public void Create(StopLimitOrderTest item)
{
stopLimitOrders.Add(item);
MaxStopPriceBuy = GetMaxStopPriceBuy(item.Pair);
MinStopPriceSell = GetMinStopPriceSell(item.Pair);
}
private void CurrentTrades_LastPriceEvent(double lastPrice)
{
if (IsActiveAlgoritm)
{
//logService.Write("------------------CurrentTrades_LastPriceEvent------------------");
//logService.Write($"currentPair.Pair: {simbol} lastPrice: {lastPrice} IsActiveAlgoritm: {IsActiveAlgoritm} Strategy: {tradeConfiguration.Strategy}");
if (tradeConfiguration.Strategy == LONG_STRATEGY)
{
// отслеживание OrderReload
var maxPrice = 0d;
try
{
maxPrice = stopLimitOrderRepository.MaxStopPriceBuy;
}
catch (Exception ex)
{
logService.Write($"maxPrice: error - {ex.Message}");
EndTask();
return;
}
//logService.Write($"maxPrice: {maxPrice}");
var indent = 0.0;
if (maxPrice > 0)
{
indent = ((lastPrice - maxPrice) * 100) / maxPrice;
}
//logService.Write($"indent: {indent} tradeConfiguration.OrderReload: {tradeConfiguration.OrderReload} isReload: {isReload}");
if (indent > tradeConfiguration.OrderReload && tradeConfiguration.OrderReload > 0 && isReload)
{
stopLimitOrderRepository.DeactivationAllOrders();
takeProfitOrderRepository.DeactivationAllOrders();
StartAlgoritm(lastPrice);
logService.Write($"Перемещение сетки OrderReload. indent: {indent} tradeConfiguration.OrderReload: {tradeConfiguration.OrderReload} isReload: {isReload}");
EndTask();
return;
}
// отслеживание исполнения стопов
//logService.Write("---- отслеживание исполнения стопов");
var stopOrders = stopLimitOrderRepository.GetActive(simbol).OrderByDescending(x => x.StopPrice);
foreach (var stopOrder in stopOrders)
{
//OnMessageDebugEvent("отслеживание исполнения стопов");
try
{
//logService.Write($"lastPrice: {lastPrice} stopOrder.StopPrice: {stopOrder.StopPrice}");
if (lastPrice <= stopOrder.StopPrice)
{
// get secret key
var publicKey = PUBLIC_KEY;
var secretKey = SECRET_KEY;
if (stopOrder.IsBuyOperation)
{
logService.Write($"Сработал стоп на открытие позиции: stopOrder.Pair: {stopOrder.Pair} stopOrder.IsBuyOperation: {stopOrder.IsBuyOperation} stopOrder.Amount: {stopOrder.Amount} ** lastPrice: {lastPrice} stopOrder.StopPrice: {stopOrder.StopPrice}");
isReload = false; // если есть иполнение запрещаем перестановку ордеров
// обновляем стоп
stopLimitOrderRepository.DeactivateOrder(stopOrder.ID);
// выставляеим на Бинансе
var position = positionRepository.GetOpen().FirstOrDefault();
if (position != null)
{
position.IcreasePosition(stopOrder.Amount, lastPrice);
}
else
{
position = positionRepository.Create(new Position(stopOrder.Pair, stopOrder.Amount, lastPrice, isLong: true));
}
// снимаем все стопы-loss и профиты
stopLimitOrderRepository.DeactivationAllOrders(publicKey, false);
takeProfitOrderRepository.DeactivationAllOrders(publicKey);
// выставляем профит
var profitStop = new TakeProfitOrderTest()
{
FK_PublicKey = publicKey,
Pair = stopOrder.Pair,
StopPrice = RoundAsset(position.Price + (position.Price * tradeConfiguration.Profit / 100)),
IndentExtremum = tradeConfiguration.IndentExtremum,
ProtectiveSpread = tradeConfiguration.ProtectiveSpread,
Amount = RoundLotSize(Math.Abs(position.Amount)),
IsBuyOperation = false,
Active = true
};
takeProfitOrderRepository.Create(profitStop);
logService.Write("выставляем профит");
logService.Write($"Pair: {profitStop.Pair} StopPrice: {profitStop.StopPrice} IndentExtremum: {profitStop.IndentExtremum} ProtectiveSpread: {profitStop.ProtectiveSpread} Amount: {profitStop.Amount} IsBuyOperation: {profitStop.IsBuyOperation} Active: {profitStop.Active}");
