOrderSell(FirstPair);
return(new EntryState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
trading.ExecuteFullMarketOrderBuy(FirstPair);
for (var i = 0; i < AlgorithmConfiguration.CandleCount; i++)
{
WaitForNextCandle();
}
trading.ExecuteFullMarketOrderSell(FirstPair);
return(new CheckState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
// If the Filter and CrossoverSMA signal the trade, we buy at market.
trading.ExecuteFullMarketOrderBuy(FirstPair);
for (var i = 0; i < AlgorithmConfiguration.WaitTime; i++)
{
WaitForNextCandle();
}
return(new SetStopState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
OrderUpdate buyOrder =
trading.ExecuteFullMarketOrderBuy(AlgorithmConfiguration.TradingPairs.First());
Portfolio portfolio = trading.GetPortfolio();
_limitSell = trading.PlaceLimitOrderSell(
AlgorithmConfiguration.TradingPairs.First(),
portfolio.GetAllocation(AlgorithmConfiguration.TradingPairs.First().Left).Free,
buyOrder.AverageFilledPrice * AlgorithmConfiguration.TakeProfit);
SetTimer(TimeSpan.FromHours(AlgorithmConfiguration.StopTime));
return(new NothingState <Config>());
}
/// <summary>
/// Initializes a new instance of the <see cref="ExchangeProvidersContainer"/> class.
/// </summary>
/// <param name="loggerFactory">Provides logging capabilities.</param>
/// <param name="dataProvider">Provides data gathering capabilities.</param>
/// <param name="timerProvider">Provides timer and scheduling capabilities.</param>
/// <param name="tradingProvider">Provides trading capabilities.</param>
/// <param name="algorithm">The algorithm to represent.</param>
public ExchangeProvidersContainer(
ILoggerFactory loggerFactory,
DataProvider dataProvider,
TimerProvider timerProvider,
TradingProvider tradingProvider,
Type algorithm)
{
LoggerFactory = loggerFactory;
DataProvider = dataProvider;
TimerProvider = timerProvider;
TradingProvider = tradingProvider;
Algorithm = algorithm;
}
public void SelectActiveAccount(string accountId)
{
if (!ProviderAccountNumbers.Contains(accountId))
{
Log(new LogMessage(ToString(), $"Cannot activate {accountId}", LogMessageType.TradingError));
return;
}
StopStreamingDataForPositions();
// Set the active account
TradingProvider.SetActiveAccount(accountId);
StartStreamingDataForPositions();
}
/// <summary>
/// Builds a container for Backtesting.
/// </summary>
/// <param name="config">The algorithm configuration to use.</param>
/// <typeparam name="T">The algorithm type.</typeparam>
/// <returns>ExchangeProviderContainer.</returns>
public ExchangeProvidersContainer BuildBacktestingContainer <T>(AlgorithmConfiguration config)
where T : IBaseAlgorithm
{
var backtestTimer = new BacktestTimerProvider(_loggerFactory, Configuration.Instance.BacktestSettings);
var dataImplementation = new BacktestDataProvider(_loggerFactory, _databaseContext, backtestTimer);
var tradingImplementation = new BacktestTradingProvider(_loggerFactory, backtestTimer, dataImplementation);
var dataProvider = new DataProvider(_loggerFactory, dataImplementation, config);
var tradingProvider = new TradingProvider(_loggerFactory, tradingImplementation, dataProvider, _allocationManager);
// Doubly linked inheritance for backtesting edge case
dataImplementation.ParentImplementation = dataProvider;
tradingImplementation.ParentImplementation = tradingProvider;
return(new ExchangeProvidersContainer(_loggerFactory, dataProvider, backtestTimer, tradingProvider, typeof(T)));
}
/// <summary>
/// Builds a container for Binance.
/// </summary>
/// <param name="config">The algorithm configuration to use.</param>
/// <typeparam name="T">The algorithm type.</typeparam>
/// <returns>ExchangeProviderContainer.</returns>
public ExchangeProvidersContainer BuildBinanceContainer <T>(AlgorithmConfiguration config)
where T : IBaseAlgorithm
{
// Makes sure that the communication is enabled
_binanceCommunications.EnableStreams();
var timerProvider = new BinanceTimerProvider(_loggerFactory, _binanceCommunications.CandleDispenser);
var dataImplementation = new BinanceDataProvider(_loggerFactory, _binanceCommunications, timerProvider);
var tradingImplementation = new BinanceTradingProvider(_loggerFactory, _binanceCommunications, timerProvider);
var dataProvider = new DataProvider(_loggerFactory, dataImplementation, config);
var tradingProvider = new TradingProvider(_loggerFactory, tradingImplementation, dataProvider, _allocationManager);
// Doubly linked data provider to check candles
timerProvider.DataProvider = dataProvider;
// Inject database event listener
DatabaseEventListenerService.AddOrderSource(tradingProvider);
return(new ExchangeProvidersContainer(_loggerFactory, dataProvider, timerProvider, tradingProvider, typeof(T)));
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
decimal allocation = trading.GetPortfolio().GetAllocation(
AlgorithmConfiguration.BaseCurrency).Free
*
0.5M
/
data.GetCurrentPriceLastTrade(FirstPair);
// If the Filter and CrossoverSMA signal the trade, we buy at market.
trading.ExecuteMarketOrderBuy(FirstPair, allocation);
if (_stoploss != null)
{
return(new CancelStopState(_stoploss, _pyramid));
}
else
{
return(new SetStopState(_pyramid));
}
}
public bool ExecuteTrades(LiveTrade trade, LiveTrade stopTrade)
{
if (!PendingApprovalCodes.Contains(trade.ApprovalCode) || (stopTrade != null && !PendingApprovalCodes.Contains(stopTrade.ApprovalCode)))
{
Log(new LogMessage("Trade Mgr", $"ERROR: Trades not approved: {trade} and {stopTrade}", LogMessageType.TradingError));
return(false);
}
ActiveAccount.Portfolio.AddTrade(trade);
if (stopTrade != null)
{
ActiveAccount.Portfolio.AddTrade(stopTrade);
}
TradingProvider.SubmitTrades(trade, stopTrade);
CancelTrades(trade, stopTrade);
return(true);
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
trading.ExecuteFullMarketOrderBuy(FirstPair);
return(new MeanSellState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
return(new EntryState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
_buyOrder = trading.ExecuteFullMarketOrderBuy(_pair);
SetTimer(TimeSpan.FromHours(AlgorithmConfiguration.HoldTime));
return(new NothingState <Config>());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
SetTimer(TimeSpan.FromHours(1));
return(new NothingState <Config>());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
trading.ExecuteFullMarketOrderSell(_oldBuy.Pair);
return(new EntryState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
Logger.LogInformation($"Total btc {trading.GetPortfolio().GetAllocation(new Currency("BTC"))}");
SetTimer(TimeSpan.FromMinutes(AlgorithmConfiguration.WaitTime));
return(new NothingState <Config>());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
trading.CancelOrder(_stoploss);
return(new SetStopState());
}
protected override State <Config> Run(TradingProvider trading, DataProvider data)
{
trading.CancelOrder(oldLimit);
trading.ExecuteFullMarketOrderSell(AlgorithmConfiguration.TradingPairs.First());
return(new WaitState());
}
