public TradingResult OnTradingResult(AccountInfo account, Ticker ticker, string text)
{
try {
JObject obj = JsonConvert.DeserializeObject <JObject>(text);
JObject error = obj.Value <JObject>("error");
if (error != null)
{
LogManager.Default.Error(this, "trade", error.Value <string>("message"));
return(null);
}
TradingResult res = new TradingResult();
res.OrderId = obj.Value <string>("orderID");
res.Date = Convert.ToDateTime(obj.Value <string>("transactTime"));
res.Amount = FastValueConverter.Convert(obj.Value <string>("orderQty"));
res.Type = obj.Value <string>("side")[0] == 'B' ? OrderType.Buy : OrderType.Sell;
res.Value = FastValueConverter.Convert(obj.Value <string>("price"));
res.OrderStatus = obj.Value <string>("ordStatus");
res.Filled = res.OrderStatus == "Filled";
res.Total = res.Amount;
return(res);
}
catch (Exception e) {
Telemetry.Default.TrackException(e);
return(null);
}
}
public TradingResult OnSell(AccountInfo account, Ticker ticker, string result)
{
string res = OnUuidResult(result);
TradingResult t = new TradingResult();
t.Trades.Add(new TradeEntry()
{
Id = res
});
return(t);
}
public async Task <TradingResult> TradeAsync()
{
TradingResult result = null;
foreach (var traderRule in _traderRules)
{
result = await traderRule.ExecuteAsync(this);
}
return(result);
}
protected virtual OpenPositionInfo OpenShortPosition(Ticker ticker, string mark, double value, double amount, bool allowTrailing, bool checkForMinValue, double trailingStopLossPc, double minProfitPc)
{
double spent = ticker.SpentInBaseCurrency(value, amount);
if (1.05 * spent > GetMaxAllowedShortDeposit())
{
return(null);
}
if (checkForMinValue && spent < MinDepositForOpenPosition)
{
return(null);
}
TradingResult res = MarketSell(ticker, value, amount);
if (res == null)
{
return(null);
}
OpenPositionInfo info = new OpenPositionInfo()
{
Ticker = ticker,
DataItemIndex = StrategyData.Count - 1,
Time = DataProvider.CurrentTime,
Type = OrderType.Sell,
Spent = spent + CalcFee(res.Total),
AllowTrailing = allowTrailing,
StopLossPercent = trailingStopLossPc,
OpenValue = res.Value,
OpenAmount = res.Amount,
Amount = res.Amount,
Mark = mark,
AllowHistory = (DataProvider is SimulationStrategyDataProvider),
Total = res.Total,
MinProfitPercent = minProfitPc,
CloseValue = value * (1 + minProfitPc * 0.01),
};
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
OpenedOrders.Add(info);
OrdersHistory.Add(info);
OnOpenShortPosition(info);
UpdateMaxAllowedShortDeposit(-info.Spent);
IOpenedPositionsProvider provider = (IOpenedPositionsProvider)StrategyData.Last();
provider.OpenedPositions.Add(info);
provider.AddMark(mark);
Save();
return(info);
}
private static void ClientShowErrorNotification(
TradingStationLot lot,
TradingResult error,
bool isPlayerBuying)
{
var message = error.GetDescription();
if (error == TradingResult.ErrorNotEnoughMoneyOnPlayer)
{
// calculate how many coins are needed
var character = Client.Characters.CurrentPlayerCharacter;
long deficitShiny = 0,
deficitPenny = 0;
if (lot.PriceCoinShiny > 0)
{
deficitShiny = lot.PriceCoinShiny
- character.CountItemsOfType(ProtoItemCoinShiny.Value);
}
if (lot.PriceCoinPenny > 0)
{
deficitPenny = lot.PriceCoinPenny
- character.CountItemsOfType(ProtoItemCoinPenny.Value);
}
if (deficitShiny > 0 ||
