public static void CancelAndSell(this Deal d)
{
void SelloffLeftovers()
{
// Selloff leftovers
var trade = TradeInterface.PlaceImmediateOrder(d.Symbol, d.Leftovers, Binance.Net.Objects.OrderSide.Sell);
d.Leftovers -= TradeInterface.GetActualOrders(d.Symbol, trade.ClientOrderId).Sum(x => x.Quantity);
d.OtherSellOrder = new ClientServerOrder()
{
ClientOrderId = trade.ClientOrderId,
FilledOrders = trade.FilledOrders
};
}
// Cancel open orders
switch (d.CurrentState)
{
case Deal.State.WaitForBuy:
// Cancel Buy order
TradeInterface.Client.CancelOrder(d.Symbol, origClientOrderId: d.BuyOrder.ClientOrderId).GetOrThrow();
break;
case Deal.State.WaitForGoal1:
TradeInterface.Client.CancelOrder(d.Symbol, origClientOrderId: d.Goal1SellOrder.ClientOrderId).GetOrThrow();
TradeInterface.Client.CancelOrder(d.Symbol, origClientOrderId: d.Goal2SellOrder.ClientOrderId).GetOrThrow();
SelloffLeftovers();
break;
case Deal.State.WaitForGoal2:
TradeInterface.Client.CancelOrder(d.Symbol, origClientOrderId: d.Goal2SellOrder.ClientOrderId).GetOrThrow();
SelloffLeftovers();
break;
case Deal.State.Done:
throw new Exception("You cannot cancel a done deal");
}
d.CurrentState = Deal.State.Done;
d.CurrentResult = Deal.Result.Cancelled;
}
private static void WaitForBuy(Deal deal)
{
var buyOrder = TradeInterface.GetOrderById(deal.Symbol, deal.BuyOrder.ClientOrderId);
if (OrderWorked(buyOrder))
{
// Download actual order
var actualOrders = TradeInterface.GetActualTrades(buyOrder.Symbol, buyOrder.OrderId);
deal.BuyOrder.FilledOrders = actualOrders.Select(x => x.OrderId).ToList();
decimal quantity = (actualOrders.Sum(x => x.Quantity) * FEEMODIFIER).Normalize();
// Set leftovers
deal.Leftovers = quantity;
// Calculate Sell points
decimal price = actualOrders.EffectivePrice();
// We put 50 % sell on 1 % profit
var order1 = TradeInterface.PlaceTakeProfitOrder(deal.Symbol, quantity: quantity * 0.5m, limit: price * (1 + deal.Sell1Perc), orderSide: OrderSide.Sell);
// And we put another 50 % sell on 2 % profit
var order2 = TradeInterface.PlaceTakeProfitOrder(deal.Symbol, quantity: quantity * 0.5m, limit: price * (1 + deal.Sell2Perc), orderSide: OrderSide.Sell);
deal.Goal1SellOrder = new ClientServerOrder()
{
ClientOrderId = order1.ClientOrderId
};
deal.Goal2SellOrder = new ClientServerOrder()
{
ClientOrderId = order2.ClientOrderId
};
// Set next state
deal.CurrentState = Deal.State.WaitForGoal1;
}
else if (OrderCancelled(buyOrder))
{
StateTransistion_Cancelled(deal);
}
}
private static void WaitForGoal2(Deal deal)
{
var sellOrder = TradeInterface.GetOrderById(deal.Symbol, deal.Goal2SellOrder.ClientOrderId);
if (OrderWorked(sellOrder))
{
// Download actual order
var actualOrders = TradeInterface.GetActualTrades(sellOrder.Symbol, sellOrder.OrderId);
deal.Goal2SellOrder.FilledOrders = actualOrders.Select(x => x.OrderId).ToList();
deal.Leftovers -= actualOrders.Select(x => x.Quantity).Sum();
// Set next state
deal.CurrentState = Deal.State.Done;
deal.CurrentResult = Deal.Result.GoalsArchived;
}
else if (OrderCancelled(sellOrder))
{
StateTransistion_Cancelled(deal);
}
}