static public void InsertTradeLog(Trade TradeObject)
{
try
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
TradeLog l = new TradeLog
{
Time = TradeObject.TimeStamp,
BuySell = TradeObject.BuyorSell.ToString(),
Reason = TradeObject.Reason.ToString(),
Notes = TradeObject.IndicatorNotes.ToString(),
Price = (int)TradeObject.TradedPrice,
Volume = TradeObject.TradeVolume,
ForeColor = TradeObject.ForeColor.ToKnownColor().ToString(),
BackColor = TradeObject.BackColor.ToKnownColor().ToString()
};
dc.TradeLogs.InsertOnSubmit(l);
dc.SubmitChanges();
}
catch (Exception ex)
{
Debug.WriteLine("Cannot write Log");
Debug.WriteLine(ex.Message);
}
}
private async void CreateSellOrderAsync(TradeLog lastTrade)
{
if (SellDifferenceThreshold <= 0)
{
throw new Exception("Hit&RunTrading: SellDifferenceThreshold is less then zero! " + SellDifferenceThreshold);
}
decimal amountToSell = await GetSymbolBalance(BaseAsset); //bnb 9995
amountToSell = amountToSell.RoundTo(Decimals);
FileLogger.Instance.WriteLog("Hit&RunTrading: Order Creating : Sell | Quantity: " + amountToSell + " Price: " + lastTrade.Price + SellDifferenceThreshold);
var order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Sell,
Quantity = amountToSell,
Price = lastTrade.Price + SellDifferenceThreshold
});
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
stablenessCheckTimer.Stop();
orderCheckTimer.Start();
}
public JsonResult SaveAnalysisContent(JObject jsonObj)
{
//_logger.LogInformation("开始运行");
AjaxRtnJsonData ajaxRtnJsonData = HandlerHelper.ActionWrap(() =>
{
//参数
string Id = HandlerHelper.GetValue(jsonObj, "Id");
string AnalysisContent = HandlerHelper.GetValue(jsonObj, "AnalysisContent");
IFreeSql fsql = FreeSqlFactory.GetIFreeSql("rlfstock", FreeSql.DataType.Sqlite);
TradeLog source = fsql.Select <TradeLog>().Where(t => t.Id == int.Parse(Id, CultureInfo.CurrentCulture)).ToOne();
source.AnalysisContent = AnalysisContent;
if (source != null)
{
fsql.Update <TradeLog>().SetSource(source).UpdateColumns(a => a.AnalysisContent).ExecuteAffrows();
}
return(null);
});
//_logger.LogInformation("结束运行");
return(new JsonResult(ajaxRtnJsonData));
}
private TradeLog MakeMatch(BidOrder bid, AskOrder ask)
{
decimal price = bid.Date < ask.Date ? bid.Price : ask.Price;
decimal volume = bid.Remain() <= ask.Remain() ? bid.Remain() : ask.Remain();
var taker = bid.Date < ask.Date ? TradeParty.Seller : TradeParty.Buyer;
bid.Volume += volume;
ask.Volume += volume;
if (ask.Remain() == 0)
{
TradeQueue.Instance.Remove(ask);
}
if (bid.Remain() == 0)
{
TradeQueue.Instance.Remove(bid);
}
var log = new TradeLog
{
Ask = ask,
Bid = bid,
Price = price,
Volume = volume,
Taker = taker,
Time = DateTime.Now
};
TradeLogger.Instance.Update(log);
return(log);
}
private void OnShopUpdated()
{
string[] messages = TradeLog.GetMessages();
for (int i = 0; i < messages.Length; i++)
{
AddMessageToPanel(messages[i]);
Debug.Log(messages[i]);
}
}
// Draw messages onto this messagebox
private void DrawMessages()
{
graphics.DrawString("Use ARROWKEYS : Navigate, SPACE : Buy, TAB : Switch inventory, C : Clear, R : Restock, E : Consume", SystemFonts.CaptionFont, Brushes.White, 0, 0);
string[] messages = TradeLog.GetMessages();
for (int index = 0; index < messages.Length; index++)
{
String message = messages[index];
graphics.DrawString(message, SystemFonts.CaptionFont, Brushes.Black, 0, FONT_HEIGHT + index * FONT_HEIGHT);
