// Stock trading lot(qty) for orders
//private int mStockTradingLot;
//protected int StockTradingLot
//{
// get { lock (lockObjectProperties) { return mStockTradingLot; } }
// set { lock (lockObjectProperties) { mStockTradingLot = value; } }
//}
public BrokerErrorCode RunCoreAlgo()
{
#region SimpleBuySellPairSquareAlgo
bool bCancelPairOrder = false;
string stockCode = stockInfo.StockCode;
int stockExchange = stockInfo.MainExchange == Exchange.NSE ? 0 : 1;
BrokerErrorCode errorCode = BrokerErrorCode.Unknown;
int tryCnt = 0;
while (errorCode != BrokerErrorCode.Success && tryCnt <= 5)
{
// refresh stock state (doesnt have price info)
errorCode = EquityStockState.EquityRefreshStockStateToday(mBroker, stockInfo);
if (errorCode == BrokerErrorCode.NotLoggedIn)
{
mBroker.LogOut();
errorCode = mBroker.CheckAndLogInIfNeeded(true);
tryCnt++;
}
}
string traceString = "RefreshEquityStockStateToday: " + errorCode.ToString();
FileTracing.TraceOut(traceString);
if (errorCode.Equals(BrokerErrorCode.Success))
{
// If no buy or sell order pending, i.e. the square-off pair orders have executed
// then place a pair of fresh buy-sell orders
if (!(stockInfo.IsAnyOutstandingBuyOrder() ||
stockInfo.IsAnyOutstandingSellOrder()
))
{
// Place buy-sell order pair
// Get latest quote
EquitySymbolQuote[] stockPrice;
errorCode = mBroker.GetEquityQuote(stockCode, out stockPrice);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(errorCode);
}
// Generate orders
List <EquityOrderRecord> generatedOrders = new List <EquityOrderRecord>();
string BidPrice;
string OfferPrice;
// price decision
// First orders, only if market not open and it is first order pair
if ((stockInfo.NumTrades == 0) && !MarketUtils.IsMarketOpen())
{
double closePrice = stockPrice[stockExchange].PreviousClosePriceDouble;
if (algoParams.initBidPrice > 0)
{
BidPrice = algoParams.initBidPrice.ToString();
}
else
{
decimal buy = (decimal)(closePrice - (2.0 / 100 * closePrice));//prevclose - 3%
buy = decimal.Subtract(buy, 0.05M);
buy = decimal.Round(buy, 1);
BidPrice = buy.ToString();
}
if (algoParams.initOfferPrice > 0)
{
OfferPrice = algoParams.initOfferPrice.ToString();
}
else
{
decimal sell = (decimal)(closePrice + (2.0 / 100 * closePrice));//prevclose + 3%
sell = decimal.Add(sell, 0.05M);
sell = decimal.Round(sell, 1, MidpointRounding.AwayFromZero);
OfferPrice = sell.ToString();
}
}
// Subsequent orders
// TODO: May put time conditions or market volatility conditions here in else if
else
{
double ltp = stockPrice[stockExchange].LastTradePriceDouble;
decimal buy = (decimal)(ltp - ((double)(0.85 / 100) * ltp));//prevclose - 0.85%
buy = decimal.Subtract(buy, 0.05M);
buy = decimal.Round(buy, 1);
BidPrice = buy.ToString();
decimal sell = (decimal)(ltp + ((double)(0.85 / 100) * ltp));//prevclose + 0.85%
sell = decimal.Add(sell, 0.05M);
sell = decimal.Round(sell, 1, MidpointRounding.AwayFromZero);
OfferPrice = sell.ToString();
}
// Buy
generatedOrders.Add(new EquityOrderRecord(stockCode, algoParams.StockTradingLot, BidPrice, OrderPriceType.LIMIT, OrderDirection.BUY, stockInfo.MainExchange, EquityOrderType.DELIVERY, "0", "0"));
if (!bGenerateASingleBuyOrderAtStart)
{
// Sell
generatedOrders.Add(new EquityOrderRecord(stockCode, algoParams.StockTradingLot, OfferPrice, OrderPriceType.LIMIT, OrderDirection.SELL, stockInfo.MainExchange, EquityOrderType.DELIVERY, "0", "0"));
}
List <BrokerErrorCode> errorCodes = null;
