public async Task PlaceMarketOrderTest()
{
_handler.Expect(HttpMethod.Post, $"{BaseUri}orders/market-order")
.WithQueryString(new Dictionary <string, string>
{
["figi"] = Figi,
["brokerAccountId"] = BrokerAccountId
})
.WithJsonContentFromFile("market-order-request")
.RespondJsonFromFile("market-order-response");
var response =
await _context.PlaceMarketOrderAsync(new MarketOrder(Figi, 10, OperationType.Buy,
BrokerAccountId));
var expected = new PlacedMarketOrder(
"40fcdfa2-084b-41bc-8f9d-3414a5eb9e8c",
OperationType.Buy,
OrderStatus.Fill,
"That's Why",
10,
5,
new MoneyAmount(Currency.Usd, 1.44m));
response.Should().BeEquivalentTo(expected);
}
public PlacedOrder(PlacedMarketOrder order, string name, DateTime time, decimal price) :
this(order.OrderId, order.Operation, name, order.ExecutedLots, order.Status, time, price)
{
}
public async Task Perform(DateTime time, CancellationToken ct)
{
Console.WriteLine($"PERFORM START {Stock} at {time}");
var candles = await _contextProvider.Do(ctx => ctx.MarketCandlesAsync(Stock.Figi,
time.Subtract(TimeSpan.FromMinutes(20)), time,
CandleInterval.Minute), ct);
ct.ThrowIfCancellationRequested();
CandlePayload?candle = candles.Candles.LastOrDefault();
candle.Dump();
bool IsBuyStop() => candle != null && (Stock.Close - candle.Close >= Stock.Tick * 20);
switch (Status)
{
case Init _:
{
if (IsBuyStop())
{
Status = new BuyStop();
}
else if (candle != null)
{
Status = new WaitingForBuy();
}
}
break;
case WaitingForBuy _:
{
if (candle == null)
{
Status = new Closed();
}
else if (IsBuyStop())
{
Status = new BuyStop();
}
}
break;
case BuyStop _:
{
if (candle == null)
{
Status = new Closed();
}
else if (candle.Close > Stock.Close)
{
PlacedMarketOrder order = await _contextProvider.Do(ctx => ctx.PlaceMarketOrderAsync(
new MarketOrder(Stock.Figi, 1, OperationType.Buy)
), ct);
ct.ThrowIfCancellationRequested();
order.Dump();
_addOrder(new PlacedOrder(order, Stock.Name, time, candle.Close));
if (order.Status == OrderStatus.Rejected)
{
Console.WriteLine($"Buy order rejected: {order.RejectReason}");
break;
}
Status = new WaitingForSell
{
SellPrice = candle.Close - Stock.Half(),
TakeProfit = candle.Close + Stock.Part(60M)
};
}
}
break;
case WaitingForSell status:
{
if (candle == null)
{
break;
}
var possiblyNewStop = candle.Close - Stock.Half();
if (possiblyNewStop > status.SellPrice)
{
status.SellPrice = possiblyNewStop;
Console.WriteLine("Limit became higher");
}
if (candle.Close <= status.SellPrice ||
candle.Close >= status.TakeProfit && status.TakeProfit != default)
{
var position = (await _contextProvider.Do(c => c.PortfolioAsync()))
.Positions
.FirstOrDefault(it => it.Figi == candle.Figi);
if (position != null)
{
var closeOrder = await _contextProvider.Do(ctx => ctx.PlaceMarketOrderAsync(
new MarketOrder(Stock.Figi, 1, OperationType.Sell)
), ct);
ct.ThrowIfCancellationRequested();
closeOrder.Dump();
_addOrder(new PlacedOrder(closeOrder, Stock.Name, time, candle.Close));
if (closeOrder.Status == OrderStatus.Rejected)
{
Console.WriteLine($"Sell order rejected: {closeOrder.RejectReason}");
break;
}
}
Status = new Closed();
}
}
break;
}
Console.WriteLine($"STATUS: {Status}");
}
