private double suggestSellPrice(MarketDepthResponse market)
{
double sum = 0;
var highestBid = market.bids.First().Price;
foreach (var ask in market.asks)
{
if (sum + _operativeAmount > _volumeWall && ask.Price - MIN_DIFFERENCE > highestBid)
{
double sellPrice = Math.Round(ask.Price - 0.001, 3);
//The difference is too small and we'd be not the first SELL order. Leave previous price to avoid server call
if (-1 != _sellOrderId && sellPrice > market.asks[0].Price && Math.Abs(sellPrice - _sellOrderPrice) < MIN_PRICE_DELTA)
{
log(String.Format("DEBUG: SELL price {0} too similar, using previous", sellPrice));
return _sellOrderPrice;
}
return sellPrice;
}
sum += ask.Amount;
//Don't consider volume of own order
if (ask.Price.eq(_sellOrderPrice))
{
sum -= _sellOrderAmount;
}
}
//Market too dry, use SELL order before last, so we see it in chart
var price = market.asks.Last().Price - 0.001;
if (-1 != _sellOrderId && Math.Abs(price - _sellOrderPrice) < MIN_PRICE_DELTA)
{
return _sellOrderPrice;
}
return Math.Round(price, 3);
}
private double suggestBuyPrice(MarketDepthResponse market)
{
const double MIN_WALL_VOLUME = 0.8;
double sumVolume = 0.0;
foreach (var bid in market.Bids)
{
//Don't count self
if (bid.Price.eq(_buyOrderPrice) && bid.Amount.eq(_buyOrderAmount))
continue;
//Skip BUY orders with tiny amount
sumVolume += bid.Amount;
if (sumVolume < MIN_WALL_VOLUME)
continue;
if (bid.Price < _executedSellPrice - MIN_DIFFERENCE)
{
return bid.Price.eq(_buyOrderPrice)
? _buyOrderPrice
: bid.Price + 0.001;
}
}
//All BUY orders are too high (probably some wild race). Suggest BUY order with minimum profit and hope
return _executedSellPrice - MIN_DIFFERENCE;
}
private double suggestBuyPrice(MarketDepthResponse market)
{
foreach (var bid in market.Bids)
{
if (bid.Price < _executedSellPrice - MIN_DIFFERENCE)
{
return bid.Price.eq(_buyOrderPrice)
? _buyOrderPrice
: bid.Price + 0.01;
}
}
//Dirty fix. Sometimes the Huobi server gives so chaotic responses, that closed SELL order is recognised by insufficient
// balance and we don't have the SELL price
if (_executedSellPrice < 0.0)
return market.Bids.First().Price + 0.01;
//All BUY orders are too high (probably some wild race). Suggest BUY order with minimum profit and hope
return _executedSellPrice - MIN_DIFFERENCE;
}
private double suggestBuyPrice(MarketDepthResponse market)
{
double sum = 0;
var minDiff = VOLUME_WALL * PRICE_DELTA;
var lowestAsk = market.Asks.First().Price;
foreach (var bid in market.Bids)
{
if (sum + OPERATIVE_AMOUNT > VOLUME_WALL && bid.Price + MIN_DIFFERENCE < lowestAsk)
{
double buyPrice = bid.Price + 0.01;
//The difference is too small and we'd be not first in BUY orders. Leave previous price to avoid server call
if (-1 != _buyOrderId && buyPrice < market.Bids[0].Price && Math.Abs(buyPrice - _buyOrderPrice) < minDiff)
{
log("DEBUG: BUY price {0} too similar, using previous", buyPrice);
return _buyOrderPrice;
}
return buyPrice;
}
sum += bid.Amount;
//Don't consider volume of own order
if (bid.Price.eq(_buyOrderPrice))
sum -= _buyOrderAmount;
}
//Market too dry, use BUY order before last, so we see it in chart
var price = market.Bids.Last().Price + 0.01;
if (-1 != _buyOrderId && Math.Abs(price - _buyOrderPrice) < minDiff)
return _buyOrderPrice;
return price;
}
