public override void AddTick(SymbolTick si)
{
if (!AlgoUpdateTick(si))
{
PostProcAddTick();
return;
}
// Get call-put tick for mock, for live implement later
if (AlgoParams.IsReplayMode)
{
bool isBuy = S.TotalBuyTrades < S.TotalSellTrades;
if (S.TotalBuyTrades != S.TotalSellTrades)
{
var ordCall = GetPairedSquareOffOrder(isBuy ? Position.BUY : Position.SELL, DerivativePositionType.Call, false);
if (ordCall != null)
{
var strkPrc = (int)ordCall.OrderTick.Di.StrikePriceDouble;
// get tick from tick store
S.TickCall = StockUtils.GetNearestOptionTick(S.Ticks.CurrTick, S.TicksCall, ref strkPrc, S.TickCall);
}
else
{
S.TickCall = null;
}
var ordPut = GetPairedSquareOffOrder(isBuy ? Position.BUY : Position.SELL, DerivativePositionType.Put, false);
if (ordPut != null)
{
var strkPrc = (int)ordPut.OrderTick.Di.StrikePriceDouble;
// get tick from tick store
S.TickPut = StockUtils.GetNearestOptionTick(S.Ticks.CurrTick, S.TicksPut, ref strkPrc, S.TickPut);
}
else
{
S.TickPut = null;
}
}
}
// Remotely called squareoff
if (S.IsSquareoffAtProfit)
{
if (S.TotalBuyTrades != S.TotalSellTrades)
{
var profitPerc = GetSquareOffProfitPerc();
if (profitPerc > 0.05)
{
var orderPlaceCode = TryImmediateSquareOff(false, false, true);
if (orderPlaceCode == OrderPlaceAlgoCode.SUCCESS || orderPlaceCode != OrderPlaceAlgoCode.RETRY)
{
S.IsSquareoffAtProfit = false;
if (S.IsPauseAfterSquareOffAtProfit)
{
Pause(false);
S.IsPauseAfterSquareOffAtProfit = false;
}
}
}
}
}
if (AlgoParams.AlgoId >= 150)
{
Scalper20(1, 0.5);
}
else if (AlgoParams.AlgoId < 20)
{
Scalper10();
}
else if (AlgoParams.AlgoId < 30)
{
Scalper10(true, true);
}
else if (AlgoParams.AlgoId < 40)
{
Scalper20(1, 0.5);
}
else if (AlgoParams.AlgoId < 50)
{
Scalper20(0.5, 0.5);
}
else if (AlgoParams.AlgoId < 100)
{
Scalper20(0.5, 0.5, false, true);
}
else if (AlgoParams.AlgoId > 115 && AlgoParams.AlgoId < 120)
{
Scalper116();
}
else
{
Scalper20(0.5, 0.4, true);
}
PostProcAddTick();
}
