public async Task Trade()
{
if (!initialized)
{
throw new InvalidOperationException("Trader must be Initialized before it can Trade");
}
Current = await broker.CheckPriceAsync();
await reporter.ReportNewPrice(broker, Current);
LastSale = LastSale ?? Current;
High = High == null || High.Value < Current.Value ? Current : High;
Low = Low == null || Low.Value > Current.Value ? Current : Low;
if (Math.Abs(Current.Value - LastSale.Value) < Current.Value * (decimal)config.NoiseThreshold)
{
return; // The current activity is too small for us to care
}
decimal timeSensitiveThreshold = CalcThresholdWithDecay(Current, LastSale);
if (Bullish)
{
var thresholdValue = High.Value - (timeSensitiveThreshold * (High.Value - Low.Value));
if (Current.Value < thresholdValue)
{
await reporter.ReportAttemptedSell(broker, Current);
await broker.Sell(Current);
await reporter.ReportSell(broker, Current);
Bullish = false;
Low = null;
LastSale = Current;
}
}
else // if bearish
{
var thresholdValue = Low.Value + (timeSensitiveThreshold * (High.Value - Low.Value));
if (Current.Value > thresholdValue)
{
await reporter.ReportAttemptedBuy(broker, Current);
await broker.Buy(Current);
await reporter.ReportBuy(broker, Current);
Bullish = true;
High = null;
LastSale = Current;
}
}
}