TraderBot: Add an ability to buy or sell with its own price

csharp/TraderBot/TradingService.cs

@@ -63,6 +63,9 @@ public TradingService(ILogger<TradingService> logger, InvestApiClient investApi,
         Logger.LogInformation($"EarlySellOwnedLotsDelta: {settings.EarlySellOwnedLotsDelta}");
         Logger.LogInformation($"EarlySellOwnedLotsMultiplier: {settings.EarlySellOwnedLotsMultiplier}");
         Logger.LogInformation($"LoadOperationsFrom: {settings.LoadOperationsFrom}");
+        Logger.LogInformation($"EnableCustomBuyPrice: {settings.EnableCustomBuyPrice}");
+        Logger.LogInformation($"CustomBuyPriceSpreadPercentage: {settings.CustomBuyPriceSpreadPercentage}");
+        Logger.LogInformation($"MaxCustomBuyPriceSteps: {settings.MaxCustomBuyPriceSteps}");
 
         var currentTime = DateTime.UtcNow.TimeOfDay;
         Logger.LogInformation($"Current time: {currentTime}");
@@ -472,15 +475,16 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
                         {
                             // Process potential buy order
                             var (cashBalance, _) = await GetCashBalance();
-                            var lotPrice = bestBid * LotSize;
+                            var customBuyPrice = GetCustomBuyPrice(bestBid, bestAsk);
+                            var lotPrice = customBuyPrice * LotSize;
                             if (cashBalance > lotPrice)
                             {
                                 Logger.LogInformation($"buy activated");
-                                Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
+                                Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}, customBuyPrice: {customBuyPrice}.");
                                 var lots = (long)(cashBalance / lotPrice);
-                                var marketLotsAtTargetPrice = orderBook.Bids.FirstOrDefault(o => o.Price == bestBid)?.Quantity ?? 0;
+                                var marketLotsAtTargetPrice = orderBook.Bids.FirstOrDefault(o => o.Price == customBuyPrice)?.Quantity ?? 0;
                                 Logger.LogInformation($"marketLotsAtTargetPrice: {marketLotsAtTargetPrice}");
-                                var response = await PlaceBuyOrder(lots, bestBid);
+                                var response = await PlaceBuyOrder(lots, customBuyPrice);
                                 Logger.LogInformation($"buy complete");
                                 areOrdersPlaced = true;
                             }
@@ -519,16 +523,17 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
                     if (IsTimeToBuy())
                     {
                         var initialOrderPrice = MoneyValueToDecimal(activeBuyOrder.InitialSecurityPrice);
+                        var customBuyPrice = GetCustomBuyPrice(bestBid, bestAsk);
                         if (LotsSets.TryGetValue(initialOrderPrice, out var boughtLots) || LotsSets.Count == 0)
                         {
-                            if (initialOrderPrice != bestBid && bestBidOrder.Quantity > Settings.MinimumMarketOrderSizeToChangeBuyPrice)
+                            if (initialOrderPrice != customBuyPrice && bestBidOrder.Quantity > Settings.MinimumMarketOrderSizeToChangeBuyPrice)
                             {
                                 if (boughtLots > 0)
                                 {
                                     Logger.LogInformation($"buy trades are in progress");
                                     continue;
                                 }
-                                Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
+                                Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}, customBuyPrice: {customBuyPrice}.");
                                 Logger.LogInformation($"initial buy order price: {initialOrderPrice}");
                                 Logger.LogInformation($"buy order price change activated");
                                 // Cancel order
@@ -541,13 +546,13 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
                                 SetCashBalance(CashBalanceFree + CashBalanceLocked, 0);
                                 // Place new order
                                 var (cashBalance, _) = await GetCashBalance();
-                                var lotPrice = bestBid * LotSize;
+                                var lotPrice = customBuyPrice * LotSize;
                                 if (cashBalance > lotPrice)
                                 {
                                     var lots = (long)(cashBalance / lotPrice);
-                                    var marketLotsAtTargetPrice = orderBook.Bids.FirstOrDefault(o => o.Price == bestBid)?.Quantity ?? 0;
+                                    var marketLotsAtTargetPrice = orderBook.Bids.FirstOrDefault(o => o.Price == customBuyPrice)?.Quantity ?? 0;
                                     Logger.LogInformation($"marketLotsAtTargetPrice: {marketLotsAtTargetPrice}");
-                                    var response = await PlaceBuyOrder(lots, bestBid);
+                                    var response = await PlaceBuyOrder(lots, customBuyPrice);
                                 }
                                 SyncActiveOrders();
                                 Logger.LogInformation($"buy order price change is complete");
@@ -691,6 +696,28 @@ private decimal GetTargetSellPrice(decimal minimumSellPrice, decimal bestAsk)
         return targetSellPrice;
     }
 
