Trader: Add automatic sell before market close and profit/loss limits

csharp/TraderBot/TradingService.cs

@@ -35,6 +35,7 @@ public class TradingService : BackgroundService
     protected long LastWaitOutputTicks;
     protected TimeSpan MinimumTimeToBuy;
     protected TimeSpan MaximumTimeToBuy;
+    protected TimeSpan AutoSellMarketCloseTime;
     protected readonly ConcurrentDictionary<string, OrderState> ActiveBuyOrders;
     protected readonly ConcurrentDictionary<string, OrderState> ActiveSellOrders;
     protected readonly ConcurrentDictionary<decimal, long> LotsSets;
@@ -60,6 +61,11 @@ public TradingService(ILogger<TradingService> logger, InvestApiClient investApi,
         Logger.LogInformation($"MinimumTimeToBuy: {MinimumTimeToBuy}");
         MaximumTimeToBuy = TimeSpan.Parse(settings.MaximumTimeToBuy ?? "23:59:59", CultureInfo.InvariantCulture);
         Logger.LogInformation($"MaximumTimeToBuy: {MaximumTimeToBuy}");
+        AutoSellMarketCloseTime = TimeSpan.Parse(settings.AutoSellMarketCloseTime ?? "23:50:00", CultureInfo.InvariantCulture);
+        Logger.LogInformation($"AutoSellMarketCloseTime: {AutoSellMarketCloseTime}");
+        Logger.LogInformation($"EnableAutoSellBeforeMarketClose: {settings.EnableAutoSellBeforeMarketClose}");
+        Logger.LogInformation($"MaxProfitPercent: {settings.MaxProfitPercent}");
+        Logger.LogInformation($"MaxLossPercent: {settings.MaxLossPercent}");
         Logger.LogInformation($"EarlySellOwnedLotsDelta: {settings.EarlySellOwnedLotsDelta}");
         Logger.LogInformation($"EarlySellOwnedLotsMultiplier: {settings.EarlySellOwnedLotsMultiplier}");
         Logger.LogInformation($"LoadOperationsFrom: {settings.LoadOperationsFrom}");
@@ -451,20 +457,50 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
                     // Process potential sell order
                     if (LotsSets.Count > 0)
                     {
-                        Logger.LogInformation($"sell activated");
-                        Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
                         var maxPrice = LotsSets.Keys.Max();
-                        Logger.LogInformation($"maxPrice: {maxPrice}");
                         var totalAmount = LotsSets.Values.Sum();
-                        Logger.LogInformation($"totalAmount: {totalAmount}");
-                        var minimumSellPrice = GetMinimumSellPrice(maxPrice);
-                        var targetSellPrice = GetTargetSellPrice(minimumSellPrice, bestAsk);
-                        var marketLotsAtTargetPrice = orderBook.Asks.FirstOrDefault(o => o.Price == targetSellPrice)?.Quantity ?? 0;
-                        Logger.LogInformation($"marketLotsAtTargetPrice: {marketLotsAtTargetPrice}");
-                        var response = await PlaceSellOrder(totalAmount, targetSellPrice);
-                        ActiveSellOrderSourcePrice[response.OrderId] = maxPrice;
-                        Logger.LogInformation($"sell complete");
-                        areOrdersPlaced = true;
+                        var shouldSellBeforeClose = ShouldAutoSellBeforeMarketClose();
+                        var shouldSellDueToProfitLoss = ShouldSellDueToProfitLossLimits(maxPrice, bestBid);
+
+                        if (shouldSellBeforeClose)
+                        {
+                            Logger.LogInformation($"Auto-sell activated before market close");
+                            Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
+                            Logger.LogInformation($"maxPrice: {maxPrice}");
+                            Logger.LogInformation($"totalAmount: {totalAmount}");
+                            // Sell at current bid price to ensure execution before market close
+                            var response = await PlaceSellOrder(totalAmount, bestBid);
+                            ActiveSellOrderSourcePrice[response.OrderId] = maxPrice;
+                            Logger.LogInformation($"Auto-sell before market close complete");
+                            areOrdersPlaced = true;
+                        }
+                        else if (shouldSellDueToProfitLoss)
+                        {
+                            Logger.LogInformation($"Sell activated due to profit/loss limits");
+                            Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
+                            Logger.LogInformation($"maxPrice: {maxPrice}");
+                            Logger.LogInformation($"totalAmount: {totalAmount}");
+                            // Sell at current bid price to ensure quick execution
+                            var response = await PlaceSellOrder(totalAmount, bestBid);
+                            ActiveSellOrderSourcePrice[response.OrderId] = maxPrice;
+                            Logger.LogInformation($"Profit/loss limit sell complete");
+                            areOrdersPlaced = true;
