private bool IsOrderDataCorrect(string instrument, decimal price, EnmOrderDir dir, decimal amount)
{
if (price <= 0)
{
Error("Incorrect price in trader order. BotId=" + BotId);
return(false);
}
if (dir != EnmOrderDir.Buy && dir != EnmOrderDir.Sell)
{
Error("Incrorrect order dir from trader.");
return(false);
}
if (amount <= 0)
{
Error("Incorrect amount in trader order. BotId=" + BotId);
return(false);
}
if (instrument == "")
{
Error("Null instrument in trader order. BotId=" + BotId);
return(false);
}
return(true);
}
//deprecated brunch remove if not need
public void Update(string instrument, decimal price, EnmOrderDir dir,
int amount, long extId,
DateTime moment,
long mtsCreate,
decimal fee)
{
CRawUserDeal rd = new CRawUserDeal
{
Instrument = instrument,
Amount = amount,
Dir = (sbyte)dir,
Ext_id_buy = dir == EnmOrderDir.Buy ? extId : 0,
Ext_id_sell = dir == EnmOrderDir.Sell ? extId : 0,
Price = price,
ReplId = GetBotDealId(extId, mtsCreate),
Moment = moment,
Fee_buy = 0,
Fee_sell = 0
};
//TODO chek if we already processed deal
CalculateBotsPos(rd, isOnlineASTSCalc: true);
UserDealsPosBoxClient.UpdateGUIDealCollection(rd);
}
/// <summary>
/// Specific AddOrder Method - specialy when order added by Trader
/// (from TradersDispatcher). The main change comparing with
/// CBotBase.AddOrder method is: if condition false
/// do not disable bot just do not pass the order to dealing server.
/// </summary>
/// <param name="instrument"></param>
/// <param name="price"></param>
/// <param name="dir"></param>
/// <param name="amount"></param>
/// <param name="botId"></param>
/// <returns></returns>
protected override bool AddOrder(string instrument, decimal price, EnmOrderDir dir, decimal amount, int botId)
{
//TODO make logic together with CBotBase in common method
if (IsPossibleToAddOrder(instrument, price))
{
if (IsEnoughMoneyToAddOrder(price, amount, dir))
{
_dealingServer.AddOrder(botId, instrument, price, dir, Math.Abs(amount));
LogAddOrder("CBotTrader.AddOrder", instrument, price, dir, amount);
m_currOrderSentCountTotal++;
if (!m_dictSentOrderCount.ContainsKey(instrument))
{
m_dictSentOrderCount[instrument] = 0;
}
m_dictSentOrderCount[instrument]++;
m_timers["WaitAddOrderReply"].Set();
return(true);
}
}
Error("CBotTrader not possible to AddOrder");
return(false);
}
public void AddOrder(int botId, string instrument, EnmOrderDir dir, decimal amount, decimal price)
{
try
{
decimal amountUse = (dir == EnmOrderDir.Buy) ? amount : -amount;
RequestNewOrder newOrd = new RequestNewOrder(gid: botId,
cid: GenUniqueId(botId),
symbol: instrument,
type: EnmBfxOrderType.Limit,
amount: amountUse,
price: price);
//var serNewOrd = JsonConvert.SerializeObject(newOrd, Formatting.Indented, new RequestNewOrderConverterter());
var serNewOrd = JsonConvert.SerializeObject(newOrd, CBitfinexJsonSerializer.Settings);
//var serNewOrd = CBitfinexJsonSerializer.SerializeObject(newOrd);
SendMessage(serNewOrd);
Log(String.Format("[ADD ORDER] ==> botId={0} instrument={1} dir={2} amount={3} price={4}",
botId,
instrument,
