@Override
public void run(ArrayList<Double> debugData) {
Ticker lastTicker = exchange.getTicker();
OrderType intend;
try {
intend = genome.addTicker(lastTicker, debugData);
} catch (IOException e) {
return;
}
NormalOrder order = new NormalOrder();
Wallet wallet = exchange.getWallet();
// state machine needed for not immediate executed tickers
switch (state) {
case DOBUY:
switch (intend) {
case DO_NOTHING:
case BUY:
// TODO what if cancelling is not working?
if (exchange.getOrderResult((NormalOrder) pendingOrder) == Order.State.DONE
|| wallet.getBalance() == 0) {
state = OrderState.BOUGHT;
break;
}
pendingOrder =
(exchange.cancelOrder(pendingOrder) == true) ? new NoOrder() : pendingOrder;
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.BUY);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeBuyOrder(order);
state = OrderState.DOBUY;
break;
case SELL:
// TODO what if cancelling is not working?
pendingOrder =
(exchange.cancelOrder(pendingOrder) == true) ? new NoOrder() : pendingOrder;
if (exchange.getWallet().getBitCoins() != 0) {
order = new NormalOrder();
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.SELL);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeSellOrder(new NormalOrder());
state = OrderState.DOSELL;
} else {
state = OrderState.SOLD;
}
break;
}
break;
case BOUGHT:
switch (intend) {
case BUY:
state = OrderState.BOUGHT;
break;
case SELL:
if (exchange.getWallet().getBitCoins() != 0) {
order = new NormalOrder();
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.SELL);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeSellOrder(new NormalOrder());
state = OrderState.DOSELL;
} else {
state = OrderState.SOLD;
}
break;
case DO_NOTHING:
state = OrderState.BOUGHT;
break;
}
break;
case DOSELL:
switch (intend) {
case DO_NOTHING:
case BUY:
// TODO what if cancelling is not working?
pendingOrder =
(exchange.cancelOrder(pendingOrder) == true) ? new NoOrder() : pendingOrder;
if (exchange.getWallet().getBalance() != 0) {
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.BUY);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeBuyOrder(order);
state = OrderState.DOBUY;
} else {
state = OrderState.BOUGHT;
}
break;
case SELL:
if (exchange.getOrderResult((NormalOrder) pendingOrder) == Order.State.DONE
|| wallet.getBitCoins() == 0) {
state = OrderState.SOLD;
break;
}
// TODO what if cancelling is not working?
pendingOrder =
(exchange.cancelOrder(pendingOrder) == true) ? new NoOrder() : pendingOrder;
order = new NormalOrder();
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.SELL);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeSellOrder(new NormalOrder());
state = OrderState.DOSELL;
break;
}
case SOLD:
switch (intend) {
case SELL:
state = OrderState.SOLD;
break;
case BUY:
if (exchange.getWallet().getBalance() != 0) {
order = new NormalOrder();
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.BUY);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeBuyOrder(new NormalOrder());
state = OrderState.DOBUY;
} else {
state = OrderState.BOUGHT;
}
break;
case DO_NOTHING:
state = OrderState.BOUGHT;
break;
}
case INIT:
switch (intend) {
case DO_NOTHING:
state = OrderState.INIT;
break;
case BUY:
pendingOrder =
(exchange.cancelOrder(pendingOrder) == true) ? new NoOrder() : pendingOrder;
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.BUY);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeBuyOrder(order);
state = OrderState.DOBUY;
break;
case SELL:
if (exchange.getWallet().getBitCoins() != 0) {
order = new NormalOrder();
order.setPrice(lastTicker.getPrice());
order.setVolume(exchange.getWallet().getBalanceBitcoins(lastTicker.getPrice()));
order.setOrderType(OrderType.SELL);
order.setState(Order.State.OPEN);
pendingOrder = exchange.placeSellOrder(new NormalOrder());
state = OrderState.DOSELL;
} else {
state = OrderState.SOLD;
}
break;
}
break;
default:
break;
}
// logger.debug(exchange.getWallet().toString());
}
public Engine(IExchange exchange, BitCoinGenome algorithm) {
this.genome = algorithm;
this.exchange = exchange;
this.pendingOrder = new NoOrder();
genome.resetProcessing(exchange.getTicker());
}
