private void InitiateBuy(string pair, IRule rule, IEnumerable <ISignal> ruleSignals)
{
trailingSignals.TryRemove(pair, out List <SignalTrailingInfo> trailingInfo);
IPairConfig pairConfig = tradingService.GetPairConfig(pair);
SignalRuleModifiers ruleModifiers = rule.GetModifiers <SignalRuleModifiers>();
string ruleSignalsList = String.Join(", ", ruleSignals.Select(s => s.Name));
if (LoggingEnabled)
{
loggingService.Info($"Initiate buy request for {pair}. Rule: {rule.Name}, Signals: {ruleSignalsList}");
}
var buyOptions = new BuyOptions(pair)
{
MaxCost = pairConfig.BuyMaxCost * pairConfig.BuyMultiplier * (ruleModifiers?.CostMultiplier ?? 1),
Metadata = new OrderMetadata
{
SignalRule = rule.Name,
Signals = ruleSignals.Select(s => s.Name).ToList(),
BoughtRating = ruleSignals.Any(s => s.Rating.HasValue) ? ruleSignals.Where(s => s.Rating.HasValue).Average(s => s.Rating) : null,
BoughtGlobalRating = signalsService.GetGlobalRating()
}
};
tradingService.Buy(buyOptions);
}
public void Buy(BuyOptions options)
{
lock (SyncRoot)
{
IRule rule = signalsService.Rules.Entries.FirstOrDefault(r => r.Name == options.Metadata.SignalRule);
ITradingPair swappedPair = Account.GetTradingPairs().OrderBy(p => p.CurrentMargin).FirstOrDefault(tradingPair =>
{
IPairConfig pairConfig = GetPairConfig(tradingPair.Pair);
return(pairConfig.SellEnabled && pairConfig.SwapEnabled && pairConfig.SwapSignalRules != null && pairConfig.SwapSignalRules.Contains(options.Metadata.SignalRule) &&
pairConfig.SwapTimeout < (DateTimeOffset.Now - tradingPair.OrderDates.Max()).TotalSeconds);
});
if (swappedPair != null)
{
Swap(new SwapOptions(swappedPair.Pair, options.Pair, options.Metadata));
}
else if (rule?.Action != Constants.SignalRuleActions.Swap)
{
if (CanBuy(options, out string message))
{
tradingTimedTask.InitiateBuy(options);
}
else
{
loggingService.Debug(message);
}
}
}
}
public bool CanBuy(BuyOptions options, out string message)
{
IPairConfig pairConfig = GetPairConfig(options.Pair);
if (!options.ManualOrder && !options.Swap && IsTradingSuspended)
{
message = $"Cancel buy request for {options.Pair}. Reason: trading suspended";
return(false);
}
else if (!options.ManualOrder && !options.Swap && !pairConfig.BuyEnabled)
{
message = $"Cancel buy request for {options.Pair}. Reason: buying not enabled";
return(false);
}
else if (!options.ManualOrder && Config.ExcludedPairs.Contains(options.Pair))
{
message = $"Cancel buy request for {options.Pair}. Reason: exluded pair";
return(false);
}
else if (!options.ManualOrder && !options.IgnoreExisting && Account.HasTradingPair(options.Pair))
{
message = $"Cancel buy request for {options.Pair}. Reason: pair already exists";
return(false);
}
else if (!options.ManualOrder && !options.Swap && Config.MaxPairs != 0 && Account.GetTradingPairs().Count() >= Config.MaxPairs && !Account.HasTradingPair(options.Pair))
{
message = $"Cancel buy request for {options.Pair}. Reason: maximum pairs reached";
return(false);
}
else if (!options.ManualOrder && !options.Swap && pairConfig.BuyMinBalance != 0 && (Account.GetBalance() - options.MaxCost) < pairConfig.BuyMinBalance)
{
message = $"Cancel buy request for {options.Pair}. Reason: minimum balance reached";
return(false);
}
else if (GetCurrentPrice(options.Pair) <= 0)
{
message = $"Cancel buy request for {options.Pair}. Reason: invalid price";
return(false);
}
else if (Account.GetBalance() < options.MaxCost)
{
message = $"Cancel buy request for {options.Pair}. Reason: not enough balance";
return(false);
}
else if (options.Amount == null && options.MaxCost == null || options.Amount != null && options.MaxCost != null)
{
message = $"Cancel buy request for {options.Pair}. Reason: either max cost or amount needs to be specified (not both)";
}
else if (!options.ManualOrder && !options.Swap && pairConfig.BuySamePairTimeout > 0 && OrderHistory.Any(h => h.Side == OrderSide.Buy && h.Pair == options.Pair) &&
(DateTimeOffset.Now - OrderHistory.Where(h => h.Pair == options.Pair).Max(h => h.Date)).TotalSeconds < pairConfig.BuySamePairTimeout)
{
var elapsedSeconds = (DateTimeOffset.Now - OrderHistory.Where(h => h.Pair == options.Pair).Max(h => h.Date)).TotalSeconds;
message = $"Cancel buy request for {options.Pair}. Reason: buy same pair timeout (elapsed: {elapsedSeconds:0.#}, timeout: {pairConfig.BuySamePairTimeout:0.#})";
return(false);
}
message = null;
return(true);
}
