private void ProcessTrailingSignals()
{
double?globalRating = signalsService.GetGlobalRating();
foreach (var kvp in trailingSignals)
{
string pair = kvp.Key;
List <SignalTrailingInfo> trailingInfoList = kvp.Value;
for (int i = trailingInfoList.Count - 1; i >= 0; i--)
{
SignalTrailingInfo trailingInfo = trailingInfoList[i];
if (trailingInfo.Rule.Trailing.MaxDuration == 0 || trailingInfo.Duration <= trailingInfo.Rule.Trailing.MaxDuration / Application.Speed)
{
if (trailingInfo.Duration >= trailingInfo.Rule.Trailing.MinDuration / Application.Speed)
{
IEnumerable <ISignal> signalsByPair = signalsService.GetSignalsByPair(pair);
if (signalsByPair != null)
{
Dictionary <string, ISignal> signals = signalsByPair.ToDictionary(s => s.Name, s => s);
if (rulesService.CheckConditions(trailingInfo.Rule.Conditions, signals, globalRating, pair, null))
{
IEnumerable <ISignal> ruleSignals = signals.Where(s => trailingInfo.Rule.Conditions.Any(c => c.Signal == s.Key)).Select(s => s.Value);
InitiateBuy(pair, trailingInfo.Rule, ruleSignals);
}
}
}
}
else
{
trailingInfoList.RemoveAt(i);
if (trailingInfoList.Count == 0)
{
trailingSignals.TryRemove(pair, out trailingInfoList);
}
if (LoggingEnabled)
{
loggingService.Info($"Cancel trailing signal for {pair}. Rule: {trailingInfo.Rule.Name}, Reason: max duration reached");
}
}
}
}
}
public void ProcessAllRules()
{
IEnumerable <IRule> enabledRules = tradingService.Rules?.Entries?.Where(r => r.Enabled) ?? new List <IRule>();
List <string> allPairs = tradingService.Exchange.GetMarketPairs(tradingService.Config.Market).ToList();
double?globalRating = signalsService.GetGlobalRating();
foreach (string pair in allPairs)
{
IEnumerable <ISignal> signalsByPair = signalsService.GetSignalsByPair(pair);
if (signalsByPair != null)
{
Dictionary <string, ISignal> signals = signalsByPair.ToDictionary(s => s.Name, s => s);
ITradingPair tradingPair = tradingService.Account.GetTradingPair(pair);
TradingConfig modifiedTradingConfig = tradingService.Config.Clone() as TradingConfig;
PairConfig modifiedPairConfig = new PairConfig();
pairConfigs.TryGetValue(pair, out PairConfig oldPairConfig);
var appliedRules = new List <IRule>();
foreach (var rule in enabledRules)
{
if (rulesService.CheckConditions(rule.Conditions, signals, globalRating, pair, tradingPair))
{
var modifiers = rule.GetModifiers <TradingRuleModifiers>();
if (modifiers != null)
{
// Base Trading Config
modifiedTradingConfig.MaxPairs = modifiers.MaxPairs ?? modifiedTradingConfig.MaxPairs;
modifiedTradingConfig.BuyEnabled = modifiers.BuyEnabled ?? modifiedTradingConfig.BuyEnabled;
modifiedTradingConfig.BuyMaxCost = modifiers.BuyMaxCost ?? modifiedTradingConfig.BuyMaxCost;
modifiedTradingConfig.BuyMultiplier = modifiers.BuyMultiplier ?? modifiedTradingConfig.BuyMultiplier;
modifiedTradingConfig.BuyMinBalance = modifiers.BuyMinBalance ?? modifiedTradingConfig.BuyMinBalance;
modifiedTradingConfig.BuySamePairTimeout = modifiers.BuySamePairTimeout ?? modifiedTradingConfig.BuySamePairTimeout;
modifiedTradingConfig.BuyTrailing = modifiers.BuyTrailing ?? modifiedTradingConfig.BuyTrailing;
modifiedTradingConfig.BuyTrailingStopMargin = modifiers.BuyTrailingStopMargin ?? modifiedTradingConfig.BuyTrailingStopMargin;
modifiedTradingConfig.BuyTrailingStopAction = modifiers.BuyTrailingStopAction ?? modifiedTradingConfig.BuyTrailingStopAction;
modifiedTradingConfig.BuyDCAEnabled = modifiers.BuyDCAEnabled ?? modifiedTradingConfig.BuyDCAEnabled;
modifiedTradingConfig.BuyDCAMultiplier = modifiers.BuyDCAMultiplier ?? modifiedTradingConfig.BuyDCAMultiplier;
modifiedTradingConfig.BuyDCAMinBalance = modifiers.BuyDCAMinBalance ?? modifiedTradingConfig.BuyDCAMinBalance;
