protected override void RecalcBotStructs(CBotEventStruct botEvent)
{
base.RecalcBotStructs(botEvent);
EnmBotEventCode evCode = botEvent.EventCode;
if (EnmBotEventCode.OnTraderConnected == evCode)
{
OnTraderConnected();
if (_tradersDispatcher != null)
{
_tradersDispatcher.EnqueueUpdateDealsLog(BotId);
}
}
else if (EnmBotEventCode.OnTimeDisableTradeLoaded == evCode)
{
CDisableTradeData dtl = (CDisableTradeData)botEvent.Data;
string instrument = botEvent.Isin;
if (_subBots.ContainsKey(instrument))
{
_subBots[instrument].UpdateBotsDisableTrading(dtl);
}
}
//2018-04-25
else if (EnmBotEventCode.OnForceUpdTotalVM == evCode)
{
//note recalc of VM was already done in CBotBase
if (_tradersDispatcher != null)
{
_tradersDispatcher.EnqueueUpdateVm(BotId);
}
}
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
base.RecalcBotLogics(botEvent);
if (IsState(EnmStratStates._010_Initial))
{
// CancellAllBotOrders();
// CloseAllBotPositions();
// for (int i=0; i<2; i++)
// AddOrderNearSpread("RTS-12.15", OrderDirection.Buy, 1, 50);
AddMarketOrder("RTS-12.15", /*OrderDirection.Buy*/ EnmOrderDir.Buy, 2);
// ForceAddMarketOrder("RTS-12.15", OrderDirection.Buy, 1, 10, 4);
// AddMarketOrder("RTS-12.15", OrderDirection.Buy, 1);
//AddMarketOrder("GAZR-12.15", OrderDirection.Buy, 1);
//AddMarketOrder("Si-12.15", OrderDirection.Buy, 1);
SetState(EnmStratStates._011_AfterFirstOrderAdded);
}
else if (IsState(EnmStratStates._011_AfterFirstOrderAdded))
{
}
}
protected override void OnUserDealData(string instrument, CBotEventStruct botEvent)
{
base.OnUserDealData(instrument, botEvent);
if (_tradersDispatcher != null)
{
_tradersDispatcher.EnqueueUpdateDealsLog(BotId);
}
}
protected override void RecalcBotStructs(CBotEventStruct botEvent)
{
try
{
base.RecalcBotStructs(botEvent);
if (MonitorMarketDataAll.ContainsKey(m_isin))
{
MonitorMarketData = MonitorMarketDataAll[m_isin];
}
if (MonitorPositionsAll.ContainsKey(m_isin))
{
MonitorPositions = MonitorPositionsAll[m_isin];
}
lock (MonitorOrdersAll)
{
if (MonitorOrdersAll.ContainsKey(m_isin))
{
MonitorOrders = MonitorOrdersAll[m_isin];
}
}
mxCurrentStocks[m_isin].WaitOne();
if (m_currentStocks.ContainsKey(m_isin) &&
m_currentStocks[m_isin].ContainsKey(Direction.Down) &&
m_currentStocks[m_isin].ContainsKey(Direction.Up)
)
{
if (m_currentStocks[m_isin][Direction.Down].Count > 0 &&
m_currentStocks[m_isin][Direction.Down][0].Price > 0)
{
MonitorMarketData.Bid = m_currentStocks[m_isin][Direction.Down][0].Price;
}
if (m_currentStocks[m_isin][Direction.Up].Count > 0 &&
m_currentStocks[m_isin][Direction.Up][0].Price > 0)
{
MonitorMarketData.Ask = m_currentStocks[m_isin][Direction.Up][0].Price;
}
}
}
catch (Exception e)
{
Error("RecalcBotStructs bot=" + Name, e);
}
finally
{
mxCurrentStocks[m_isin].ReleaseMutex();
}
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
if (IsState(EnmStratStates._000_PreInitial))
{
CloseAllPositions();
CancellAllBotOrders();
// SetState(EnmStratStates._001_Initial);
DisableBot();
}
if (IsState(EnmStratStates._001_Initial))
{
