public void UpdateBuyOrders(Ticker ticker)
{
List <CryptoOrder> removedOrders = new List <CryptoOrder>();
foreach (var buyOrder in _pendingBuyOrders)
{
if (ticker.Ask <= buyOrder.PricePerUnit)
{
//Console.WriteLine($"Closed buy order {buyOrder.Uuid}");
buyOrder.Closed = ticker.Timestamp;
buyOrder.IsClosed = true;
buyOrder.IsClosed = true;
OrderUpdated.OnNext(buyOrder);
removedOrders.Add(buyOrder);
}
if (buyOrder.Canceled)
{
removedOrders.Add(buyOrder);
}
}
foreach (var removedOrder in removedOrders)
{
_pendingBuyOrders.Remove(removedOrder);
}
}
public async Task <Unit> UpdateOrder(CryptoOrder cryptoOrder)
{
try
{
Log($"Closed order {cryptoOrder.Uuid} as {cryptoOrder.OrderType} at {cryptoOrder.Limit}");
switch (cryptoOrder.OrderType)
{
case CryptoOrderType.LimitSell:
TraderState.Budget.Available += cryptoOrder.Price;
var tradeForSellOrder = TraderState.Trades.FirstOrDefault(t => t.SellOrder.Uuid == cryptoOrder.Uuid);
if (tradeForSellOrder != null)
{
if (cryptoOrder.Canceled)
{
tradeForSellOrder.Status = TradeStatus.Bought;
tradeForSellOrder.SellOrder.IsOpened = false;
return(await Task.FromResult(Unit.Default));
}
var tradeProfit = tradeForSellOrder.BuyOrder.Price.GetReadablePercentageChange(tradeForSellOrder.SellOrder.Price);
TraderState.Budget.Profit += tradeProfit;
TraderState.Budget.Earned += tradeForSellOrder.SellOrder.Price - tradeForSellOrder.BuyOrder.Price;
Log($"{cryptoOrder.Uuid}: SELL - {tradeProfit}");
tradeForSellOrder.Profit = tradeProfit;
tradeForSellOrder.Status = TradeStatus.Completed;
tradeForSellOrder.SellOrder = cryptoOrder;
}
break;
case CryptoOrderType.LimitBuy:
var tradeForBuyOrder = TraderState.Trades.FirstOrDefault(t => t.BuyOrder.Uuid == cryptoOrder.Uuid);
if (tradeForBuyOrder != null)
{
if (cryptoOrder.Canceled)
{
TraderState.Trades.Remove(tradeForBuyOrder);
return(await Task.FromResult(Unit.Default));
}
tradeForBuyOrder.Status = TradeStatus.Bought;
tradeForBuyOrder.BuyOrder = cryptoOrder;
}
break;
}
}
finally
{
OrderUpdated.OnNext(cryptoOrder);
}
return(await Task.FromResult(Unit.Default));
}
public void UpdateSellOrders(Ticker ticker)
{
List <CryptoOrder> removedOrders = new List <CryptoOrder>();
foreach (var sellOrder in _pendingSellOrders.Where(s => s.IsClosed == false))
{
if (ticker.Bid >= sellOrder.PricePerUnit || sellOrder.OrderType == CryptoOrderType.ImmediateSell)
{
sellOrder.IsClosed = true;
sellOrder.IsClosed = true;
sellOrder.Closed = ticker.Timestamp;
sellOrder.OrderType = CryptoOrderType.LimitSell;
removedOrders.Add(sellOrder);
OrderUpdated.OnNext(sellOrder);
}
}
foreach (var removedOrder in removedOrders)
{
_pendingSellOrders.Remove(removedOrder);
}
}
public async Task <Unit> UpdateOrder(CryptoOrder cryptoOrder)
{
try
{
if (cryptoOrder.IsClosed == false)
{
return(await Task.FromResult(Unit.Default));
}
switch (cryptoOrder.OrderType)
{
case CryptoOrderType.LimitSell:
TraderState.Budget.Available += cryptoOrder.Price;
var tradeForSellOrder = TraderState.Trades.FirstOrDefault(t => t.SellOrder.Uuid == cryptoOrder.Uuid);
if (tradeForSellOrder != null)
{
if (cryptoOrder.Canceled)
{
tradeForSellOrder.Status = TradeStatus.Bought;
tradeForSellOrder.SellOrder.IsClosed = true;
return(await Task.FromResult(Unit.Default));
}
tradeForSellOrder.SellOrder = cryptoOrder;
var tradeProfit = tradeForSellOrder.BuyOrder.Price.GetReadablePercentageChange(tradeForSellOrder.SellOrder.Price);
Console.WriteLine($"Sold {tradeForSellOrder.BuyOrder.Uuid} with profit {tradeProfit} \t\t" +
$" {tradeForSellOrder.BuyReason}: {tradeForSellOrder.BuyOrder.PricePerUnit} " +
$"\t\t {tradeForSellOrder.SellReason}: {tradeForSellOrder.SellOrder.PricePerUnit}");
TraderState.Budget.Profit += tradeProfit;
TraderState.Budget.Earned += tradeForSellOrder.SellOrder.Price - tradeForSellOrder.BuyOrder.Price;
tradeForSellOrder.Profit = tradeProfit;
tradeForSellOrder.Status = TradeStatus.Completed;
var tradeWithTriggeredBuy =
TraderState.Trades.FirstOrDefault(t =>
t.TriggeredBuy && t.Status != TradeStatus.Completed);
if (tradeWithTriggeredBuy != null &&
TraderState.Trades.Count(t => t.TriggeredBuy && t.Status != TradeStatus.Completed) == 0)
{
//Console.WriteLine($"Set triggered buy to false for {tradeWithTriggeredBuy.BuyOrder.Uuid}");
tradeWithTriggeredBuy.TriggeredBuy = false;
}
}
break;
case CryptoOrderType.LimitBuy:
var tradeForBuyOrder = TraderState.Trades.FirstOrDefault(t => t.BuyOrder.Uuid == cryptoOrder.Uuid);
if (tradeForBuyOrder != null)
{
if (cryptoOrder.Canceled)
{
TraderState.Trades.Remove(tradeForBuyOrder);
return(await Task.FromResult(Unit.Default));
}
tradeForBuyOrder.Status = TradeStatus.Bought;
tradeForBuyOrder.BuyOrder = cryptoOrder;
}
break;
}
}
finally
{
OrderUpdated.OnNext(cryptoOrder);
}
return(await Task.FromResult(Unit.Default));
}
protected void OnOrderUpdate(BittrexStreamOrderData bittrexOrder)
{
OrderUpdated.OnNext(bittrexOrder.ToCryptoOrder());
}