deficitPenny > 0)
{
if (deficitShiny > 0)
{
// ReSharper disable once CanExtractXamlLocalizableStringCSharp
message += "[br]"
+ string.Format(NotificationNeedMoreShinyCoins, deficitShiny);
}
if (deficitPenny > 0)
{
// ReSharper disable once CanExtractXamlLocalizableStringCSharp
message += "[br]"
+ string.Format(NotificationNeedMorePennyCoins, deficitPenny);
}
}
}
NotificationSystem.ClientShowNotification(
isPlayerBuying
? NotiticationCannotBuy_Title
: NotiticationCannotSell_Title,
message,
NotificationColor.Bad,
icon: lot.ProtoItem.Icon);
}
private void RaiseOnTrade(TradingResult trade)
{
TradeEventHandler handler = (TradeEventHandler)Events[onTrade];
if (handler != null)
{
handler(this, new TradeEventArgs()
{
Trade = trade
});
}
}
private static void ClientShowErrorNotification(
TradingStationLot lot,
TradingResult error,
bool isPlayerBuying)
{
var message = error.GetDescription();
if (error == TradingResult.ErrorNotEnoughMoneyOnPlayer)
{
// calculate how many coins are needed
long shinyNotEnough = 0, pennyNotEnough = 0;
if (lot.PriceCoinShiny > 0)
{
shinyNotEnough = lot.PriceCoinShiny
- Client.Characters.CurrentPlayerCharacter.CountItemsOfType(
ProtoItemCoinShiny.Value);
}
if (lot.PriceCoinPenny > 0)
{
pennyNotEnough = lot.PriceCoinPenny
- Client.Characters.CurrentPlayerCharacter.CountItemsOfType(
ProtoItemCoinPenny.Value);
}
if (shinyNotEnough > 0 ||
pennyNotEnough > 0)
{
if (shinyNotEnough > 0)
{
message += Environment.NewLine
+ string.Format(NotificationNeedMoreShinyCoins, shinyNotEnough);
}
if (pennyNotEnough > 0)
{
message += Environment.NewLine
+ string.Format(NotificationNeedMorePennyCoins, pennyNotEnough);
}
}
}
NotificationSystem.ClientShowNotification(
isPlayerBuying
? NotiticationCannotBuy_Title
: NotiticationCannotSell_Title,
message,
NotificationColor.Bad,
icon: lot.ProtoItem.Icon);
}
protected TradingResult AddDemoTradingResult(Ticker ticker, double rate, double amount, OrderType type)
{
TradingResult res = new TradingResult()
{
Amount = amount, Type = type, Date = DateTime.Now, OrderId = "demo", Total = rate * amount
};
res.Value = rate;
res.Trades.Add(new TradeEntry()
{
Ticker = ticker, Amount = amount, Date = DateTime.Now, Id = "demo", Rate = rate, Total = rate * amount, Type = type
});
return(res);
}
protected virtual OpenPositionInfo OpenLongPosition(string mark, double value, double amount, bool allowTrailing, bool checkForMinValue, double trailingStopLossPc, double minProfitPc)
{
if (1.05 * value * amount > MaxAllowedDeposit)
{
return(null);
}
if (checkForMinValue && value * amount < MinDepositForOpenPosition)
{
return(null);
}
TradingResult res = MarketBuy(value, amount);
if (res == null)
{
return(null);
}
OpenPositionInfo info = new OpenPositionInfo()
{
DataItemIndex = StrategyData.Count - 1,
Time = DataProvider.CurrentTime,
Type = OrderType.Buy,
Spent = res.Total + CalcFee(res.Total),
AllowTrailing = allowTrailing,
StopLossPercent = trailingStopLossPc,
OpenValue = res.Value,
OpenAmount = res.Amount,
Amount = res.Amount,
Mark = mark,
AllowHistory = (DataProvider is SimulationStrategyDataProvider),
Total = res.Total,
MinProfitPercent = minProfitPc,
CloseValue = value * (1 + minProfitPc * 0.01),
};
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