AddOrderNearSpread(m_isin, /*OrderDirection.Sell*/ EnmOrderDir.Sell, m_parLot, 0);
SetState(EnmStratStates._002_AfterLomitOrderAdded);
}
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
if (IsState(EnmStratStates._000_PreInitial))
{
CloseAllPositions();
CancellAllBotOrders();
//SetState(EnmStratStates._001_Initial);
DisableBot();
}
if (IsState(EnmStratStates._001_Initial))
{
if (IsPairedBotOrderAdded())
{
AddMarketOrder(m_isin, /*OrderDirection.Buy*/ EnmOrderDir.Buy, m_parLot);
SetState(EnmStratStates._002_AfterSentMarketOrder);
}
}
}
/*protected override void OnUserDealsLogics(string instrument)
* {
* base.OnUserDealsLogics(instrument);
*
* if (_subBots.ContainsKey(instrument))
* _subBots[instrument].OnUserDealsLogics();
*
* }
*/
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
base.RecalcBotLogics(botEvent);
//CheckNeedSendStopLossTakeProfit();
EnmBotEventCode evCode = botEvent.EventCode;
string instrument = botEvent.Isin;
if (EnmBotEventCode.OnTraderDisconnected == evCode)
{
CancellAllBotOrders();
}
/* if (EnmBotEventCode.OnStockUpdate == evCode)
* {
* if (_subBots.ContainsKey(instrument))
* _subBots[instrument].OnStockUpdate();
*
* }
*/
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
base.RecalcBotLogics(botEvent);
// CloseAllBotPositions();
// CancellAllOrders();
// AddMarketOrder(m_isin, OrderDirection.Buy, m_parLot);
if (IsState(EnmStratStates._000_PreInitial))
{
if (MonitorOrders.Count == 0 && ((MonitorPositions == null || MonitorPositions.Amount == 0)))
{
SetState(EnmStratStates._010_Initial);
}
else
{
CancellAllBotOrders();
CloseAllPositions();
SetState(EnmStratStates._001_WaitAllOldOrdersClosed);
}
}
else if (IsState(EnmStratStates._001_WaitAllOldOrdersClosed))
{
if (MonitorOrders.Count == 0 && (MonitorPositions == null || MonitorPositions.Amount == 0))
{
SetState(EnmStratStates._010_Initial);
}
}
else if (IsState(EnmStratStates._010_Initial))
{
AddOrderNearSpread(m_isin, /*OrderDirection.Sell*/ EnmOrderDir.Sell, m_parLot, m_parOffset);
SetState(EnmStratStates._020_WaitFirstLimitOrderAdded);
}
else if (IsState(EnmStratStates._020_WaitFirstLimitOrderAdded))
{
if (MonitorOrders.Count == 1 && (
(MonitorOrders.First()).Value).Amount == m_parLot)
{
SetState(EnmStratStates._021_AfterFirstLimitOrderWasAccepted);
StartTimer("AfterFirstLimitOrderWasAccepted");
}
}
else if (IsState(EnmStratStates._021_AfterFirstLimitOrderWasAccepted))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "AfterFirstLimitOrderWasAccepted")
{
if (MonitorOrders.Count == 1)
{
long id = (MonitorOrders.First()).Key;
CancelOrder(id);
SetState(EnmStratStates._022_WaitFirstLimitOrderCancell);
}
}
}
else if (IsState(EnmStratStates._022_WaitFirstLimitOrderCancell))
{
if (MonitorOrders.Count == 0)
{
SetState(EnmStratStates._023_AfterFirstLimitOrderCancell);
}
}
else if (IsState(EnmStratStates._023_AfterFirstLimitOrderCancell))
{
StartTimer("BeforeAddSecondLimitOrder");
SetState(EnmStratStates._030_BeforeSecondLimitOrderDelay);
}
else if (IsState(EnmStratStates._030_BeforeSecondLimitOrderDelay))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "BeforeAddSecondLimitOrder")
