// Submit an order if quantity is not zero.
private async Task SubmitOrder(Int32 quantity, Decimal price, OrderSide side)
{
if (quantity == 0)
{
Console.WriteLine("No order necessary.");
return;
}
Console.WriteLine($"Submitting {side} order for {quantity} shares at ${price}.");
var order = await alpacaTradingClient.PostOrderAsync(
side.Limit(symbol, quantity, price));
lastTradeId = order.OrderId;
}
// Submit a market order if quantity is not zero.
public async Task <Guid> SubmitMarketOrder(int quantity, OrderSide side, string clientId = "", decimal stopDollars = 0)
{
//if (quantity == 0)
if (quantity == 0)
{
return(Guid.Empty);
}
//Console.WriteLine($"Submitting {side} order for {quantity} shares.");
try
{
IOrder order;
if (clientId.Length > 0)
{
order = await client.PostOrderAsync(side.Market(symbol, quantity).WithClientOrderId(clientId));
}
else
{
order = await client.PostOrderAsync(side.Market(symbol, quantity));
}
lastTradeId = order.OrderId;
if (stopDollars > 0)
{
// Submit a trailing stop order to sell / buy quantitu of symbol at market - stoploss
// trailing stop of
if (side == OrderSide.Buy)
{
order = await client.PostOrderAsync(
TrailingStopOrder.Sell(symbol, quantity, TrailOffset.InDollars(stopDollars))); // stop price will be hwm - stopDollars$ (326.44 - 0.05 = 326.39)
}
else
{
order = await client.PostOrderAsync(
TrailingStopOrder.Buy(symbol, quantity, TrailOffset.InDollars(stopDollars))); // stop price will be hwm + stopDollars$
}
}
}
catch (Exception ex)
{
// jsruntime.alert(ex.Message);
}
if (clientId.Length > 0)
{
await GetOrders(clientId);
}
return(lastTradeId);
}
public async Task <Trading.OrderResult> PlaceOrder_SellStopLimit(
Data.Format format, string symbol, int shares, decimal stopPrice, decimal limitPrice, TimeInForce timeInForce = TimeInForce.Gtc)
{
IAlpacaTradingClient trading = null;
try {
if (format == Data.Format.Live)
{
if (String.IsNullOrWhiteSpace(Settings.API_Alpaca_Live_Key) || String.IsNullOrWhiteSpace(Settings.API_Alpaca_Live_Secret))
{
return(Trading.OrderResult.Fail);
}
trading = Environments.Live.GetAlpacaTradingClient(new SecretKey(Settings.API_Alpaca_Live_Key, Settings.API_Alpaca_Live_Secret));
}
else if (format == Data.Format.Paper)
{
if (String.IsNullOrWhiteSpace(Settings.API_Alpaca_Paper_Key) || String.IsNullOrWhiteSpace(Settings.API_Alpaca_Paper_Secret))
{
return(Trading.OrderResult.Fail);
}
trading = Environments.Paper.GetAlpacaTradingClient(new SecretKey(Settings.API_Alpaca_Paper_Key, Settings.API_Alpaca_Paper_Secret));
}
// Prevents exceptions or unwanted behavior with Alpaca API
var account = await trading.GetAccountAsync();
if (trading == null || account == null ||
account.IsAccountBlocked || account.IsTradingBlocked ||
account.TradeSuspendedByUser)
{
return(Trading.OrderResult.Fail);
}
// Prevents unintentionally short selling (selling into negative digits, the API interprets that as intent to short-sell)
var positions = await trading.ListPositionsAsync();
if (!positions.Any(p => p.Symbol == symbol)) // If there is no position for this symbol
{
return(Trading.OrderResult.Fail);
}
var position = await trading.GetPositionAsync(symbol); // If there were no position, this would throw an Exception!
if (position == null || position.Quantity < shares) // If the current position doesn't have enough shares
{
return(Trading.OrderResult.Fail);
}
var order = await trading.PostOrderAsync(StopLimitOrder.Sell(symbol, shares, stopPrice, limitPrice).WithDuration(timeInForce));
return(Trading.OrderResult.Success);
} catch (Exception ex) {
await Log.Error($"{MethodBase.GetCurrentMethod().DeclaringType}: {MethodBase.GetCurrentMethod().Name}", ex);
return(Trading.OrderResult.Fail);
}
}
/// <summary>
/// Buy or sell stock
/// </summary>
public Task PlaceOrder(Order order, OrderTiming?orderTiming = null)
=> _alpacaTradingClient.PostOrderAsync(
new NewOrderRequest(
symbol: order.StockSymbol,
quantity: order.SharesBought > 0 ? order.SharesBought : order.SharesBought * (-1),
side: order.SharesBought > 0 ? OrderSide.Buy : OrderSide.Sell,
type: OrderType.Market,
duration: (TimeInForce)(orderTiming ?? OrderTiming.PartialFillOrKill)));
// Submit an order if quantity is not zero.