}
}
public void Update(TradeLog trade)
{
TradeId = trade.TradeId;
RequestForQuoteId = trade.RequestForQuoteId ?? "";
Volume = trade.Volume;
Direction = trade.Direction;
AssetPair = trade.AssetPair;
Price = trade.Price;
User = trade.User;
Created = trade.Created;
}
public void Throw()
{
// Pseudo code for measuring distance, always succeeds now
float distanceToTarget = 0;
if (distanceToTarget <= Range)
{
TradeLog.AddMessage($"{Owner.Name} was thrown and hit successfully");
}
else
{
TradeLog.AddMessage($"{Owner.Name} was thrown and missed");
}
}
public async Task <DefaultEventHandlerResponse> RecordTradeLogByOrderPay(EventHandleRequest <OperateOrderSuccDto> input)
{
return(await new DefaultEventHandlerResponse().RunAsync(nameof(RecordTradeLogByOrderPay), input.GetDataJson(), async() =>
{
var eventData = input.GetData();
var order = await repository.GetAsync(eventData.OrderId);
if (order == null)
{
throw new ApplicationServiceException($"没有找到订单");
}
var tradeLog = new TradeLog();
tradeLog.CreateTradeLog(TradeLogState.PayOrder, eventData.OrderId, order.OrderNo, null, null, eventData.UserId, eventData.UserName);
tradeLogRepository.Add(tradeLog);
await unitofWork.CommitAsync();
}));
}
public static TradeResponseDTO MapTradeLogToDto(TradeLog trade, ITradeService tradeService)
{
_tradeService = tradeService;
var result = new TradeResponseDTO
{
ID = trade.TradeId,
CreatedOn = trade.TradePlaceDate,
Price = trade.Amount,
UserId = trade.TraderUid,
Arbitrage = trade.WasArbitrageSuggestion,
Social = trade.Socialtrade,
CurrencyPair = trade.CurrencyPair
};
result.Exchange = _tradeService.GetExchangeTypeById(trade.ExchangeFromTypeId.Value) + "/" + _tradeService.GetExchangeTypeById(trade.ExchangeToTypeId.Value);
result.Operation = _tradeService.GetTradeOperationById(trade.TradeTypeId.Value);
return(result);
}
public async Task <DefaultEventHandlerResponse> ExpireCancelOrder(EventHandleRequest <OperateOrderSuccDto> input)
{
return(await new DefaultEventHandlerResponse().RunAsync(nameof(ExpireCancelOrder), input.GetDataJson(), async() =>
{
var eventData = input.GetData();
var order = await repository.GetAsync(eventData.OrderId);
if (order == null)
{
throw new ApplicationServiceException($"没有找到订单");
}
var cancelOrderService = new CancelOrderService(UnDeductionGoodsStock);
if (await cancelOrderService.Cancel(order))
{
repository.Update(order);
var tradeLog = new TradeLog();
tradeLog.CreateTradeLog(TradeLogState.CancelOrder, eventData.OrderId, order.OrderNo, null, null, Guid.Empty, null);
tradeLogRepository.Add(tradeLog);
await unitofWork.CommitAsync();
}
}));
}
public async Task <DefaultEventHandlerResponse> RecordTradeLogByLogisticsReceiveSucc(EventHandleRequest <CreateLogisticsSuccDto> input)
{
return(await new DefaultEventHandlerResponse().RunAsync(nameof(RecordTradeLogByOrderPay), input.GetDataJson(), async() =>
{
var eventData = input.GetData();
var order = await repository.GetAsync(eventData.OrderId);
if (order == null)
{
throw new ApplicationServiceException($"没有找到订单");
}
var log = await logisticsRepository.GetAsync(eventData.LogisticsId);
if (log == null)
{
throw new ApplicationServiceException($"没有找到物流单");
}
var tradeLog = new TradeLog();
tradeLog.CreateTradeLog(TradeLogState.ReceivingGoods, eventData.OrderId, order.OrderNo, log.Id, log.LogisticsNo, eventData.UserId, eventData.UserName);
tradeLogRepository.Add(tradeLog);