{
AddOrderNearSpread(m_isin, /*OrderDirection.Sell*/ EnmOrderDir.Sell, m_parLot, m_parOffset);
SetState(EnmStratStates._031_WaitSecondLimitOrderAdded);
}
}
else if (IsState(EnmStratStates._031_WaitSecondLimitOrderAdded))
{
if (MonitorOrders.Count == 1 && (
(MonitorOrders.First()).Value).Amount == m_parLot)
{
SetState(EnmStratStates._032_AfterSecondLimitOrderAccepted);
}
}
else if (IsState(EnmStratStates._032_AfterSecondLimitOrderAccepted))
{
StartTimer("BeforeSecondLimitCancell");
SetState(EnmStratStates._033_BeforeSecondLimitCancellDelay);
}
else if (IsState(EnmStratStates._033_BeforeSecondLimitCancellDelay))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "BeforeSecondLimitCancell")
{
if (MonitorOrders.Count == 1 && (
(MonitorOrders.First()).Value).Amount == m_parLot)
{
CancellAllBotOrders();
SetState(EnmStratStates._034_WaitSecondLimitOrderCancell);
}
}
}
else if (IsState(EnmStratStates._034_WaitSecondLimitOrderCancell))
{
if (MonitorOrders.Count == 0)
{
SetState(EnmStratStates._035_AfterSecondLimitOrderCancell);
}
}
else if (IsState(EnmStratStates._035_AfterSecondLimitOrderCancell))
{
SetState(EnmStratStates._010_Initial);
}
/*
* Log("Recalc specific");
*
* int tmp_sleep = 10;
*
* if (m_plaza2Connector.IsOrderControlAvailable && m_plaza2Connector.IsStockOnline)
* {
*
* if (!bWas)
* {
* bWas = true;
*
* if (BotId == 1)
* {
* // Alarm("test1");
* // Alarm("test2");
* // System.Threading.Thread.Sleep(8000);
* // this.SettingsBot.Enabled = false;
*
* // AddOrderNearSpread("RTS-9.15", OrderDirection.Buy, 1, 90);
* // AddOrderNearSpread("Si-9.15", OrderDirection.Buy, 1, 110);
* // AddOrderNearSpread("RTS-9.15", OrderDirection.Sell, 1, 80);
* // AddOrderNearSpread("Si-9.15", OrderDirection.Sell, 1, 100);
* // AddOrderNearSpread("RTS-9.15", OrderDirection.Buy, 1, 110);
*
*
*
* // CancellAllBotOrders();
*
* // CloseAllBotPositions();
*
*
*
* //TO DO open by market
* // AddMarketOrder("RTS-9.15", OrderDirection.Buy, 1);
*
* // AddOrder("RTS-6.15", 103840, OrderDirection.Sell, 1);
* // CancellAllOrders();
*
*
*
*
* // CancelOrder(40133784905);
* // AddMarketOrder("RTS-6.15", OrderDirection.Buy, 1);
*
* // AddOrder("RTS-6.15", 99890, OrderDirection.Buy, 3);
* // AddOrder("RTS-6.15", 102000, OrderDirection.Buy, 1);
* // AddOrder("RTS-6.15", 101000, OrderDirection.Sell, 1);
*
* // if (!bWas)
* // {
* // CancelOrder(40100161380);
* // CancellAllOrders();
* // CancellAllBotOrders();
* // AddOrder("RTS-6.15", 107770, OrderDirection.Buy, 1);
* // bWas = true;
* // }
*
* // }
* // else if (BotId == 2)
* {
*
*
* // AddOrderNearSpread("RTS-9.15", OrderDirection.Buy, 1, 70);
* // AddOrderNearSpread("Si-9.15", OrderDirection.Buy, 1, 70);
* // AddOrderNearSpread("RTS-9.15", OrderDirection.Sell, 1, 50);
* // AddOrderNearSpread("Si-9.15", OrderDirection.Sell, 1, 50);
* // AddOrderNearSpread("RTS-9.15", OrderDirection.Buy, 1, 90);
* // AddOrderNearSpread("Si-9.15", OrderDirection.Buy, 1, 90);
*
*
*
* // CancellAllBotOrders();
* // CloseAllBotPositions();
*
