public static Trade CreateOrder(string broker, decimal entryOrder, Candle latestCandle,
TradeDirection direction, decimal amount, string market, DateTime?orderExpireTime,
decimal?stop, decimal?limit, CalculateOptions calculateOptions = CalculateOptions.Default)
{
var orderDateTime = latestCandle.CloseTime();
var trade = new Trade {
CalculateOptions = calculateOptions
};
trade.SetOrder(orderDateTime, entryOrder, market, direction, amount, orderExpireTime);
if (stop != null)
{
trade.AddStopPrice(orderDateTime, stop.Value);
}
if (limit != null)
{
trade.AddLimitPrice(orderDateTime, limit.Value);
}
trade.Broker = broker;
if (direction == Basics.TradeDirection.Long)
{
trade.OrderType = (float)entryOrder <= latestCandle.CloseAsk ? Basics.OrderType.LimitEntry : Basics.OrderType.StopEntry;
}
else
{
trade.OrderType = (float)entryOrder <= latestCandle.CloseBid ? Basics.OrderType.StopEntry : Basics.OrderType.LimitEntry;
}
return(trade);
}
public Trade CreateMarketEntry(string broker, decimal entryPrice, DateTime entryTime,
TradeDirection direction, decimal amount, string market, string baseAsset,
decimal?stop, decimal?limit,
Timeframe?timeframe = null, string strategies = null, string comments = null, bool alert = false,
CalculateOptions calculateOptions = CalculateOptions.Default,
TradeUpdateMode updateMode = TradeUpdateMode.Default)
{
var trade = new Trade {
Broker = broker, CalculateOptions = calculateOptions
};
if (stop != null)
{
trade.AddStopPrice(entryTime, stop.Value);
}
if (limit != null)
{
trade.AddLimitPrice(entryTime, limit.Value);
}
trade.Market = market;
trade.BaseAsset = baseAsset;
trade.TradeDirection = direction;
trade.EntryPrice = entryPrice;
trade.EntryDateTime = entryTime;
trade.EntryQuantity = amount;
trade.Timeframe = timeframe;
trade.Alert = alert;
trade.Comments = comments;
trade.Strategies = strategies;
trade.UpdateMode = updateMode;
return(trade);
}
public Trade CreateOrder(string broker, decimal entryOrder,
Candle latestCandle, TradeDirection direction, decimal amount,
string market, string baseAsset, DateTime?orderExpireTime, decimal?stop, decimal?limit,
CalculateOptions calculateOptions = CalculateOptions.Default)
{
if (broker != "Binance")
{
throw new ApplicationException("Incorrect broker");
}
if (stop != null)
{
throw new ApplicationException("Stop needs to be implemented");
}
if (limit != null)
{
throw new ApplicationException("Limit needs to be implemented");
}
if (orderExpireTime != null)
{
throw new ApplicationException("Expire time needs to be implemented");
}
var res = _client.Spot.Order.PlaceOrder(
market,
direction == TradeDirection.Long ? OrderSide.Buy : OrderSide.Sell,
OrderType.Limit,
amount,
timeInForce: TimeInForce.GoodTillCancel,
price: entryOrder);
if (res.Success)
{
Log.Info("Order trade created");
var trade = new Trade
{
Broker = broker,
CalculateOptions = calculateOptions,
Market = market,
BaseAsset = baseAsset,
TradeDirection = direction,
Id = res.Data.OrderId.ToString()
};
trade.SetOrder(res.Data.CreateTime, entryOrder, market, direction,
amount, orderExpireTime);
return(trade);
}
else
{
Log.Info($"Failed to create order trade - {res.Error.Message}");
return(null);
}
}
public WeeklyReportConfig(string userAgent, long workspaceId, DateTime?since = null,
BillableOptions?billableOptions = null, IList <int> clientIds = null, IList <int> projectIds = null,
IList <int> userIds = null, IList <int> memberOfGroupIds = null, IList <int> orMemberOfGroupIds = null,
IList <int> tagIds = null, IList <int> taskIds = null, IList <int> timeEntryIds = null,
string description = null, bool withoutDescription = false, WeeklyOrderField?orderField = null,
bool orderDescending = false, bool distinctRates = false, bool rounding = false,
DisplayHours?displayHours = null, CalculateOptions calculateOptions = CalculateOptions.Time)
: base(ReportType.Weekly, userAgent, workspaceId, since, null, billableOptions, clientIds, projectIds,
userIds, memberOfGroupIds, orMemberOfGroupIds, tagIds, taskIds, timeEntryIds, description,
withoutDescription, orderField?.UrlRepresentation(), orderDescending, distinctRates, rounding,
displayHours)
{
if (typeof(T).GetCustomAttribute(typeof(ToggleApiUrlValueAttribute)) is ToggleApiUrlValueAttribute
groupingAttribute)
{
UrlParameters.Add("grouping", groupingAttribute.UrlValue);
}
UrlParameters.Add("calculate", calculateOptions.UrlRepresentation());
}
public static string UrlRepresentation(this CalculateOptions options)
{
return(Enum.GetName(typeof(CalculateOptions), options).ToLowerInvariant());
}
public Trade CreateMarketEntry(string broker, decimal entryPrice, DateTime entryTime,
TradeDirection direction, decimal amount,
string market, string baseAsset, decimal?stop, decimal?limit, Timeframe?timeframe = null, string strategies = null,
string comments = null, bool alert = false, CalculateOptions calculateOptions = CalculateOptions.Default,
TradeUpdateMode updateMode = TradeUpdateMode.Default)
{
if (broker != "Binance")
{
throw new ApplicationException("Incorrect broker");
}
if (stop != null)
{
throw new ApplicationException("Stop needs to be implemented");
}
if (limit != null)
{
throw new ApplicationException("Limit needs to be implemented");
}
var symbol = GetFullSymbols().First(x => x.Name == market);
var updatedQuantity = (decimal)((int)(amount / symbol.LotSizeFilter.StepSize)) * symbol.LotSizeFilter.StepSize;
Log.Info($"{market} Using precision: {symbol.BaseAssetPrecision} and lot size: {symbol.LotSizeFilter.StepSize} updated quantity: {updatedQuantity}");
var res = _client.Spot.Order.PlaceOrder(
market,
direction == TradeDirection.Long ? OrderSide.Buy : OrderSide.Sell,
OrderType.Market,
updatedQuantity);
if (res.Success)
{
Log.Info("Market trade created");
var trade = new Trade
{
Id = res.Data.OrderId.ToString(),
Broker = Name,
CalculateOptions = calculateOptions,
Market = market,
BaseAsset = baseAsset,
TradeDirection = direction,
OrderAmount = updatedQuantity,
EntryPrice = res.Data.AverageFillPrice,
EntryDateTime = res.Data.CreateTime,
EntryQuantity = res.Data.QuantityFilled,
Timeframe = timeframe,
Alert = alert,
Comments = comments,
Strategies = strategies,
UpdateMode = updateMode
};
return(trade);
}
else
{
Log.Info($"Failed to create market trade - {res.Error.Message}");
return(null);
}
}