public void Buy(BuyOptions options)
{
lock (syncRoot)
{
PauseTasks();
try
{
IRule rule = signalsService.Rules.Entries.FirstOrDefault(r => r.Name == options.Metadata.SignalRule);
RuleAction ruleAction = rule?.Action ?? RuleAction.Default;
IPairConfig pairConfig = GetPairConfig(options.Pair);
bool arbitragePair = pairConfig.ArbitrageEnabled && pairConfig.ArbitrageSignalRules.Contains(options.Metadata.SignalRule);
if (arbitragePair)
{
Arbitrage arbitrage = Exchange.GetArbitrage(options.Pair, Config.Market, pairConfig.ArbitrageMarkets, pairConfig.ArbitrageType);
if (arbitrage.IsAssigned)
{
Arbitrage(new ArbitrageOptions(options.Pair, arbitrage, options.Metadata));
}
}
else
{
ITradingPair swappedPair = Account.GetTradingPairs().OrderBy(p => p.CurrentMargin).FirstOrDefault(tradingPair =>
{
IPairConfig tradingPairConfig = GetPairConfig(tradingPair.Pair);
return(tradingPairConfig.SellEnabled && tradingPairConfig.SwapEnabled && tradingPairConfig.SwapSignalRules != null &&
tradingPairConfig.SwapSignalRules.Contains(options.Metadata.SignalRule) &&
tradingPairConfig.SwapTimeout < (DateTimeOffset.Now - tradingPair.OrderDates.DefaultIfEmpty().Max()).TotalSeconds);
});
if (swappedPair != null)
{
Swap(new SwapOptions(swappedPair.Pair, options.Pair, options.Metadata));
}
else if (ruleAction == RuleAction.Default)
{
if (CanBuy(options, out string message))
{
tradingTimedTask.InitiateBuy(options);
}
else
{
loggingService.Debug(message);
}
}
}
}
finally
{
ContinueTasks();
}
}
}
public void InitiateBuy(BuyOptions options)
{
IPairConfig pairConfig = tradingService.GetPairConfig(options.Pair);
if (!options.ManualOrder && !options.Swap && pairConfig.BuyTrailing != 0)
{
if (!trailingBuys.ContainsKey(options.Pair))
{
trailingSells.TryRemove(options.Pair, out SellTrailingInfo sellTrailingInfo);
ITradingPair tradingPair = tradingService.Account.GetTradingPair(options.Pair);
decimal currentPrice = tradingService.GetCurrentPrice(options.Pair);
decimal currentMargin = 0;
var trailingInfo = new BuyTrailingInfo
{
BuyOptions = options,
Trailing = pairConfig.BuyTrailing,
TrailingStopMargin = pairConfig.BuyTrailingStopMargin,
TrailingStopAction = pairConfig.BuyTrailingStopAction,
InitialPrice = currentPrice,
LastTrailingMargin = currentMargin,
BestTrailingMargin = currentMargin
};
if (trailingBuys.TryAdd(options.Pair, trailingInfo))
{
if (LoggingEnabled)
{
loggingService.Info($"Start trailing buy {tradingPair?.FormattedName ?? options.Pair}. Price: {currentPrice:0.00000000}, Margin: {currentMargin:0.00}");
}
}
}
else
{
if (LoggingEnabled)
{
//loggingService.Info($"Cancel trailing buy {tradingPair?.FormattedName ?? pair}. Reason: already trailing");
}
}
}
else
{
PlaceBuyOrder(options);
}
}
public void InitiateBuy(BuyOptions options)
{
IPairConfig pairConfig = tradingService.GetPairConfig(options.Pair);
if (!options.ManualOrder && pairConfig.BuyTrailing != 0)
{
if (!trailingBuys.ContainsKey(options.Pair))
{
StopTrailingSell(options.Pair);
decimal currentPrice = tradingService.GetPrice(options.Pair);
decimal currentMargin = 0;
var trailingInfo = new BuyTrailingInfo
{
BuyOptions = options,
Trailing = pairConfig.BuyTrailing,
TrailingStopMargin = pairConfig.BuyTrailingStopMargin,
TrailingStopAction = pairConfig.BuyTrailingStopAction,
InitialPrice = currentPrice,
LastTrailingMargin = currentMargin,
BestTrailingMargin = currentMargin
};
if (trailingBuys.TryAdd(options.Pair, trailingInfo))
{
if (LoggingEnabled)
{
ITradingPair tradingPair = tradingService.Account.GetTradingPair(options.Pair);
loggingService.Info($"Start trailing buy {tradingPair?.FormattedName ?? options.Pair}. " +
$"Price: {currentPrice:0.00000000}, Margin: {currentMargin:0.00}");
}
}
}
}
else
{
orderingService.PlaceBuyOrder(options);
}
}
public IOrderDetails PlaceBuyOrder(BuyOptions options)
{
OrderDetails orderDetails = new OrderDetails();
tradingService.StopTrailingBuy(options.Pair);
tradingService.StopTrailingSell(options.Pair);
try
{
ITradingPair tradingPair = tradingService.Account.GetTradingPair(options.Pair, includeDust: true);
options.Price = tradingService.GetPrice(options.Pair, TradePriceType.Ask, normalize: false);
options.Amount = options.Amount ?? (options.MaxCost.Value / (options.Pair.EndsWith(Constants.Markets.USDT) ? 1 : options.Price));
options.Price = tradingService.Exchange.ClampOrderPrice(options.Pair, options.Price.Value);
