public TradingContext(IExchangeCode exchange, string symbol, ITradingStrategy strategy, IEnumerable <ICandle> candles)
{
_exchange = exchange;
_symbol = symbol;
_strategy = strategy;
_candles = candles;
}
public Task <Trade> GetLastTrade(IExchangeCode exchangeCode, string symbol)
{
return(WithConnection((connection, transaction) =>
{
return _tradesManager.GetLast(exchangeCode.Code, symbol, connection, transaction);
}));
}
public async Task StopLoss(Trade trade, PairConfig config)
{
await WithConnection(async (connection, transaction) =>
{
IExchangeCode exchangeCode = ExchangeCode.Create(trade.ExchangeCode);
IEnumerable <Deal> deals = await _dealManager.GetOpenDeals(trade.ExchangeCode, trade.Symbol, connection, transaction);
foreach (Deal deal in deals)
{
deal.Orders = await _orderManager.GetOrdersByDealId(deal.Id, connection, transaction) as List <Order>;
if (deal.StopLoss.HasValue && trade.Price < deal.StopLoss.Value)
{
foreach (Order dealOrder in deal.Orders)
{
if (dealOrder.OrderStatusCode == OrderStatusCode.PENDING.Code || dealOrder.OrderStatusCode == OrderStatusCode.EXPIRED.Code || dealOrder.OrderStatusCode == OrderStatusCode.HOLD.Code)
{
await _orderManager.Delete(dealOrder.Id, connection, transaction);
}
else if (dealOrder.OrderStatusCode == OrderStatusCode.LISTED.Code)
{
dealOrder.OrderStatusCode = OrderStatusCode.CANCELED.Code;
dealOrder.Updated = DateTime.UtcNow;
dealOrder.UpdateRequired = true;
await _orderManager.Update(dealOrder, connection, transaction);
NatsClient client = _connector.Client;
await client.PubAsJsonAsync(_settings.Value.OrdersQueueName, new Notification <Order>()
{
Code = ActionCode.UPDATED.Code, Payload = dealOrder
});
}
}
Order order = new Order();
order.ExchangeCode = trade.ExchangeCode;
order.Symbol = trade.Symbol;
order.TradingModeCode = TradingModeCode.AUTO;
order.FillPoliticsCode = FillPoliticsCode.GTC;
order.OrderStatusCode = OrderStatusCode.PENDING;
order.DealId = deal.Id;
order.OrderTypeCode = OrderTypeCode.MKT;
order.OrderSideCode = OrderSideCode.SELL;
order.Amount = deal.Amount;
order.Id = await _orderManager.Create(order, connection, transaction);
}
}
return(Task.CompletedTask);
});
}
public Task <Strategy> Get(IExchangeCode exchangeCode, string symbol, IDbConnection connection, IDbTransaction transaction = null)
{
string query = @"select
*
from
Strategies str
join
PairConfigs pcfg
on
str.id = pcfg.strategyId
where
str.isDeleted = false
and
pcfg.exchangeCode = @exchangeCode
and
pcfg.symbol = @symbol;" ;
return(connection.QueryFirstOrDefaultAsync <Strategy>(query,
new
{
exchangeCode = exchangeCode.Code,
symbol = symbol
}, transaction));
}
