/// <summary>
/// Vrifico se ci sono bolle particolamente vecchie da eliminare
/// </summary>
private void CheckBubblesToCancel()
{
//recupero le vecchie bolle solo se sono in una situazione di stallo e mi mancano bolle
if (_market.Bubbles.Count + this.WishList.Count < _configuration.MaxBubbles*(decimal) 0.8)
{
return;
}
// ne creo solo una (distruggere le bolle costa)
foreach (CBubble bubble in _market.Bubbles)
{
if (bubble.SellAt > _market.Ask * BubbleDestructionLevel)
{
// distruggi la bolla
var marketValue = _market.Ask;
var orderId = "";
_market.DoOrder(CUtility.OrderType.Sell, marketValue, bubble.Coins, ref orderId, true);
CUtility.Log("*** Bubble destroyed");
bubble.Deleted = true;
_bubblesCanceled++;
// crea una bolla in wishlist
WishList.Add(CBubble.Create(_market, CUtility.OrderType.Buy, bubble.Coins, bubble.BuyAt, _configuration.Gain,orderId));
break;
}
}
var removed = _market.Bubbles.RemoveAll(o => o.Deleted == true);
}
private void CreateBubble()
{
// CUtility.Log("*** order buy");
var marketValue = Market.Bid;
string orderId = "";
// non compro perchè il valore di mercato è circa il 10% di altre bolle presenti
if (Market.Bubbles.Any(o => Math.Abs(o.MarketValue - marketValue) / marketValue <= (decimal)0.25))
{
return;
}
// soldi nel wallet, ma non piu' del massimo consentito
decimal availableMoney = Market.TotMoney;
if (availableMoney > MainConfiguration.Configuration.ManagerConservativeMaxMoneyToInvest)
{
availableMoney = MainConfiguration.Configuration.ManagerConservativeMaxMoneyToInvest;
}
// come creo una bolla ?
var money = availableMoney / ConfigurationHoldAndBuy.MaxBubbles;
var coins = money / marketValue;
if (coins > ConfigurationHoldAndBuy.MaxCoinsPerBubble)
{
coins = ConfigurationHoldAndBuy.MaxCoinsPerBubble;
}
// verifico di non aver impiegato troppi soldi
if (coins < ConfigurationHoldAndBuy.MinimumCoinsPerBubble)
{
// bolla troppo piccola...
if ((decimal)ConfigurationHoldAndBuy.MinimumCoinsPerBubble * marketValue <= availableMoney)
{
coins = ConfigurationHoldAndBuy.MinimumCoinsPerBubble;
}
}
// verifico di non aver superato le soglie minime di coins e soldi
Market.DoOrder(CUtility.OrderType.Buy, marketValue, coins, ref orderId, true);
// CUtility.Log("*** Bubble added");
_bubblesCreated++;
Market.Bubbles.Add(CBubble.Create(Market, CUtility.OrderType.Buy, coins, marketValue,
ConfigurationHoldAndBuy.Gain, orderId));
}
private void CreateBubble()
{
CUtility.Log("*** order buy");
var marketValue = _market.Bid;
string orderId = "";
// non compro perchè il valore di mercato è circa il 10% di altre bolle presenti
if (_market.Bubbles.Any(o => Math.Abs(o.MarketValue - marketValue) <= marketValue/10))
{
return;
}
// soldi nel wallet, ma non piu' del massimo consentito
decimal availableMoney = _market.TotMoney;
if (availableMoney > _configuration.MaxMoney)
{
availableMoney = _configuration.MaxMoney;
}
// come creo una bolla ?
var money = availableMoney / _configuration.MaxBubbles;
var coins = money / marketValue;
if (coins > _configuration.MaxCoinsPerBubble)
{
coins = _configuration.MaxCoinsPerBubble;
}
// verifico di non aver impiegato troppi soldi
// verifico di non aver superato le soglie minime di coins e soldi
_market.DoOrder(CUtility.OrderType.Buy, marketValue, coins, ref orderId, true);
CUtility.Log("*** Bubble added");
_bubblesCreated++;
_market.Bubbles.Add(CBubble.Create(_market, CUtility.OrderType.Buy, coins, marketValue,
_configuration.Gain, orderId));
}
private decimal _lastCoin = -1; // non si puo' usare decimal.MinValue
public override bool OnHeartBeat()
{
// devo vendere o devo comprare?
var action = this.SuggestedAction;
// mi salvo il massimo value
if (Market.TotValue > this.MaxValue)
{
this.MaxValue = Market.TotValue;
}
if (Market.TotCoins > this.MaxCoins)
{
this.MaxCoins = Market.TotCoins;
}
/**************************************************************
* CHECK CONFERMA (DOPPIO COMANDO)
**************************************************************/
// questa parte di codice esegue l'operazione se c'è una conferma
if (action != TechnicalAnalysis.TradeAction.SellStopLoss && action != TradeAction.StrongBuy && action != TradeAction.StrongSell)
{
if (action != _lastTradeActionSuggested)
{
_lastTradeActionSuggested = action;
action = TradeAction.Unknown;
}
}
else
{
_lastTradeActionSuggested = TradeAction.Unknown;
}
/**************************************************************
* VERIFICA BOLLA
**************************************************************/
const decimal gain = 0.02M;
if (_bubble == null)
{
if (Market.TotCoins > 0)
{
// ho comprato quindi ho coins
_bubble = CBubble.Create(Market, CUtility.OrderType.Buy, Market.TotCoins, Market.Bid, gain, "");
}
else
{
// ho venduto, quindi ho soldi
// _bubble = CBubble.Create(Market, CUtility.OrderType.Sell, 0, Market.Ask, gain, "");
}
}
/**************************************************************
* DEVO VENDERE
**************************************************************/
if (_bubble != null)
{
// è una bolla creata comprando bitcoins, quindi devo venderli
if (Market.Ask > _bubble.SellAt)
{
string orderId = "";
var amount = Market.TotCoins;
if (amount * Market.Ask >
MainConfiguration.Configuration.StartWalletCoins *
MainConfiguration.Configuration.StartWalletMoney)
{
if (amount > MinBitCoin)
{
Market.DoOrder(CUtility.OrderType.Sell, Market.Ask, amount, ref orderId, true);
_bubble = null;
TotAsk++;
}
}
goto exitif;
}
}
/**************************************************************
* DEVO COMPRARE
**************************************************************/
if (_bubble == null)
{
if (SuggestedAction == TradeAction.StrongBuy || (SuggestedAction == TradeAction.Buy))
{
string orderId = "";
var amount = Market.TotMoney / Market.Bid;
if (amount > MinBitCoin)
{
Market.DoOrder(CUtility.OrderType.Buy, Market.Bid, amount, ref orderId, true);
_bubble = CBubble.Create(Market, CUtility.OrderType.Buy, amount, Market.Bid, gain, orderId);
TotBid++;
}
}
}
exitif:
/**************************************************************
* LOG
**************************************************************/
Log(string.Format("Bids:{0} Asks:{1} Stop:{2} Max$:{3} Max:{4}", TotBid, TotAsk, TotStopLoss, Math.Round(this.MaxValue, 4).ToString(CultureInfo.InvariantCulture), Math.Round(this.MaxCoins, 4).ToString(CultureInfo.InvariantCulture)));
return(true);
}