options.Amount = tradingService.Exchange.ClampOrderAmount(options.Pair, options.Amount.Value);
if (tradingService.CanBuy(options, out string message))
{
IPairConfig pairConfig = tradingService.GetPairConfig(options.Pair);
BuyOrder buyOrder = new BuyOrder
{
Type = pairConfig.BuyType,
Date = DateTimeOffset.Now,
Pair = options.Pair,
Price = options.Price.Value,
Amount = options.Amount.Value
};
lock (tradingService.Account.SyncRoot)
{
loggingService.Info($"Place buy order for {tradingPair?.FormattedName ?? options.Pair}. " +
$"Price: {buyOrder.Price:0.00000000}, Amount: {buyOrder.Amount:0.########}, Signal Rule: " + (options.Metadata.SignalRule ?? "N/A"));
if (!tradingService.Config.VirtualTrading)
{
orderDetails = tradingService.Exchange.PlaceOrder(buyOrder) as OrderDetails;
}
else
{
string pairMarket = tradingService.Exchange.GetPairMarket(options.Pair);
orderDetails = new OrderDetails
{
OrderId = DateTime.Now.ToFileTimeUtc().ToString(),
Side = OrderSide.Buy,
Result = OrderResult.Filled,
Date = buyOrder.Date,
Pair = buyOrder.Pair,
Amount = buyOrder.Amount,
AmountFilled = buyOrder.Amount,
Price = buyOrder.Price,
AveragePrice = buyOrder.Price,
Fees = buyOrder.Amount * buyOrder.Price * tradingService.Config.VirtualTradingFees,
FeesCurrency = pairMarket
};
}
NormalizeOrder(orderDetails, TradePriceType.Ask);
options.Metadata.TradingRules = pairConfig.Rules.ToList();
options.Metadata.LastBuyMargin = options.Metadata.LastBuyMargin ?? tradingPair?.CurrentMargin ?? null;
orderDetails.Metadata = options.Metadata;
tradingService.Account.AddBuyOrder(orderDetails);
tradingService.Account.Save();
tradingService.LogOrder(orderDetails);
decimal fees = tradingService.CalculateOrderFees(orderDetails);
tradingPair = tradingService.Account.GetTradingPair(orderDetails.Pair, includeDust: true);
loggingService.Info("{@Trade}", orderDetails);
loggingService.Info($"Buy order result for {orderDetails.OriginalPair ?? tradingPair.FormattedName}: {orderDetails.Result} ({orderDetails.Message}). " +
$"Price: {orderDetails.AveragePrice:0.00000000}, Amount: {orderDetails.Amount:0.########}, " +
$"Filled: {orderDetails.AmountFilled:0.########}, Cost: {orderDetails.Cost:0.00000000}, Fees: {fees:0.00000000}");
notificationService.Notify($"Bought {tradingPair.FormattedName}. Amount: {orderDetails.AmountFilled:0.########}, " +
$"Price: {orderDetails.AveragePrice:0.00000000}, Cost: {(orderDetails.Cost + fees):0.00000000}");
}
tradingService.ReapplyTradingRules();
}
else
{
loggingService.Info(message);
}
}
catch (Exception ex)
{
loggingService.Error($"Unable to place buy order for {options.Pair}", ex);
notificationService.Notify($"Unable to buy {options.Pair}: {ex.Message}");
}
return(orderDetails);
}
private void ArbitrageReverse(ArbitrageOptions options)
{
string marketPair = Exchange.GetArbitrageMarketPair(options.Arbitrage.Market);
ITradingPair existingMarketPair = Account.GetTradingPair(marketPair);
IPairConfig pairConfig = GetPairConfig(options.Pair);
bool useExistingMarketPair = (existingMarketPair != null && existingMarketPair.CurrentCost > pairConfig.BuyMaxCost &&
existingMarketPair.AveragePrice <= existingMarketPair.CurrentPrice);
var buyMarketPairOptions = new BuyOptions(marketPair)
{
Arbitrage = true,
MaxCost = pairConfig.BuyMaxCost,
ManualOrder = options.ManualOrder,
IgnoreBalance = useExistingMarketPair,
Metadata = options.Metadata
};
if (CanBuy(buyMarketPairOptions, out string message))
{
IOrderDetails buyMarketPairOrderDetails = null;
if (useExistingMarketPair)
{
buyMarketPairOrderDetails = Account.AddBlankOrder(buyMarketPairOptions.Pair,
buyMarketPairOptions.MaxCost.Value / GetPrice(buyMarketPairOptions.Pair, TradePriceType.Ask),
includeFees: false);
loggingService.Info($"Use existing market pair for arbitrage: {marketPair}. " +
$"Average price: {existingMarketPair.AveragePrice}, Current price: {existingMarketPair.CurrentPrice}");
}
else
{
buyMarketPairOrderDetails = orderingService.PlaceBuyOrder(buyMarketPairOptions);
}
if (buyMarketPairOrderDetails.Result == OrderResult.Filled)
{
decimal buyArbitragePairMultiplier = pairConfig.ArbitrageBuyMultiplier ?? DEFAULT_ARBITRAGE_BUY_MULTIPLIER;
decimal buyMarketPairFees = CalculateOrderFees(buyMarketPairOrderDetails);
string arbitragePair = Exchange.ChangeMarket(options.Pair, options.Arbitrage.Market.ToString());
decimal buyArbitragePairAmount = options.Arbitrage.Market == ArbitrageMarket.USDT ?