dir,
amount,
price));
}
catch (Exception e)
{
Error("CBitfenixWebScokConnector.AddOrder", e);
}
}
private void ButtonMarketOrder_Click(object sender, RoutedEventArgs e)
{
try
{
string instrument = "";
decimal amount = 0;
CBotBase bot = null;
EnmOrderDir dir = EnmOrderDir.Buy;
if (IsValidInput(
ComboMarketOrder,
ComboInstrumentMarketOrder,
TextBoxMarketOrderLot,
ref dir,
ref instrument,
ref amount,
ref bot
))
{
bot.ForceAddMarketOrder(instrument, dir, amount, bot.BotId);
ShowMessageOK();
}
else
{
return;
}
}
catch (Exception exc)
{
MessageBox.Show("ButtonMarketOrder_Click");
}
}
private void SendThrowOrder(Key key)
{
if (IsModeKeyboardTrading)
{
EnmOrderDir dir = (key == Key.Up) ? EnmOrderDir.Buy : EnmOrderDir.Sell;
ExecuteCommand(EventsViewModel.CmdSendOrderThrow, dir);
}
}
public override void AddOrder(int botId, string instrument, decimal price, EnmOrderDir dir, decimal amount)
{
//int decVolume = GetDecimalVolume(instrument);
//decimal decAmount = CUtilConv.GetDecimalVolume(amount, decVolume);
//TODO normal
string instrumentUse = "t" + instrument;
//temporary disabled
_bfxWebSockConnector.AddOrder(botId, instrumentUse, dir, amount, price);
}
public void SendOrderThrowByTrader(string instrument, EnmOrderDir dir, decimal amount, int throwSteps)
{
if (IsAllowTraderActions(instrument))
{
decimal offsetPrice = GetPriceWithOffset(instrument, dir, throwSteps);
base.SendOrderThrow(instrument, dir, amount, offsetPrice);
_subBots[instrument].OnSendOrderThrow(offsetPrice, amount, dir);
}
}
private bool IsShortDisabled(string instrument, EnmOrderDir dir, decimal amountOrdersToAdd)
{
if (!_subBots.ContainsKey(instrument))
{
return(false);
}
else
{
return(_subBots[instrument].IsShortDisabled(dir, amountOrdersToAdd));
}
}
/// <summary>
/// On update deal.
///
/// Call from:
/// 1) CCryptoDealingServer.UpdateUserDeals - when "te" recieved
/// 2) CCryptoDealingServer.UpdateUserDeals - when "tu" recieved
///
/// </summary>
public void Update(long dealId, long orderId, string instrument, EnmOrderDir dir,
decimal amount, int botId, decimal price, DateTime moment,
long mtsCreate, decimal fee)
{
Log(string.Format("[Update] botId={0} dealId={1} orderId={2} instrument={3} dir={4} amount={5} price={6} moment={7} mtsCreate={8} fee={9})",
botId, //0
dealId, //1
orderId, //2
instrument, //3
dir, //4
amount, //5
price, //6
moment, //7
mtsCreate, //8
fee //9
));
CRawUserDeal rd = new CRawUserDeal
{
Id_Deal = dealId,
Instrument = instrument,
Amount = Math.Abs(amount),
Dir = (sbyte)dir,
Ext_id_buy = dir == EnmOrderDir.Buy ? botId : 0,
Ext_id_sell = dir == EnmOrderDir.Sell ? botId : 0,
Price = price,
ReplId = GetBotDealId(botId, mtsCreate),
Moment = moment,
Fee_buy = dir == EnmOrderDir.Buy ? Math.Abs(fee) : 0,
Fee_sell = dir == EnmOrderDir.Sell ? Math.Abs(fee) : 0
};
CalculateBotsPos(rd, isOnlineASTSCalc: true);
//2018-05-24
//In case we recieve fee data in deal
//do trigger fee calculation. This is
//seldom case, when we where not able to process
//"Update" deal from "te" (because orderId-botId recieved later).