OpenedOrders.Add(info);
OrdersHistory.Add(info);
OnOpenLongPosition(info);
MaxAllowedDeposit -= info.Spent;
IOpenedPositionsProvider provider = (CombinedStrategyDataItem)StrategyData.Last();
provider.OpenedPositions.Add(info);
provider.AddMark(mark);
Save();
return(info);
}
protected void Sell()
{
OrderBookEntry e = GetAvailableToSell(SellLevel);
TradingResult res = MarketSell(e.Value, e.Amount);
if (res == null)
{
return;
}
SoldTotal += res.Amount;
Earned += res.Total - CalcFee(res.Total);
MaxActualBuyDeposit += res.Total;
MaxActualSellDeposit -= res.Amount + CalcFee(res.Total);
}
protected void Buy()
{
OrderBookEntry e = GetAvailableToBuy(BuyLevel);
TradingResult res = MarketBuy(e.Value, e.Amount);
if (res == null)
{
return;
}
BoughtTotal += res.Total;
Earned -= res.Total + CalcFee(res.Total);
MaxActualBuyDeposit -= res.Total + CalcFee(res.Total);
MaxActualSellDeposit += res.Amount;
}
protected override TradingResult OnTradeResultCore(AccountInfo account, Ticker ticker, JObject res)
{
TradingResult tr = new TradingResult();
tr.Ticker = ticker;
tr.OrderId = res.Value <string>("orderId");
tr.Amount = Convert.ToDouble(res.Value <string>("executedQty"));
tr.Value = Convert.ToDouble(res.Value <string>("price"));
tr.Type = res.Value <string>("side")[0] == 'B'? OrderType.Buy: OrderType.Sell;
tr.PositionSide = String2PositionSide(res.Value <string>("positionSide"));
tr.Total = tr.Amount * tr.Value;
tr.OrderStatus = res.Value <string>("status");
tr.Filled = res.Value <bool>("closePosition") == true;
return(tr);
}
protected void CloseShortPosition(OpenPositionInfo info, TradingResult res)
{
if (res == null)
{
return;
}
double earned = res.Total - CalcFee(res.Total);
MaxAllowedShortDeposit += earned;
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
info.Earned += earned;
info.Amount -= res.Amount;
info.Total -= res.Total;
info.CloseValue = res.Value;
//CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.FirstOrDefault(i => ((CombinedStrategyDataItem)i).Time == info.CandlestickTime);
//if(item != null) {
// item.Closed = true;
// item.CloseLength = ((CombinedStrategyDataItem)StrategyData.Last()).Index - item.Index;
//}
IOpenedPositionsProvider last = (IOpenedPositionsProvider)StrategyData.Last();
double fee = 0.075 / 100.0;
double profit = ((1 / info.CloseValue) - (1 / info.OpenValue)) * res.Amount;
double openFee = fee * (1 / info.OpenValue) * res.Amount; // info.Ticker.Total(info.OpenValue, res.Amount);
double closeFee = fee * (1 / info.CloseValue) * res.Amount; // info.Ticker.Total(info.CloseValue, res.Amount);
profit -= openFee + closeFee;
profit *= Short.UsdTicker.OrderBook.Bids[0].Value;
Earned += profit;
if (info.Amount < 0.000001)
{
OpenedOrders.Remove(info);
last.ClosedPositions.Add(info);
info.CloseTime = DataProvider.CurrentTime;
}
//last.ClosedOrder = true;
//last.Value = Ticker.OrderBook.Bids[0].Value;
//if(item != null)
// item.Profit = profit;
//last.AddMark("Close " + info.Mark);
}
protected virtual TradingResult PlaceAsk(double rate, double amount)
{
TradingResult res = null;
if (!DemoMode)
{
res = Ticker.Sell(rate, amount);
if (res == null)
{
Log(LogType.Error, "", rate, amount, StrategyOperation.LimitSell);
}
return(res);
}
else
{
res = AddDemoTradingResult(rate, amount, OrderType.Sell);