modifiedTradingConfig.BuyDCASamePairTimeout = modifiers.BuyDCASamePairTimeout ?? modifiedTradingConfig.BuyDCASamePairTimeout;
modifiedTradingConfig.BuyDCATrailing = modifiers.BuyDCATrailing ?? modifiedTradingConfig.BuyDCATrailing;
modifiedTradingConfig.BuyDCATrailingStopMargin = modifiers.BuyDCATrailingStopMargin ?? modifiedTradingConfig.BuyDCATrailingStopMargin;
modifiedTradingConfig.BuyDCATrailingStopAction = modifiers.BuyDCATrailingStopAction ?? modifiedTradingConfig.BuyDCATrailingStopAction;
modifiedTradingConfig.SellEnabled = modifiers.SellEnabled ?? modifiedTradingConfig.SellEnabled;
modifiedTradingConfig.SellMargin = modifiers.SellMargin ?? modifiedTradingConfig.SellMargin;
modifiedTradingConfig.SellTrailing = modifiers.SellTrailing ?? modifiedTradingConfig.SellTrailing;
modifiedTradingConfig.SellTrailingStopMargin = modifiers.SellTrailingStopMargin ?? modifiedTradingConfig.SellTrailingStopMargin;
modifiedTradingConfig.SellTrailingStopAction = modifiers.SellTrailingStopAction ?? modifiedTradingConfig.SellTrailingStopAction;
modifiedTradingConfig.SellStopLossEnabled = modifiers.SellStopLossEnabled ?? modifiedTradingConfig.SellStopLossEnabled;
modifiedTradingConfig.SellStopLossAfterDCA = modifiers.SellStopLossAfterDCA ?? modifiedTradingConfig.SellStopLossAfterDCA;
modifiedTradingConfig.SellStopLossMinAge = modifiers.SellStopLossMinAge ?? modifiedTradingConfig.SellStopLossMinAge;
modifiedTradingConfig.SellStopLossMargin = modifiers.SellStopLossMargin ?? modifiedTradingConfig.SellStopLossMargin;
modifiedTradingConfig.SellDCAMargin = modifiers.SellDCAMargin ?? modifiedTradingConfig.SellDCAMargin;
modifiedTradingConfig.SellDCATrailing = modifiers.SellDCATrailing ?? modifiedTradingConfig.SellDCATrailing;
modifiedTradingConfig.SellDCATrailingStopMargin = modifiers.SellDCATrailingStopMargin ?? modifiedTradingConfig.SellDCATrailingStopMargin;
modifiedTradingConfig.SellDCATrailingStopAction = modifiers.SellDCATrailingStopAction ?? modifiedTradingConfig.SellDCATrailingStopAction;
modifiedTradingConfig.RepeatLastDCALevel = modifiers.RepeatLastDCALevel ?? modifiedTradingConfig.RepeatLastDCALevel;
modifiedTradingConfig.DCALevels = modifiers.DCALevels ?? modifiedTradingConfig.DCALevels;
// Base Pair Config
modifiedPairConfig.SwapEnabled = modifiers.SwapEnabled ?? modifiedPairConfig.SwapEnabled;
modifiedPairConfig.SwapSignalRules = modifiers.SwapSignalRules ?? modifiedPairConfig.SwapSignalRules;
modifiedPairConfig.SwapTimeout = modifiers.SwapTimeout ?? modifiedPairConfig.SwapTimeout;
modifiedPairConfig.ArbitrageEnabled = modifiers.ArbitrageEnabled ?? modifiedPairConfig.ArbitrageEnabled;
modifiedPairConfig.ArbitrageMarkets = modifiers.ArbitrageMarkets ?? modifiedPairConfig.ArbitrageMarkets;
modifiedPairConfig.ArbitrageType = modifiers.ArbitrageType ?? modifiedPairConfig.ArbitrageType;
modifiedPairConfig.ArbitrageBuyMultiplier = modifiers.ArbitrageBuyMultiplier ?? modifiedPairConfig.ArbitrageBuyMultiplier;
modifiedPairConfig.ArbitrageSellMultiplier = modifiers.ArbitrageSellMultiplier ?? modifiedPairConfig.ArbitrageSellMultiplier;
modifiedPairConfig.ArbitrageSignalRules = modifiers.ArbitrageSignalRules ?? modifiedPairConfig.ArbitrageSignalRules;
if (oldPairConfig != null && !oldPairConfig.ArbitrageEnabled && modifiedPairConfig.ArbitrageEnabled)
{
signalsService.ProcessPair(pair, signals);
}
}
appliedRules.Add(rule);
if (tradingService.RulesConfig.ProcessingMode == RuleProcessingMode.FirstMatch)
{
break;
}
}
}
pairConfigs[pair] = CreatePairConfig(pair, modifiedTradingConfig, modifiedPairConfig, appliedRules);
}
}
healthCheckService.UpdateHealthCheck(Constants.HealthChecks.TradingRulesProcessed, $"Rules: {enabledRules.Count()}, Pairs: {allPairs.Count}");
}