//and process deal from "tu"
//Usually we recieve "te" with no fee, and then "tu" with fee
if (fee != 0)
{
Log("Update fee from [Update]");
//2018-06-16 TODO remove all orderdir to dealDir
UpdateFee(botId, instrument, dealId, Math.Abs(fee), (EnmDealDir)dir);
}
UserDealsPosBoxClient.UpdateGUIDealCollection(rd);
}
private void ButtonLimitOrder_Click(object sender, RoutedEventArgs e)
{
try
{
string instrument = "";
decimal amount = 0;
CBotBase bot = null;
EnmOrderDir dir = EnmOrderDir.Buy;
if (IsValidInput(
ComboBoxLimitOrder,
ComboInstrumentLimitOrder,
TextBoxLimOrderLot,
ref dir,
ref instrument,
ref amount,
ref bot
))
{
if (TextBoxPrice.Text == null ||
TextBoxPrice.Text == "")
{
MessageBox.Show("Ошибка. Цена не задана");
return;
}
else
{
decimal price;
try
{
price = Convert.ToDecimal(TextBoxPrice.Text);
}
catch (Exception excpt)
{
MessageBox.Show("Ошибка. Некорректная цена");
return;
}
bot.ForceAddOrder(instrument, price, dir, amount);
ShowMessageOK();
}
}
else
{
return;
}
}
catch (Exception exc)
{
MessageBox.Show("ButtonLimitOrder_Click");
}
}
public CCommandAddOrder(uint userId, string broker_code, string isin, string client_code, OrderTypes type, /*OrderDirection*/ EnmOrderDir dir, int amount, string price, int ext_id)
{
UserId = userId;
Broker_code = broker_code;
Isin = isin;
Client_code = client_code;
Type = type;
Dir = dir;
Amount = amount;
Price = price;
Ext_id = ext_id;
}
public void OnSendOrderThrow(decimal priceThrow, decimal amountThrow, EnmOrderDir dir)
{
SetState(EnmTraderState._0117_WaitOrderThrow);
_timerWaitThrowOrders.Start();
Log("OnSendOrderThrow");
_orderThrowData.PosPrev = GetPositionCurr();
_orderThrowData.Price = priceThrow;
_orderThrowData.Amount = amountThrow;
_orderThrowData.Dir = dir;
Log("Before send PosPrev.Amount.amount=" + _orderThrowData.PosPrev.Amount +
" priceThrow=" + priceThrow + " dir=" + dir + " amountThrow=" + amountThrow);
}
public void SendOrderThrow(int conId, string instrument, decimal amount, EnmOrderDir dir, int throwSteps)
{
enmTradingEvent ev = enmTradingEvent.SendOrderThrow;
CSendOrderThrow sot = new CSendOrderThrow
{
Instrument = instrument,
OrderDir = dir,
Amount = amount,
ThrowSteps = throwSteps
};
SendDataToServer(conId, sot, ev);
}
/// <summary>
/// Calling on "te" (TradeExecute) bifinex events.
/// Ask UserOrderBoxCrypto to get botId based on OrderId.
/// If BotId found -do call Update if not do save to
/// _lstNotProcessedDeals for using this data later.
///
///
/// Call from CBitfinexWebSockConnector.ProcessUserTradeExecute
/// </summary>
/// <param name="rt"></param>
public void UpdateUserDeals(ResponseTrades rt)
{
Log("[UpdateUserDeals] " + rt.ToString());
EnmOrderDir dir = rt.ExecAmount > 0 ? EnmOrderDir.Buy : EnmOrderDir.Sell;
string instrument = rt.Pair.Remove(0, 1); //remove 't'
//long iAmount = CUtilConv.GetIntVolume(Convert.ToDecimal(rt.ExecAmount), GetDecimalVolume(instrument));
decimal dcmlAmount = Convert.ToDecimal(rt.ExecAmount);
DateTime moment = CUtilTime.DateTimeFromUnixTimestampMillis(rt.MtsCreate);
int botId = _userOrderBoxCrypto.GetBotIdOfOrder(instrument, rt.OrderId);
if (botId > 0) //botId found
{
Log("[UpdateUserDeals] botId=" + botId);
_userDealsPosBoxCrypto.Update(rt.Id,
rt.OrderId,
instrument,
dir,
dcmlAmount,
botId,
Convert.ToDecimal(rt.ExecPrice),
moment,
rt.MtsCreate,
(decimal)rt.Fee);
//2018-06-13 common situation - remember that no fee
//to remove it if fee will be recieved and get from rest if not
if ((decimal)rt.Fee == 0)
{
lock (_lstDealsWithNoFee)
_lstDealsWithNoFee.Add(rt);
}
}
else //botId not found
{
//Write error for now (debugging). In the future - remove error msg.