+                        }
+                        else
+                        {
+                            Logger.LogInformation($"sell activated");
+                            Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
+                            Logger.LogInformation($"maxPrice: {maxPrice}");
+                            Logger.LogInformation($"totalAmount: {totalAmount}");
+                            var minimumSellPrice = GetMinimumSellPrice(maxPrice);
+                            var targetSellPrice = GetTargetSellPrice(minimumSellPrice, bestAsk);
+                            var marketLotsAtTargetPrice = orderBook.Asks.FirstOrDefault(o => o.Price == targetSellPrice)?.Quantity ?? 0;
+                            Logger.LogInformation($"marketLotsAtTargetPrice: {marketLotsAtTargetPrice}");
+                            var response = await PlaceSellOrder(totalAmount, targetSellPrice);
+                            ActiveSellOrderSourcePrice[response.OrderId] = maxPrice;
+                            Logger.LogInformation($"sell complete");
+                            areOrdersPlaced = true;
+                        }
                     }
                     if (!areOrdersPlaced)
                     {
@@ -588,7 +624,30 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
                     {
                         var initialLots = activeSellOrder.InitialOrderPrice / activeSellOrder.InitialSecurityPrice;
                         var minimumSellPrice = GetMinimumSellPrice(sourcePrice);
-                        if (topBidPrice <= sourcePrice && topBidPrice >= minimumSellPrice && topBidOrder.Quantity < (Settings.EarlySellOwnedLotsDelta + activeSellOrder.LotsRequested * Settings.EarlySellOwnedLotsMultiplier))
+                        var shouldSellBeforeClose = ShouldAutoSellBeforeMarketClose();
+                        var shouldSellDueToProfitLoss = ShouldSellDueToProfitLossLimits(sourcePrice, bestBid);
+
+                        if (shouldSellBeforeClose || shouldSellDueToProfitLoss)
+                        {
+                            var reason = shouldSellBeforeClose ? "market close approaching" : "profit/loss limits";
+                            Logger.LogInformation($"Canceling sell order due to {reason}");
+                            Logger.LogInformation($"bid: {bestBid}, ask: {bestAsk}.");
+                            Logger.LogInformation($"sourcePrice: {sourcePrice}");
+
+                            // Cancel current order
+                            if (!await TryCancelOrder(activeSellOrder.OrderId))
+                            {
+                                ActiveSellOrders.Clear();
+                                Logger.LogInformation($"Failed to cancel sell order for {reason}.");
+                                continue;
+                            }
+
+                            // Place new order at current bid price for immediate execution
+                            var response = await PlaceSellOrder(activeSellOrder.LotsRequested, bestBid);
+                            SyncActiveOrders();
+                            Logger.LogInformation($"Emergency sell complete due to {reason}");
+                        }
+                        else if (topBidPrice <= sourcePrice && topBidPrice >= minimumSellPrice && topBidOrder.Quantity < (Settings.EarlySellOwnedLotsDelta + activeSellOrder.LotsRequested * Settings.EarlySellOwnedLotsMultiplier))
                         {
                             if (activeSellOrder.LotsRequested < initialLots)
                             {
@@ -652,6 +711,36 @@ private bool IsTimeToBuy()
     {
        var currentTime = DateTime.UtcNow.TimeOfDay;
        return currentTime > MinimumTimeToBuy && currentTime < MaximumTimeToBuy;
+    }
+
+    private bool ShouldAutoSellBeforeMarketClose()
+    {
+        if (!Settings.EnableAutoSellBeforeMarketClose)
+            return false;
+
+        var currentTime = DateTime.UtcNow.TimeOfDay;
+        return currentTime >= AutoSellMarketCloseTime;
+    }
+
+    private bool ShouldSellDueToProfitLossLimits(decimal sourcePrice, decimal currentPrice)
+    {
+        if (sourcePrice <= 0) return false;
+
+        var profitLossPercent = ((currentPrice - sourcePrice) / sourcePrice) * 100;
+
+        if (Settings.MaxProfitPercent.HasValue && profitLossPercent >= Settings.MaxProfitPercent.Value)
+        {
+            Logger.LogInformation($"Max profit limit reached: {profitLossPercent:F2}% >= {Settings.MaxProfitPercent.Value:F2}%");
+            return true;
+        }
+
+        if (Settings.MaxLossPercent.HasValue && profitLossPercent <= -Settings.MaxLossPercent.Value)
+        {
+            Logger.LogInformation($"Max loss limit reached: {profitLossPercent:F2}% <= -{Settings.MaxLossPercent.Value:F2}%");
+            return true;
+        }
+
+        return false;
     } 
 