}
Log(LogType.Error, "", rate, amount, StrategyOperation.LimitSell);
return(res);
}
protected virtual TradingResult MarketSell(double rate, double amount)
{
TradingResult res = null;
if (!DemoMode)
{
res = Ticker.Sell(rate, amount);
if (res == null)
{
Log(LogType.Error, "", rate, amount, StrategyOperation.MarketSell);
}
return(res);
}
else
{
res = AddDemoTradingResult(rate, amount, OrderType.Sell);
}
TradeHistory.Add(res);
Log(LogType.Success, "", rate, amount, StrategyOperation.MarketSell);
return(res);
}
protected TradingResult OnTradeResult(AccountInfo account, Ticker ticker, byte[] data)
{
if (data == null)
{
return(null);
}
string text = Encoding.UTF8.GetString(data);
JObject res = JsonConvert.DeserializeObject <JObject>(text);
if (res.Value <string>("code") != null)
{
LogManager.Default.Error(this, "trade", text);
return(null);
}
TradingResult tr = new TradingResult();
tr.OrderId = res.Value <string>("orderId");
tr.Amount = Convert.ToDouble(res.Value <string>("executedQty"));
tr.Value = Convert.ToDouble(res.Value <string>("price"));
tr.Total = tr.Amount * tr.Value;
tr.OrderStatus = res.Value <string>("status");
tr.Filled = tr.OrderStatus == "FILLED";
JArray fills = res.Value <JArray>("fills");
if (fills == null)
{
return(tr);
}
foreach (JObject item in fills)
{
TradeEntry e = new TradeEntry();
e.Amount = Convert.ToDouble(item.Value <string>("qty"));
e.Rate = Convert.ToDouble(item.Value <string>("price"));
e.Fee = Convert.ToDouble(item.Value <string>("comission"));
e.FeeAsset = item.Value <string>("commissionAsset");
tr.Trades.Add(e);
}
return(tr);
}
protected void CloseLongPosition(OpenPositionInfo info, TradingResult res)
{
if (res == null)
{
return;
}
double earned = res.Total - CalcFee(res.Total);
MaxAllowedDeposit += earned;
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
info.Earned += earned;
info.Amount -= res.Amount;
info.Total -= res.Total;
info.CloseValue = res.Value;
//StatisticalArbitrageHistoryItem item = (StatisticalArbitrageHistoryItem)StrategyData.FirstOrDefault(i => ((StatisticalArbitrageHistoryItem)i).Time == info.CandlestickTime);
//if(item != null) {
// item.Closed = true;
// item.CloseLength = ((CombinedStrategyDataItem)StrategyData.Last()).Index - item.Index;
//}
IOpenedPositionsProvider last = StrategyData.Last() as IOpenedPositionsProvider;
if (info.Amount < 0.000001)
{
OpenedOrders.Remove(info);
last.ClosedPositions.Add(info);
info.CloseTime = DataProvider.CurrentTime;
Earned += info.Earned - info.Spent;
}
//last.ClosedOrder = true;
//last.Value = Ticker.OrderBook.Bids[0].Value;
//if(item != null)
// item.Profit = earned - info.Spent;
//last.AddMark("Close " + info.Mark);
}
protected override void CloseLongPosition(OpenPositionInfo info)
{
TradingResult res = MarketSell(Ticker.OrderBook.Bids[0].Value, info.Amount);
if (res != null)
{
double earned = res.Total - CalcFee(res.Total);
MaxAllowedDeposit += earned;
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
info.Earned += earned;
info.Amount -= res.Amount;
info.Total -= res.Total;
info.CloseValue = res.Value;
CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.FirstOrDefault(i => ((CombinedStrategyDataItem)i).Time == info.CandlestickTime);
if (item != null)
{
item.Closed = true;