Error("UpdateUserDeals. Bot id not found");
//Put to list of deals to process it later (on "tu")
_lstNotProcessedDeals.Add(rt);
//add 2018-05-24
AddDealNoBotId(rt);
// _lstDealsNoBotId.Add(rt);
}
}
private decimal GetUserOrderAmountByDir(EnmOrderDir dir)
{
decimal count = 0;
lock (_userOrdersMon)
{
if (_userOrdersMon.ContainsKey(dir))
{
foreach (var kvp in _userOrdersMon[dir])
{
count += kvp.Value;
}
}
}
return(count);
}
public void AddOrder(string isin, decimal amount, EnmOrderDir dir, decimal price)
{
int id = Convert.ToInt16(_kernelTerminal.TerminalConfig.User);
CAddOrder ord = new CAddOrder {
IdTrader = id, Amount = amount, Dir = dir, Isin = _tickerName, Price = price
};
enmTradingEvent ev = enmTradingEvent.AddOrder;
_kernelTerminal.Communicator.SendDataToServer(ConnId, ord, ev);
Log("AddOrder IdTrader=" + id + " Amount=" + amount + " Dir=" + dir + " isin=" + _tickerName + " price=" + price);
}
/// <summary>
/// Get total amount of orders by price and direction
/// </summary>
private decimal GetUserOrderAmount(EnmOrderDir dir, decimal price)
{
lock (_userOrdersMon)
{
if (!_userOrdersMon.ContainsKey(dir))
{
return(0);
}
if (!_userOrdersMon[dir].ContainsKey(price))
{
return(0);
}
return(_userOrdersMon[dir][price]);
}
}
public void AddOrderRest(decimal price, EnmOrderDir dir)
{
CBotPos bp = GetPositionCurr();
decimal amountNeed = 0;
if ((dir == EnmOrderDir.Buy && bp.Amount < 0) ||
(dir == EnmOrderDir.Sell && bp.Amount > 0))
{
amountNeed = Math.Abs(bp.Amount);
if (amountNeed > 0)
{
_operations.AddOrder(_instrument, price, dir, amountNeed);
Log(String.Format("Order rest added price={0} amount={1} dir={2}",
price, amountNeed, dir.ToString()));
}
}
}
public void IncreasePosToMinPossible()
{
EnmOrderDir dir = _positionCurr.Amount > 0 ? EnmOrderDir.Buy : EnmOrderDir.Sell;
decimal amount = _client.GetMinOrderSize(_instrument);
if (_positionCurr.Amount > 0)
{
_expAmntAftInc = _positionCurr.Amount + amount;
}
else
{
_expAmntAftInc = _positionCurr.Amount - amount;
}
_client.AddMarketOrder(_instrument, dir, amount);
SetState(EnmTraderState._0119_WaitForPosInc);
Log(String.Format("IncreasePosToMinPossible amount={0} _expectedAmount={1}",
_positionCurr.Amount, _expAmntAftInc));
}
public void AddMarketOrder(int botId, string instrument, EnmOrderDir dir, decimal amount, decimal price)
{
decimal amountUse = (dir == EnmOrderDir.Buy) ? amount : -amount;
RequestNewOrder newOrd = new RequestNewOrder(gid: botId,
cid: GenUniqueId(botId),
