public Wallet ComputeNewOrders(Wallet currentOrders, MarketInfo objMarket, ExchangeInfo objExchange, TradingHistory history)
{
//the newOrders Wallet variable will contain all ask/bid/cancel orders to issue
var newOrders = new Wallet();
//start with reserved resource
//Dim askReserve As Decimal = Math.Max(Me._AskReserveAmount, currentOrders.btcs * (Me._AskReserveRate / 100))
//Dim bidReserve As Decimal = Math.Max(Me._BidReserveValue, currentOrders.usds * (Me._BidReserveRate / 100))
decimal avBtcsForTrading = currentOrders.PrimaryBalance;
//- askReserve
decimal avUsdsForTrading = currentOrders.SecondaryBalance;
//- bidReserve
//Then We simplify the current orders by merging orders of the same price, issueing corresponding cancel/new orders
newOrders.ConsolidateOrders(ref currentOrders, true);
//Feed the new orders wallet with available resources, Reserve resources for current open orders
newOrders.PrimaryBalance = Math.Max(avBtcsForTrading - currentOrders.GetTotalAsksPrimary(), 0);
newOrders.SecondaryBalance = Math.Max(avUsdsForTrading - currentOrders.GetTotalBidsSecondary(), 0);
var tContext = new TradingContext(currentOrders, newOrders, objMarket, objExchange, history.GetLastTrend(), this);
this.ComputeNewOrders(ref tContext);
tContext.NewOrders.FitOrders(objExchange);
//we update the trading history with last data
history.Update(currentOrders, objMarket, tContext.NewOrders);
return(tContext.NewOrders);
}
public Wallet ComputeNewOrders(Wallet currentOrders, MarketInfo objMarket, ExchangeInfo objExchange, TradingHistory history)
{
var newOrders = new Wallet();
var askReserve = Math.Max(this.AskReserveAmount, currentOrders.PrimaryBalance * AskReserveRate / 100m);
var bidReserve = Math.Max(this.BidReserveValue, currentOrders.SecondaryBalance * BidReserveRate / 100m);
decimal avBtcsForTrading = currentOrders.PrimaryBalance - askReserve;
decimal avUsdsForTrading = currentOrders.SecondaryBalance - bidReserve;
//todo: should we update the original wallet?
newOrders.ConsolidateOrders(ref currentOrders, true);
newOrders.PrimaryBalance = Math.Max(avBtcsForTrading - currentOrders.GetTotalAsksPrimary(), decimal.Zero);
newOrders.SecondaryBalance = Math.Max(decimal.Subtract(avUsdsForTrading, currentOrders.GetTotalBidsSecondary()), decimal.Zero);
var tContext = new TradingContext(currentOrders, newOrders, objMarket, objExchange, history.GetLastTrend(), this);
this.ComputeNewOrders(ref tContext);
if (this.NoAsks)
{
tContext.NewOrders.ClearAsks();
if (this.ClearAsks)
{
tContext.NewOrders.CancelExistingOrders(tContext.CurrentOrders.OrderedAsks.ToArray());
}
}
if (this.NoBids)
{
tContext.NewOrders.ClearBids();
if (this.ClearBids)
{
tContext.NewOrders.CancelExistingOrders(tContext.CurrentOrders.OrderedBids.ToArray());
}
}
tContext.NewOrders.FitOrders(objExchange);
history.Update(currentOrders, objMarket, tContext.NewOrders);
return(tContext.NewOrders);
}