// выставляем лосс
var lossStop = new StopLimitOrderTest()
{
FK_PublicKey = publicKey,
Pair = stopOrder.Pair,
StopPrice = RoundAsset(position.Price - (position.Price * tradeConfiguration.Loss / 100)),
Price = 0,
Amount = RoundLotSize(Math.Abs(position.Amount)),
IsBuyOperation = false,
Active = true
};
stopLimitOrderRepository.Create(lossStop);
logService.Write("выставляем лосс");
logService.Write($"Pair: {lossStop.Pair} StopPrice: {lossStop.StopPrice} Price: {lossStop.Price} Amount: {lossStop.Amount} IsBuyOperation: {lossStop.IsBuyOperation} Active: {lossStop.Active}");
}
else // сработал стоп-лосс
{
logService.Write($"Сработал стоп-лосс. stopOrder.Pair: {stopOrder.Pair} stopOrder.IsBuyOperation: {stopOrder.IsBuyOperation} stopOrder.Amount: {stopOrder.Amount} ** lastPrice: {lastPrice} stopOrder.StopPrice: {stopOrder.StopPrice}");
// выставляеим на Бинансе
var position = positionRepository.GetOpen().FirstOrDefault();
if (position != null)
{
position.ClosePosition(lastPrice);
}
else
{
// error
}
// все снимаем
stopLimitOrderRepository.DeactivationAllOrders(publicKey);
takeProfitOrderRepository.DeactivationAllOrders(publicKey);
// начинаем заново
StartAlgoritm(lastPrice);
EndTask();
return;
}
}
else
{
break;
}
}
catch (Exception ex)
{
// TODO: loging
logService.Write($"System error: {ex.Message}");
}
}
// отслеживание тейк-профитов
//logService.Write($"---- отслеживание тейк-профитов");
var takeProfits = takeProfitOrderRepository.GetActive(simbol).OrderBy(x => x.StopPrice);
//logService.Write($"foreach (var order in takeProfits) I -----------------");
foreach (var order in takeProfits)
{
//OnMessageDebugEvent($"LP:{lastPrice} * SP:{order.StopPrice}");
//logService.Write($"lastPrice: {lastPrice} stopOrder.StopPrice: {order.StopPrice} order.ExtremumPrice: {order.ExtremumPrice}");
if (lastPrice >= order.StopPrice && order.ExtremumPrice <= 0)
{
// update ExtremumPrice
//logService.Write($"Initialize ExtremumPrice: {lastPrice}");
takeProfitOrderRepository.UpdateExtremumPrice(order.ID, lastPrice);
}
}
//logService.Write($"end I -----------------");
takeProfits = takeProfits.Where(x => x.ExtremumPrice > 0).OrderByDescending(x => x.ExtremumPrice);
//logService.Write($"foreach (var order in takeProfits) II -----------------");
foreach (var order in takeProfits)
{
// get secret key
var publicKey = PUBLIC_KEY;
var secretKey = SECRET_KEY;
var indentExtremum = ((order.ExtremumPrice - lastPrice) * 100) / order.ExtremumPrice;
//OnMessageDebugEvent($"IE:{indentExtremum} * OIE:{order.IndentExtremum}");
//logService.Write($"indentExtremum: {indentExtremum} order.IndentExtremum: {order.IndentExtremum}");
if (indentExtremum >= order.IndentExtremum)
{
logService.Write($"Сработал тейк-профит: Pair: {order.Pair} StopPrice: {order.StopPrice} IndentExtremum: {order.IndentExtremum} ProtectiveSpread: {order.ProtectiveSpread} Amount: {order.Amount} IsBuyOperation: {order.IsBuyOperation} Active: {order.Active} ** lastPrice: {lastPrice}");
// выставляеим на Бинансе
var position = positionRepository.GetOpen().FirstOrDefault();
if (position != null)
{
position.ClosePosition(lastPrice);
}
else
{
// error
}
// все снимаем
stopLimitOrderRepository.DeactivationAllOrders(publicKey);
takeProfitOrderRepository.DeactivationAllOrders(publicKey);
// начинаем заново
StartAlgoritm(lastPrice);
EndTask();
return;
}
//OnMessageDebugEvent($"LP:{lastPrice} * SP:{order.StopPrice}");
