public static bool SaveShortOrderParams(ShortOrderParam shortOrderParam)
{
Helper.Log("Saving short order parameters to config file...");
Configuration conf = ConfigurationManager.OpenExeConfiguration(ConfigurationUserLevel.None);
AddConf(conf, "TICKER", shortOrderParam.TickerChoice.Pair);
AddConf(conf, "DISTRIBUTION_TYPE", Convert.ToString(shortOrderParam.DistributionType));
AddConf(conf, "LOWER_PRICE", Convert.ToString(shortOrderParam.LowerPrice));
AddConf(conf, "UPPER_PRICE", Convert.ToString(shortOrderParam.UpperPrice));
AddConf(conf, "COEFFICIENT", Convert.ToString(shortOrderParam.Coefficient));
AddConf(conf, "MIN_SIZE", Convert.ToString(shortOrderParam.MinSize));
AddConf(conf, "AMOUNT", Convert.ToString(shortOrderParam.Amount));
AddConf(conf, "ORDER_COUNT", Convert.ToString(shortOrderParam.OrderCount));
conf.Save(ConfigurationSaveMode.Full);
ConfigurationManager.RefreshSection("appSettings");
Helper.Log("Saved key to config file...");
return(true);
}
private void btnPreviewOrders_Click(object sender, EventArgs e)
{
var handler = UIEventListener;
if (handler != null)
{
ShortOrderParam shortOrderParam = new ShortOrderParam
{
TickerChoice = new Ticker()
{
Pair = Convert.ToString(comboTicker.SelectedItem)
},
DistributionType = (DISTRIBUTION_TYPE)comboDistribution.SelectedIndex,
LowerPrice = (double)spinLowerPrice.Value,
UpperPrice = (double)spinUpperPrice.Value,
Coefficient = (double)spinCoefficient.Value,
MinSize = (double)spinMinSize.Value,
Amount = (double)spinAmount.Value,
OrderCount = (int)spinOrderCount.Value
};
handler(UI_EVENT.PREVIEW_CLICK, shortOrderParam);
}
}
public List <string> PreviewOrders(ShortOrderParam shortOrderParam)
{
Helper.Log(string.Format("Making orders preview with input {0}...", shortOrderParam.ToString()));
var previews = new List <string>();
var ticker = shortOrderParam.TickerChoice;
if (ticker == null)
{
return(previews);
}
Config.SaveShortOrderParams(shortOrderParam);
var market_price = TickerAgent.TickerPrice(ticker.Pair);
var limited_order_size = TickerAgent.LimitedOrderSize(ticker.Pair);
double amount = shortOrderParam.Amount;
double low = shortOrderParam.LowerPrice;
double high = shortOrderParam.UpperPrice;
int count = shortOrderParam.OrderCount;
double pstep = (high - low) / (count - 1);
var scale_type = shortOrderParam.DistributionType;
double min_size = Math.Max(limited_order_size, shortOrderParam.MinSize);
double exp = shortOrderParam.Coefficient;
if (min_size * count > amount)
{
count = (int)Math.Floor(amount / min_size) - 1;
Helper.Log(string.Format("min_size {0} amount {1} count was reset to {2}", min_size, amount, count));
if (count < 0)
{
return(previews);
}
previews.Add(count.ToString());
}
else
{
previews.Add("match");
}
if (count <= 0)
{
return(previews);
}
double size_max = ((amount - min_size * count) * 2) / count + min_size;
double sum = 0;
double first_value = 1;
for (double i = 0; i < count; i++)
{
sum = sum + Math.Pow(exp, i);
}
first_value = (amount - min_size * count) / sum;
if (first_value < 0)
{
first_value = 0;
}
double[] sizes = new double[count];
for (int i = 0; i < count; i++)
{
switch (scale_type)
{
case DISTRIBUTION_TYPE.FLAT:
sizes[i] = amount / count;
break;
case DISTRIBUTION_TYPE.LINEAR_UP:
sizes[i] = min_size + (size_max - min_size) / (count - 1) * i;
break;
case DISTRIBUTION_TYPE.LINEAR_DN:
sizes[i] = min_size + (size_max - min_size) / (count - 1) * (count - i - 1);
break;
case DISTRIBUTION_TYPE.EXPONENTIAL_UP:
sizes[i] = min_size + first_value * Math.Pow(exp, i);
break;
case DISTRIBUTION_TYPE.EXPONENTIAL_DN:
sizes[i] = min_size + first_value * Math.Pow(exp, count - i - 1);
break;
default:
sizes[i] = amount / count;
break;
}
}
var previewContent = "";
previewContent = string.Format("Current price: {0}", market_price);
previewContent += Environment.NewLine;
lock (Global._previewOrders)
{
Global._previewOrders.Clear();
for (int i = 0; i < count; i++)
{
double p = low + i * pstep;
string ex_price = p.ToString("F5");
var txt = "at " + ex_price;
var order = new TrailingOrder();
order.Symbol = ticker.Pair;
order.Price = Convert.ToDouble(ex_price);
order.Exchange = "bitfinex";
// buy order
order.BuyAmount = sizes[i];
var type = "TRAILING STOP";
order.BuyType = type;
txt += string.Format(" buy {0} size: {1}", type, sizes[i].ToString());
// sell order
order.SellAmount = sizes[count - i - 1];
type = p > market_price ? "LIMIT" : "TRAILING STOP";
order.SellType = type;
txt += string.Format(" sell {0} size: {1}", type, sizes[count - i - 1].ToString());
txt += Environment.NewLine;
previewContent += txt;
Global._previewOrders.Add(order);
}
previews.Add(previewContent);
Helper.Log(string.Format("order data was made {0} (preview {1})",
string.Join <TrailingOrder>(" ", Global._previewOrders), previewContent));
}
return(previews);
}