private async Task SubmitOrder(Int32 quantity, Decimal price, OrderSide side)
{
if (quantity == 0)
{
return;
}
try
{
var order = await alpacaTradingClient.PostOrderAsync(
side.Limit(symbol, quantity, price));
lastTradeId = order.OrderId;
lastTradeOpen = true;
}
catch (Exception e)
{
Console.WriteLine("Warning: " + e.Message);
}
}
/// <summary>
/// Ensure a postion of the amount exists
/// </summary>
/// <param name="marketValue"></param>
/// <returns>Cost of shares bought</returns>
public async Task <decimal> EnsurePositionExists(string stockSymbol, decimal marketValue)
{
var postionTask = _alpacaTradingClient.ListPositionsAsync();
var currentAccountTask = _alpacaTradingClient.GetAccountAsync();
var targetEquityAmount = (await currentAccountTask).Equity * _config.Percentage_Of_Equity_Per_Position;
var currentPositionsMarketValue = (await postionTask)?
.SingleOrDefault(x => string.Equals(x.Symbol, stockSymbol, StringComparison.OrdinalIgnoreCase))?.MarketValue ?? 0;
var missingEquity = targetEquityAmount - currentPositionsMarketValue;
var numberOfSharesNeeded = (int)Math.Floor(missingEquity / marketValue);
if (numberOfSharesNeeded > 0)
{
await _alpacaTradingClient.PostOrderAsync(new NewOrderRequest(stockSymbol, numberOfSharesNeeded, OrderSide.Buy, OrderType.Market, TimeInForce.Ioc));
return(numberOfSharesNeeded * marketValue);
}
return(0);
}
public async Task <Trading.OrderResult> PlaceOrder_BuyMarket(
Data.Format format, string symbol, int shares, TimeInForce timeInForce = TimeInForce.Gtc, bool useMargin = false)
{
IAlpacaTradingClient trading = null;
IAlpacaDataClient data = null;
try {
if (format == Data.Format.Live)
{
if (String.IsNullOrWhiteSpace(Settings.API_Alpaca_Live_Key) || String.IsNullOrWhiteSpace(Settings.API_Alpaca_Live_Secret))
{
return(Trading.OrderResult.Fail);
}
trading = Environments.Live.GetAlpacaTradingClient(new SecretKey(Settings.API_Alpaca_Live_Key, Settings.API_Alpaca_Live_Secret));
data = Environments.Live.GetAlpacaDataClient(new SecretKey(Settings.API_Alpaca_Live_Key, Settings.API_Alpaca_Live_Secret));
}
else if (format == Data.Format.Paper)
{
if (String.IsNullOrWhiteSpace(Settings.API_Alpaca_Paper_Key) || String.IsNullOrWhiteSpace(Settings.API_Alpaca_Paper_Secret))
{
return(Trading.OrderResult.Fail);
}
trading = Environments.Paper.GetAlpacaTradingClient(new SecretKey(Settings.API_Alpaca_Paper_Key, Settings.API_Alpaca_Paper_Secret));
data = Environments.Paper.GetAlpacaDataClient(new SecretKey(Settings.API_Alpaca_Paper_Key, Settings.API_Alpaca_Paper_Secret));
}
var account = await trading.GetAccountAsync();
if (trading == null || account == null ||
account.IsAccountBlocked || account.IsTradingBlocked ||
account.TradeSuspendedByUser)
{
return(Trading.OrderResult.Fail);
}
var order = await trading.PostOrderAsync(MarketOrder.Buy(symbol, shares).WithDuration(timeInForce));
return(Trading.OrderResult.Success);
} catch (Exception ex) {
await Log.Error($"{MethodBase.GetCurrentMethod().DeclaringType}: {MethodBase.GetCurrentMethod().Name}", ex);
return(Trading.OrderResult.Fail);
}
}