buyMarketPairOrderDetails.AmountFilled * GetPrice(buyMarketPairOrderDetails.Pair, TradePriceType.Ask, normalize: false) / GetPrice(arbitragePair, TradePriceType.Ask) :
buyMarketPairOrderDetails.AmountFilled / GetPrice(arbitragePair, TradePriceType.Ask);
var buyArbitragePairOptions = new BuyOptions(arbitragePair)
{
Arbitrage = true,
ManualOrder = options.ManualOrder,
Amount = buyArbitragePairAmount * buyArbitragePairMultiplier,
Metadata = options.Metadata
};
IOrderDetails buyArbitragePairOrderDetails = orderingService.PlaceBuyOrder(buyArbitragePairOptions);
if (buyArbitragePairOrderDetails.Result == OrderResult.Filled)
{
decimal buyArbitragePairFees = CalculateOrderFees(buyArbitragePairOrderDetails);
options.Metadata.FeesNonDeductible = buyMarketPairFees * buyArbitragePairMultiplier;
var sellArbitragePairOptions = new SellOptions(buyArbitragePairOrderDetails.Pair)
{
Arbitrage = true,
Amount = buyArbitragePairOrderDetails.AmountFilled,
ManualOrder = options.ManualOrder,
Metadata = options.Metadata
};
TradingPair existingArbitragePair = Account.GetTradingPair(buyArbitragePairOrderDetails.Pair) as TradingPair;
existingArbitragePair.OverrideCost(buyArbitragePairOrderDetails.Cost + buyArbitragePairFees * 2);
IOrderDetails sellArbitragePairOrderDetails = orderingService.PlaceSellOrder(sellArbitragePairOptions);
existingArbitragePair.OverrideCost(null);
if (sellArbitragePairOrderDetails.Result == OrderResult.Filled)
{
loggingService.Info($"{pairConfig.ArbitrageType} arbitrage successful: {marketPair} -> {arbitragePair} -> {existingArbitragePair.Pair}");
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}. Reason: failed to sell arbitrage pair {arbitragePair}");
notificationService.Notify($"Unable to arbitrage {options.Pair}: Failed to sell arbitrage pair {arbitragePair}");
}
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}. Reason: failed to buy arbitrage pair {arbitragePair}");
notificationService.Notify($"Unable to arbitrage {options.Pair}: Failed to buy arbitrage pair {arbitragePair}");
}
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}. Reason: failed to buy market pair {marketPair}");
}
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}: {message}");
}
}
public void Swap(SwapOptions options)
{
lock (syncRoot)
{
PauseTasks();
try
{
if (CanSwap(options, out string message))
{
ITradingPair oldTradingPair = Account.GetTradingPair(options.OldPair);
var sellOptions = new SellOptions(options.OldPair)
{
Swap = true,
ManualOrder = options.ManualOrder,
Metadata = new OrderMetadata {
SwapPair = options.NewPair
}
};
if (CanSell(sellOptions, out message))
{
decimal currentMargin = oldTradingPair.CurrentMargin;
decimal additionalCosts = oldTradingPair.Cost - oldTradingPair.CurrentCost + (oldTradingPair.Metadata.AdditionalCosts ?? 0);
int additionalDCALevels = oldTradingPair.DCALevel;
IOrderDetails sellOrderDetails = orderingService.PlaceSellOrder(sellOptions);
if (!Account.HasTradingPair(options.OldPair))
{
var buyOptions = new BuyOptions(options.NewPair)
{
Swap = true,
ManualOrder = options.ManualOrder,
MaxCost = sellOrderDetails.Cost,
Metadata = options.Metadata
};
buyOptions.Metadata.LastBuyMargin = currentMargin;
buyOptions.Metadata.SwapPair = options.OldPair;
buyOptions.Metadata.AdditionalDCALevels = additionalDCALevels;
buyOptions.Metadata.AdditionalCosts = additionalCosts;
IOrderDetails buyOrderDetails = orderingService.PlaceBuyOrder(buyOptions);
var newTradingPair = Account.GetTradingPair(options.NewPair) as TradingPair;
if (newTradingPair != null)
{
newTradingPair.Metadata.AdditionalCosts += CalculateOrderFees(sellOrderDetails);
loggingService.Info($"Swap {oldTradingPair.FormattedName} for {newTradingPair.FormattedName}. " +
$"Old margin: {oldTradingPair.CurrentMargin:0.00}, new margin: {newTradingPair.CurrentMargin:0.00}");
}
else
{
loggingService.Info($"Unable to swap {options.OldPair} for {options.NewPair}. Reason: failed to buy {options.NewPair}");
