/// <summary>
/// 自動トレード開始
/// </summary>
public void Start()
{
var lastCheck = DateTime.MinValue;
//営業時間まで待機
while (!IsOpenMarket())
{
Thread.Sleep(1000);
}
while (IsOpenMarket())
{
//10分毎(分が10の倍数)まで待機
while (DateTime.Now.Minute % 10 != 0 || (DateTime.Now - lastCheck).TotalSeconds < 60 * 10 * 1.5)
{
Thread.Sleep(1000);
}
//保持しているポジション一覧を取得
var tradeList = Rest.GetTradeList(AccId);
//覚えのないID -> orderListに追加
var idList = tradeList.Where(item => !orderList.Select(tuple => tuple.Item1).Contains(item.id)).Select(item => item.id).ToList();
idList.ForEach(item =>
{
orderList.Add(Tuple.Create(item, DateTime.Now.AddMinutes(SELLTERM)));
});
//売るタイミングでポジションが残ってるなら決済
foreach (var order in orderList.Where(data => data.Item2 <= DateTime.Now))
{
//IDで照合
var pos = tradeList.Where(item => item.id == order.Item1).FirstOrDefault();
if (pos != null)
{
//反対売買を行う
Order(pos.units, pos.side == "buy" ? "sell" : "buy");
}
}
//データ取得，テクニカル指標生成
var candles = new List <Candle>();
//最新の足の取得には数秒ずれるため
do
{
candles = GetCandle();
} while ((DateTime.Now - candles.Last().time).TotalSeconds > 60 * 10 * 1.5);
var lastDate = MakeIndex(candles);
foreach (var str in strategy)
{
var selectSQL = $"SELECT COUNT(AsOfDate) FROM IndexData_10m_2017 WHERE AsOfDate = '{lastDate.ToString("yyyy-MM-dd HH:mm:ss")}' AND {str.Key}";
if (DB.ExecuteScalar(selectSQL, 0) != 0)
{
//marginを元にユニット数を設定
var units = 0;
var detail = Rest.GetAccountDetails(AccId);
var used = detail.marginUsed;
var denom = detail.balance + detail.unrealizedPl;
var nowMargin = detail.MarginLiquidationRate;
var margin = nowMargin;
var nowPrice = candles.Last().closeMid;
while (margin < nowMargin + MAX_MARGIN_PERTRADE && margin < MAX_MARGIN)
{
units += UNIT;
margin = (used + nowPrice * units) * LEVERAGE * 0.5 / (denom);
}
//注文
if (units > 0)
{
var id = Order(units, str.Value);
//orderListに追加
orderList.Add(Tuple.Create(id, lastDate.AddMinutes(SELLTERM)));
}
}
}
lastCheck = lastDate;
}
}
