/// <summary>
/// Initializes a new instance of the <see cref="SubmitTradeRequest"/> class.
/// </summary>
/// <param name="market">The Cryptopia market identifier.</param>
/// <param name="type">The type of trade.</param>
/// <param name="amount">The amount of coins.</param>
/// <param name="rate">The price of the coins.</param>
public SubmitTradeRequest(string market, TradeType type, decimal amount, decimal rate)
{
Market = market;
Type = type;
Amount = amount;
Rate = rate;
}
private void Open(TradeType tradeType)
{
var position = Positions.Find("SampleRSI", Symbol, tradeType);
if (position == null)
ExecuteMarketOrder(tradeType, Symbol, Volume, "SampleRSI");
}
internal Trade(double price, double amount, DateTime time, TradeType type)
{
Price = price;
Amount = amount;
Type = type;
Time = time;
}
private void ExecuteOrder(long volume, TradeType tradeType)
{
var result = ExecuteMarketOrder(tradeType, Symbol, volume, "Alembex", StopLoss, TakeProfit);
if (result.Error == ErrorCode.NoMoney)
Stop();
}
/// <summary>
/// Initializes a new instance of the <see cref="SubmitTradeRequest"/> class.
/// </summary>
/// <param name="tradepairId">The Cryptopia tradepair identifier.</param>
/// <param name="type">The type of trade.</param>
/// <param name="amount">The amount of coins.</param>
/// <param name="rate">The price of the coins.</param>
public SubmitTradeRequest(int tradepairId, TradeType type, decimal amount, decimal rate)
{
TradePairId = tradepairId;
Type = type;
Amount = amount;
Rate = rate;
}
/// <summary>
/// Initialize <see cref="Trade"/> class.
/// </summary>
/// <param name="clientName">Client name.</param>
public Trade(string clientName, IDigicoinBroker broker, TradeType type, int order, decimal value)
{
ClientName = clientName;
Broker = broker;
Type = type;
Order = order;
Value = value;
}
private void ExecuteOrder(double quantity, TradeType tradeType)
{
var volumeInUnits = Symbol.QuantityToVolume(quantity);
var result = ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "Martingale", StopLoss, TakeProfit);
if (result.Error == ErrorCode.NoMoney)
Stop();
}
public Order(BtcePair pair, TradeType type, decimal amount, decimal rate, UInt32 timestamp, int status)
{
Pair = pair;
Amount = amount;
Rate = rate;
TimestampCreated = timestamp;
Status = status;
}
/// <summary>
/// Initializes a new instance of the Buy class.
/// </summary>
/// <param name="stockPoint">The stock point for the purchase.</param>
/// <param name="tradeTypes">The type of the buy: short or long.</param>
/// <param name="shares">The number of shares purchased.</param>
public Buy(StockPoint stockPoint, TradeType tradeType, int shares)
{
this.Date = stockPoint.Date;
this.Time = stockPoint.PointDateTime.AddMinutes(-5).ToString("HH:mm");
this.Price = stockPoint.Open;
this.TradeType = tradeType;
this.Shares = shares;
}
private void Open(TradeType tradeType)
{
var position = Positions.Find("SampleRSI", Symbol, tradeType);
var volumeInUnits = Symbol.QuantityToVolume(Quantity);
if (position == null)
ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "SampleRSI");
}
public static string ToString(TradeType v)
{
if (v == TradeType.Sell)
return "sell";
if (v == TradeType.Buy)
return "buy";
throw new NotSupportedException();
}
private void ExecuteOrder(TradeType tradeType, long volume, string prefixLabel = partialLabel)
{
int parties = 6, part1 = 2, part2 = 2;
long partialVolume = Symbol.NormalizeVolume(volume/parties,RoundingMode.ToNearest);
var result1 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part1, prefixLabel + "1");
var result2 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part2, prefixLabel + "2");
var result3 = ExecuteMarketOrder(tradeType, Symbol, volume - (part1 + part2) * partialVolume, prefixLabel + "3");
}
public TradeCoinRequest(string fromCoin, string toCoin, TradeType tradeType, TradeSide tradeSide, decimal tradePrice, decimal units, TradeLevel tradeLevel)
{
this.FromCoinSymbol = fromCoin;
this.ToCoinSymbol = toCoin;
this.TradeType = (int)tradeType;