await unitofWork.CommitAsync();
}));
}
public TradeLog GetLastTradeLog(string symbol = null)
{
isLocked = true;
TradeLog tradeLog = null;
if (tradeLogs.Any())
{
if (string.IsNullOrEmpty(symbol))
{
tradeLog = tradeLogs.Last();
}
else
{
tradeLog = tradeLogs.Where(a => a.Symbol == symbol).LastOrDefault();
}
}
isLocked = false;
return(tradeLog);
}
void tradeStatusCheck(NPCManager.Trader t)
{
int count = 0;
if (t != null)
{
foreach (NPCManager.NPCItem i in t.requirement)
{
if (i.collected >= t.requirementCount)
{
count++;
}
}
if (count == t.requirementCount)
{
if (Accepted)
{
TradeLog log = new TradeLog();
log.tradeID = t.id;
log.tradeNPC = t.name;
log.tradeDetail = t.detail;
tradeLog.Add(log);
StartCoroutine(t.DelayReset(2f));
Accepted = false;
currentTrader = null;
traderInfo = null;
tradeUI.SetActive(false);
PlayerMovement.canMove = true;
}
}
else if (count != t.requirementCount)
{
Accepted = false;
}
}
}
public void Update(TradeLog log)
{
if (!logs.Any(e => e.SN == log.SN))
{
logs.Add(log);
}
this.info.Price = log.Price;
if (this.info.High < log.Price)
{
this.info.High = log.Price;
}
if (this.info.Low > log.Price)
{
this.info.Low = log.Price;
}
this.info.Volume += log.Volume;
CreateOrUpdateKLine(log.Time, log.Volume);
}
private async void CheckForSell(TradeLog lastTrade = null)
{
if (SellDifferenceThreshold <= 0)
{
throw new Exception("Sell difference threshold is " + SellDifferenceThreshold + " in TradingService!");
}
var lastSymbolLog = LogManager.Instance.GetLastSymbolLog();
if (lastSymbolLog != null)
{
decimal difference = 0;
if (lastTrade != null) // if last trade made in the application
{
difference = lastSymbolLog.Value - lastTrade.Price;
}
else // last trade is null so last trade must be made in the site
{
if (priceLastBought == 0)
{
priceLastBought = await GetLastBoughtPrice();
}
if (priceLastBought != 0)
{
difference = lastSymbolLog.Value - priceLastBought;
}
}
FileLogger.Instance.WriteLog("ThresholdTrading: Sell Check | Price: " + lastSymbolLog.Value + " | Difference: " + difference);
if (difference != 0 && difference >= SellDifferenceThreshold)
{
// difference threshold is exceeded, time to give LIMIT order
decimal amount = 0;
if (lastTrade != null)
{
amount = lastTrade.Amount * 0.9995m;
}
else
{
var lastBoughtOrder = await GetLastBoughtOrder();
amount = lastBoughtOrder.OriginalQuantity * 0.9995m;
}
amount = decimal.Parse(amount.ToString("#.##"));
FileLogger.Instance.WriteLog("ThresholdTrading: Order Creating : Sell | Quantity: " + amount + " Price: " + lastSymbolLog.Value);
var order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Sell,
Quantity = amount,
Price = lastSymbolLog.Value
});
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
}
}
}
//void rp_PolicyResult_Arrival(object sender, PolicyResultEventArgs args)
//{
// //throw new NotImplementedException();
//}
void rp_PolicyMessage_Arrival(object sender, PolicyMessageEventArgs args)
{
TradeLog.Log(args.Message);
}
private async void CheckForBuy(TradeLog lastTrade = null)
{
//if (lastTrade != null) // last trade must be made in the application
// totalUSD = lastTrade.Price * lastTrade.Amount;
//else // last trade is null so last trade must be made in the site
//{
// if (totalUSD == 0)
// {
// //var lastSoldOrder = await GetLastSoldOrder();
// //if (lastSoldOrder != null)
// //{
// // priceLastSold = lastSoldOrder.Price;