item.CloseLength = ((CombinedStrategyDataItem)StrategyData.Last()).Index - item.Index;
}
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
if (info.Amount < 0.000001)
{
OpenedOrders.Remove(info);
last.ClosedPositions.Add(info);
info.CloseTime = DataProvider.CurrentTime;
Earned += info.Earned - info.Spent;
}
last.ClosedOrder = true;
last.Value = Ticker.OrderBook.Bids[0].Value;
if (item != null)
{
item.Profit = earned - info.Spent;
}
last.AddMark("Close " + info.Mark);
}
}
private void MakeTrade(OrderType type)
{
if (!ValidateChildrenCore())
{
XtraMessageBox.Show("Not all fields are filled!");
return;
}
string validationError = string.Empty;
if (type == OrderType.Buy)
{
validationError = Ticker.ValidateTrade(Settings.BuyPrice, Settings.BuyAmount);
}
else
{
validationError = Ticker.ValidateTrade(Settings.SellPrice, Settings.SellAmount);
}
if (!string.IsNullOrEmpty(validationError))
{
XtraMessageBox.Show("Error validating trade. Values will be corrected. Error was: " + validationError);
double rate = 0;
double amount = 0;
if (type == OrderType.Buy)
{
rate = Settings.BuyPrice;
amount = Settings.BuyAmount;
}
else
{
rate = Settings.SellPrice;
amount = Settings.SellAmount;
}
Ticker.CorrectTrade(ref rate, ref amount);
if (type == OrderType.Buy)
{
Settings.BuyPrice = rate;
Settings.BuyAmount = amount;
}
else
{
Settings.SellPrice = rate;
Settings.SellAmount = amount;
}
return;
}
TradingResult res = null;
if (type == OrderType.Buy)
{
res = Ticker.Buy(Settings.BuyPrice, Settings.BuyAmount);
if (res == null)
{
XtraMessageBox.Show("Error buying. " + LogManager.Default.Messages.Last().Description);
return;
}
}
else
{
Settings.Enabled = false;
res = Ticker.Sell(Settings.SellPrice, Settings.SellAmount);
if (res == null)
{
XtraMessageBox.Show("Error selling. " + LogManager.Default.Messages.Last().Description);
return;
}
}
TradingResult = res;
if (Settings.Enabled)
{
Settings.Date = DateTime.UtcNow;
Ticker.Trailings.Add(Settings);
Settings.Start();
if (OperationsProvider != null)
{
OperationsProvider.ShowTradingResult(Ticker);
}
Ticker.Save();
XtraMessageBox.Show("Trailing added!");
}
RaiseOnTrade(res);
}
private bool SharedValidateCanTrade(
IStaticWorldObject tradingStation,
TradingStationLot lot,
TradingStationMode mode,
ICharacter character,
out TradingResult error)
{
var protoTradingStation = tradingStation.ProtoStaticWorldObject;
var publicState = GetPublicState(tradingStation);
if (publicState.Mode != mode)
{
throw new Exception("Trading station has different trading mode");
}
if (!protoTradingStation
.SharedCanInteract(character, tradingStation, writeToLog: false))
{
error = TradingResult.ErrorCannotInteract;
return(false);
}
var lots = publicState.Lots;
var isLotFound = false;
foreach (var otherLot in lots)
{
if (otherLot == lot)
{
// found lot
isLotFound = true;
break;
}
}
if (!isLotFound)
{
error = TradingResult.ErrorLotNotFound;
return(false);
}
if (lot.State == TradingStationLotState.Disabled)
{
error = TradingResult.ErrorLotNotActive;
return(false);
}
if (mode == TradingStationMode.StationBuying)
{
// ensure that the character has required item count to sell
if (lot.LotQuantity > character.CountItemsOfType(lot.ProtoItem))
{
error = TradingResult.ErrorNotEnoughItemsOnPlayer;
return(false);
}
if (IsServer)
{