notificationService.Notify($"Unable to swap {options.OldPair} for {options.NewPair}: Failed to buy {options.NewPair}");
}
}
else
{
loggingService.Info($"Unable to swap {options.OldPair} for {options.NewPair}. Reason: failed to sell {options.OldPair}");
}
}
else
{
loggingService.Info($"Unable to swap {options.OldPair} for {options.NewPair}: {message}");
}
}
else
{
loggingService.Info(message);
}
}
finally
{
ContinueTasks();
}
}
}
public IOrderDetails PlaceBuyOrder(BuyOptions options)
{
IOrderDetails orderDetails = null;
trailingBuys.TryRemove(options.Pair, out BuyTrailingInfo buyTrailingInfo);
trailingSells.TryRemove(options.Pair, out SellTrailingInfo sellTrailingInfo);
if (tradingService.CanBuy(options, out string message))
{
IPairConfig pairConfig = tradingService.GetPairConfig(options.Pair);
ITradingPair tradingPair = tradingService.Account.GetTradingPair(options.Pair);
decimal currentPrice = tradingService.GetCurrentPrice(options.Pair);
options.Metadata.TradingRules = pairConfig.Rules.ToList();
if (options.Metadata.LastBuyMargin == null)
{
options.Metadata.LastBuyMargin = tradingPair?.CurrentMargin ?? 0;
}
string signalRule = options.Metadata.SignalRule ?? "N/A";
BuyOrder buyOrder = new BuyOrder
{
Type = pairConfig.BuyType,
Date = DateTimeOffset.Now,
Pair = options.Pair,
Amount = options.Amount ?? (options.MaxCost.Value / currentPrice),
Price = currentPrice
};
if (!tradingService.Config.VirtualTrading)
{
loggingService.Info($"Place buy order for {tradingPair?.FormattedName ?? options.Pair}. Price: {buyOrder.Price:0.00000000}, Amount: {buyOrder.Amount:0.########}, Signal Rule: {signalRule}");
try
{
lock (tradingService.Account.SyncRoot)
{
orderDetails = tradingService.PlaceOrder(buyOrder);
orderDetails.SetMetadata(options.Metadata);
tradingService.Account.AddBuyOrder(orderDetails);
tradingService.Account.Save();
tradingService.LogOrder(orderDetails);
tradingPair = tradingService.Account.GetTradingPair(options.Pair);
loggingService.Info("{@Trade}", orderDetails);
loggingService.Info($"Buy order result for {tradingPair.FormattedName}: {orderDetails.Result} ({orderDetails.Message}). Price: {orderDetails.AveragePrice:0.00000000}, Amount: {orderDetails.Amount:0.########}, Filled: {orderDetails.AmountFilled:0.########}, Cost: {orderDetails.AverageCost:0.00000000}");
notificationService.Notify($"Bought {tradingPair.FormattedName}. Amount: {orderDetails.AmountFilled:0.########}, Price: {orderDetails.AveragePrice:0.00000000}, Cost: {orderDetails.AverageCost:0.00000000}");
}
}
catch (Exception ex)
{
loggingService.Error($"Unable to place buy order for {options.Pair}", ex);
notificationService.Notify($"Unable to buy {options.Pair}: {ex.Message}");
}
}
else
{
loggingService.Info($"Place virtual buy order for {tradingPair?.FormattedName ?? options.Pair}. Price: {buyOrder.Price:0.00000000}, Amount: {buyOrder.Amount:0.########}, Signal Rule: {signalRule}");
lock (tradingService.Account.SyncRoot)
{
decimal roundedAmount = Math.Round(buyOrder.Amount, 4);
orderDetails = new OrderDetails
{
Metadata = options.Metadata,
OrderId = DateTime.Now.ToFileTimeUtc().ToString(),
Side = OrderSide.Buy,
Result = OrderResult.Filled,
Date = buyOrder.Date,
Pair = buyOrder.Pair,
Amount = roundedAmount,
AmountFilled = roundedAmount,
Price = buyOrder.Price,
AveragePrice = buyOrder.Price
};
tradingService.Account.AddBuyOrder(orderDetails);
tradingService.Account.Save();
tradingService.LogOrder(orderDetails);
tradingPair = tradingService.Account.GetTradingPair(options.Pair);
loggingService.Info("{@Trade}", orderDetails);
loggingService.Info($"Virtual buy order result for {tradingPair.FormattedName}. Price: {orderDetails.AveragePrice:0.00000000}, Amount: {orderDetails.Amount:0.########}, Cost: {orderDetails.AverageCost:0.00000000}");
