/// <summary>
/// Clears the state items associated with an inactive thrust.
/// </summary>
/// <param name="chart">The chart containing the thrust pattern to be purged.</param>
/// <param name="thrust">The inactive thrust pattern to be purged.</param>
/// <returns></returns>
protected virtual async Task PurgeThrust(Chart chart, Thrust thrust)
{
// kill and save the signal
MCE.Signal signal = await SubscriptionCaller.Instance().GetSignalAsync(thrust.SignalID);
signal.Active = false;
await SubscriptionCaller.Instance().UpdateSignalAsync(signal);
// clear the chart
chart.Patterns.RemoveAll(p => p.Type == MACC.Constants.SignalType.Thrust);
Orders.Remove(Orders.FirstOrDefault(o => ((MarketMinerOrder)o).SignalID == signal.SignalID));
Trades.Remove(Trades.FirstOrDefault(t => ((MarketMinerTrade)t).SignalID == signal.SignalID));
}
/// <summary>
/// Handler for newly discovered thrust patterns.
/// </summary>
/// <param name="chart">The chart containing the thrust pattern.</param>
/// <param name="thrust">The discovered or updated thrust pattern.</param>
protected virtual async void HandleNewThrust(Chart chart, Thrust thrust)
{
// new signal
// save the signal
MCE.Signal signal = GetSignalFromThrust(thrust);
signal = await SubscriptionCaller.Instance().UpdateSignalAsync(signal);
// place the order
signal.StrategyTransactionID = await CreateEntryOrder(signal, chart, thrust);
// share with others
SubscriptionCaller.Instance().PushSignalToSubscribersAsync(signal);
// update the thrust
thrust.SignalID = signal.SignalID;
thrust.StrategyTransactionID = signal.StrategyTransactionID;
}
/// <summary>
/// Creates a Signal object from the supplied Thrust object.
/// </summary>
/// <param name="thrust"></param>
/// <returns>The Signal object created.</returns>
protected virtual MCE.Signal GetSignalFromThrust(Thrust thrust)
{
// find the productID
var product = SubscriptionCaller.Instance().GetProductByName(thrust.GetProductName());
if (product == null)
{
throw new NotFoundException(string.Format("Product ({0}) not found for thrust signal.", thrust.GetProductName()));
}
// save the signal
var signal = new MCE.Signal()
{
ProductID = product.ProductID
};
signal.InjectWith(thrust);
return(signal);
}
/// <summary>
///
/// </summary>
/// <param name="signal"></param>
/// <param name="instrument"></param>
/// <param name="retracement"></param>
/// <returns></returns>
protected virtual async Task <int> CreateEntryOrder(MCE.Signal signal, Chart chart, Thrust thrust)
{
StrategyTransaction transaction = null;
Tuple <double, double, double> orderPrices = GetOrderPrices(chart.HistoricBidAskSpread, signal.Side, thrust);
double entryPrice = orderPrices.Item1;
double stopLossPrice = orderPrices.Item2;
double takeProfitPrice = orderPrices.Item3;
int tradeUnits = await TradeUnitsCapacity(chart.Instrument, entryPrice, stopLossPrice);
if (tradeUnits > 0)
{
// 12 hours for now .. how should this change? .. read from metaSetting?
string expiry = MAOE.Utilities.GetTimeAsXmlSerializedUtc(DateTime.UtcNow.AddHours(12));
string type = "limit";
string side = signal.Side == MACC.Constants.SignalSide.Buy ? "buy" : "sell";
int places = ((FibonacciRetracement)thrust.Study).LevelPlaces();
// create order
var orderData = new Dictionary <string, string>
{
{ "instrument", chart.Instrument },
{ "units", tradeUnits.ToString() },
{ "side", side },
{ "type", type },
{ "expiry", expiry },
{ "price", Math.Round(entryPrice, places).ToString() },
{ "stopLoss", Math.Round(stopLossPrice, places).ToString() },
{ "takeProfit", Math.Round(takeProfitPrice, places).ToString() }
};
PostOrderResponse response = await PlaceLimitOrder(orderData);
if (response.orderOpened != null && response.orderOpened.id > 0)
{
MarketMinerOrder orderOpened = new MarketMinerOrder(response.orderOpened);
orderOpened.SignalID = signal.SignalID;
transaction = CreateEntryTransaction(chart.Instrument, orderOpened.side, response.time, type, response.price.GetValueOrDefault(), orderOpened.takeProfit, orderOpened.stopLoss, orderOpened.id.ToString());
transaction = await StrategyCaller.Instance().SaveStrategyTransactionAsync(transaction, MarketMiner.Common.Constants.Brokers.OANDA);
orderOpened.StrategyTransactionID = transaction.StrategyTransactionID;
// add entry trans id to the signal
signal.StrategyTransactionID = transaction.StrategyTransactionID;
await SubscriptionCaller.Instance().UpdateSignalAsync(signal);
AddOrUpdateAlgorithmOrder(orderOpened);
DateTime transactionTime = Convert.ToDateTime(response.time).ToUniversalTime();
thrust.SetOrUpdatePrices(entryPrice, takeProfitPrice, stopLossPrice, places, transactionTime);
}
}
else
{
string missedTradeReason = Utilities.GetMissedTradeReason(tradeUnits);
AddAlgorithmMessage(string.Format("Missed trade: {0} for signalId: {1}", missedTradeReason, signal.SignalID), true, TraceEventType.Information);
}
return(transaction == null ? 0 : transaction.StrategyTransactionID);
}
