protected void Application_Start()
{
try
{
_logger.Info("App is starting...");
//
AreaRegistration.RegisterAllAreas();
FilterConfig.RegisterGlobalFilters(GlobalFilters.Filters);
RouteConfig.RegisterRoutes(RouteTable.Routes);
BundleConfig.RegisterBundles(BundleTable.Bundles);
// DB
Database.SetInitializer(new CreateDatabaseIfNotExists<DataModelContext>());
var ctx = new DataModelContext();
try
{
_logger.Info("Database inited. Version: {0}", ctx.GetDbVersion());
_logger.Info("Transactions count: {0}", this.Application["TransactionsCount"] = ctx.GetTransactionsCount());
} finally
{
ctx.Dispose();
}
//
StatsExample.ValidPeriod = Settings.Default.ExampleValidPeriod;
//
_logger.Info("App started.");
} catch(Exception ex)
{
_logger.Error(ex);
throw;
}
}
public static bool Start()
{
try
{
// DB init
_logger.Info("Database initialization started...");
Database.SetInitializer(new MigrateDatabaseToLatestVersion<DataModelContext, Configuration>());
var ctx = new DataModelContext();
try
{
_logger.Info("Database inited. Version: {0}", ctx.GetDbVersion());
_logger.Info("Transactions count: {0}", ctx.GetTransactionsCount());
} finally
{
ctx.Dispose();
}
//
StatsExample.ValidPeriod = Settings.Default.ExampleValidPeriod;
// Start WCF hosts
StartHosts();
// Start schedulers
StartSchedulers();
//
PricesProvider.Start();
OrderManager.Start();
//
return true;
} catch(Exception ex)
{
_logger.Info(string.Format("Error while starting server: {0}", ex));
//
Stop();
//
return false;
}
}
public JsonResult GetPrice(string id, long exampleId, int openOrdersFlags, int closeOrdersFlags)
{
using(var ctx = new DataModelContext())
{
using(var client = new OrderServiceClient())
{
var orders = ctx.Orders.Where(o => o.StatsExampleId == exampleId).OrderBy(o => o.Index).ToList();
var idxsForReload = new List<int>();
// Check orders state
foreach(var order in orders)
{
if(((openOrdersFlags >> order.Index) & 1) == 0)
{
idxsForReload.Add(order.Index);
continue;
}
if(order.ClosePrice.HasValue && ((closeOrdersFlags >> order.Index) & 1) == 0)
idxsForReload.Add(order.Index);
}
var lastOrder = orders.LastOrDefault();
if(lastOrder != null && lastOrder.ClosePrice.HasValue && idxsForReload.Contains(lastOrder.Index) && lastOrder.Index < ctx.GetTransactionsCount() - 1 && !idxsForReload.Contains(lastOrder.Index + 1))
idxsForReload.Add(lastOrder.Index + 1);
//
var response = client.GetPrice(new GetPriceDataContractRequest {SymbolId = id});
if(response.MarketIsClosed)
return this.Json(new {MarketIsClosed = true}, JsonRequestBehavior.AllowGet);
//
return this.Json(new
{
response.Price,
TotalPips = orders.Count == 0 ? 0 : orders.Sum(o => o.Pips),
IdxsForReload = idxsForReload
}, JsonRequestBehavior.AllowGet);
}
}
}
public static SetOrderResponse CreateOrder(long exampleId, OrderTypes orderType, double? takeProfit, double? stopLoss)
{
using(var ctx = new DataModelContext())
{
var example = ctx.StatsExamples.Include("StatsType").Include("Orders").Single(e => e.Id == exampleId);
// Check if example is not valid
if(!example.IsValid)
{
return new SetOrderResponse {Error = SetOrderErrors.Other};
}
//
var index = example.Orders.Count;
if(index >= ctx.GetTransactionsCount())
return new SetOrderResponse {Error = SetOrderErrors.Other};
//
var price = PricesProvider.GetPrice(example.StatsType.TypeId);
if(!price.HasValue)
return new SetOrderResponse {Error = SetOrderErrors.PriceError};
//
var buyPrice = PricesProvider.GetBuyPrice(price.Value, example.StatsType.TypeId);
var sellPrice = PricesProvider.GetSellPrice(price.Value, example.StatsType.TypeId);