this.TradeSide = (int)tradeSide;
this.TradePrice = tradePrice;
this.Units = units;
this.TradeLevel = (int)tradeLevel;
}
public void TestDisplayName()
{
Assert.AreEqual("Trailer (TR)", new TradeType { Code = "TR", Name = "Trailer" }.DisplayName);
Assert.AreEqual("Buy (B)", new TradeType { Code = "\r B\n\r", Name = "\t Buy\t\n\r" }.DisplayName);
Assert.AreEqual("Surrender", new TradeType { Name = "Surrender" }.DisplayName);
Assert.AreEqual("BUY", new TradeType { Code = "BUY" }.DisplayName);
var tradeType = new TradeType { Name = " " };
Assert.AreEqual("TradeType (Id: '{0}')".Form(tradeType.Id.ToString()), tradeType.DisplayName);
}
private void manageOpen(TradeType tradeType, long volume, string prefixLabel = botLabel)
{
int nVolumePartition = 10, part1 = 5, part2 = 3;
long nVol = (long)Math.Floor((double)(volume / (microVolume * nVolumePartition)));
long partialVolume = nVol * microVolume;
var result1 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part1, prefixLabel + tradeType.ToString() + "-1");
var result2 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part2, prefixLabel + tradeType.ToString() + "-2");
var result3 = ExecuteMarketOrder(tradeType, Symbol, volume - (part1 + part2) * partialVolume, prefixLabel + tradeType.ToString() + "-3");
}
private decimal Trade(string clientName, TradeType type, int order)
{
Validate(clientName, order);
var hundreds = (int)(order / 100);
var result = TradeHundrets(clientName, type, order, hundreds);
result = TradeTens(clientName, type, order, hundreds, result);
return result;
}
public Trade(BtcePair pair, TradeType type, decimal amount, decimal rate, int orderId, bool isYourOrder, UInt32 timestamp)
{
Pair = pair;
Type = type;
Amount = amount;
Rate = rate;
OrderId = orderId;
IsYourOrder = isYourOrder;
Timestamp = timestamp;
}
public Trade(bool sim, int _lotDigits, string _logFileName, NQuotes.MqlApi mql4) : base(mql4)
{
this.logFileName = _logFileName;
this.tradeType = TradeType.FLAT;
this.startingBalance = mql4.AccountBalance();
this.endingBalance = 0;
this.lotDigits = _lotDigits;
this.state = null;
this.actualEntry = -1;
this.actualClose = -1;
this.takeProfit = 0;
this.cancelPrice = 0;
this.initialProfitTarget = 0;
this.plannedEntry = 0;
this.stopLoss = 0;
this.originalStopLoss = 0;
this.positionSize = 0;
this.logSize = 0;
this.realizedPL = 0.0;
this.minUnrealizedPL = 0.0;
this.maxUnrealizedPL = 0.0;
this.spreadOrderOpen = -1;
this.spreadOrderClose = -1;
this.tradeOpenedDate = mql4.TimeCurrent();
this.orderPlacedDate = new DateTime();
this.orderFilledDate = new DateTime();
this.tradeClosedDate = new DateTime();
this.finalState = false;
if (sim)
{
this.order = new biiuse.SimOrder(this, mql4);
this.id = "SIM_" + mql4.Symbol() + (mql4.TimeCurrent() + TimeSpan.FromSeconds(OFFSET)).ToString();
}
else
{
this.order = new Order(this, mql4);
this.id = mql4.Symbol() + (mql4.TimeCurrent() + TimeSpan.FromSeconds(OFFSET)).ToString();
}
if (!mql4.IsTesting())
{
string filename = mql4.Symbol() + "_" + mql4.TimeCurrent().ToString();
int filehandle = mql4.FileOpen(filename, MqlApi.FILE_WRITE | MqlApi.FILE_READ | MqlApi.FILE_TXT);
mql4.FileSeek(filehandle, 0, MqlApi.SEEK_END);
string output = "****Trade: " + this.id + " ****";
mql4.FileWriteString(filehandle, output, output.Length);
mql4.FileWriteString(filehandle, "\n", 1);
mql4.FileClose(filehandle);
}
}
private void ExecuteOrder(int volume, TradeType tradeType)
{
var request = new MarketOrderRequest(tradeType, volume)
{
Label = "BerthoRobot",
StopLossPips = StopLoss,
TakeProfitPips = TakeProfit
};
Trade.Send(request);
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="ticker">The stock ticker symbol</param>
/// <param name="shares">The number of shares to trade</param>
/// <param name="tradeTradeType">TradeType.Buy or TradeType.Sell</param>
/// <param name="tradeStatus">
/// A TradeStatus enum that describes the status of the
/// Trade
/// </param>
/// <param name="tadingSessionId">
/// Each trading session is given a unique identifier of type, Guid.