* // AddMarketOrder("RTS-6.15", OrderDirection.Sell, 1);
* // AddMarketOrder("RTS-6.15", OrderDirection.Buy, 1);
*
* // AddOrder("RTS-6.15", 97000, OrderDirection.Buy, 1);
* // AddOrder("RTS-6.15", 102000, OrderDirection.Buy, 1);
* // AddOrder("RTS-6.15", 95000, OrderDirection.Sell, 1);
* if (!bWas)
* {
* // CancellAllBotOrders();
* bWas = true;
*
* }
*
*
* }
*
* }
*
* }
*
*/
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
base.RecalcBotLogics(botEvent);
//------------------------ INITIAL BLOCK ----------------------------------------------------------------------------
if (IsState(EnmStrategyStates._010_Initial))
{
//tempo for debugging
CloseAllPositions();
// DisableBot();
if (m_TimeframeAnalyzer == null)
{
m_TimeframeAnalyzer = _dealingServer.DealBox.DealsStruct[m_isin].TimeFrameAnalyzer;
}
UpdateLastHighLow();
if (m_HighLast != 0 && m_LowLast != 0)
{
SetState(EnmStrategyStates._020_WaitingForExtremumBrake);
}
}
//-----------------------------------------------------------------------------------------------------------------------------------
//--------------------- WAITING FOR EXTREMUM BLOCK-------------------------------------------------------------------------------------
else if (IsState(EnmStrategyStates._020_WaitingForExtremumBrake))
{
if (botEvent.EventCode == EnmBotEventCode.OnTFUpdate)
{
string stTF = (((BotEventTF)botEvent.Data).TFUpdate).ToString();
}
else if (botEvent.EventCode == EnmBotEventCode.OnTFChanged)
{
string stTF = (((BotEventTF)botEvent.Data).TFUpdate).ToString();
if (stTF == m_parTF)
{
DateTime dtn = DateTime.Now;
DateTime dt = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).Dt;;
//m_ClosedTFPrice = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).ClosePrice;
m_HighCurrent = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).HighPrice;
m_LowCurrent = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).LowPrice;
m_ClosedTFVolume = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).Volume;
//m_TimeframeAnalyzer.GetTFIByDate(m_parTF, dt).ClosePrice;
if (WasBreakedExtermum())
{
if (m_ClosedTFVolume > m_parVolume)
{
Log("m_ClosedTFVolume=" + m_ClosedTFVolume);
SetState(EnmStrategyStates._030_ExtremumWasBrake);
}
else
{
//SetState(EnmStrategyStates._020_WaitingForExtremumBrake);
Log("m_ClosedTFVolume <= m_parVolume Not enough volume. m_ClosedTFVolume=" + m_ClosedTFVolume + " m_parVolume=" + m_parVolume);
UpdateLastHighLow();
}
}
}
}
}
//--------------------- WAITING FOR EXTREMUM BLOCK-------------------------------------------------------------------------------------
else if (IsState(EnmStrategyStates._030_ExtremumWasBrake))
{
StartTimer("DelayAfterExtremumBrake");
SetState(EnmStrategyStates._040_DelayAfterExtremumBrake);
}
//--------------------- END WAITING FOR EXTREMUM BLOCK---------------------------------------------------------
//--------------------- DELAY AFTER EXTREMUM BLOCK-----------------------------------------------------------------
else if (IsState(EnmStrategyStates._040_DelayAfterExtremumBrake))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "DelayAfterExtremumBrake")
