private async Task OnMarketBestPairChanged(object sender, MarketBestPairChangedEventArgs e)
{
if (e == null)
{
throw new ArgumentNullException(nameof(e));
}
// get current opened orders by token
var openOrdersResponse = await GetOpenedOrdersAsync(Symbol);
// cancel already opened orders (if necessary)
if (openOrdersResponse != null)
{
await CancelOrdersAsync(openOrdersResponse);
}
// find new market position
Quote q = MarketStrategy.Process(e.MarketBestPair);
// if position found then create order
if (q != null)
{
var newOrderRequest = new CreateOrderRequest
{
Symbol = Symbol,
Quantity = Decimal.Round(q.Volume, decimals: MarketStrategy.Config.QuoteAssetPrecision),
Price = Decimal.Round(q.Price, decimals: MarketStrategy.Config.PricePrecision),
Side = q.Direction,
Type = OrderType.Limit,
TimeInForce = TimeInForce.GoodTillCancel,
RecvWindow = (int)MarketStrategy.Config.ReceiveWindow.TotalMilliseconds
};
var createOrderResponse = await CreateOrderAsync(newOrderRequest);
if (createOrderResponse != null)
{
Logger.Warn($"Limit order was created. Price: {createOrderResponse.Price}. Volume: {createOrderResponse.Quantity}");
}
}
}
private async Task OnMarketBestPairChanged(object sender, MarketBestPairChangedEventArgs e)
{
if (e == null)
{
throw new ArgumentNullException(nameof(e));
}
// get current opened orders by token
var openOrdersResponse = await GetOpenedOrdersAsync(Symbol);
// cancel already opened orders (if necessary)
await CancelOrdersAsync(openOrdersResponse);
// find new market position
Quote q = MarketStrategy.Process(e.MarketBestPair);
// if position found then create order
if (q != null)
{
var newOrderRequest = new CreateOrderRequest
{
Symbol = Symbol,
Quantity = q.Volume,
Price = q.Price,
Side = q.Direction,
Type = OrderType.Limit,
TimeInForce = TimeInForce.GTC // 'Good Till Cancelled' marketStrategy
};
await CreateOrderAsync(newOrderRequest);
Logger.Info($"Limit order created. Price: {newOrderRequest.Price}. Volume: {newOrderRequest.Quantity}");
}
Console.WriteLine(Environment.NewLine); // only for beauty console output purposes
}