// Validate orders
List <EquityOrderRecord> ordersToPlace = stockInfo.ReturnFilteredValidOrders(generatedOrders);
// Place validated orders
errorCodes = mBroker.PlaceMultipleEquityOrders(ordersToPlace, 5);
traceString = "Stock: " + stockInfo.StockCode + " :PlaceMultipleEquityOrders: 2\n";
int o = 0;
foreach (BrokerErrorCode errCodeEach in errorCodes)
{
EquityOrderRecord order = ordersToPlace[o++];
traceString = traceString + order.OrderDirection.ToString() + "-" + order.Quantity.ToString() +
" at " + order.Price + ": " + errCodeEach.ToString() + "\n";
// Place Order failed
if (!errCodeEach.Equals(BrokerErrorCode.Success))
{
// Cancel both the orders
bCancelPairOrder = true;
}
}
FileTracing.TraceOut(traceString);
// Even if any one of the orders failed to place, cancel the pair
if (bCancelPairOrder)
{
errorCode = BrokerUtils.CancelStockOutstandingOrdersAndTrace(mBroker, stockCode);
}
}
}
return(errorCode);
#endregion
}
// Stock algo worker thread
public static void Background_StockWorkerThread(object obj)
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
BrokerSymbolAlgosObject stockTraderObj = (BrokerSymbolAlgosObject)obj;
IBroker broker = stockTraderObj.Broker;
//EquityStockTradeStats stockInfo = stockTraderObj.stockInfo;
ITradingAlgo algo = stockTraderObj.Algos[0];
// Thread local params
int threadRunCount = 0;
int threadFailCount = 0;
//string stockCode = stockInfo.StockCode;
string traceString;
bool bChecked = false;
// On program re-run, cancel any previous outstanding orders
// BUGBUGCD: is this infinite loop necessary or try only once
// and come out on failure
do
{
errorCode = algo.Prolog();
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000 * 30);
}
} while (!stockTraderObj.DoStopThread && !errorCode.Equals(BrokerErrorCode.Success));
while (!stockTraderObj.DoStopThread)
{
// Main Algo
errorCode = algo.RunCoreAlgo();
// thread stats
if (!errorCode.Equals(BrokerErrorCode.Success))
{
threadFailCount++;
}
threadRunCount++;
// Check remote control
//ProgramRemoteControl remoteControlValue = CheckRemoteControlInAlgo(ref bChecked);
//if (remoteControlValue.Equals(ProgramRemoteControl.STOP) ||
// remoteControlValue.Equals(ProgramRemoteControl.HIBERNATE))
// break;
// Check if login problem
if (errorCode == BrokerErrorCode.NotLoggedIn)
{
FileTracing.TraceOut("AlgoRunner: " + errorCode.ToString() + " Trying to login again\n");
// MGOYAL: TEMP SLEEP this is for external login to do some work .
// External logger will have 2 minute (CheckAndLoginIfNeeded) window to complete a work before he is logged out.
// Sleep for a minute
// It means someone has stolen session, so let it be. if they need for more time then will set remote to PAUSE
Thread.Sleep(120000);
broker.LogOut();
errorCode = broker.CheckAndLogInIfNeeded(true);
continue;
}
if (errorCode == BrokerErrorCode.InvalidLoginPassword || errorCode == BrokerErrorCode.ChangePassword)
{
FileTracing.TraceOut("AlgoRunner: InvalidLoginPassword, Exiting");
break;
}
Thread.Sleep(algo.GetSleepTimeInMilliSecs());
}
errorCode = algo.Epilog();
// Trace out Thread run stats
// TODO: more such fancy stuff later
traceString = string.Format("AlgoRunner: Thread Run Stats: \nTotalRuns: {0}\nFailures: {1}\nFailurePercentagH: {2}",
threadRunCount, threadFailCount, (double)(threadFailCount / (threadRunCount > 0 ? threadRunCount : 1)) * 100);
FileTracing.TraceOut(traceString);
}