//logService.Write($"Update ExtremumPrice");
//logService.Write($"lastPrice: {lastPrice} order.ExtremumPrice: {order.ExtremumPrice}");
if (lastPrice > order.ExtremumPrice && order.ExtremumPrice > 0)
{
// update ExtremumPrice
takeProfitOrderRepository.UpdateExtremumPrice(order.ID, lastPrice);
}
}
//logService.Write($"end II -----------------");
//----
}
//-----------------------------------------
//----------- SHORT -----------------------
//-----------------------------------------
else if (tradeConfiguration.Strategy == SHORT_STRATEGY)
{
//OnMessageDebugEvent("LONG_STRATEGY");
// отслеживание OrderReload
var minPrice = 0d;
try
{
minPrice = stopLimitOrderRepository.MinStopPriceSell;
}
catch (Exception ex)
{
logService.Write($"minPrice: error - {ex.Message}");
EndTask();
return;
}
//logService.Write($"minPrice: {minPrice}");
var indent = 0.0;
if (minPrice > 0)
{
indent = ((minPrice - lastPrice) * 100) / minPrice;
}
//logService.Write($"indent: {indent} tradeConfiguration.OrderReload: {tradeConfiguration.OrderReload} isReload: {isReload}");
if (indent > tradeConfiguration.OrderReload && tradeConfiguration.OrderReload > 0 && isReload)
{
stopLimitOrderRepository.DeactivationAllOrders();
takeProfitOrderRepository.DeactivationAllOrders();
StartAlgoritm(lastPrice);
logService.Write($"Перемещение сетки OrderReload. indent: {indent} tradeConfiguration.OrderReload: {tradeConfiguration.OrderReload} isReload: {isReload}");
EndTask();
return;
}
// отслеживание исполнения стопов
//logService.Write("---- отслеживание исполнения стопов");
var stopOrders = stopLimitOrderRepository.GetActive(simbol).OrderBy(x => x.StopPrice);
foreach (var stopOrder in stopOrders)
{
//OnMessageDebugEvent("отслеживание исполнения стопов");
try
{
//logService.Write($"lastPrice: {lastPrice} stopOrder.StopPrice: {stopOrder.StopPrice}");
if (lastPrice >= stopOrder.StopPrice)
{
logService.Write($"lastPrice: {lastPrice}");
// get secret key
var publicKey = PUBLIC_KEY;
var secretKey = SECRET_KEY;
if (!stopOrder.IsBuyOperation)
{
logService.Write($"Сработал стоп на открытие позиции: stopOrder.Pair: {stopOrder.Pair} stopOrder.IsBuyOperation: {stopOrder.IsBuyOperation} stopOrder.Amount: {stopOrder.Amount} ** lastPrice: {lastPrice} stopOrder.StopPrice: {stopOrder.StopPrice}");
isReload = false; // если есть иполнение запрещаем перестановку ордеров
// обновляем стоп
stopLimitOrderRepository.DeactivateOrder(stopOrder.ID);
// выставляеим на Бинансе
var position = positionRepository.GetOpen().FirstOrDefault();
if (position != null)
{
position.IcreasePosition(stopOrder.Amount, lastPrice);
}
else
{
position = positionRepository.Create(new Position(stopOrder.Pair, stopOrder.Amount, lastPrice, isLong: false));
}
// снимаем все стопы-loss и профиты
stopLimitOrderRepository.DeactivationAllOrders(publicKey, !stopOrder.IsBuyOperation);
takeProfitOrderRepository.DeactivationAllOrders(publicKey);
// выставляем профит
var profitStop = CreateTakeProfitOrder(publicKey, stopOrder.Pair, position.Price, position.Amount, isBuyer: true);
takeProfitOrderRepository.Create(profitStop);
logService.Write("выставляем профит");
logService.Write($"Pair: {profitStop.Pair} StopPrice: {profitStop.StopPrice} IndentExtremum: {profitStop.IndentExtremum} ProtectiveSpread: {profitStop.ProtectiveSpread} Amount: {profitStop.Amount} IsBuyOperation: {profitStop.IsBuyOperation} Active: {profitStop.Active}");
// выставляем лосс
double stopPrice = GetStopLossPrice(position.Price, tradeConfiguration.Loss, !stopOrder.IsBuyOperation);
