protected void AddMyTrade(Trade mynewtrade)
{
lock (myTrades_Lock)
{
trade_counter++;
mynewtrade.Id = trade_counter;
myTrades.AddOrUpdate(mynewtrade);
}
}
/// <summary>
/// trigger if balance is smaller then 50
/// </summary>
public void ManageStopOuts()
{
cleanUp = clientBalances.Connect(dssds => dssds.BalanceLeft < 80)
// .Synchronize(myTrade_locker)
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Update)
//TODO ADD FILTER - total possition > 0 - to go hear agregated possition of the customer should be > then 0
//.Filter(f => f.BalanceLeft < 80)
.Subscribe(
c =>
{
foreach (var item in c)
{
LogInfo("Check if we can clos POSITION check - BALANCE IS BELOW 50 for client: " + item.Current.ClientID + " item.Current.BalanceLeft:" + item.Current.BalanceLeft + " reson" + item.Reason.ToString());
var positionSToclose = curPairPositionPerClient.Items.Where(r => (r.ClientId == item.Current.ClientID && r.Amount1 != 0)).OrderByDescending(d => ConvertToBaseCcy(d.Amount1, d.Cur1));//;
if (positionSToclose.Count() > 0)
{
var positionToclose = positionSToclose.First();
LogInfo("CLOSE THE POSITION - " + positionToclose);
double lastquote = 0;
if (positionToclose.Amount1 > 0)
lastquote = quotes.Items.Where(r => r.Pair == positionToclose.Pair).First().Bid;
else
lastquote = quotes.Items.Where(r => r.Pair == positionToclose.Pair).First().Ask;
Trade GenerateClosingTrade = new Trade
{
//Id = myTrades.Count,
ClientId = positionToclose.ClientId,
Pair = positionToclose.Pair,
Amount1 = positionToclose.Amount1 * (-1),
Status = Status.Pending,
//Status = Status.Open,
OpenPrice = lastquote,
CurrentPrice = lastquote,
Amount2 = positionToclose.Amount1 * (-1) * lastquote,
Cur1 = positionToclose.Pair.Substring(0, 3),
Cur2 = positionToclose.Pair.Substring(positionToclose.Pair.Length - 3, 3),
};
AddMyTrade(GenerateClosingTrade);
}
}
}
);
}
public void ExtractData()
{
Random rand = new Random();
var pairs = new[] { "EUR/GBP", "EUR/USD", "EUR/CHF", "GBP/USD", "USD/CHF", "USD/HUF", "EUR/HUF" };
var customers = new[] { "CUST1", "CUST2", "CUST3", "CUST4", "CUST5", "CUST6", "CUST7" };
long TradeIdnum = 0;
for (int i = 0; i < 7; i++)
{
var newquote = new Quote
{
Pair = pairs[i],
Ask = Math.Round(rand.NextDouble(), 5),
Bid = Math.Round(rand.NextDouble(), 5),
Cur1 = pairs[i].Substring(0, 3),
Cur2 = pairs[i].Substring(pairs[i].Length - 3, 3),
};
////Console.WriteLine(newquote);
LogInfo(newquote.ToString());
quotes.AddOrUpdate(newquote);
}
for (int i = 0; i < 6; i++)
{
//var newcustomer = new Balance(i, rand.Next(100), rand.Next(100));
var newcustomer = new BalancePerClient(i, 100, 0, 0);
clientBalances.AddOrUpdate(newcustomer);
/////Console.WriteLine("added customer: " + newcustomer);
//appendlog("added customer: " + newcustomer);
}
while (true)
{
var pair = pairs[rand.Next(6)];
var newquote = new Quote
{
Pair = pair,
Ask = Math.Round(rand.NextDouble(), 5),
Bid = Math.Round(rand.NextDouble(), 5),
Cur1 = pair.Substring(0, 3),
Cur2 = pair.Substring(pair.Length - 3, 3)
};
////Console.WriteLine(newquote);
LogInfo(newquote.ToString());
quotes.AddOrUpdate(newquote);
var currentprice = Math.Round(rand.NextDouble(), 5);
var amount = rand.Next(-100, 100);
if (amount == 0)
{
amount = 1;
}
var Pair = pairs[rand.Next(6)];
var newtrade = new Trade
{
Id = myTrades.Count,
ClientId = rand.Next(6),
Pair = Pair,
Status = Status.Open,
Amount1 = amount,
Amount2 = amount * currentprice * (-1),
Cur1 = Pair.Substring(0, 3),
Cur2 = Pair.Substring(Pair.Length - 3, 3),
};
if (newtrade.Amount1 > 0)
{
newtrade.OpenPrice = quotes.Items.Where(r => r.Pair == newtrade.Pair).First().Ask;
newtrade.CurrentPrice = quotes.Items.Where(r => r.Pair == newtrade.Pair).First().Bid;
}
else
{
newtrade.OpenPrice = quotes.Items.Where(r => r.Pair == newtrade.Pair).First().Bid;
newtrade.CurrentPrice = quotes.Items.Where(r => r.Pair == newtrade.Pair).First().Ask;
}
if (TradeIdnum < 20)
{
TradeIdnum = TradeIdnum + 1;
string printtext = newtrade.ToString();
LogInfo(printtext);
AddMyTrade(newtrade);
}
Thread.Sleep(500);
}
}
