public void PushToken(TransactionToken token)
{
if (SymbolState == "ok")
{
_tokenQueue.Enqueue(token);
}
}
private async Task OpenOrderByToken(TransactionToken token)
{
while (token.Volume.Gte(_symbol.MinTradeVolume))
{
var openToken = TransactionToken.Min(_symbol.MaxTradeVolume, token);
if (TryBuildOpenRequest(openToken, out var template))
{
var result = await _bot.OpenOrderAsync(template.MakeRequest());
if (result.IsCompleted)
{
var resultingToken = new TransactionToken(result.ResultingOrder);
var remainingToken = openToken - resultingToken; // if TTS opened partial order
token -= openToken;
if (remainingToken.Volume.Gte(_symbol.MinTradeVolume))
{
_tokenQueue.Enqueue(remainingToken);
}
continue;
}
}
_tokenQueue.Enqueue(token);
break;
}
}
public void GetTokenHandler(TransactionToken token)
{
var watcher = GetOrCreateWatcher(token.Symbol);
_bot.PrintDebug($"Received {token}");
watcher.PushToken(token);
}
public PositionState(DateTime time, string symbol, OrderSide side, double volume)
{
Time = time;
Volume = volume;
Symbol = symbol;
Side = side;
Token = new TransactionToken(this);
}
public static TransactionToken Min(double volume, TransactionToken token)
{
if (token.Volume.Lte(volume))
{
return(token);
}
return(new TransactionToken(token)
{
Volume = volume,
});
}
protected override bool TryBuildOpenRequest(TransactionToken token, out OpenOrderRequest.Template template)
{
var traling = CalculateTraling();
_bot.PrintDebug($"{_symbol.Name} traling = {traling}");
template = BuildBaseOpenTemplate(token).WithPrice(PriceWithPips(token.Side, traling))
.WithComment($"{traling:F10}")
.WithType(OrderType.Limit);
return(traling.Gte(0.0));
}
private TransactionToken GetOptimazeAccountToken()
{
var baseToken = new TransactionToken(_symbol.Name);
foreach (var order in Orders)
{
if (!order.IsNull)
{
baseToken += new TransactionToken(order);
}
}
return(baseToken);
}
private async Task UpdateAccountStateByToken(TransactionToken token)
{
await CancelOrdersBySide(token.IsEmpty?null : (OrderSide?)token.Side.Inverse());
var accountToken = GetOptimazeAccountToken();
_bot.PrintDebug($"Queue token = {token}, acc token = {accountToken} in update");
if (!accountToken.IsEmpty && accountToken.Volume.Lte(token.Volume))
{
await OpenOrderByToken(token - accountToken);
}
else
{
await CancelOrdersBySide(accountToken.Side);
await OpenOrderByToken(token);
}
}
protected virtual OpenOrderRequest.Template BuildBaseOpenTemplate(TransactionToken token)
{
return(_openRequestTemplate.WithSide(token.Side).WithVolume(token.Volume));
}
protected abstract bool TryBuildOpenRequest(TransactionToken token, out OpenOrderRequest.Template template);
protected override bool TryBuildOpenRequest(TransactionToken token, out OpenOrderRequest.Template template)
{
template = BuildBaseOpenTemplate(token).WithType(OrderType.Market);
return(true);
}
private TransactionToken(TransactionToken token) : this(token.Symbol, token.Volume, token.Side)
{
}