/// Either create a TradingSessionId if you are starting a trade. Or pass in the existing
/// TradingSessionId if you are part of a trade.
/// </param>
/// <param name="message">An arbitrary message</param>
protected AbstractTrade(string ticker, int shares, TradeType tradeTradeType, TradeStatus tradeStatus,
Guid tadingSessionId, string message = null)
{
Ticker = ticker;
Shares = shares;
TradeType = tradeTradeType;
TadingSessionId = tadingSessionId;
CreateTime = DateTime.UtcNow;
TradeStatus = tradeStatus;
Message = message;
}
private void seta_variaveis(TradeType oper)
{
carregar_fibo();
if (oper == TradeType.Buy)
price = precos(fibo, Symbol.Ask, oper);
else
price = precos(fibo, Symbol.Bid, oper);
stop = stopcalc(oper, fibo);
gain = gaincalc(oper, fibo);
}
public TradeCoinResponse New(string fromCoin, string toCoin, TradeType tradeType, TradeSide tradeSide, decimal tradePrice, decimal units, TradeLevel tradeLevel)
{
return
this.CallMethod<TradeCoinResponse>(
new RequestBuilder(RequestType.POST, "order/new")
.AddUrlSegment(new CoinsPairSegment(fromCoin, toCoin))
.AddUrlSegment(tradeType)
.AddUrlSegment(tradeSide)
.AddUrlSegment(tradePrice)
.AddUrlSegment(units)
.AddUrlSegment(tradeLevel));
}
public ShortContractDetail(TradeType tradeType, ContractType contractType, PageMode pageMode, string pageName)
: base(pageMode, pageName)
{
InitializeComponent();
ModuleName = ContractHomeVM.GetModuleNameByContractType(contractType);
TradeType = tradeType;
ContractType = contractType;
VM = new ShortContractDetailVM(tradeType, contractType);
InitPage();
BindData();
}
internal TradingRecord(DateTime time, TradeType type, string stockCode,
double price, int quantity)
{
Time = time;
Type = type;
StockCode = stockCode;
Quantity = quantity;
Price = price;
Commissions = TradeCost.GetCommission(Price, Quantity);
StampDuty = TradeCost.GetStampDuty(Type, StockCode, Price, Quantity);
TransferFees = TradeCost.GetTransferFees(StockCode, Price, Quantity);
FeesSettlement = 0m;
}
/// <summary>
/// Adds new trade to repository.