// // totalUSD = lastSoldOrder.Price * lastSoldOrder.OriginalQuantity;
// //}
// totalUSD = await GetUSDTBalance();
// }
//}
if (totalUSD == 0)
{
totalUSD = await GetUSDTBalance();
}
totalUSD = totalUSD.RoundTo(2);
var dateEnd = DateTime.UtcNow;
var dateStart = dateEnd.AddMinutes(-30);
var candlesticks = await Api.GetCandlesticksAsync(Symbol, CandlestickInterval.Minutes_3, dateStart, dateEnd);
var minPrice = decimal.MaxValue;
var maxPrice = decimal.MinValue;
foreach (var candlestick in candlesticks)
{
var averageCandlestickPrice = candlestick.High + candlestick.Low / 2;
if (averageCandlestickPrice < minPrice)
{
minPrice = averageCandlestickPrice;
}
if (averageCandlestickPrice > maxPrice)
{
maxPrice = averageCandlestickPrice;
}
}
var difference = maxPrice - minPrice;
FileLogger.Instance.WriteLog($"HitNRunTrading: Stableness Check | Difference: {difference}");
var lastPrice = LogManager.Instance.GetLastSymbolLog();
if (difference <= StablenessIndicatorThreshold && lastPrice != null && lastPrice.Value != 0)
{
// its stable, time to buy
decimal amountToBuy = totalUSD / lastPrice.Value;
amountToBuy = amountToBuy.RoundTo(Decimals);
FileLogger.Instance.WriteLog($"HitNRunTrading: Stableness Check | Difference is less than StablenessIndicatorThreshold! Time to buy!");
FileLogger.Instance.WriteLog("HitNRunTrading: Order Creating : Buy | Quantity: " + amountToBuy + " Price: " + lastPrice.Value);
var order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Buy,
Quantity = amountToBuy,
Price = lastPrice.Value
});
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
stablenessCheckTimer.Stop();
orderCheckTimer.Start();
}
}
public TradeEntity(TradeLog trade)
{
Update(trade);
}
private async void CheckForBuy(TradeLog lastTrade = null)
{
if (tempIncreaseIndicatorThreshold <= 0)
{
throw new Exception("Increase Indicator Threshold is" + tempIncreaseIndicatorThreshold + " in ChartFollowTradingService!");
}
if (lastTrade != null) // if last trade made in the application
{
lastSellPrice = lastTrade.Price;
if (totalMainFund == 0)
{
totalMainFund = await GetSymbolBalance(QuoteAsset);//GetBTCBalance();
}
}
else // last trade is null so last trade must be made in the site
{
if (lastSellPrice == 0 || totalMainFund == 0)
{
var lastSoldOrder = await GetLastSoldOrder(Symbol);
if (lastSoldOrder != null)
{
lastSellPrice = lastSoldOrder.Price;
totalMainFund = await GetSymbolBalance(QuoteAsset);//GetBTCBalance();
}
}
}
var lastPrice = LogManager.Instance.GetLastSymbolLog(Symbol, TradeCheckInterval);
if (lastPrice != null && totalMainFund != 0)
{
if (UnitType == UnitType.Percentage)
{
tempIncreaseIndicatorThreshold = (IncreaseIndicatorThreshold / 100m) * lastPrice.Value;
tempDecreaseIndicatorThreshold = (DecreaseIndicatorThreshold / 100m) * lastPrice.Value;
tempMinimumBuyDifferenceThreshold = (MinimumBuyDifferenceThreshold / 100m) * lastPrice.Value;
tempMinimumSellDifferenceThreshold = (MinimumSellDifferenceThreshold / 100m) * lastPrice.Value;
tempStopLossThreshold = (StopLossThreshold / 100m) * lastPrice.Value;
tempLossBuyThreshold = (LossBuyThreshold / 100m) * lastPrice.Value;
}
var difference = lastSellPrice - lastPrice.Value;
FileLogger.Instance.WriteLog("ChartFollowTrading: Buy Check | Price: " + lastPrice.Value + " | Difference: " + difference);
if (lastPrice.Value < minPrice)
{
minPrice = lastPrice.Value;
}
totalIncrease = lastPrice.Value - minPrice;
