private BotInstanceData OrderCorrectionAmount(IBotInstanceData instance)
{
BotInstanceData data = (BotInstanceData)instance;
if (data.BuySellAmount != 0)
{
CancelExistingOrder(instance);
var side = data.BuySellAmount > 0 ? "BUY" : "SELL";
if (side == "BUY" && data.BuySellAmount > data.CashTokenValue)
{
return(data);
}
var symbol = $"{data.TokenSymbol}{data.CashTokenSymbol}";
var size = decimal.Round(Math.Abs(data.BuySellAmount) / data.TokenAskPrice, 2);
var price = decimal.Round(data.TokenAskPrice, 4);
if ((size * price) < data.MinimumDollarPurchaceSize)
{
size = decimal.Round(data.MinimumDollarPurchaceSize / price, 2);
}
Console.WriteLine($"Placing order {symbol} {side} for {size} at {price} = {price * size} dollars");
var order = new Order
{
Symbol = data.TokenSymbol,
DenominatorSybol = data.CashTokenSymbol,
Size = size,
Side = side,
Price = price
};
_exchange.CreateOrder(order);
}
return(data);
}
public async Task <TradeResult> Execute(TradingContext context, IExchange exchange) //TODO: Find a better way to create orders etc. Make this a service?
{
if (ExchangeConfig == null)
{
return(new TradeResult()
{
ErrorReason = ErrorReason.NoAccount, ErrorMessage = "No account chosen for " + exchange
});
}
if (exchange == null)
{
return(new TradeResult()
{
ErrorReason = ErrorReason.NoExchange, ErrorMessage = "Exchange doesn't exist for " + exchange
});
}
if (!exchange.TradingEnabled)
{
return(new TradeResult()
{
ErrorReason = ErrorReason.TradingDisabled, ErrorMessage = "Trading is currently disabled on exchange: " + exchange
});
}
//TODO: Run checks to make sure coins are enabled etc.
//TODO: Check that we have enough liquidity for trades (and potentially swap from available liquidity to fill them)
//If we start on the base, we want to buy the alt
var side = Pair.BaseCurrency == ExistingCurrency ? OrderSide.Buy : OrderSide.Sell;
ExchangeOrderResult orderResult;
if (Simulated)
{
orderResult = await exchange.SimulateOrder(Pair.MarketSymbol, side, OrderType.Market, 0, Liquidity, DelayMs); //Use delay to simulate lag between placing and filling the order
}
else
{
orderResult = await exchange.CreateOrder(Pair.MarketSymbol, side, OrderType.Market, 0, Liquidity);
}
TradeResult result = new TradeResult()
{
Amount = orderResult.Amount,
AmountFilled = orderResult.AmountFilled,
AveragePrice = orderResult.AveragePrice,
Fees = orderResult.Fees,
FeesCurrency = orderResult.FeesCurrency,
FillDate = orderResult.FillDate,
OrderSide = side,
MarketSymbol = Pair.MarketSymbol,
Message = orderResult.Message,
OrderDate = orderResult.OrderDate,
OrderId = orderResult.OrderId,
Price = orderResult.Price,
Result = orderResult.Result.ToOrderResult(),
TradeId = orderResult.TradeId
};
if (orderResult.Result == ExchangeAPIOrderResult.Canceled || orderResult.Result == ExchangeAPIOrderResult.Error || orderResult.Result == ExchangeAPIOrderResult.Unknown)
{
result.ErrorReason = ErrorReason.TradeError;
result.ErrorMessage = "Something went wrong with order " + orderResult.OrderId + ",\r\nResult:" + orderResult.Result + "\r\n" + orderResult.Message;
}
return(result);
}
