public void UpdateTradeAndBalance(
Trade trade, decimal commission, BrokerKind brokerKind, Dictionary <string, AssetBalance> currentAssetBalances)
{
if (brokerKind == BrokerKind.Trade)
{
UpdateBasedOnTradeBroker(trade, commission, brokerKind, currentAssetBalances);
}
if (brokerKind == BrokerKind.SpreadBet)
{
}
//t.RiskPercentOfBalance = t.RiskAmount != 0 ? currentBalance.Balance / t.RiskAmount : 0; // TODO
}
private static void UpdateBasedOnTradeBroker(Trade trade, decimal commission, BrokerKind brokerKind,
Dictionary <string, AssetBalance> currentAssetBalances)
{
var quoteAsset = trade.Market.Replace(trade.BaseAsset, string.Empty); // e.g. USDT
var baseAsset = trade.BaseAsset; // e.g. ETH
var quoteAssetBalance =
currentAssetBalances.ContainsKey(quoteAsset) ? currentAssetBalances[quoteAsset].Balance : 0M;
var baseAssetBalance = currentAssetBalances.ContainsKey(baseAsset) ? currentAssetBalances[baseAsset].Balance : 0M;
if (trade.TradeDirection == TradeDirection.Long)
{
var costExcludingFee = trade.EntryQuantity.Value * trade.EntryPrice.Value; // Cost in quote asset (e.g. USDT)
var fee = commission * costExcludingFee;
if (costExcludingFee + fee > quoteAssetBalance)
{
costExcludingFee = quoteAssetBalance / (1M + commission);
fee = quoteAssetBalance - costExcludingFee;
trade.EntryQuantity = costExcludingFee / trade.EntryPrice.Value;
}
currentAssetBalances[quoteAsset] = new AssetBalance(quoteAsset, quoteAssetBalance - fee - costExcludingFee);
currentAssetBalances[baseAsset] = new AssetBalance(baseAsset, baseAssetBalance + trade.EntryQuantity.Value);
trade.Commission = fee;
trade.CommissionAsset = quoteAsset;
}
if (trade.TradeDirection == TradeDirection.Short)
{
if (trade.EntryQuantity > baseAssetBalance)
{
trade.EntryQuantity = baseAssetBalance;
}
var fee = trade.EntryQuantity.Value * trade.EntryPrice.Value * commission;
var quoteAssetReturn = (trade.EntryQuantity.Value * trade.EntryPrice.Value)
- fee;
currentAssetBalances[quoteAsset] = new AssetBalance(quoteAsset, quoteAssetBalance + quoteAssetReturn);
currentAssetBalances[baseAsset] = new AssetBalance(baseAsset, baseAssetBalance - trade.EntryQuantity.Value);
trade.Commission = fee;
trade.CommissionAsset = quoteAsset;
}
if (brokerKind == BrokerKind.Trade)
{
trade.RiskAmount = 0;
}
else
{
throw new ApplicationException("This needs implementing");
}
}