FileLogger.Instance.WriteLog("ChartFollowTrading: Buy Check | MinPrice: " + minPrice + " | Last Sold Price: " + lastSellPrice);
FileLogger.Instance.WriteLog("ChartFollowTrading: Buy Check | TotalIncrease: " + totalIncrease);
if (totalIncrease >= tempIncreaseIndicatorThreshold && difference >= tempMinimumBuyDifferenceThreshold)
{
// increasing has been started, lets buy
decimal amountToBuy = totalMainFund / lastPrice.Value;
amountToBuy = amountToBuy.RoundTo(Decimals);
FileLogger.Instance.WriteLog("ChartFollowTrading: Order Creating : Buy | Quantity: " + amountToBuy + " Price: " + lastPrice.Value);
Order order = null;
if (OrderType == Enum.OrderType.Limit)
{
order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Buy,
Quantity = amountToBuy,
Price = lastPrice.Value
});
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
}
else if (OrderType == Enum.OrderType.Market)
{
marketBuyContinue = true;
var success = false;
var buyAll = true;
while (!success || !buyAll)
{
var orderBookTop = await Api.GetOrderBookTopAsync(Symbol);
amountToBuy = totalMainFund / orderBookTop.Bid.Price;
amountToBuy = amountToBuy.RoundTo(Decimals);
if (amountToBuy > orderBookTop.Bid.Quantity)
{
amountToBuy = orderBookTop.Bid.Quantity;
buyAll = false;
}
totalMainFund -= amountToBuy * orderBookTop.Bid.Price;
try
{
order = await Api.PlaceAsync(new MarketOrder(User)
{
Quantity = amountToBuy,
Side = OrderSide.Buy,
Symbol = Symbol
});
success = true;
}
catch (Exception ex)
{
success = false;
}
if (!success || !buyAll)
{
await Task.Delay(250);
}
}
var totalPrice = 0m;
var fills = order.Fills.ToList();
foreach (var fill in fills)
{
totalPrice += fill.Price * fill.Quantity;
}
var averageOrderPrice = totalPrice / amountToBuy;
LogManager.Instance.AddLog(new TradeLog()
{
Amount = amountToBuy,
Price = averageOrderPrice,
Side = order.Side == OrderSide.Buy ? TradeSide.Buy : TradeSide.Sell,
Symbol = order.Symbol
});
FileLogger.Instance.WriteLog("Buy from Market at Price Average: " + averageOrderPrice);
}
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
marketBuyContinue = false;
}
else if (LossBuyThreshold != 0 && lastSellDate != null && (DateTime.Now - lastSellDate).Value.TotalMinutes >= (double)LossBuyMinutes)
{
if (lastPrice.Value - minPrice >= tempLossBuyThreshold)
{
decimal amountToBuy = totalMainFund / lastPrice.Value;
amountToBuy = amountToBuy.RoundTo(Decimals);
FileLogger.Instance.WriteLog("ChartFollowTrading: Buy Check | Increase from Min Price: " + (lastPrice.Value - minPrice));
FileLogger.Instance.WriteLog("ChartFollowTrading: Order Creating : Loss Buy | Quantity: " + amountToBuy + " Price: " + lastPrice.Value);
Order order = null;
if (OrderType == Enum.OrderType.Limit)
{
order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Buy,
Quantity = amountToBuy,
Price = lastPrice.Value
});
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
}
else if (OrderType == Enum.OrderType.Market)
{
marketBuyContinue = true;
var success = false;
var buyAll = true;
while (!success || !buyAll)
{
var orderBookTop = await Api.GetOrderBookTopAsync(Symbol);
amountToBuy = totalMainFund / orderBookTop.Bid.Price;
amountToBuy = amountToBuy.RoundTo(Decimals);
if (amountToBuy > orderBookTop.Bid.Quantity)
{
amountToBuy = orderBookTop.Bid.Quantity;
buyAll = false;
}
totalMainFund -= amountToBuy * orderBookTop.Bid.Price;
try
{