symbol: instrument,
type: EnmBfxOrderType.Market,
amount: amountUse,
price: price);
newOrd.Close = 1;
var serNewOrd = JsonConvert.SerializeObject(newOrd, CBitfinexJsonSerializer.Settings);
SendMessage(serNewOrd);
Log(String.Format("[ADD ORDER] ==> {0} dir={1} amount={2} price={3}", instrument, dir, amount, price));
}
//TODO remove supervisorID
public override void AddOrder(int botId, string isin, decimal price, EnmOrderDir dir, decimal dcmlAmount)
{
int iAmount = Convert.ToInt32(dcmlAmount);
CCommandStucture cs = new CCommandStucture();
cs.CommandName = "FutAddOrder";
cs.Command = (object)new CCommandAddOrder(1, Broker_code, isin, Client_code, OrderTypes.Part, dir, iAmount, price.ToString(), botId);
//m_connOrderControl.CommandQueue.Add(cs);
int connId = 0;
/*if (supervisorID == 0)*/
connId = botId;
/*else
* connId = supervisorID;
*/
m_dictConnOrderControl[connId].CommandQueue.Add(cs);
Log("Add new order dir=" + dir + " amount=" + dcmlAmount + " price=" + price + " botId=" + botId);
}
public void AddOrder(int botId, string instrument, decimal price, EnmOrderDir dir, decimal amount)
{
IDictionary <string, object> dict = new Dictionary <string, object>();
dict["ACCOUNT"] = _account;
dict["QUANTITY"] = amount;
dict["SECBOARD"] = _secBoard;
dict["SECCODE"] = instrument;
dict["BUYSELL"] = CTradeConv.OrderDirToChar(dir);
dict["MKTLIMIT"] = 'L';
dict["SPLITFLAG"] = 'S'; //O - only th same price, S - could be different price
dict["PRICE"] = price;
dict["HIDDEN"] = 0;
dict["CLIENTCODE"] = _clientCode;
dict["EXTREF"] = botId.ToString();
//bool res = _client.Execute("ORDER", dict, out rep);
ExecTransaction("ORDER", dict);
}
/// <summary>
/// Called from CTradersDispatcher when order command recieved
///
/// Contains extra check methods - specific for trader.
/// </summary>
/// <param name="isin"></param>
/// <param name="price"></param>
/// <param name="dir"></param>
/// <param name="amount"></param>
/// <returns></returns>
public bool AddOrderByTrader(string isin, decimal price, EnmOrderDir dir, decimal amount)
{
Log("Try add order by trader");
if (IsAllowTraderActions(isin) && //denied for instrument (time disabled or short pos vialated disabled)
!IsShortDisabled(isin, dir, amount) && //short is disable at the moment
!DisabledBot &&
//2017-11-28
IsOrderDataCorrect(isin, price, dir, amount) //check if not null etc
)
{
//2017-11-29 changed. When trader adding
// order. Use Method of CBotTrader class which is not disable order.
