public async Task Execute(IJobExecutionContext context)
{
_logger.LogInformation($"Starting {GetType().Name} job");
await _alpacaClient.DisconnectStreamApis();
foreach (var strategy in _strategies.Where(x => x.StockStrategy.TradingFrequency == Domain.TradingFrequency.Minute))
{
var position = await _trackingRepository.GetOrCreateEmptyPosition(strategy.StockStrategy);
if (position.NumberOfShares > 0)
{
var marketPriceTask = _alpacaClient.GetStockData(position.StockSymbol, strategy.StockStrategy.TradingFrequency, 1);
await _alpacaClient.PlaceOrder(new Domain.Order
{
StockSymbol = strategy.StockStrategy.StockSymbol,
MarketPrice = (await marketPriceTask).FirstOrDefault()?.ClosingPrice ?? 0,
OrderPlacedTime = DateTime.UtcNow,
SharesBought = position.NumberOfShares * (-1)
});
}
}
_logger.LogInformation($"Finished {GetType().Name} job");
}
internal async Task HandleSell(decimal marketPrice, StrategysStock stockStrategy)
{
var currentPosition = await _trackingRepository.GetOrCreateEmptyPosition(stockStrategy);
if (currentPosition.NumberOfShares > 0)
{
var order = new Order
{
StockSymbol = stockStrategy.StockSymbol,
SharesBought = currentPosition.NumberOfShares * (-1),
MarketPrice = marketPrice,
OrderPlacedTime = DateTime.UtcNow
};
await _trackingRepository.AddPendingOrder(stockStrategy, order);
await _alpacaClient.PlaceOrder(order);
}
}
public async Task StartAsync(CancellationToken cancellationToken)
{
_logger.LogInformation($"Starting {GetType().Name} job");
var currentPositions = (await _alpacaClient.GetPositions()).GroupBy(x => x.StockSymbol).Select(x => new Position
{
StockSymbol = x.Key,
NumberOfShares = x.Select(y => y.NumberOfShares).Sum()
});
foreach (var currentPosition in currentPositions)
{
var strategies = _strategies.Where(x => string.Equals(x.StockStrategy.StockSymbol, currentPosition.StockSymbol, StringComparison.OrdinalIgnoreCase));
if (strategies.Any())
{
var sharesPerPosition = currentPosition.NumberOfShares / strategies.Count();
foreach (var strategy in strategies)
{
await ReconcileStock(sharesPerPosition, strategy.StockStrategy);
}
var leftoverShares = currentPosition.NumberOfShares % strategies.Count();
await ReconcileStock(leftoverShares, strategies.First().StockStrategy);
}
else
{
_logger.LogDebug($"Selling all {currentPosition.NumberOfShares} unneeded shares of {currentPosition.StockSymbol}");
await _alpacaClient.PlaceOrder(new Order
{
OrderPlacedTime = DateTime.UtcNow,
SharesBought = currentPosition.NumberOfShares * (-1),
StockSymbol = currentPosition.StockSymbol,
}, OrderTiming.GoodTillCanceled);
}
}
_logger.LogInformation($"Finished {GetType().Name} job");
}