private void AddOrUpdateOrders(IBrokerAccount account, List <Trade> addedOrUpdatedTrades, WebCallResult <IEnumerable <BinanceOrder> > orders)
{
foreach (var o in orders.Data)
{
var existing = account.Trades.FirstOrDefault(t => t.Id == o.OrderId.ToString());
if (existing == null)
{
var trade = CreateTradeFromOrder(o);
addedOrUpdatedTrades.Add(trade);
account.Trades.Add(trade);
}
else
{
existing.EntryQuantity = o.QuantityFilled;
existing.EntryPrice = o.AverageFillPrice;
if (existing.EntryQuantity == existing.OrderAmount)
{
existing.CloseDateTime = o.UpdateTime;
}
addedOrUpdatedTrades.Add(existing);
}
}
}
public QueryTradesViewModel()
{
DependencyContainer.ComposeParts(this);
_broker = _brokersService.Brokers.First(b => b.Name == "FXCM");
_account = _brokersService.AccountsLookup[_broker];
SetInitialValue();
}
public bool UpdateAccount(
IBrokerAccount account,
IBrokersCandlesService candlesService,
IMarketDetailsService marketsService,
Action <string> updateProgressAction,
out List <Trade> addedOrUpdatedTrades)
{
addedOrUpdatedTrades = new List <Trade>();
var limit = 500;
foreach (var symbol in GetSymbols())
{
Log.Debug($"Updating account for {symbol}");
// Get highest order ID
var maxId = account.Trades.Count(t => t.CloseDateTime != null && t.Market == symbol) == 0 ? 1 : account.Trades
.Where(t => t.CloseDateTime != null && t.Market == symbol)
.Max(t => Convert.ToInt64(t.Id));
WebCallResult <IEnumerable <BinanceOrder> > orders = null;
// Get orders
while (orders == null || orders.Data.Count() == limit)
{
orders = _client.Spot.Order.GetAllOrders(symbol, orderId: maxId);
if (orders.Success == false && orders.Error.Code == -1003)
{
Log.Info("Too many Binance requests - pausing requests");
// -1003 = Too many requests
Thread.Sleep(60 * 1000);
orders = null;
continue;
}
if (orders.Success)
{
AddOrUpdateOrders(account, addedOrUpdatedTrades, orders);
}
else
{
Log.Error($"Unable to get orders for symbol {symbol} - {orders.Error.Message}");
break;
}
maxId = account.Trades.Count(t => t.CloseDateTime != null && t.Market == symbol) == 0 ? 1 : account.Trades
.Where(t => t.CloseDateTime != null && t.Market == symbol)
.Max(t => Convert.ToInt64(t.Id));
}
}
Log.Info($"Binance account updated - {addedOrUpdatedTrades} trades added or updated");
return(true);
}
public RunStrategyLiveViewModel()
{
DependencyContainer.ComposeParts(this);
RunLiveCommand = new DelegateCommand(o => RunLive());
_fxcm = (FxcmBroker)_brokersService.Brokers.First(x => x.Name == "FXCM");
_strategiesDirectory = _dataDirectoryService.MainDirectoryWithApplicationName;
_logDirectory = DataDirectoryService.GetMainDirectoryWithApplicationName("FXCMTradeLog");
_brokersService.LoadBrokerAccounts(_tradeDetailsAutoCalculatorService, _logDirectory);
_brokerAccount = _brokersService.AccountsLookup[_fxcm];
}
public TradeDetailsViewModel(Trade trade, Action closeWindow)
{
_closeWindow = closeWindow;
DependencyContainer.ComposeParts(this);
Trade = trade;
Date = Trade.StartDateTimeLocal != null
? Trade.StartDateTimeLocal.Value.ToString("dd/MM/yy HH:mm")
: DateTime.Now.ToString("dd/MM/yy HH:mm");
RefreshDetails();
_broker = _brokersService.GetBroker(trade.Broker);
_brokerAccount = _brokersService.AccountsLookup[_broker];
AddLimitCommand = new DelegateCommand(AddLimit);
AddStopCommand = new DelegateCommand(AddStop);
RemoveLimitCommand = new DelegateCommand(RemoveLimit);
RemoveStopCommand = new DelegateCommand(RemoveStop);
SetOrderDateTimePriceCommand = new DelegateCommand(SetOrderDateTimePrice);
DoneCommand = new DelegateCommand(o => Done());
}
public bool UpdateAccount(IBrokerAccount account, IBrokersCandlesService candlesService, IMarketDetailsService marketsService,
Action <string> updateProgressAction, out List <Trade> addedOrUpdatedTrades)
{
throw new NotImplementedException();
}
public void RecalculateTrade(Trade trade)
{
// TODO Remove this altogether
var startTime = trade.OrderDateTime ?? trade.EntryDateTime;
var broker = _brokersService.Brokers.FirstOrDefault(x => x.Name == trade.Broker);
var options = trade.CalculateOptions;
IBrokerAccount brokerAccount = null;
if (broker != null)
{
_brokersService.AccountsLookup.TryGetValue(broker, out brokerAccount);
}
if (startTime == null)
{
trade.StopInPips = null;
trade.InitialStopInPips = null;
trade.InitialStop = null;
trade.LimitInPips = null;
trade.InitialLimitInPips = null;
trade.InitialLimit = null;
trade.RiskPercentOfBalance = null;
trade.RiskAmount = null;
trade.RMultiple = null;
return;
}
UpdateOrderPrice(trade);
//UpdateStop(trade);
//UpdateLimit(trade);
// Update price per pip
if (!options.HasFlag(CalculateOptions.ExcludePipsCalculations))
{
UpdateTradePricePerPip(trade, broker);
}
// Update risk
if (trade.InitialStopInPips == null || trade.PricePerPip == null)
{
trade.RiskPercentOfBalance = null;
trade.RiskAmount = null;
trade.RiskPercentOfBalance = null;
}
else
{
trade.RiskAmount = trade.PricePerPip.Value * trade.InitialStopInPips.Value;
if (brokerAccount != null)
{
var balance = brokerAccount.GetBalance(trade.StartDateTime);
if (balance != 0.0M)
{
trade.RiskPercentOfBalance = (trade.RiskAmount * 100M) / brokerAccount.GetBalance(startTime);
}
else
{
trade.RiskPercentOfBalance = null;
}
}
}
}
