public static void TrailStops(this BotBase bot, PositionDouble position, double newExtreme, double trailAmount)
{
if (trailAmount <= 0)
{
return;
}
if (position.TradeType == TradeType.Buy)
{
var trailPrice = newExtreme - trailAmount;
if (!position.StopLoss.HasValue || trailPrice > position.StopLoss.Value)
{
bot.ModifyPosition(position, trailPrice, position.TakeProfit);
}
}
else
{
var trailPrice = newExtreme + trailAmount;
if (!position.StopLoss.HasValue || trailPrice < position.StopLoss.Value)
{
bot.ModifyPosition(position, trailPrice, position.TakeProfit);
}
}
}
public override TradeResult ModifyPosition(PositionDouble position, double?stopLoss, double?takeProfit)
{
throw new NotImplementedException();
}
public override TradeResult ClosePosition(PositionDouble position)
{
throw new NotImplementedException();
}
public override TradeResult ModifyPosition(PositionDouble position, double?stopLoss, double?takeProfit)
{
logger.LogError($"NOT IMPLEMENTED: ModifyPosition {position.Id} sl:{stopLoss} tp:{takeProfit}");
return(TradeResult.NotImplemented);
}
public override TradeResult ClosePosition(PositionDouble position)
{
logger.LogError($"NOT IMPLEMENTED: ClosePosition {position.Id}");
return(TradeResult.NotImplemented);
}
public static readonly int PositionsPageSize = 500; // HARDCONST REVIEW
public async static Task <List <PositionDouble> > GetPositions(CTraderAccount account)
{
again:
List <PositionDouble> Result = new List <PositionDouble>();
var apiInfo = Defaults.TryGet <ISpotwareConnectAppInfo>();
var client = NewHttpClient();
var uri = SpotwareAccountApi.PositionsUri;
uri = uri
.Replace("{id}", account.Template.AccountId)
.Replace("{access_token}", System.Uri.EscapeDataString(account.Template.AccessToken))
.Replace("{limit}", PositionsPageSize.ToString()) // TODO: Paging if there are more positions, and cache
;
//UpdateProgress(0.11, "Sending request");
var response = await client.GetAsyncWithRetries(uri).ConfigureAwait(false);
//UpdateProgress(0.12, "Receiving response");
var receiveStream = await response.Content.ReadAsStreamAsync().ConfigureAwait(false);
System.IO.StreamReader readStream = new System.IO.StreamReader(receiveStream, System.Text.Encoding.UTF8);
var json = readStream.ReadToEnd();
//UpdateProgress(0.95, "Deserializing");
//var error = Newtonsoft.Json.JsonConvert.DeserializeObject<SpotwareErrorContainer>(json);
//if (error?.error != null)
//{
// throw new Exception($"API returned error: {error.error.errorCode} - '{error.error.description}'");
//}
var data = Newtonsoft.Json.JsonConvert.DeserializeObject <SpotwarePositionsResult>(json);
//UpdateProgress(0.98, "Processing data");
if (data?.data != null)
{
foreach (var pos in data.data)
{
var position = new PositionDouble()
{
Id = pos.positionId,
EntryPrice = pos.entryPrice,
EntryTime = pos.entryTimestamp.ToDateTime(),
GrossProfit = pos.profit,
Label = pos.label,
Pips = pos.profitInPips,
StopLoss = pos.stopLoss,
Swap = pos.swap,
TakeProfit = pos.takeProfit,
TradeType = pos.tradeSide.ToTradeType(),
Volume = pos.volume,
SymbolCode = pos.symbolName,
Symbol = account.GetSymbol(pos.symbolName),
Commissions = pos.commission,
Comment = pos.comment,
};
Result.Add(position);
}
}
else
{
var error = Newtonsoft.Json.JsonConvert.DeserializeObject <SpotwareErrorContainer>(json);
if (json.Contains("CH_ACCESS_TOKEN_INVALID"))
{
// TODO: Refactor to a reusable place
bool renewResult = await TryRenewToken(account);
if (renewResult)
{
goto again;
}
else
{
throw new AccessTokenInvalidException();
}
}
else
{
throw new Exception("GetPositions: got no data from json response: " + json);
}
}
//UpdateProgress(1, "Done");
return(Result);
}
public async static Task <List <PositionDouble> > GetHistoricalPositions(long accountId, string accessToken, IAccount market)
{
List <PositionDouble> Result = new List <PositionDouble>();
var apiInfo = Defaults.TryGet <ISpotwareConnectAppInfo>();
var client = NewHttpClient();
var uri = SpotwareAccountApi.PositionsUri;
uri = uri
.Replace("{id}", accountId.ToString())
.Replace("{access_token}", accessToken)
.Replace("{limit}", "10000") // HARDCODE REVIEW
;
//UpdateProgress(0.11, "Sending request");
var response = await client.GetAsync(uri).ConfigureAwait(false);
//UpdateProgress(0.12, "Receiving response");
var receiveStream = await response.Content.ReadAsStreamAsync().ConfigureAwait(false);
System.IO.StreamReader readStream = new System.IO.StreamReader(receiveStream, System.Text.Encoding.UTF8);
var json = readStream.ReadToEnd();
//UpdateProgress(0.95, "Deserializing");
//var error = Newtonsoft.Json.JsonConvert.DeserializeObject<SpotwareErrorContainer>(json);
//if (error?.error != null)
//{
// throw new Exception($"API returned error: {error.error.errorCode} - '{error.error.description}'");
//}
var data = Newtonsoft.Json.JsonConvert.DeserializeObject <SpotwareDealsResult>(json);
//UpdateProgress(0.98, "Processing data");
if (data.data != null)
{
foreach (var pos in data.data)
{
TradeType tradeType;
var tradeSide = pos.tradeSide.Trim('"');
if (tradeSide == "SELL")
{
tradeType = TradeType.Sell;
}
else if (tradeSide == "BUY")
{
tradeType = TradeType.Buy;
}
else
{
throw new Exception("Invalid tradeSide from server: " + pos.tradeSide);
}
var position = new PositionDouble()
{
Id = pos.positionId,
OrderId = pos.orderId,
DealId = pos.dealId,
TradeType = tradeType,
Volume = pos.volume,
FilledVolume = pos.filledVolume,
SymbolCode = pos.symbolName,
Symbol = market.GetSymbol(pos.symbolName),
Commissions = pos.commission,
EntryPrice = pos.executionPrice,
EntryTime = pos.executionTimestamp.ToDateTime(),
CreateTime = pos.createTimestamp.ToDateTime(),
Comment = pos.comment,
};
if (pos.positionCloseDetails != null)
{
position.CloseDetails = new PositionCloseDetails()
{
Balance = pos.positionCloseDetails.balance,
ClosedVolume = pos.positionCloseDetails.closedVolume,
Comment = pos.positionCloseDetails.comment,
Commission = pos.positionCloseDetails.commission,
EntryPrice = pos.positionCloseDetails.entryPrice,
Equity = pos.positionCloseDetails.equity,
EquityBasedRoi = pos.positionCloseDetails.equityBasedRoi,
Profit = pos.positionCloseDetails.profit,
ProfitInPips = pos.positionCloseDetails.profitInPips,
QuoteToDepositConversionRate = pos.positionCloseDetails.quoteToDepositConversionRate,
Roi = pos.positionCloseDetails.roi,
StopLossPrice = pos.positionCloseDetails.stopLossPrice,
Swap = pos.positionCloseDetails.swap,
TakeProfitPrice = pos.positionCloseDetails.takeProfitPrice,
};
}
Result.Add(position);
}
}
//UpdateProgress(1, "Done");
return(Result);
}