protected void ProcessDelayedPositions()
{
double lowestAsk = Ticker.OrderBook.Asks[0].Value;
bool continueCheck = true;
while (continueCheck)
{
continueCheck = false;
foreach (DelayedPositionInfo info in DelayedPositions)
{
if (info.Type == OrderType.Buy)
{
if (StrategyData.Count - 1 - info.DataItemIndex > info.LiveTimeLength)
{
DelayedPositions.Remove(info);
continueCheck = true;
break;
}
if (lowestAsk <= info.Price)
{
OpenDelayedPosition(info);
continueCheck = true;
break;
}
}
}
}
}
protected virtual DelayedPositionInfo AddDelayedPosition(string mark, double value, double amount, double closeValue, int liveTimeLength)
{
if (1.05 * value * amount > MaxAllowedDeposit)
{
return(null);
}
DelayedPositionInfo info = new DelayedPositionInfo()
{
Time = DataProvider.CurrentTime, Type = OrderType.Buy, Mark = mark, Amount = amount, Price = value, LiveTimeLength = liveTimeLength, DataItemIndex = StrategyData.Count - 1, CloseValue = closeValue
};
DelayedPositions.Add(info);
return(info);
}
protected virtual void OpenDelayedPosition(DelayedPositionInfo info)
{
DelayedPositions.Remove(info);
}