/// </summary>
/// <param name="clientName">Client name.</param>
/// <param name="broker">Broker.</param>
/// <param name="type">Trade type.</param>
/// <param name="order">Trade order.</param>
/// <param name="value">Trade value.</param>
/// <exception cref="ArgumentException">Client name must be provided.</exception>
/// <exception cref="ArgumentException">Broker must be provided.</exception>
public void Add(string clientName, IDigicoinBroker broker, TradeType type, int order, decimal value)
{
if (string.IsNullOrWhiteSpace(clientName))
{
throw new ArgumentException("Client name must be provided!");
}
if (broker == null)
{
throw new ArgumentException("Broker must be provided!");
}
var trade = new Trade(clientName, broker, type, order, value);
_trades.Add(trade);
}
private Ticker GetTicker(TradeType tradeType)
{
var jsonString = Get(TickerUrl(tradeType));
dynamic json = JsonConvert.DeserializeObject(jsonString);
return new Ticker
{
TickerType = (byte)tradeType,
WritingDate = EkbDataTimeNow,
LastPrice = json.ticker.last,
BuyPrice = json.ticker.buy,
SellPrice = json.ticker.sell
};
}
/// <summary>
/// 计算印花税
/// </summary>
/// <param name="type"></param>
/// <param name="code"></param>
/// <param name="price"></param>
/// <param name="quantity"></param>
/// <returns></returns>
public static decimal GetStampDuty(TradeType type, string code, double price, int quantity)
{
if(type != TradeType.Sell)
{
return 0;
}
if(!IsStock(code))
{
return 0;
}
return (decimal)price * quantity * Broker.StampDutyRate;
}
public OrderParams(TradeType? tradeType, Symbol symbol, double? volume, string label, double? stopLoss, double? takeProfit, double? slippage, string comment, int? id, List<double> parties)
{
TradeType = tradeType;
Symbol = symbol;
Volume = volume;
Label = label;
StopLoss = stopLoss;
TakeProfit = takeProfit;
Slippage = slippage;
Comment = comment;
Id = id;
Parties = parties;
}
public ShortContractDetail(TradeType tradeType, ContractType contractType, int id, PageMode pageMode,
string pageName,bool isSplit)
: base(pageMode, pageName)
{
InitializeComponent();
IsSpilt = isSplit;
ModuleName = ContractHomeVM.GetModuleNameByContractType(contractType);
TradeType = tradeType;
ContractType = contractType;
IsEdit = true;
VM = new ShortContractDetailVM(tradeType, contractType, id, isSplit);
InitPage();
BindData();
}
public void FromString_ConvertToTradeType(string convertableString, bool valueExists)
{
bool parsedSuccessfully;
TradeType currency = ConvertionHelper.FromString <TradeType>(convertableString, out parsedSuccessfully);
if (!valueExists)
{
Assert.IsFalse(parsedSuccessfully);
Assert.AreEqual(TradeType.unknown, currency);
}
else
{
Assert.IsTrue(parsedSuccessfully);
}
}
private void ExecuteOrder(TradeType tradeType, string label, double stopLoss, double takeProfit)
{
var volumeInUnits = Symbol.QuantityToVolume(Quantity);
var position = Positions.Find(label, Symbol, tradeType);
if (position == null)
{
var result = ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, label, stopLoss, takeProfit);
if (result.Error == ErrorCode.NoMoney)
{
Stop();
}
}
}
private void FilterTinyCandlesAndExecute(TradeType _TradeType)
{
// Order execution when avoiding tiny candles.
