public ITradingPair AddOrUpdatePair(IOrderDetails order, string pair, decimal feesMarketCurrency, decimal feesPairCurrency, decimal?amountOverride = null, decimal?averagePriceOverride = null)
{
decimal amount = amountOverride ?? order.AmountFilled;
decimal amountAfterFees = amount - feesPairCurrency;
decimal averagePrice = averagePriceOverride ?? (order.AveragePrice + (feesMarketCurrency / amount));
if (tradingPairs.TryGetValue(pair, out TradingPair tradingPair))
{
if (!tradingPair.OrderIds.Contains(order.OrderId))
{
tradingPair.OrderIds.Add(order.OrderId);
tradingPair.OrderDates.Add(order.Date);
}
tradingPair.AveragePrice = (tradingPair.Cost + amountAfterFees * averagePrice) / (tradingPair.Amount + amountAfterFees);
tradingPair.Amount += amountAfterFees;
tradingPair.Fees += feesMarketCurrency;
tradingPair.SetMetadata(tradingPair.Metadata.MergeWith(order.Metadata));
}
else
{
tradingPair = new TradingPair
{
Pair = pair,
OrderIds = new List <string> {
order.OrderId
},
OrderDates = new List <DateTimeOffset> {
order.Date
},
AveragePrice = averagePrice,
Amount = amountAfterFees,
Fees = feesMarketCurrency,
Metadata = order.Metadata
};
tradingPairs.TryAdd(pair, tradingPair);
tradingPair.SetCurrentValues(tradingService.GetPrice(tradingPair.Pair), tradingService.Exchange.GetPriceSpread(tradingPair.Pair));
tradingPair.Metadata.CurrentRating = tradingPair.Metadata.Signals != null?signalsService.GetRating(tradingPair.Pair, tradingPair.Metadata.Signals) : null;
tradingPair.Metadata.CurrentGlobalRating = signalsService.GetGlobalRating();
if (tradingPair.Metadata.LastBuyMargin == null)
{
tradingPair.Metadata.LastBuyMargin = tradingPair.CurrentMargin;
}
}
return(tradingPair);
}
public virtual void AddBuyOrder(IOrderDetails order)
{
lock (SyncRoot)
{
if (order.Side == OrderSide.Buy && (order.Result == OrderResult.Filled || order.Result == OrderResult.FilledPartially))
{
decimal balanceDifference = -order.AverageCost;
decimal feesPairCurrency = 0;
decimal feesMarketCurrency = 0;
decimal amountAfterFees = order.AmountFilled;
if (order.Fees != 0 && order.FeesCurrency != null)
{
if (order.FeesCurrency == tradingService.Config.Market)
{
feesMarketCurrency = order.Fees;
balanceDifference -= order.Fees;
}
else
{
string feesPair = order.FeesCurrency + tradingService.Config.Market;
if (feesPair == order.Pair)
{
feesPairCurrency = order.Fees;
amountAfterFees -= order.Fees;
}
else
{
feesMarketCurrency = tradingService.GetCurrentPrice(feesPair) * order.Fees;
}
}
}
balance += balanceDifference;
if (tradingPairs.TryGetValue(order.Pair, out TradingPair tradingPair))
{
if (!tradingPair.OrderIds.Contains(order.OrderId))
{
tradingPair.OrderIds.Add(order.OrderId);
tradingPair.OrderDates.Add(order.Date);
}
tradingPair.AveragePricePaid = (tradingPair.AverageCostPaid + order.AverageCost) / (tradingPair.TotalAmount + order.AmountFilled);
tradingPair.FeesPairCurrency += feesPairCurrency;
tradingPair.FeesMarketCurrency += feesMarketCurrency;
tradingPair.TotalAmount += amountAfterFees;
tradingPair.Metadata = tradingPair.Metadata.MergeWith(order.Metadata);
}
else
{
tradingPair = new TradingPair
{
Pair = order.Pair,
OrderIds = new List <string> {
order.OrderId
},
OrderDates = new List <DateTimeOffset> {
order.Date
},
AveragePricePaid = order.AveragePrice,
FeesPairCurrency = feesPairCurrency,
FeesMarketCurrency = feesMarketCurrency,
TotalAmount = amountAfterFees,
Metadata = order.Metadata
};
tradingPairs.TryAdd(order.Pair, tradingPair);
tradingPair.SetCurrentValues(tradingService.GetCurrentPrice(tradingPair.Pair), tradingService.GetCurrentSpread(tradingPair.Pair));
tradingPair.Metadata.CurrentRating = tradingPair.Metadata.Signals != null?signalsService.GetRating(tradingPair.Pair, tradingPair.Metadata.Signals) : null;
tradingPair.Metadata.CurrentGlobalRating = signalsService.GetGlobalRating();
}
}
}
}
