public override void StockBuySell()
{
try
{
myUpstoxWrapper.Upstox.TradeUpdateEvent += new Upstox.TradeUpdateEventEventHandler(TradeUpdated);
myUpstoxWrapper.Upstox.OrderUpdateEvent += new Upstox.OrderUpdateEventEventHandler(OrderUpdated);
myUpstoxWrapper.Upstox.PositionUpdateEvent += new Upstox.PositionUpdateEventEventHandler(PositionUpdated);
Init(AlgoType.AverageTheBuyThenSell);
}
catch (Exception ex)
{
Trace(string.Format("{0} Error: {1} \nStacktrace:{2}", stockCode, ex.Message, ex.StackTrace));
throw;
}
while (MarketUtils.IsMarketOpen())
{
try
{
PlaceBuyOrderIfEligible();
HandleConversionAnytimeNew();
if (MarketUtils.IsTimeAfter3XMin(0))
{
NearEODSquareOffAndCancelBuyOrder();
}
if (MarketUtils.IsTimeAfter3XMin(29))
{
CancelOpenOrders();
}
}
catch (Exception ex)
{
Trace("Error:" + ex.Message + "\nStacktrace:" + ex.StackTrace);
}
MainLoopPause();
}
EODProcess(true); // EOD final update
}
public override void StockBuySell()
{
try
{
Init(AlgoType.AverageTheBuyThenSell);
}
catch (Exception ex)
{
Trace("Error:" + ex.Message + "\nStacktrace:" + ex.StackTrace);
throw;
}
while (MarketUtils.IsMarketOpen())
{
try
{
// Try to convert to delivery pending open positions (nearing expiry) from previous days
ConvertToDeliveryPreviousDaysExpiringOpenPositions();
var holdingTradesRef = holdingsOrders.Select(h => h.OrderRef);
{
var newTrades = new Dictionary <string, EquityTradeBookRecord>();
// refresh trade book
errCode = broker.GetEquityTradeBookToday(true, stockCode, out newTrades);
foreach (var tradeKv in newTrades.OrderBy(t => t.Value.Direction).Reverse())
{
var tradeRef = tradeKv.Key;
var trade = tradeKv.Value;
Trace(string.Format(tradeTraceFormat, stockCode, trade.Direction == OrderDirection.BUY ? "bought" : "sold", trade.NewQuantity, trade.Price,
holdingTradesRef.Contains(tradeRef) ? "CASH" : "MARGIN"));
// if any holding sell executed
ProcessHoldingSellOrderExecution(newTrades);
// if sell executed, then update today outstanding to 0 , because sell order always contains the total outstanding qty and now all of it got sold with this trade
// but handle part executions using NewQuantity
if (tradeRef == todayOutstandingSellOrderRef)
{
todayOutstandingQty -= trade.NewQuantity;
if (todayOutstandingQty == 0)
{
todayOutstandingPrice = 0;
todayOutstandingSellOrderRef = "";
}
}
// if buy executed, then place a corresponding updated sell order. assumption is that qty is completely executed.
// part executed qty will get considered only for first part, for later ones there is no update because we wont get it in newTrades again
if (tradeRef == todayOutstandingBuyOrderRef)
{
Dictionary <string, EquityOrderBookRecord> orders;
errCode = broker.GetEquityOrderBookToday(false, false, stockCode, out orders);
if (orders[todayOutstandingBuyOrderRef].Status == OrderStatus.EXECUTED)
{
Trace(string.Format("Fully executed newqty {0} todayoutstandingqty {1} todayoutstandingprice {2} sellorderref {3} buyorderef {4} buyorderstatus {5}", trade.NewQuantity, todayOutstandingQty, todayOutstandingPrice, todayOutstandingSellOrderRef, todayOutstandingBuyOrderRef, orders[todayOutstandingBuyOrderRef].Status));
todayOutstandingBuyOrderRef = "";
}
else
{
Trace(string.Format("Partially executed newqty {0} todayoutstandingqty {1} todayoutstandingprice {2} sellorderref {3} buyorderef {4} buyorderstatus {5}", trade.NewQuantity, todayOutstandingQty, todayOutstandingPrice, todayOutstandingSellOrderRef, todayOutstandingBuyOrderRef, orders[todayOutstandingBuyOrderRef].Status));
}
// update outstanding qty and outstanding price to place updated sell order
todayOutstandingPrice = (todayOutstandingPrice * todayOutstandingQty) + (trade.NewQuantity * trade.Price);
todayOutstandingQty += trade.NewQuantity;
if (todayOutstandingQty == 0)
{
todayOutstandingPrice = 0;
}
else
{
todayOutstandingPrice /= todayOutstandingQty;
}
todayOutstandingPrice = Math.Round(todayOutstandingPrice, 2);
if (todayOutstandingQty >= maxTodayOutstandingQtyAllowed)
{
Trace(string.Format("TodayOutstandingQty reached the max. todayOutstandingQty: {0} maxTodayOutstandingQtyAllowed: {1}", todayOutstandingQty, maxTodayOutstandingQtyAllowed));
}
if ((todayOutstandingQty + holdingOutstandingQty) >= maxTotalOutstandingQtyAllowed)
{
Trace(string.Format("TotalOutstandingQty reached the max. todayOutstandingQty: {0} holdingOutstandingQty: {1} maxTotalOutstandingQtyAllowed: {2}", todayOutstandingQty, holdingOutstandingQty, maxTotalOutstandingQtyAllowed));
}
settlementNumber = trade.SettlementNumber;
lastBuyPrice = useAvgBuyPriceInsteadOfLastBuyPriceToCalculateBuyPriceForNewOrder ? todayOutstandingPrice : trade.Price;
if (!string.IsNullOrEmpty(todayOutstandingSellOrderRef))
{
// cancel existing sell order if it exists
errCode = CancelEquityOrder("[Buy Executed]", ref todayOutstandingSellOrderRef, EquityOrderType.MARGIN, OrderDirection.SELL);
}
if (errCode == BrokerErrorCode.Success || string.IsNullOrEmpty(todayOutstandingSellOrderRef))
{
// place new sell order if previous cancelled or it was first one, update sell order ref
var sellPrice = GetSellPrice(todayOutstandingPrice, false, false);
errCode = PlaceEquityOrder(stockCode, OrderPositionTypeEnum.Margin, todayOutstandingQty, todayOutstandingQty, sellPrice.ToString(), OrderPriceType.LIMIT, OrderDirection.SELL, EquityOrderType.MARGIN, exchange, "", out todayOutstandingSellOrderRef);
}
}
}
PlaceBuyOrderIfEligible();
}
// Only relevant near EOD
TrySquareOffNearEOD(AlgoType.AverageTheBuyThenSell);
}
catch (Exception ex)
{
Trace("Error:" + ex.Message + "\nStacktrace:" + ex.StackTrace);
}
if (MarketUtils.IsTimeAfter3XMin(28))
{
CancelHoldingSellOrders();
ConvertToDeliveryAndUpdatePositionFile();
}
PauseBetweenTradeBookCheck();
}
// for safety call conversion once more if the conversion call in the above loop was missed due to Pause and loop's time check
//CancelHoldingSellOrders();
ConvertToDeliveryAndUpdatePositionFile(true); // EOD final update
}