if (FilterTinyCandles == true)
{
if (Math.Abs(BarArray.ToList()[CandlesNumber - 1]) > MinCandleSize * Symbol.PipSize)
{
ExecuteOrder(_TradeType);
}
}
else
{
ExecuteOrder(_TradeType);
}
}
public static string StringToTradeType(string tradeType)
{
string result = "";
try
{
TradeType tradeType2 = (TradeType)int.Parse(tradeType);
result = MemberHelper.GetEnumDescription(tradeType2);
}
catch
{
result = "其他交易类型";
}
return(result);
}
internal static string ToSerializedValue(this TradeType value)
{
switch (value)
{
case TradeType.Unknown:
return("Unknown");
case TradeType.Buy:
return("Buy");
case TradeType.Sell:
return("Sell");
}
return(null);
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="repo">Repository interface</param>
public VolumeTradeBuilder(ITradeBuilder trader
, BotSettings settings, decimal lastBuy = 0, decimal lastSell = 0, TradeType tradeType = TradeType.BUY)
{
_trader = trader;
SetBotSettings(settings);
if (lastBuy != 0)
{
_lastBuy = lastBuy;
}
if (lastSell != 0)
{
_lastSell = lastSell;
}
_tradeType = tradeType;
}
private void OpenPosition(TradeType type)
{
if (_position != null)
Trade.Close(_position);
Volume = GetVolume;
Print(Volume);
Request request = new MarketOrderRequest(type, Volume)
{
Label = "CCI 20",
StopLossPips = StopLoss > 0 ? StopLoss : (int?) null,
TakeProfitPips = TakeProfit > 0 ? TakeProfit : (int?) null,
};
Trade.Send(request);
}
private UnifiedPrePayMessage UnifiedPrePay(UnifiedWxPayModel model, TradeType tradeType)
{
//JSAPI支付, 追加客户openid
if (tradeType == TradeType.JSAPI && gatewayInfo.DataList.Count > 4)
{
this.openid = gatewayInfo.DataList[4];
}
string payPack = model.CreatePrePayPackage(body, out_trade_no, total_fee,
notify_url, tradeType, openid);
//预支付
UnifiedPrePayMessage result = Utils.WeiXinHelper.UnifiedPrePay(payPack);
//Core.Globals.WriteText(new System.Text.StringBuilder(gatewayInfo.NotifyUrl));
System.Text.StringBuilder sb = new System.Text.StringBuilder();
if (result == null)
{
sb.AppendFormat("获取PrepayId 失败 result is NULL");
}
else if (!result.ReturnSuccess)
{
sb.AppendFormat(
"获取PrepayId 失败 result.ReturnSuccess:{0}|result.Return_Code:{1}|result.Return_Msg:{2}",
result.ReturnSuccess, result.Return_Code, result.Return_Msg);
}
else if (!result.ResultSuccess && result.Err_Code_Des == "该订单已支付")
{
HttpContext.Current.Response.Clear();
HttpContext.Current.Response.Write("该订单已支付!");
HttpContext.Current.Response.End();
return(result);
}
else if (!result.ResultSuccess)
{
sb.AppendFormat(
"获取PrepayId 失败 result.ResultSuccess:{0}|result.Result_Code:{1}|result.Err_Code:{2}|result.Err_Code_Des:{3}",
result.ResultSuccess, result.Result_Code, result.Err_Code, result.Err_Code_Des);
}
else if (string.IsNullOrEmpty(result.Prepay_Id))
{
sb.AppendFormat("获取PrepayId 失败 result.Prepay_Id is NULL");
}
if (sb.Length > 0)
{
Core.Globals.WriteText(sb);
return(result);
}
return(result);
}
private void OpenPosition(TradeType tradeType, double stopLossInPips, double takeProfitInPips, double volumeInUnits)
{
if (volumeInUnits == 0)
{
return;
}
if (Template.MaxStopLossPips > 0)
{
#if cAlgo
// TODO: only print if not backtesting
if (!IsBacktesting)
{
Print($"[sl] MaxStopLossPips {Template.MaxStopLossPips}. Reducing from {stopLossInPips}.");
}
#endif
stopLossInPips = double.IsNaN(stopLossInPips) ? Template.MaxStopLossPips : Math.Min(Template.MaxStopLossPips, stopLossInPips);
#if cAlgo
if (!IsBacktesting)
{
Print($" -- confirm: {stopLossInPips}.");
}
#endif
}
//if (tradeType == TradeType.Sell) { stopLossInPips = -stopLossInPips; }
TradeResult result = null;