var lossStop = CreateStopLimitOrder(publicKey, stopOrder.Pair, stopPrice, RoundLotSize(Math.Abs(position.Amount)), true);
stopLimitOrderRepository.Create(lossStop);
logService.Write("выставляем лосс");
logService.Write($"Pair: {lossStop.Pair} StopPrice: {lossStop.StopPrice} Price: {lossStop.Price} Amount: {lossStop.Amount} IsBuyOperation: {lossStop.IsBuyOperation} Active: {lossStop.Active}");
}
else // сработал стоп-лосс
{
logService.Write($"Сработал стоп-лосс. ** lastPrice: {lastPrice} stopOrder.StopPrice: {stopOrder.StopPrice}");
// выставляеим на Бинансе
var position = positionRepository.GetOpen().FirstOrDefault();
if (position != null)
{
position.ClosePosition(lastPrice);
}
else
{
// error
}
// все снимаем
stopLimitOrderRepository.DeactivationAllOrders(publicKey);
takeProfitOrderRepository.DeactivationAllOrders(publicKey);
// начинаем заново
StartAlgoritm(lastPrice);
EndTask();
return;
}
}
else
{
break;
}
}
catch (Exception ex)
{
// TODO: loging
logService.Write($"System error: {ex.Message}");
}
}
// отслеживание тейк-профитов
//logService.Write($"---- отслеживание тейк-профитов");
var takeProfits = takeProfitOrderRepository.GetActive(simbol).OrderByDescending(x => x.StopPrice);
//logService.Write($"foreach (var order in takeProfits) I -----------------");
foreach (var order in takeProfits)
{
//OnMessageDebugEvent($"LP:{lastPrice} * SP:{order.StopPrice}");
//logService.Write($"lastPrice: {lastPrice} stopOrder.StopPrice: {order.StopPrice} order.ExtremumPrice: {order.ExtremumPrice}");
if (lastPrice <= order.StopPrice && order.ExtremumPrice <= 0)
{
// update ExtremumPrice
//logService.Write($"Initialize ExtremumPrice: {lastPrice}");
takeProfitOrderRepository.UpdateExtremumPrice(order.ID, lastPrice);
}
}
//logService.Write($"end I -----------------");
takeProfits = takeProfits.Where(x => x.ExtremumPrice > 0).OrderBy(x => x.ExtremumPrice);
//logService.Write($"foreach (var order in takeProfits) II -----------------");
foreach (var order in takeProfits)
{
// get secret key
var publicKey = PUBLIC_KEY;
var secretKey = SECRET_KEY;
var indentExtremum = ((lastPrice - order.ExtremumPrice) * 100) / order.ExtremumPrice;
//OnMessageDebugEvent($"IE:{indentExtremum} * OIE:{order.IndentExtremum}");
//logService.Write($"indentExtremum: {indentExtremum} order.IndentExtremum: {order.IndentExtremum}");
if (indentExtremum >= order.IndentExtremum)
{
logService.Write($"Сработал тейк-профит: Pair: {order.Pair} StopPrice: {order.StopPrice} IndentExtremum: {order.IndentExtremum} ProtectiveSpread: {order.ProtectiveSpread} Amount: {order.Amount} IsBuyOperation: {order.IsBuyOperation} Active: {order.Active} ** lastPrice: {lastPrice}");
// выставляеим на Бинансе
var position = positionRepository.GetOpen().FirstOrDefault();
if (position != null)
{
position.ClosePosition(lastPrice);
}
else
{
// error
}
// все снимаем
stopLimitOrderRepository.DeactivationAllOrders(publicKey);
takeProfitOrderRepository.DeactivationAllOrders(publicKey);
// начинаем заново
StartAlgoritm(lastPrice);
EndTask();
return;
}
//OnMessageDebugEvent($"LP:{lastPrice} * SP:{order.StopPrice}");
//logService.Write($"Update ExtremumPrice");
//logService.Write($"lastPrice: {lastPrice} order.ExtremumPrice: {order.ExtremumPrice}");
if (lastPrice < order.ExtremumPrice && order.ExtremumPrice > 0)
{
// update ExtremumPrice
takeProfitOrderRepository.UpdateExtremumPrice(order.ID, lastPrice);
}
}
//logService.Write($"end II -----------------");
//----
}
EndTask();
}
}