order = await Api.PlaceAsync(new MarketOrder(User)
{
Quantity = amountToBuy,
Side = OrderSide.Buy,
Symbol = Symbol
});
success = true;
}
catch (Exception ex)
{
success = false;
}
if (!success || !buyAll)
{
await Task.Delay(250);
}
}
marketBuyContinue = false;
var totalPrice = 0m;
var fills = order.Fills.ToList();
foreach (var fill in fills)
{
totalPrice += fill.Price * fill.Quantity;
}
var averageOrderPrice = totalPrice / amountToBuy;
LogManager.Instance.AddLog(new TradeLog()
{
Amount = amountToBuy,
Price = averageOrderPrice,
Side = order.Side == OrderSide.Buy ? TradeSide.Buy : TradeSide.Sell,
Symbol = order.Symbol
});
FileLogger.Instance.WriteLog("LossBuy from Market at Price Average: " + averageOrderPrice);
}
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
}
}
}
FileLogger.Instance.WriteLog("-------------------------------------------------------------", false);
}
private async void CheckForSell(TradeLog lastTrade = null)
{
if (tempDecreaseIndicatorThreshold <= 0)
{
throw new Exception("Decrease Indicator Threshold is" + tempDecreaseIndicatorThreshold + " in ChartFollowTradingService!");
}
if (lastTrade != null) // if last trade made in the application
{
lastBuyPrice = lastTrade.Price;
}
else // last trade is null so last trade must be made in the site
{
if (lastBuyPrice == 0)
{
lastBuyPrice = await GetLastBoughtPrice(Symbol);
}
}
var lastPrice = LogManager.Instance.GetLastSymbolLog(Symbol, TradeCheckInterval);
if (lastPrice != null)
{
if (UnitType == UnitType.Percentage)
{
tempIncreaseIndicatorThreshold = (IncreaseIndicatorThreshold / 100m) * lastPrice.Value;
tempDecreaseIndicatorThreshold = (DecreaseIndicatorThreshold / 100m) * lastPrice.Value;
tempMinimumBuyDifferenceThreshold = (MinimumBuyDifferenceThreshold / 100m) * lastPrice.Value;
tempMinimumSellDifferenceThreshold = (MinimumSellDifferenceThreshold / 100m) * lastPrice.Value;
tempStopLossThreshold = (StopLossThreshold / 100m) * lastPrice.Value;
tempLossBuyThreshold = (LossBuyThreshold / 100m) * lastPrice.Value;
}
var difference = lastPrice.Value - lastBuyPrice;
FileLogger.Instance.WriteLog("ChartFollowTrading: Sell Check | Price: " + lastPrice.Value + " | Difference: " + difference);
// look for highest price
if (lastPrice.Value > maxPrice)
{
maxPrice = lastPrice.Value;
}
totalDecrease = maxPrice - lastPrice.Value;
FileLogger.Instance.WriteLog("ChartFollowTrading: Sell Check | MaxPrice: " + maxPrice + " | Last Bought Price: " + lastBuyPrice);
FileLogger.Instance.WriteLog("ChartFollowTrading: Sell Check | TotalDecrease: " + totalDecrease);
if (totalDecrease >= tempDecreaseIndicatorThreshold && difference >= tempMinimumSellDifferenceThreshold)
{
// decreasing has been started, lets sell
decimal amountToSell = await GetSymbolBalance(BaseAsset); //bnb 9995
amountToSell = amountToSell.RoundTo(Decimals);
FileLogger.Instance.WriteLog("ChartFollowTrading: Order Creating : Sell | Quantity: " + amountToSell + " Price: " + lastPrice.Value);
Order order = null;
if (OrderType == Enum.OrderType.Limit)
{
order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Sell,
Quantity = amountToSell,
Price = lastPrice.Value
});
}
else if (OrderType == Enum.OrderType.Market)
{
order = await Api.PlaceAsync(new MarketOrder(User)
{
Quantity = amountToSell,
Side = OrderSide.Sell,
Symbol = Symbol
});
var totalPrice = 0m;
var fills = order.Fills.ToList();
foreach (var fill in fills)
{