if (Modes.HasFlag(BotMode.Live) || Modes.HasFlag(BotMode.Demo) || IsBacktesting)
{
result = ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, Label, stopLossInPips, takeProfitInPips);
}
if (!IsBacktesting)
{
var accountPosition = result?.Position;
if (accountPosition != null || Modes.HasFlag(BotMode.Paper) || Modes.HasFlag(BotMode.Scanner))
{
var botPosition = new BotPosition(accountPosition, this, this.Symbol, tradeType, stopLossInPips, takeProfitInPips, volumeInUnits);
if (accountPosition != null)
{
BotPositionDict.Add(accountPosition, botPosition);
}
OnNewPosition(botPosition);
}
}
}
private void EnableInputBoxes(TradeType type)
{
IsCointypeEnabled = true;
IsUnitPriceEnabled = true;
IsRelativeFeeEnabled = true;
IsAbsoluteFeeEnabled = true;
_isNotCaptialTradeMode = true;
switch (type)
{
case TradeType.DEPOSIT:
AFeeText = "0";
RFeeText = "0";
IsRelativeFeeEnabled = false;
IsAbsoluteFeeEnabled = false;
if (SelectedCoin.Equals("WON"))
{
IsUnitPriceEnabled = false;
UnitPriceText = "0";
}
break;
case TradeType.WITHDRAWAL:
IsCointypeEnabled = false;
UnitPriceText = "0";
IsUnitPriceEnabled = false;
break;
case TradeType.TRANSFER:
UnitPriceText = "0";
IsUnitPriceEnabled = false;
break;
case TradeType.BUY:
if (SelectedCoin.Equals("WON"))
{
_isNotCaptialTradeMode = false;
}
break;
case TradeType.SELL:
if (SelectedCoin.Equals("WON"))
{
_isNotCaptialTradeMode = false;
}
break;
}
}
private void OpenPosition(Symbol symbol, TradeType tradeType)
{
if (HasPosition(symbol, tradeType))
{
return;
}
ExecuteMarketOrder(tradeType, Volume);
{
Label = MyLabel
Symbol = symbol
}
Trade.Send(request);
}
private Order CreateOrder(double qty, TradeType tradeType)
{
Order order = new Order();
order.OrderId = NextOrderId;
order.Action = (tradeType == TradeType.Buy) ? "BUY" : "SELL";
order.TotalQuantity = qty;
order.Account = "";
order.ModelCode = "";
order.Tif = "DAY";
if (!string.IsNullOrEmpty(tradeAccount))
{
order.Account = tradeAccount;
}
return(order);
}
public TradingSignal(
Instrument instrument,
string orderId, OrderCommand command, TradeType tradeType, decimal?price, decimal volume, bool isMarginOrder, DateTime time, OrderType orderType = OrderType.Market)
{
Instrument = instrument;
OrderId = orderId;
Command = command;
TradeType = tradeType;
Price = price;
Volume = volume;
Time = time;
OrderType = orderType;
IsMarginOrder = isMarginOrder;
}
private void OnPositionClosed(PositionClosedEventArgs args)
{
if (args.Position.Label == Label && args.Position.SymbolName == Symbol.Name && args.Reason == PositionCloseReason.TakeProfit)
{
if (args.Position.TradeType == TradeType.Buy)
{
_buyPipStep = _initialPipStep;
_sideInSofference = TradeType.Sell;
}
else if (args.Position.TradeType == TradeType.Sell)
{
_sellPipStep = _initialPipStep;
_sideInSofference = TradeType.Buy;
}
}
}
public double Cap(bool increaseOnly, double?existingValue, double newValue, TradeType tradeType)
{
if (!increaseOnly || !existingValue.HasValue)
{
return(newValue);
}
if (tradeType == TradeType.Buy)
{
return(Math.Max(existingValue.Value, newValue));
}
else
{
return(Math.Min(existingValue.Value, newValue));
}
}
/// <summary>
/// 修改用户余额
/// </summary>
/// <param name="uid"></param>
/// <param name="amt"></param>
public void UpdateUserBanance(int uid, decimal amt, TradeType tp, string relevanceNo, int moneryType)
{
//修改当前用户余额
var item = new SysUserBalanceDetail()
{
OpUserId = uid,
SerialNo = "d" + Ytg.Comm.Utils.BuilderNum(),
Status = 0,
TradeType = tp,
UserId = uid,
RelevanceNo = relevanceNo
};
mSysUserBalanceService.UpdateUserBalance(item, moneryType == 0 ? amt : -amt);
