/// <summary>
/// Checks our current running trades against the strategy.
/// If the strategy tells us to sell we need to do so.
/// </summary>
/// <returns></returns>
private async Task CheckActiveTradesAgainstStrategy()
{
// Check our active trades for a sell signal from the strategy
foreach (var trade in _activeTrades.Where(x => (x.OpenOrderId == null || x.SellType == SellType.Immediate) && x.IsOpen))
{
var signal = await GetStrategySignal(trade.Market);
// If the strategy is telling us to sell we need to do so.
if (signal != null && signal.TradeAdvice == TradeAdvice.Sell)
{
if ((trade.IsSelling && trade.SellType == SellType.Immediate))
{
// If an immediate order is placed it needs to be cancelled first.
await _api.CancelOrder(trade.OpenOrderId, trade.Market);
}
// Create a sell order for our strategy.
var ticker = await _api.GetTicker(trade.Market);
var orderId = await _api.Sell(trade.Market, trade.Quantity, ticker.Bid);
trade.CloseRate = ticker.Bid;
trade.OpenOrderId = orderId;
trade.SellOrderId = orderId;
trade.SellType = SellType.Strategy;
trade.IsSelling = true;
_orderBatch.Add(TableOperation.Replace(trade));
await SendNotification($"Sell order placed for {trade.Market} at {trade.CloseRate:0.00000000} (Strategy sell).");
}
}
}
/// <summary>
/// Checks our current running trades against the strategy.
/// If the strategy tells us to sell we need to do so.
/// </summary>
/// <returns></returns>
private async Task CheckActiveTradesAgainstStrategy()
{
// Check our active trades for a sell signal from the strategy
foreach (var trade in _activeTrades.Where(x => (x.OpenOrderId == null || x.SellType == SellType.Immediate) && x.IsOpen))
{
var signal = await GetStrategySignal(trade.Market);
// If the strategy is telling us to sell we need to do so.
if (signal != null && signal.TradeAdvice == TradeAdvice.Sell)
{
// If the trade is an immediate order, we leave it alone.
if ((trade.IsSelling && trade.SellType == SellType.Immediate))
{
return;
}
// Create a sell order for our strategy.
var ticker = await _api.GetTicker(trade.Market);
var orderId = await _api.Sell(trade.Market, trade.Quantity, ticker.Bid);
trade.CloseRate = ticker.Bid;
trade.OpenOrderId = orderId;
trade.SellOrderId = orderId;
trade.SellType = SellType.Strategy;
trade.IsSelling = true;
await _dataStore.SaveTradeAsync(trade);
}
}
}
/// <summary>
/// Executes a sell for the given trade and updated the entity.
/// </summary>
/// <param name="trade"></param>
/// <param name="currentRateBid">Rate to sell for</param>
/// <param name="balance">Amount to sell for</param>
/// <returns>Current profit as percentage</returns>
private async Task <double> ExecuteSellOrder(Trade trade, double currentRateBid, double balance)
{
// Calculate our profit.
var investment = (trade.StakeAmount * (1 - Constants.TransactionFeePercentage));
var sales = (trade.Quantity * currentRateBid) - (trade.Quantity * currentRateBid * Constants.TransactionFeePercentage);
var profit = 100 * ((sales - investment) / investment);
// Sell the thing.
var orderId = await _api.Sell(trade.Market, balance, currentRateBid);
trade.CloseRate = currentRateBid;
trade.CloseProfitPercentage = profit;
trade.CloseProfit = sales - investment;
trade.CloseDate = DateTime.UtcNow;
trade.OpenOrderId = orderId;
trade.SellOrderId = orderId;
return(profit);
}