notificationService.Notify($"Bought {tradingPair.FormattedName}. Amount: {orderDetails.AmountFilled:0.########}, Price: {orderDetails.AveragePrice:0.00000000}, Cost: {orderDetails.AverageCost:0.00000000}");
}
}
tradingService.ReapplyTradingRules();
}
else
{
loggingService.Info(message);
}
return(orderDetails);
}
private void ProcessTradingPairs()
{
int traidingPairsCount = 0;
foreach (var tradingPair in tradingService.Account.GetTradingPairs())
{
IPairConfig pairConfig = tradingService.GetPairConfig(tradingPair.Pair);
tradingPair.SetCurrentValues(tradingService.GetCurrentPrice(tradingPair.Pair), tradingService.GetCurrentSpread(tradingPair.Pair));
tradingPair.Metadata.TradingRules = pairConfig.Rules.ToList();
tradingPair.Metadata.CurrentRating = tradingPair.Metadata.Signals != null?signalsService.GetRating(tradingPair.Pair, tradingPair.Metadata.Signals) : null;
tradingPair.Metadata.CurrentGlobalRating = signalsService.GetGlobalRating();
if (trailingSells.TryGetValue(tradingPair.Pair, out SellTrailingInfo sellTrailingInfo))
{
if (pairConfig.SellEnabled)
{
if (Math.Round(tradingPair.CurrentMargin, 1) != Math.Round(sellTrailingInfo.LastTrailingMargin, 1))
{
if (LoggingEnabled)
{
loggingService.Info($"Continue trailing sell {tradingPair.FormattedName}. Price: {tradingPair.CurrentPrice:0.00000000}, Margin: {tradingPair.CurrentMargin:0.00}");
}
}
if (tradingPair.CurrentMargin <= sellTrailingInfo.TrailingStopMargin || tradingPair.CurrentMargin < (sellTrailingInfo.BestTrailingMargin - sellTrailingInfo.Trailing))
{
trailingSells.TryRemove(tradingPair.Pair, out SellTrailingInfo p);
if (tradingPair.CurrentMargin > 0 || sellTrailingInfo.SellMargin < 0)
{
if (sellTrailingInfo.TrailingStopAction == SellTrailingStopAction.Sell || tradingPair.CurrentMargin > sellTrailingInfo.TrailingStopMargin)
{
PlaceSellOrder(sellTrailingInfo.SellOptions);
}
else
{
if (LoggingEnabled)
{
loggingService.Info($"Stop trailing sell {tradingPair.FormattedName}. Reason: stop margin reached");
}
}
}
else
{
if (LoggingEnabled)
{
loggingService.Info($"Stop trailing sell {tradingPair.FormattedName}. Reason: negative margin");
}
}
}
else
{
sellTrailingInfo.LastTrailingMargin = tradingPair.CurrentMargin;
if (tradingPair.CurrentMargin > sellTrailingInfo.BestTrailingMargin)
{
sellTrailingInfo.BestTrailingMargin = tradingPair.CurrentMargin;
}
}
}
else
{
trailingSells.TryRemove(tradingPair.Pair, out SellTrailingInfo p);
}
}
else
{
if (pairConfig.SellEnabled && tradingPair.CurrentMargin >= pairConfig.SellMargin)
{
InitiateSell(new SellOptions(tradingPair.Pair));
}
else if (pairConfig.SellEnabled && pairConfig.SellStopLossEnabled && tradingPair.CurrentMargin <= pairConfig.SellStopLossMargin && tradingPair.CurrentAge >= pairConfig.SellStopLossMinAge &&
(pairConfig.NextDCAMargin == null || !pairConfig.SellStopLossAfterDCA))
{
if (LoggingEnabled)
{
loggingService.Info($"Stop loss triggered for {tradingPair.FormattedName}. Margin: {tradingPair.CurrentMargin:0.00}");
}
PlaceSellOrder(new SellOptions(tradingPair.Pair));
}
else if (pairConfig.NextDCAMargin != null && pairConfig.BuyEnabled && pairConfig.NextDCAMargin != null &&
!trailingBuys.ContainsKey(tradingPair.Pair) && !trailingSells.ContainsKey(tradingPair.Pair))
{
if (tradingPair.CurrentMargin <= pairConfig.NextDCAMargin)
{
var buyOptions = new BuyOptions(tradingPair.Pair)
{
MaxCost = tradingPair.AverageCostPaid * pairConfig.BuyMultiplier,
IgnoreExisting = true
};
if (tradingService.CanBuy(buyOptions, message: out string message))
{
if (LoggingEnabled)
{
loggingService.Info($"DCA triggered for {tradingPair.FormattedName}. Margin: {tradingPair.CurrentMargin:0.00}, Level: {pairConfig.NextDCAMargin:0.00}, Multiplier: {pairConfig.BuyMultiplier}");
}
InitiateBuy(buyOptions);
}
}
}
}
traidingPairsCount++;
}
foreach (var kvp in trailingBuys)
{
string pair = kvp.Key;
BuyTrailingInfo buyTrailingInfo = kvp.Value;
ITradingPair tradingPair = tradingService.Account.GetTradingPair(pair);
IPairConfig pairConfig = tradingService.GetPairConfig(pair);