// ensure station has enough money to pay for these items
var tradingStationItemsContainer = GetPrivateState(tradingStation).StockItemsContainer;
if (!tradingStationItemsContainer.ContainsItemsOfType(
ProtoItemCoinPenny.Value,
requiredCount: lot.PriceCoinPenny) ||
!tradingStationItemsContainer.ContainsItemsOfType(
ProtoItemCoinShiny.Value,
requiredCount: lot.PriceCoinShiny))
{
error = TradingResult.ErrorNotEnoughMoneyOnStation;
return(false);
}
}
}
else // if station selling
{
if (lot.CountAvailable == 0)
{
error = TradingResult.ErrorNotEnoughItemsOnStation;
return(false);
}
// ensure player has enough money to pay for these items
if (!character.ContainsItemsOfType(
ProtoItemCoinPenny.Value,
requiredCount: lot.PriceCoinPenny) ||
!character.ContainsItemsOfType(
ProtoItemCoinShiny.Value,
requiredCount: lot.PriceCoinShiny))
{
error = TradingResult.ErrorNotEnoughMoneyOnPlayer;
return(false);
}
}
// no error
error = TradingResult.Success;
return(true);
}
private bool TryCloseDeals(double bottomBid, double topAsk, double spreadToClose)
{
if (spreadToClose > SpreadClosePosition)
{
return(false);
}
if (OpenedOrders.Count == 0)
{
return(false);
}
//StatisticalArbitrageOrderInfo order = GetOpenedOrderWithMaxSpread();
foreach (StatisticalArbitrageOrderInfo order in OpenedPairs)
{
if (order.Spread < SpreadClosePosition)
{
continue;
}
double actualLongCloseBid = Long.GetActualBidByAmount(order.LongAmount);
double actualShortCloseAsk = Short.GetActualAskByAmount(order.ShortAmount);
double spread = actualShortCloseAsk - actualLongCloseBid;
if (spread > SpreadClosePosition)
{
continue;
}
double actualSellAmount = GetActualBottomBidAmount(actualLongCloseBid);
double actualBuyAmount = GetActualShortAskAmount(actualShortCloseAsk);
double finalSellAmount = Math.Min(actualSellAmount, order.LongAmount);
double koeffSell = finalSellAmount / order.LongAmount;
double finalBuyAmount = Math.Min(actualBuyAmount, order.ShortAmount);
double koeffBuy = finalBuyAmount / order.ShortAmount;
double koeff = Math.Min(koeffBuy, koeffSell);
finalSellAmount *= koeff;
finalBuyAmount *= koeff;
TradingResult closeLong = MarketSell(Long, bottomBid, finalSellAmount);
TradingResult closeShort = MarketBuy(Short, topAsk, finalBuyAmount);
order.LongAmount -= closeLong.Amount;
order.ShortAmount -= closeShort.Amount;
//double eInc = (1 / order.LongValue - 1 / order.ShortValue) * finalBuyAmount;
//Earned += eInc;
LastItem = new StatisticalArbitrageHistoryItem();
LastItem.Time = DataProvider.CurrentTime;
LastItem.Earned = Earned;
LastItem.LongAmount = finalSellAmount;
LastItem.LongAsk = Long.OrderBook.LowestAsk;
LastItem.LongBid = bottomBid;
LastItem.ShortAsk = topAsk;
LastItem.ShortBid = Short.OrderBook.HighestBid;
LastItem.ShortAmount = finalBuyAmount;
LastItem.Close = true;
LastItem.Index = StrategyData.Count;
LastItem.Mark = "CLOSE";
LastItem.ClosedPositions.Add(order.LongPosition);
LastItem.ClosedPositions.Add(order.ShortPosition);
StrategyData.Add(LastItem);
CloseLongPosition(order.LongPosition, closeLong);
CloseShortPosition(order.ShortPosition, closeShort);
if (order.LongAmount <= 0 && order.ShortAmount <= 0)
{
OpenedPairs.Remove(order);
OnOrderClosed(LastItem);
}
else
{
throw new Exception("Partial Close Not Implemented");
}
}
return(true);
}