{
SetState(EnmStrategyStates._050_BeforeOpenPosition);
}
}
//--------------------------------------------------------------------------------------------------------
else if (IsState(EnmStrategyStates._050_BeforeOpenPosition))
{
if (m_brkDir == EnmBrkDir.DOWN)
{
AddMarketOrder(m_isin, /*OrderDirection.Buy*/ EnmOrderDir.Buy, m_parLot);
}
else if (m_brkDir == EnmBrkDir.UP)
{
AddMarketOrder(m_isin, /*OrderDirection.Sell*/ EnmOrderDir.Sell, m_parLot);
}
SetState(EnmStrategyStates._060_WaitOpenedPos);
// StartTimer(
}
else if (IsState(EnmStrategyStates._060_WaitOpenedPos))
{
//TO DO - move to base classes
if (MonitorPositionsAll.ContainsKey(m_isin) &&
Math.Abs(MonitorPositionsAll[m_isin].Amount) == m_parLot)
{
SetState(EnmStrategyStates._070_AfterOpenedPosition);
}
}
else if (IsState(EnmStrategyStates._070_AfterOpenedPosition))
{
if (IsStopLossWasBroken())
{
CloseAllPositions();
SetState(EnmStrategyStates._081_AfterStoplossWasBroken);
}
if (IsTakeProfitWasBroken())
{
CloseAllPositions();
SetState(EnmStrategyStates._082_AfterTakeProfitWasBroken);
}
}
else if (IsState(EnmStrategyStates._081_AfterStoplossWasBroken))
{
if (MonitorPositionsAll.ContainsKey(m_isin) &&
Math.Abs(MonitorPositionsAll[m_isin].Amount) == 0)
{
SetState(EnmStrategyStates._010_Initial);
}
}
else if (IsState(EnmStrategyStates._082_AfterTakeProfitWasBroken))
{
if (MonitorPositionsAll.ContainsKey(m_isin) &&
Math.Abs(MonitorPositionsAll[m_isin].Amount) == 0)
{
SetState(EnmStrategyStates._010_Initial);
}
}
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
base.RecalcBotLogics(botEvent);
if (IsState(EnmStratStates._000_PreInitial))
{
if (MonitorOrders.Count == 0 && ((MonitorPositions == null || MonitorPositions.Amount == 0)))
{
SetState(EnmStratStates._010_Initial);
}
else
{
CancellAllBotOrders();
CloseAllPositions();
SetState(EnmStratStates._001_WaitAllOldOrdersAndPosClosed);
}
}
else if (IsState(EnmStratStates._001_WaitAllOldOrdersAndPosClosed))
{
if (IsNoOpenedPos() && IsNoOpenedOrders())
{
SetState(EnmStratStates._010_Initial);
}
}
else if (IsState(EnmStratStates._010_Initial))
{
StartTimer("DelayBeforeOpenFirstPos");
SetState(EnmStratStates._011_DelayBeforeOpenFirstPos);
}
else if (IsState(EnmStratStates._011_DelayBeforeOpenFirstPos))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "DelayBeforeOpenFirstPos")
{
AddMarketOrder(/*OrderDirection.Buy*/ EnmOrderDir.Buy);
SetState(EnmStratStates._012_WaitFirstPosOpened);
}
}
else if (IsState(EnmStratStates._012_WaitFirstPosOpened))
{
if (MonitorPositions != null && MonitorPositions.Amount == m_parLot)
{
SetState(EnmStratStates._013_FirstPositionOpened);
}
}
else if (IsState(EnmStratStates._013_FirstPositionOpened))
{
SetState(EnmStratStates._014_HandleFirstPositionOpened);
StartTimer("HandleFirstPositionOpened");
}
else if (IsState(EnmStratStates._014_HandleFirstPositionOpened))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "HandleFirstPositionOpened")
{
CloseAllPositions();
SetState(EnmStratStates._100_NormalExit);
}
}
}