decimal currentPrice = tradingService.GetCurrentPrice(pair);
decimal currentMargin = Utils.CalculateMargin(buyTrailingInfo.InitialPrice, currentPrice);
if (pairConfig.BuyEnabled)
{
if (Math.Round(currentMargin, 1) != Math.Round(buyTrailingInfo.LastTrailingMargin, 1))
{
if (LoggingEnabled)
{
loggingService.Info($"Continue trailing buy {tradingPair?.FormattedName ?? pair}. Price: {currentPrice:0.00000000}, Margin: {currentMargin:0.00}");
}
}
if (currentMargin >= buyTrailingInfo.TrailingStopMargin || currentMargin > (buyTrailingInfo.BestTrailingMargin - buyTrailingInfo.Trailing))
{
trailingBuys.TryRemove(pair, out BuyTrailingInfo p);
if (buyTrailingInfo.TrailingStopAction == BuyTrailingStopAction.Buy || currentMargin < buyTrailingInfo.TrailingStopMargin)
{
PlaceBuyOrder(buyTrailingInfo.BuyOptions);
}
else
{
if (LoggingEnabled)
{
loggingService.Info($"Stop trailing buy {tradingPair?.FormattedName ?? pair}. Reason: stop margin reached");
}
}
}
else
{
buyTrailingInfo.LastTrailingMargin = currentMargin;
if (currentMargin < buyTrailingInfo.BestTrailingMargin)
{
buyTrailingInfo.BestTrailingMargin = currentMargin;
}
}
}
else
{
trailingBuys.TryRemove(pair, out BuyTrailingInfo p);
}
}
healthCheckService.UpdateHealthCheck(Constants.HealthChecks.TradingPairsProcessed, $"Pairs: {traidingPairsCount}, Trailing buys: {trailingBuys.Count}, Trailing sells: {trailingSells.Count}");
}
private void ArbitrageDirect(ArbitrageOptions options)
{
string arbitragePair = options.Pair;
ITradingPair existingArbitragePair = this.Account.GetTradingPair(arbitragePair);
IPairConfig pairConfig = this.GetPairConfig(options.Pair);
bool useExistingArbitragePair = (existingArbitragePair != null && existingArbitragePair.CurrentCost > pairConfig.BuyMaxCost &&
existingArbitragePair.AveragePrice <= existingArbitragePair.CurrentPrice);
var buyArbitragePairOptions = new BuyOptions(arbitragePair)
{
Arbitrage = true,
MaxCost = pairConfig.BuyMaxCost,
ManualOrder = options.ManualOrder,
IgnoreBalance = useExistingArbitragePair,
Metadata = options.Metadata
};
if (this.CanBuy(buyArbitragePairOptions, out string message))
{
IOrderDetails buyArbitragePairOrderDetails = null;
if (useExistingArbitragePair)
{
buyArbitragePairOrderDetails = this.Account.AddBlankOrder(buyArbitragePairOptions.Pair,
buyArbitragePairOptions.MaxCost.Value / this.GetPrice(buyArbitragePairOptions.Pair, TradePriceType.Ask),
includeFees: false);
loggingService.Info($"Use existing arbitrage pair for arbitrage: {arbitragePair}. " +
$"Average price: {existingArbitragePair.AveragePrice}, Current price: {existingArbitragePair.CurrentPrice}");
}
else
{
buyArbitragePairOrderDetails = orderingService.PlaceBuyOrder(buyArbitragePairOptions);
}
if (buyArbitragePairOrderDetails.Result == OrderResult.Filled)
{
decimal buyArbitragePairFees = this.CalculateOrderFees(buyArbitragePairOrderDetails);
string flippedArbitragePair = this.Exchange.ChangeMarket(arbitragePair, options.Arbitrage.Market.ToString());
var sellArbitragePairOptions = new SellOptions(flippedArbitragePair)
{
Arbitrage = true,
Amount = buyArbitragePairOrderDetails.AmountFilled,
ManualOrder = options.ManualOrder,
Metadata = options.Metadata.MergeWith(new OrderMetadata
{
IsTransitional = true
})
};
IOrderDetails sellArbitragePairOrderDetails = orderingService.PlaceSellOrder(sellArbitragePairOptions);
if (sellArbitragePairOrderDetails.Result == OrderResult.Filled)
{
decimal sellArbitragePairMultiplier = pairConfig.ArbitrageSellMultiplier ?? DEFAULT_ARBITRAGE_SELL_MULTIPLIER;
decimal sellArbitragePairFees = this.CalculateOrderFees(sellArbitragePairOrderDetails);
options.Metadata.FeesNonDeductible = buyArbitragePairFees * sellArbitragePairMultiplier;
decimal sellMarketPairAmount = sellArbitragePairOrderDetails.AmountFilled * this.GetPrice(flippedArbitragePair, TradePriceType.Bid, normalize: false) * sellArbitragePairMultiplier;
