private double suggestSellPrice(MarketDepth market)
{
double sum = 0;
var minDiff = _volumeWall * PRICE_DELTA;
var highestBid = market.XXBTZEUR.Bids.First().Price;
foreach (var ask in market.XXBTZEUR.Asks)
{
if (sum + _operativeAmount > _volumeWall && ask.Price - MIN_DIFFERENCE > highestBid)
{
double sellPrice = Math.Round(ask.Price - 0.001, 3);
//The difference is too small and we'd be not the first SELL order. Leave previous price to avoid server call
if (null != _sellOrderId && sellPrice > market.XXBTZEUR.Asks[0].Price && Math.Abs(sellPrice - _sellOrderPrice) < minDiff)
{
log("DEBUG: SELL price {0} too similar, using previous", sellPrice);
return _sellOrderPrice;
}
return sellPrice;
}
sum += ask.Amount;
//Don't consider volume of own order
if (ask.Price.eq(_sellOrderPrice))
sum -= _sellOrderAmount;
}
//Market too dry, use SELL order before last, so we see it in chart
var price = market.XXBTZEUR.Asks.Last().Price - 0.001;
if (null != _sellOrderId && Math.Abs(price - _sellOrderPrice) < minDiff)
return _sellOrderPrice;
return Math.Round(price, 3);
}
private double suggestBuyPrice(MarketDepth market)
{
const double MIN_WALL_VOLUME = 0.1;
double sumVolume = 0.0;
foreach (var bid in market.XXBTZEUR.Bids)
{
//Don't count self
if (bid.Price.eq(_buyOrderPrice) && bid.Amount.eq(_buyOrderAmount))
continue;
//Skip BUY orders with tiny amount
sumVolume += bid.Amount;
if (sumVolume < MIN_WALL_VOLUME)
continue;
if (bid.Price < _executedSellPrice - MIN_DIFFERENCE)
{
return bid.Price.eq(_buyOrderPrice)
? _buyOrderPrice
: bid.Price + 0.001;
}
}
//All BUY orders are too high (probably some wild race). Suggest BUY order with minimum profit and hope
return _executedSellPrice - MIN_DIFFERENCE;
}