//return base.AddOrder(isin, price, dir, amount, BotId);
return(AddOrder(isin, price, dir, amount, BotId));
}
else
{
Log("Add order by trader is not allowed");
return(false);
}
//return false;
}
public decimal GetBestPice(string isin, EnmOrderDir ordDir)
{
decimal val = 0;
try
{
{
if (EnmOrderDir.Buy == ordDir)
{
val = m_stocksStructDict[isin].StockConverter.GetBid();
}
else
{
val = m_stocksStructDict[isin].StockConverter.GetAsk();
}
}
}
catch (Exception e)
{
Error("GetBestPice", e);
}
return(val);
}
public decimal GetBestPice(string instrument, EnmOrderDir ordDir)
{
decimal val = 0;
try
{
{
if (EnmOrderDir.Buy == ordDir)
{
val = _dictStockConverter[instrument].GetBid();
}
else
{
val = _dictStockConverter[instrument].GetAsk();
}
}
}
catch (Exception e)
{
Error("GetBestPice", e);
}
return(val);
}
public bool IsShortDisabled(EnmOrderDir dir, decimal amountOrdersToAdd)
{
if (!_modeDisableTraderShortTrading)
{
return(false);
}
if (EnmOrderDir.Buy == dir)
{
return(false); //any buy orders are possible
}
CBotPos bp = GetPositionCurr();
decimal amountPos = bp.Amount;
decimal amountExistingShortOrders = GetUserOrderAmountByDir(dir);
if (amountPos >= amountExistingShortOrders + amountOrdersToAdd)
{
return(false);
}
Log("IsShortDisabled.");
return(true);
}
/// <summary>
/// Call when:
///
/// Trade update message triggered. Possible two cases:
///
/// 1) When we've not recieved trade execute message - do full update
/// 2) When we already recieved Trade execute message (TE) - just update fee
///
/// Call from:
///
/// CBitfinexWeebSockConnector.ProcessUserTradeUpdate
///
///
/// </summary>
/// <param name="rt"></param>
public void UpdateUserDealsLateUpd(ResponseTrades rt)
{
Log("[UpdateUserDealsLateUpd] " + rt.ToString());
EnmOrderDir dir = rt.ExecAmount > 0 ? EnmOrderDir.Buy : EnmOrderDir.Sell; //TODO change to deal dir
EnmDealDir dealDir = rt.ExecAmount > 0 ? EnmDealDir.Buy : EnmDealDir.Sell; //TODO change to deal dir
string instrument = rt.Pair.Remove(0, 1); //remove 't'
decimal dcmlAmount = Convert.ToDecimal(rt.ExecAmount);
DateTime moment = CUtilTime.DateTimeFromUnixTimestampMillis(rt.MtsCreate);
int botId = _userOrderBoxCrypto.GetBotIdOfOrder(instrument, rt.OrderId);
//fee recieved no worry about "no fee" deals
if (rt.Fee != 0)
{
lock (_lstDealsWithNoFee)
{
_lstDealsWithNoFee.RemoveAll(el => el.Id == rt.Id);
}
}
//if deal is not processed by "trade execute message" yet -
//do full update.
bool bNotProcessedYet = (_lstNotProcessedDeals.Find(el => el.Id == rt.Id) != null);
//Deal was not processed yet - do full update
if (bNotProcessedYet)
{
if (botId > 0) //botId found
{
Log("[UpdateUserDealsLateUpd]. First processing deal. botId=" + botId);
_userDealsPosBoxCrypto.Update(rt.Id,
rt.OrderId,
instrument,
dir,
dcmlAmount,
botId,
Convert.ToDecimal(rt.ExecPrice),
moment,
rt.MtsCreate,
(decimal)rt.Fee);
//deal processed no need update it - do remove
_lstNotProcessedDeals.RemoveAll(el => el.Id == rt.Id);
}
else //botId not found - now having a REAL problem
{
Error("CAUTION ! UpdateUserDealsLateUpd. BotId not found !");
//2018-05-14 remember deals with no botId for future processing
//2018-05-24 refact to funct
AddDealNoBotId(rt);
}
}
//if deal has already processed by "trade execute message" just update fee data
else
{
Log("[UpdateUserDealsLateUpd] Update fee");
_userDealsPosBoxCrypto.UpdateFee(botId,
instrument,
rt.Id,
Math.Abs(Convert.ToDecimal(rt.Fee)),
dealDir
);
//TODO update fee if order if not found
}
}
//deprecated brunch remove if not need
public void UpdateDealsPos(string instrument, decimal price, EnmOrderDir dir,
int amount, long extId,
DateTime moment, long mtsCreate, decimal fee)
{
_userDealsPosBoxCrypto.Update(instrument, price, dir, amount, extId, moment, mtsCreate, fee);
}
public static char OrderDirToChar(EnmOrderDir dir)
{
return(dir == EnmOrderDir.Buy ? 'B' : 'S');
}