}
public Grid(string id, TradeType type, Position[] positions)
{
Id = id;
Type = type;
GridPositions = positions;
if (type == TradeType.Buy)
{
LastClosedTradeTP = double.NegativeInfinity;
}
else if (type == TradeType.Sell)
{
LastClosedTradeTP = double.PositiveInfinity;
}
}
private double stopcalc(TradeType oper, List<double> sr)
{
organizarVetores();
if (oper == TradeType.Sell)
sr.Sort();
if (idx < sr.Count - 1 && Math.Abs(sr[idx] - Symbol.Bid) / Symbol.PipSize > 5)
return sr[idx + 1];
else if (oper == TradeType.Buy)
return sr[idx] - 20 * Symbol.PipSize;
else if (oper == TradeType.Sell)
return sr[idx] + 20 * Symbol.PipSize;
return 0;
}
private void ExecuteOrder(double quantity)
{
ExponentialMovingAverage EMA50 = Indicators.ExponentialMovingAverage(SourceSeries, EmaValue);
TradeType tradeType = TradeType.Sell;
if (EMA50.Result.Last(0) > EMA50.Result.Last(5))
{
tradeType = TradeType.Buy;
}
var volumeInUnits = Symbol.QuantityToVolume(quantity);
var result = ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "Martingale", StopLoss, TakeProfit);
}
protected void setLastProfitPrice(TradeType lastProfitTradeType)
{
if (lastProfitTradeType == TradeType.Buy)
{
_lastProfitPrice = Symbol.Ask;
//Set a BreakEven once the price is past the buffer
_lastProfitBreakEvenPrice = _lastProfitPrice - BreakEvenProfitBuffer * (1 / Symbol.PipSize);
}
if (lastProfitTradeType == TradeType.Sell)
{
_lastProfitPrice = Symbol.Bid;
//Set a BreakEven once the price is past the buffer
_lastProfitBreakEvenPrice = _lastProfitPrice + BreakEvenProfitBuffer;
}
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="repo">Repository interface</param>
public OrderBookTradeBuilder(ITradeBuilder trader
, BotSettings settings, decimal lastBuy = 0, decimal lastSell = 0, TradeType tradeType = TradeType.BUY)
{
_trader = trader;
_fileRepo = new FileRepository();
SetBotSettings(settings);
if (lastBuy != 0)
{
_lastBuy = lastBuy;
}
if (lastSell != 0)
{
_lastSell = lastSell;
}
_tradeType = tradeType;
}
private void FilterAndExecuteTrades(TradeType _TradeType)
{
//Order execution when using difference between candles.
if (UseCandleDifference == true)
{
var Difference = BarArray.ToList()[CandlesNumber - 1] * 100 / BarArrayAverage - 100;
if (Difference >= DifferenceBetweenCandles)
{
FilterTinyCandlesAndExecute(_TradeType);
}
}
else
{
FilterTinyCandlesAndExecute(_TradeType);
}
}
/// <summary>
/// Trading action.
/// </summary>
/// <param name="tradeType">Trading type sell or buy</param>
/// <param name="number">Number of trading action.</param>
/// <returns>Result of trading</returns>
public string Trade(TradeType tradeType, int number, List <IOption> options)
{
switch (tradeType)
{
case TradeType.Sell:
trade = new SellTrading();
return(trade.Execute(SellRate, number, options));
case TradeType.Buy:
trade = new BuyTrading();
return(trade.Execute(BuyRate, number, options));
default:
return("Trade type is invalid");
}
}
private int o_tm(TradeType TrdTp)
{
int TSide = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
var position = Positions[i];
if (position.Label == cBotLabel && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
TSide++;
}
}
}
return(TSide);
}
private int CountOfTradesOfType(TradeType tradeType)
{
var tradeCount = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
tradeCount++;
}
}
}
return(tradeCount);
}
private long clt(TradeType TrdTp)
{
long Result = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
Result += position.Volume;
}
}
}
return(Result);
}
/// <summary>
/// Does the search on market.
