public void Handle(PositionAcquired message)
{
stopLossPrice = message.Price * 0.9m;
initialDelta = message.Price - stopLossPrice;
currentPrice = message.Price;
lastPrice = new PriceChanged {Price = message.Price, Symbol = message.Symbol};
direction= Direction.Unknown;
}
public void Handle(PriceChanged message)
{
if (direction == Direction.Completed) return;
//price is moving up
Direction newstate;
if(message.Price > lastPrice.Price)
{
newstate = Direction.Up;
}
else if (message.Price < lastPrice.Price) // Price is going down
{
newstate = Direction.Down;
}
else
{
newstate = Direction.Even;
}
//detect local minimum
if ((direction == Direction.Down) && (newstate == Direction.Even || newstate == Direction.Up))
{
//privous price is a local minima
minima.Enqueue(lastPrice);
//we can already remove any minima that is
}
//enqueue as minimum even values
if (direction == Direction.Even && (newstate == Direction.Even || newstate == Direction.Up))
{
minima.Enqueue(lastPrice);
}
//detect local maximum
if ((direction == Direction.Up) && (newstate == Direction.Down || newstate== Direction.Even))
{
//current price is a mixima
maxima.Enqueue(lastPrice);
}
//enqueue as maximum even values
if (direction == Direction.Even && (newstate == Direction.Even || newstate == Direction.Down))
{
maxima.Enqueue(lastPrice);
}
//remember which way the price is going
direction = newstate;
lastPrice = message;
Publish(new WakeMeUpIn15Seconds { Message = new ShouldWeSell { PriceId = message.Id, Price = message.Price, Symbol = message.Symbol } });
//trigger price can't go down
if (message.Price > currentPrice)
{
Publish(new WakeMeUpIn20Seconds { Message = new ShouldWeMoveTriggerPrice() {PriceId = message.Id, Price = message.Price, Symbol = message.Symbol } });
}
}
