public override void ExecuteStrategy()
{
// Collect data
FetchExchangeData(Exchange.ExchangeConfiguration.CoinPairs);
// Farming logic:
//==========================================================
// For each open trade
foreach (var openTrade in OpenTrades)
{
if (openTrade.Type == TradeType.Buy)
{
//TODO: what should happen here?
}
else
{
//TODO: what should happen here?
}
}
// Get all coin pairs that do NOT have open orders
var nonOpenCoinPairs = Exchange.ExchangeConfiguration.CoinPairs.FindAll(coinPair => !OpenTrades.Contains(new Trade()
{
CoinPair = coinPair
}));
// For each coin pair not in open orders
foreach (var coinPair in nonOpenCoinPairs)
{
// If last trade was a Buy
var lastTrade = LastTrades.Find(trade => trade.CoinPair == coinPair);
if (lastTrade.Type == TradeType.Buy)
{
var positiveDistance = (lastTrade.Price / 100) * double.Parse(StrategyConfiguration.Configurations["PositivePercentage"]);
var negativeDistance = (lastTrade.Price / 100) * double.Parse(StrategyConfiguration.Configurations["NegativePercentage"]);
// If last trade price is higher than last buy price + positive distance
if (Tickers.Find(ticker => ticker.CoinPair == coinPair).LastTradePrice > (lastTrade.Price + positiveDistance))
{
// Create trailing stop at configured TrailingStopPercent of difference
var difference = (lastTrade.Price + positiveDistance) - Tickers.Find(ticker => ticker.CoinPair == coinPair).LastTradePrice;
var trailingStopDistance = (difference / 100) * double.Parse(StrategyConfiguration.Configurations["TrailingStopPercent"]);
Exchange.CreateTrailingStop(coinPair, trailingStopDistance, InvestedBalances.Find(balance => balance.CoinPair == coinPair).Available);
}
// If current price is lower than last buy price - negative distance
else if (Tickers.Find(ticker => ticker.CoinPair == coinPair).LastTradePrice < (lastTrade.Price - negativeDistance))
{
// Create market sell order to cut our losses
Exchange.CreateMarketSell(coinPair, InvestedBalances.Find(balance => balance.CoinPair == coinPair).Available);
}
}
else
{
// Create buy order at a percentage below last trade price (to prevent creating a taker order and paying more fee's)
//TODO: complete below
//Exchange.CreateBuyOrder(coinPair, );
}
}
}