if(orderType == OrderTypes.Buy)
{
var error = SetOrderErrors.None;
// Check take profit value
if(takeProfit.HasValue && takeProfit.Value <= sellPrice)
error |= SetOrderErrors.WrongTakeProfitValue;
// Check Stop loss value
if(stopLoss.HasValue && stopLoss.Value >= sellPrice)
error |= SetOrderErrors.WrongStopLossValue;
//
if(error != SetOrderErrors.None)
return new SetOrderResponse {Error = error};
// Create order
var order = new Order
{
OpenPrice = buyPrice,
Index = index,
OrderType = orderType,
StatsExampleId = exampleId,
TakeProfit = takeProfit,
StopLoss = stopLoss
};
ctx.Orders.Add(order);
// log
var log = OrderLog.CreateLog(order, OrderLogTypes.Open);
ctx.OrderLogs.Add(log);
//
ctx.SaveChanges();
//
lock(_openOrders)
{
_openOrders.Add(new OpenOrder
{
SymbolId = example.StatsType.TypeId,
Order = order
});
}
//
LogManager.GetCurrentClassLogger().Debug("Order created [0]", order.Id);
//
return new SetOrderResponse {Order = order, Error = SetOrderErrors.None};
} else
{
var error = SetOrderErrors.None;
// Check take profit value
if(takeProfit.HasValue && takeProfit.Value >= buyPrice)
error |= SetOrderErrors.WrongTakeProfitValue;
// Check Stop loss value
if(stopLoss.HasValue && stopLoss.Value <= buyPrice)
error |= SetOrderErrors.WrongStopLossValue;
//
if(error != SetOrderErrors.None)
return new SetOrderResponse {Error = error};
// Create order
var order = new Order
{
OpenPrice = sellPrice,
Index = index,
OrderType = orderType,
StatsExampleId = exampleId,
TakeProfit = takeProfit,
StopLoss = stopLoss
};
ctx.Orders.Add(order);
// log
var log = OrderLog.CreateLog(order, OrderLogTypes.Open);
ctx.OrderLogs.Add(log);
//
ctx.SaveChanges();
//
lock(_openOrders)
{
_openOrders.Add(new OpenOrder
{
SymbolId = example.StatsType.TypeId,
Order = order
});
}
//
LogManager.GetCurrentClassLogger().Debug("Order created [0]", order.Id);
//
return new SetOrderResponse {Order = order, Error = SetOrderErrors.None};
}
}
}
public ActionResult Index(string id)
{
using(var ctx = new DataModelContext())
{
this.ViewBag.IdLink = id;
//
var statsExample = ctx.StatsExamples.Include("Orders").Include("StatsType").Include("Orders.Logs").SingleOrDefault(e => e.IdLink == id && !e.Deleted);
if(statsExample == null)
return this.RedirectToAction("NotFoundExample");
this.ViewData["StatsTypeName"] = statsExample.StatsType.Name;
var typeConfig = ((TransactionTypesConfigSection)ConfigurationManager.GetSection("TransactionTypesConfig")).Types.Cast<TypeElementConfig>().ToList().Single(tc => tc.Id == statsExample.StatsType.TypeId);
this.ViewBag.Symbol = typeConfig.Id;
this.ViewBag.Spread = Settings.Default.Spread;
this.ViewBag.SpreadTickValue = typeConfig.SpreadTickValue;
this.ViewBag.DecimalDigits = GetDecimalDigits(typeConfig.SpreadTickValue);
this.ViewBag.ExampleId = statsExample.Id;
this.ViewBag.ExampleIsValid = statsExample.IsValid;
//
var models = statsExample.Orders.OrderBy(o => o.Index).Select(o => (TransactionModel)o).ToList();
var transactionsCount = ctx.GetTransactionsCount();
if(transactionsCount > models.Count)
{
for(var idx = models.Count; idx < transactionsCount; idx++)
{
models.Add(new TransactionModel
{
StatsExampleId = statsExample.Id,
Index = idx,
Active = idx == 0 || (models[idx - 1].BuyPrice.HasValue && models[idx - 1].SellPrice.HasValue),
BuyEnabled = idx == 0 || (models[idx - 1].BuyPrice.HasValue && models[idx - 1].SellPrice.HasValue),
SellEnabled = idx == 0 || (models[idx - 1].BuyPrice.HasValue && models[idx - 1].SellPrice.HasValue),
ExampleIsValid = statsExample.IsValid
});
}
}
//
return this.View(models);
}
}