string marketPair = this.Exchange.GetArbitrageMarketPair(options.Arbitrage.Market);
var sellMarketPairOptions = new SellOptions(marketPair)
{
Arbitrage = true,
Amount = sellMarketPairAmount,
ManualOrder = options.ManualOrder,
Metadata = options.Metadata.MergeWith(new OrderMetadata
{
IsTransitional = false,
OriginalPair = arbitragePair
})
};
existingArbitragePair = this.Account.GetTradingPair(marketPair);
existingArbitragePair.OverrideCost((buyArbitragePairOrderDetails.Cost + sellArbitragePairFees * 2) * sellArbitragePairMultiplier);
IOrderDetails sellMarketPairOrderDetails = orderingService.PlaceSellOrder(sellMarketPairOptions);
existingArbitragePair.OverrideCost(null);
if (sellMarketPairOrderDetails.Result == OrderResult.Filled)
{
loggingService.Info($"{pairConfig.ArbitrageType} arbitrage successful: {arbitragePair} -> {flippedArbitragePair} -> {marketPair}");
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}. Reason: failed to sell market pair {arbitragePair}");
notificationService.Notify($"Unable to arbitrage {options.Pair}: Failed to sell market pair {arbitragePair}");
}
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}. Reason: failed to sell arbitrage pair {flippedArbitragePair}");
notificationService.Notify($"Unable to arbitrage {options.Pair}: Failed to sell arbitrage pair {flippedArbitragePair}");
}
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}. Reason: failed to buy arbitrage pair {arbitragePair}");
}
}
else
{
loggingService.Info($"Unable to arbitrage {options.Pair}: {message}");
}
}
public void Swap(SwapOptions options)
{
lock (SyncRoot)
{
if (CanSwap(options, out string message))
{
ITradingPair oldTradingPair = Account.GetTradingPair(options.OldPair);
var sellOptions = new SellOptions(options.OldPair)
{
Swap = true,
SwapPair = options.NewPair,
ManualOrder = options.ManualOrder
};
if (CanSell(sellOptions, out message))
{
decimal currentMargin = oldTradingPair.CurrentMargin;
decimal additionalCosts = oldTradingPair.AverageCostPaid - oldTradingPair.CurrentCost + (oldTradingPair.Metadata.AdditionalCosts ?? 0);
int additionalDCALevels = oldTradingPair.DCALevel;
IOrderDetails sellOrderDetails = tradingTimedTask.PlaceSellOrder(sellOptions);
if (!Account.HasTradingPair(options.OldPair))
{
var buyOptions = new BuyOptions(options.NewPair)
{
Swap = true,
ManualOrder = options.ManualOrder,
MaxCost = sellOrderDetails.AverageCost,
Metadata = options.Metadata
};
buyOptions.Metadata.LastBuyMargin = currentMargin;
buyOptions.Metadata.SwapPair = options.OldPair;
buyOptions.Metadata.AdditionalDCALevels = additionalDCALevels;
buyOptions.Metadata.AdditionalCosts = additionalCosts;
IOrderDetails buyOrderDetails = tradingTimedTask.PlaceBuyOrder(buyOptions);
var newTradingPair = Account.GetTradingPair(options.NewPair) as TradingPair;
if (newTradingPair != null)
{
if (sellOrderDetails.Fees != 0 && sellOrderDetails.FeesCurrency != null)
{
if (sellOrderDetails.FeesCurrency == Config.Market)
{
newTradingPair.Metadata.AdditionalCosts += sellOrderDetails.Fees;
}
else
{
string feesPair = sellOrderDetails.FeesCurrency + Config.Market;
newTradingPair.Metadata.AdditionalCosts += GetCurrentPrice(feesPair) * sellOrderDetails.Fees;
}
}
loggingService.Info($"Swap {oldTradingPair.FormattedName} for {newTradingPair.FormattedName}. Old margin: {oldTradingPair.CurrentMargin:0.00}, new margin: {newTradingPair.CurrentMargin:0.00}");
}
else
{
loggingService.Info($"Unable to swap {options.OldPair} for {options.NewPair}. Reason: failed to buy {options.NewPair}");
notificationService.Notify($"Unable to swap {options.OldPair} for {options.NewPair}: Failed to buy {options.NewPair}");
}
}
else
{
loggingService.Info($"Unable to swap {options.OldPair} for {options.NewPair}. Reason: failed to sell {options.OldPair}");
}
}
else
{
loggingService.Info($"Unable to swap {options.OldPair} for {options.NewPair}: {message}");
}
}
else
{
loggingService.Info(message);
}
}
}