totalPrice += fill.Price * fill.Quantity;
}
var averageOrderPrice = totalPrice / amountToSell;
LogManager.Instance.AddLog(new TradeLog()
{
Amount = amountToSell,
Price = averageOrderPrice,
Side = order.Side == OrderSide.Buy ? TradeSide.Buy : TradeSide.Sell,
Symbol = order.Symbol
});
FileLogger.Instance.WriteLog("Sold from Market at Price Average: " + averageOrderPrice);
}
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
}
else if (tempStopLossThreshold != 0)
{
if (lastBuyDate != null && Math.Abs(maxPrice - lastPrice.Value) >= tempStopLossThreshold && (DateTime.Now - lastBuyDate).Value.TotalMinutes >= (double)StopLossAfterMinutes)
{
// decreasing has been started, lets sell
decimal amountToSell = await GetSymbolBalance(BaseAsset); //bnb 9995
amountToSell = amountToSell.RoundTo(Decimals);
FileLogger.Instance.WriteLog("ChartFollowTrading: Sell Check | Loss from MaxPrice: " + Math.Abs(maxPrice - lastPrice.Value));
FileLogger.Instance.WriteLog("ChartFollowTrading: Order Creating : Stop Loss Sell | Quantity: " + amountToSell + " Price: " + lastPrice.Value);
Order order = null;
if (OrderType == Enum.OrderType.Limit)
{
order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Sell,
Quantity = amountToSell,
Price = lastPrice.Value
});
}
else if (OrderType == Enum.OrderType.Market)
{
order = await Api.PlaceAsync(new MarketOrder(User)
{
Quantity = amountToSell,
Side = OrderSide.Sell,
Symbol = Symbol
});
var totalPrice = 0m;
var fills = order.Fills.ToList();
foreach (var fill in fills)
{
totalPrice += fill.Price * fill.Quantity;
}
var averageOrderPrice = totalPrice / amountToSell;
LogManager.Instance.AddLog(new TradeLog()
{
Amount = amountToSell,
Price = averageOrderPrice,
Side = order.Side == OrderSide.Buy ? TradeSide.Buy : TradeSide.Sell,
Symbol = order.Symbol
});
FileLogger.Instance.WriteLog("StopLoss Sold from Market at Price Average: " + averageOrderPrice);
}
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
}
}
}
FileLogger.Instance.WriteLog("-------------------------------------------------------------", false);
}
void IObserver <RedrawNotification> .OnNext(RedrawNotification notification)
{
TradeLog.AddMessage(notification.message);
OnShopUpdated();
}
public JsonResult SaveRow(JObject jsonObj)
{
//_logger.LogInformation("开始运行");
AjaxRtnJsonData ajaxRtnJsonData = HandlerHelper.ActionWrap(() =>
{
//参数
string Id = HandlerHelper.GetValue(jsonObj, "Id");
string TradeTime = HandlerHelper.GetValue(jsonObj, "TradeTime");
string CompanyCode = HandlerHelper.GetValue(jsonObj, "CompanyCode");
string CompanyName = HandlerHelper.GetValue(jsonObj, "CompanyName");
string AgentType = HandlerHelper.GetValue(jsonObj, "AgentType");
string TradeVol = HandlerHelper.GetValue(jsonObj, "TradeVol");
string TradePriceAverage = HandlerHelper.GetValue(jsonObj, "TradePriceAverage");
string TradePrice = HandlerHelper.GetValue(jsonObj, "TradePrice");
string Commission = HandlerHelper.GetValue(jsonObj, "Commission");
string TradeFees = HandlerHelper.GetValue(jsonObj, "TradeFees");
string StampTax = HandlerHelper.GetValue(jsonObj, "StampTax");
string TransferFees = HandlerHelper.GetValue(jsonObj, "TransferFees");
string TradeMkPlace = HandlerHelper.GetValue(jsonObj, "TradeMkPlace");
string Tag = HandlerHelper.GetValue(jsonObj, "Tag");
string UserId = HandlerHelper.GetValue(jsonObj, "UserId");
//更新/插入
IFreeSql fsql = FreeSqlFactory.GetIFreeSql("rlfstock", FreeSql.DataType.Sqlite);