+    private decimal GetCustomBuyPrice(decimal bestBid, decimal bestAsk)
+    {
+        if (!Settings.EnableCustomBuyPrice)
+        {
+            return bestBid;
+        }
+
+        var spread = bestAsk - bestBid;
+        var customBuyPrice = bestBid + (spread * Settings.CustomBuyPriceSpreadPercentage / 100m);
+
+        var maxPriceIncrease = Settings.MaxCustomBuyPriceSteps * PriceStep;
+        var maxAllowedPrice = bestBid + maxPriceIncrease;
+
+        customBuyPrice = Math.Min(customBuyPrice, maxAllowedPrice);
+        customBuyPrice = Math.Min(customBuyPrice, bestAsk);
+
+        customBuyPrice = Math.Max(customBuyPrice, bestBid);
+
+        Logger.LogInformation($"CustomBuyPrice calculation: bestBid={bestBid}, bestAsk={bestAsk}, spread={spread}, customBuyPrice={customBuyPrice}");
+        return customBuyPrice;
+    }
+
     protected override async Task ExecuteAsync(CancellationToken cancellationToken)
     {
         var tasks = new []

csharp/TraderBot/TradingSettings.cs

@@ -17,4 +17,7 @@ public class TradingSettings
     public long EarlySellOwnedLotsDelta { get; set; }
     public decimal EarlySellOwnedLotsMultiplier { get; set; }
     public DateTime LoadOperationsFrom { get; set; }
+    public bool EnableCustomBuyPrice { get; set; }
+    public decimal CustomBuyPriceSpreadPercentage { get; set; }
+    public long MaxCustomBuyPriceSteps { get; set; }
 }

csharp/TraderBot/appsettings.TMON.json

@@ -24,6 +24,9 @@
     "MaximumTimeToBuy": "23:59:59",
     "EarlySellOwnedLotsDelta": 300000,
     "EarlySellOwnedLotsMultiplier": 0,
-    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z"
+    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z",
+    "EnableCustomBuyPrice": false,
+    "CustomBuyPriceSpreadPercentage": 50.0,
+    "MaxCustomBuyPriceSteps": 10
   }
 }

csharp/TraderBot/appsettings.TRUR.json

@@ -24,6 +24,9 @@
     "MaximumTimeToBuy": "14:45:00",
     "EarlySellOwnedLotsDelta": 300000,
     "EarlySellOwnedLotsMultiplier": 0,
-    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z"
+    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z",
+    "EnableCustomBuyPrice": false,
+    "CustomBuyPriceSpreadPercentage": 50.0,
+    "MaxCustomBuyPriceSteps": 10
   }
 }

examples/custom_buy_price_test.md

@@ -0,0 +1,47 @@
+# Custom Buy Price Test Cases
+
+## Test Scenario 1: Feature Disabled
+- `EnableCustomBuyPrice`: false
+- `bestBid`: 5.300
+- `bestAsk`: 5.320
+- **Expected Result**: 5.300 (should return bestBid)
+
+## Test Scenario 2: Feature Enabled - 50% Spread
+- `EnableCustomBuyPrice`: true
+- `CustomBuyPriceSpreadPercentage`: 50.0
+- `MaxCustomBuyPriceSteps`: 10
+- `PriceStep`: 0.001
+- `bestBid`: 5.300
+- `bestAsk`: 5.320
+- **Spread**: 0.020
+- **50% of spread**: 0.010
+- **Expected Result**: 5.310 (bestBid + 50% of spread)
+
+## Test Scenario 3: Feature Enabled - Limited by MaxSteps
+- `EnableCustomBuyPrice`: true
+- `CustomBuyPriceSpreadPercentage`: 50.0
+- `MaxCustomBuyPriceSteps`: 5
+- `PriceStep`: 0.001
+- `bestBid`: 5.300
+- `bestAsk`: 5.350
+- **Spread**: 0.050
+- **50% of spread**: 0.025
+- **Max allowed increase**: 5 * 0.001 = 0.005
+- **Expected Result**: 5.305 (bestBid + maxSteps, capped)
+
+## Test Scenario 4: Feature Enabled - Limited by bestAsk
+- `EnableCustomBuyPrice`: true
+- `CustomBuyPriceSpreadPercentage`: 100.0
+- `MaxCustomBuyPriceSteps`: 100
+- `PriceStep`: 0.001
+- `bestBid`: 5.300
+- `bestAsk`: 5.310
+- **Spread**: 0.010
+- **100% of spread**: 0.010
+- **Expected Result**: 5.310 (limited by bestAsk)
+
+This feature allows traders to:
+1. Avoid long queues at the best bid price
+2. Get faster execution by paying a premium (crossing the spread partially)
+3. Control the maximum premium they're willing to pay
+4. Maintain the existing behavior when disabled