public override Task StopAsync(CancellationToken cancellationToken)
{
LivePortfolioClient.Logout();
LivePortfolioClient.Database.Dispose();
if (BrokerClient is PaperTradeBrokerClient)
{
((PaperTradeBrokerClient)BrokerClient).Database.Dispose();
}
return(base.StopAsync(cancellationToken));
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
//TimeSortedCollection<FilledOrder> liveOrders = new TimeSortedCollection<FilledOrder>();
//liveOrders.Add(new FilledOrder("NIO_201204C55", (float)0.5, "BUY_TO_OPEN", "LIMIT", (float)0.5, 50, new DateTime(2020, 12, 1, 12, 25, 33)));
//liveOrders.Add(new FilledOrder("NIO_201204C60", (float)0.5, "BUY_TO_OPEN", "LIMIT", (float)0.5, 50, new DateTime(2020, 12, 1, 12, 22, 30)));
//liveOrders.Add(new FilledOrder("NIO_201204C62", (float)0.5, "BUY_TO_OPEN", "LIMIT", (float)0.5, 50, new DateTime(2020, 12, 1, 12, 22, 30)));
//liveOrders.Add(new FilledOrder("NIO_201204C65", (float)0.5, "BUY_TO_OPEN", "LIMIT", (float)0.5, 50, new DateTime(2020, 12, 1, 12, 30, 00)));
//LivePortfolioClient.IdentifyNewAndUpdatedOrders(liveOrders, 260);
//IEnumerable<Position> positions = BrokerClient.GetPositions();
//OptionQuote quote;
//try
//{
// quote = MarketDataClient.GetOptionQuote("AAPL_201218C140");
// //OptionQuote quote = MarketDataClient.GetQuote("AAPL_121819C140");
//}
//catch (Exception ex)
//{
// Log.Information(ex, "hello");
//}
//Order o1 = new Order("AAPL_201218C150", 1, InstructionType.SELL_TO_CLOSE, OrderType.MARKET, (float)0.08);
//BrokerClient.PlaceOrder(o1);
//Log.Information("Placing Order: {@Order}", o1);
//IList<Position> positions = await ((LottoXClient)LivePortfolioClient).GetPositionsFromImage("C:/Users/Admin/WindowsServices/MarketCode/LottoXService/screenshots/portfolio-4380.png");
//Order o1 = new Order("AAPL_201231C150", 1, InstructionType.BUY_TO_OPEN, OrderType.LIMIT, (float).03);
//Order o2 = new Order("CMG_201231C150", 1, InstructionType.BUY_TO_OPEN, OrderType.LIMIT, (float).03);
//BrokerClient.PlaceOrder(o1);
//BrokerClient.PlaceOrder(o2);
BrokerClient.CancelExistingBuyOrders("ZM_210115C550");
Log.Information("RETURNING EARLY");
return;
if (!MarketDataClient.IsMarketOpenToday())
{
Log.Information("Market closed today");
return;
}
//Log.Information("NOT LOGGING IN");
await LivePortfolioClient.Login();
TimeSpan marketOpenTime = new TimeSpan(9, 30, 0);
TimeSpan marketCloseTime = new TimeSpan(16, 0, 0);
int invalidPortfolioStateCount = 0;
int errorCount = 0;
//string seedOrdersFilename = "C:/Users/Admin/WindowsServices/MarketCode/LottoXService/screenshots/orders-4173.png";
string seedOrdersFilename = "";
while (!stoppingToken.IsCancellationRequested)
{
TimeSpan now = DateTime.Now.TimeOfDay;
if (now >= marketCloseTime)
{
Log.Information("Market now closed!");
ElmahClient.Dispose();
//Log.Information("NOT BREAKING ON MARKET CLOSED");
break;
}
else if (now <= marketOpenTime)
{
Log.Information("Market not open yet!");
// Or, wait until 9:30am
await Task.Delay(30 * 1000, stoppingToken);
continue;
}
try
{
Task _ = ElmahClient.Heartbeats.HealthyAsync(new Guid(_elmahConfig.LogId), _elmahConfig.HeartbeatId);
TimeSortedCollection <PositionDelta> deltas;
if (seedOrdersFilename.Length > 0)
{
Log.Information("*********Seeding live orders with file " + seedOrdersFilename);
deltas = await LivePortfolioClient.GetLiveDeltasFromPositions(seedOrdersFilename);
seedOrdersFilename = "";
}
else if (errorCount > 0 ||
invalidPortfolioStateCount > 0)
{
Log.Information("***Getting live deltas after error");
deltas = await LivePortfolioClient.GetLiveDeltasFromPositions();
}
else if (await LivePortfolioClient.HaveOrdersChanged(null))
{
Log.Information("***Change in top orders detected- getting live orders");
deltas = await LivePortfolioClient.GetLiveDeltasFromPositions();
}
else
{
deltas = new TimeSortedCollection <PositionDelta>();
}
foreach (PositionDelta delta in deltas)
{
Order?order = OrderManager.DecideOrder(delta);
if (order != null)
{
if (order.Instruction == InstructionType.SELL_TO_CLOSE)
{
BrokerClient.CancelExistingBuyOrders(order.Symbol);
}
BrokerClient.PlaceOrder(order);
}
}
invalidPortfolioStateCount = 0;
errorCount = 0;
}
catch (InvalidPortfolioStateException)
{
invalidPortfolioStateCount++;
if (invalidPortfolioStateCount == 2)
{
Log.Error("Portfolio found invalid {InvalidCount} times", invalidPortfolioStateCount);
}
else if (invalidPortfolioStateCount > 2)
{
Log.Fatal("Portfolio found invalid {InvalidCount} times", invalidPortfolioStateCount);
break;
}
await LivePortfolioClient.Login();
continue;
}
catch (PortfolioDatabaseException)
{
//Assume the exception is already logged
break;
}
catch (OptionParsingException ex)
{
Log.Fatal(ex, "Error parsing option symbol. Symbol {Symbol}. Terminating program.", ex.Symbol);
break;
}
catch (ArgumentException ex)
{
Log.Fatal(ex, "Arument exception encountered- terminating program.");
break;
}
catch (ModelBuilderException ex)
{
Log.Error(ex, "ModelBuilderException encountered");
errorCount++;
if (errorCount > 2)
{
Log.Fatal(ex, "Too many consecutive errors encountered. Terminating program. Error count = {ErrorCount}", errorCount);
break;
}
}
catch (Exception ex)
{
errorCount++;
if (errorCount <= 2)
{
Log.Error(ex, "Unexpected error: count = {ErrorCount}", errorCount);
}
else if (errorCount > 2)
{
Log.Fatal(ex, "Too many consecutive errors encountered. Terminating program. Error count = {ErrorCount}", errorCount);
break;
}
}
await Task.Delay(15 *1000, stoppingToken);
}
_hostApplicationLifetime.StopApplication();
}