TradeLog tradelog = null;
if (string.IsNullOrEmpty(Id))
{
tradelog = new TradeLog();
}
else
{
tradelog = fsql.Select <TradeLog>().Where(t => t.Id == int.Parse(Id, CultureInfo.CurrentCulture)).ToOne();
}
//tradelog.UserId = int.Parse(UserId);
tradelog.TradeTime = Convert.ToDateTime(TradeTime, CultureInfo.CurrentCulture);
tradelog.CompanyCode = CompanyCode;
tradelog.CompanyName = CompanyName;
tradelog.AgentType = AgentType;
tradelog.TradeVol = int.Parse(TradeVol, CultureInfo.CurrentCulture);
tradelog.TradePriceAverage = float.Parse(TradePriceAverage, CultureInfo.CurrentCulture);
tradelog.TradePrice = float.Parse(TradePrice, CultureInfo.CurrentCulture);
tradelog.Commission = float.Parse(Commission, CultureInfo.CurrentCulture);
tradelog.TradeFees = float.Parse(TradeFees, CultureInfo.CurrentCulture);
tradelog.StampTax = float.Parse(StampTax, CultureInfo.CurrentCulture);
tradelog.TransferFees = float.Parse(TransferFees, CultureInfo.CurrentCulture);
tradelog.TradeMkPlace = TradeMkPlace;
tradelog.Tag = Tag;
if (!string.IsNullOrEmpty(Id))
{
fsql.Update <TradeLog>().SetSource(tradelog).ExecuteAffrows();
}
else
{
if (string.IsNullOrWhiteSpace(UserId))
{
throw new BusinessException("用户Id为空!");
}
tradelog.UserId = int.Parse(UserId);
fsql.Insert <TradeLog>(tradelog).ExecuteAffrows();
}
return(null);
});
//_logger.LogInformation("结束运行");
return(new JsonResult(ajaxRtnJsonData));
}
private async void CheckForBuy(TradeLog lastTrade = null)
{
if (BuyDifferenceThreshold <= 0)
{
throw new Exception("Buy difference threshold is " + BuyDifferenceThreshold + " in TradingService!");
}
var lastSymbolLog = LogManager.Instance.GetLastSymbolLog();
if (lastSymbolLog != null)
{
decimal difference = 0;
if (lastTrade != null) // last trade must be made in the application
{
difference = lastSymbolLog.Value - lastTrade.Price;
totalBTC = lastTrade.Price * lastTrade.Amount;
}
else // last trade is null so last trade must be made in the site
{
if (priceLastSold == 0 || totalBTC == 0)
{
var lastSoldOrder = await GetLastSoldOrder();
if (lastSoldOrder != null)
{
priceLastSold = lastSoldOrder.Price;
totalBTC = lastSoldOrder.Price * lastSoldOrder.OriginalQuantity;
}
}
if (priceLastSold != 0 && totalBTC != 0)
{
difference = lastSymbolLog.Value - priceLastSold;
}
}
FileLogger.Instance.WriteLog("ThresholdTrading: Buy Check | Price: " + lastSymbolLog.Value + " | Difference: " + difference);
// difference threshold is exceeded, time to give LIMIT order
if (difference != 0 && difference <= -BuyDifferenceThreshold)
{
decimal amount = (totalBTC * 0.999m) / lastSymbolLog.Value;
amount = decimal.Parse(amount.ToString("#.##"));
FileLogger.Instance.WriteLog("ThresholdTrading: Order Creating : Buy | Quantity: " + amount + " Price: " + lastSymbolLog.Value);
var order = await Api.PlaceAsync(new LimitOrder(User)
{
Symbol = Symbol,
Side = OrderSide.Buy,
Quantity = amount,
Price = lastSymbolLog.Value
});
FileLogger.Instance.WriteLog("Order Id : " + order.Id.ToString());
isOrderWaiting = true;
waitingOrderId = order.Id;
}
else if (difference != 0)
{
if ((DateTime.Now - dateLastSold).TotalMinutes >= CheckTimeoutForBuying)
{
// time is out for checking for buying so lets control graph
}
}
}
}
private void Log(string desc, int noOfStocks, double quote)
{
string logEntry = $"{desc} {noOfStocks} stocks @ {quote:F3}";
TradeLog.Add(logEntry);
}