public async Task <(IOrder order, bool amountRemainingLow, bool OrderError)> TryLiquidateOperation(Operation op, string reason)
{
(IOrder order, bool amountRemainingLow, bool OrderError)result = default;
await Executor.CancelAllOrders(op);
if (op.AmountRemaining > 0)
{
Logger.Info($"Liquidating operation {op.ToString("c")} because: " + reason);
var symData = this.GetSymbolData(op.Symbol);
var adj = symData.Feed.GetOrderAmountAndPriceRoundedDown(op.AmountRemaining, (decimal)symData.Feed.Bid);
adj = ClampOrderAmount(symData, op.ExitTradeDirection, adj);
if (adj.amount > 0)
{
//immediatly liquidate everything with a market order
Logger.Info($"Try market exit amount:{adj.amount} - price: {adj.price}.");
var orderInfo = new OrderInfo()
{
Symbol = op.Symbol.Key,
Type = OrderType.Market,
Effect = this.DoMarginTrading ? MarginOrderEffect.ClosePosition : MarginOrderEffect.None,
Amount = adj.amount,
ClientOrderId = op.GetNewOrderId(),
Direction = op.ExitTradeDirection
};
var request = await Market.PostNewOrder(orderInfo);
if (request.IsSuccessful)
{
result.order = request.Result;
}
else
{
result.OrderError = true;
Logger.Error($"Error liquidating operation {op} - symbol {op.Symbol.Key} - amount:{adj.amount} - price: {adj.price}");
}
}
else
{
result.amountRemainingLow = true;
Logger.Info($"Unable to liquidate operation {op} because amount remaining is too low");
}
}
return(result);
}