/// </summary>
/// <param name="sortType">Type of the sort.</param>
/// <param name="matcher">The matcher.</param>
/// <param name="resealesFilter">The level.</param>
/// <param name="inCristals">if set to <c>true</c> [in cristals].</param>
/// <param name="inGold">if set to <c>true</c> [in gold].</param>
public void DoSearchOnMarket(TradeType sortType, string matcher, ResealesFilter resealesFilter, bool inCristals, bool inGold)
{
var url = string.Format("{0}&order={1}&dir=asc",
UrlTradeNow,
(sortType == TradeType.Sale ? "buy" : "bid"));
if (inCristals != inGold)
{
url = url + "&money=" + (inGold ? 1 : 2);
}
var postData = string.Format("range={0}&filter={1}",
(int)resealesFilter,
HttpUtility.UrlEncode(Encoding.Default.GetBytes(matcher)).ToUpper());
GoTo(url, postData);
}
public TradeAnswer Trade(WexPair pair, TradeType type, decimal rate, decimal amount)
{
var args = new NameValueDictionary
{
{ "pair", WexPairHelper.ToString(pair) },
{ "type", TradeTypeHelper.ToString(type) },
{ "rate", DecimalToString(rate) },
{ "amount", DecimalToString(amount) }
};
var result = JObject.Parse(Query("Trade", args));
if (result.Value <int>("success") == 0)
{
throw new WexApiException(result.Value <string>("error"));
}
return(TradeAnswer.ReadFromJObject(result["return"] as JObject));
}
//Calculate a next orderCount number when tick sequence gaps
public int CalculateNextOrderNumber(TradeType tradeType, double currentTickPrice, double firstEntryPrice)
{
double currentPipsIntoRange = 0;
switch (tradeType)
{
case TradeType.Buy:
currentPipsIntoRange = firstEntryPrice - currentTickPrice;
break;
case TradeType.Sell:
currentPipsIntoRange = currentTickPrice - firstEntryPrice;
break;
}
currentPipsIntoRange = CalcPipsForBroker(currentPipsIntoRange);
return(OrderSpacingCalculator.GetOrderNumberFromPips(currentPipsIntoRange));
}
//Return the position count of trades of specific type (BUY/SELL)
private int activeDirectionCount(TradeType TrdTp)
{
int TSide = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
TSide++;
}
}
}
return(TSide);
}
private PayReturnModel CreatePayReturnModel(TradeType tradeType, string nonceStr, string xmlResult)
{
string timeStamp = WechatCommonUtlis.GetTimestamp();
PackageParamModel packageDic = new PackageParamModel();//坑2 参数区分大小写 APP是小写
string prepay_id = GetPrepayId(xmlResult);
string package;
if (tradeType == TradeType.JSAPI)
{
packageDic.AddValue("appId", this.AppId);// 注意这里的大小写 应用AppID 坑4
packageDic.AddValue("timeStamp", timeStamp);
packageDic.AddValue("nonceStr", nonceStr);
package = string.Format("prepay_id={0}", prepay_id);
packageDic.AddValue("package", package);//坑3
packageDic.AddValue("signType", this._signType);
}
else if (tradeType == TradeType.APP)
{
packageDic.AddValue("appid", this.AppId);
packageDic.AddValue("partnerid", _mchId);
packageDic.AddValue("prepayid", prepay_id);
package = "Sign=WXPay";
packageDic.AddValue("package", package);//APP支付固定设置参数
packageDic.AddValue("timestamp", timeStamp);
packageDic.AddValue("noncestr", nonceStr);
}
else
{
throw new WxPayException("暂未实现的支付类型");
}
var paySign = WechatCommonUtlis.GetMD5Sign(packageDic, this._appKey);//坑1 APPKey可能也有错
PayReturnModel model = new PayReturnModel
{
timeStamp = timeStamp,
nonceStr = nonceStr,
package = package,
paySign = paySign,
signType = this._signType,
appId = AppId,
prepayId = prepay_id,//JSAPI支付忽略此字段
partnerId = _mchId
};
return(model);//最终返回前端的参数
}