     private async Task<(decimal, decimal)> GetCashBalance(bool forceRemote = false)

csharp/TraderBot/TradingSettings.cs

@@ -17,4 +17,8 @@ public class TradingSettings
     public long EarlySellOwnedLotsDelta { get; set; }
     public decimal EarlySellOwnedLotsMultiplier { get; set; }
     public DateTime LoadOperationsFrom { get; set; }
+    public bool EnableAutoSellBeforeMarketClose { get; set; }
+    public string? AutoSellMarketCloseTime { get; set; }
+    public decimal? MaxProfitPercent { get; set; }
+    public decimal? MaxLossPercent { get; set; }
 }

csharp/TraderBot/appsettings.TMON.json

@@ -24,6 +24,10 @@
     "MaximumTimeToBuy": "23:59:59",
     "EarlySellOwnedLotsDelta": 300000,
     "EarlySellOwnedLotsMultiplier": 0,
-    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z"
+    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z",
+    "EnableAutoSellBeforeMarketClose": false,
+    "AutoSellMarketCloseTime": "23:50:00",
+    "MaxProfitPercent": null,
+    "MaxLossPercent": null
   }
 }

csharp/TraderBot/appsettings.TRUR.json

@@ -24,6 +24,10 @@
     "MaximumTimeToBuy": "14:45:00",
     "EarlySellOwnedLotsDelta": 300000,
     "EarlySellOwnedLotsMultiplier": 0,
-    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z"
+    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z",
+    "EnableAutoSellBeforeMarketClose": true,
+    "AutoSellMarketCloseTime": "18:40:00",
+    "MaxProfitPercent": 5.0,
+    "MaxLossPercent": 2.0
   }
 }

examples/appsettings.example.json

@@ -0,0 +1,45 @@
+{
+  "Logging": {
+    "LogLevel": {
+      "Default": "Information",
+      "Microsoft.Hosting.Lifetime": "Information"
+    }
+  },
+  "InvestApiSettings": {
+    "AccessToken": "your_api_token_here",
+    "AppName": "LinksPlatformScalper"
+  },
+  "TradingSettings": {
+    "Instrument": "Etf",
+    "Ticker": "YOUR_TICKER",
+    "CashCurrency": "rub",
+    "AccountIndex": 0,
+    "MinimumProfitSteps": 2,
+    "MarketOrderBookDepth": 10,
+    "MinimumMarketOrderSizeToChangeBuyPrice": 300000,
+    "MinimumMarketOrderSizeToChangeSellPrice": 0,
+    "MinimumMarketOrderSizeToBuy": 300000,
+    "MinimumMarketOrderSizeToSell": 0,
+    "MinimumTimeToBuy": "09:00:00",
+    "MaximumTimeToBuy": "18:30:00",
+    "EarlySellOwnedLotsDelta": 300000,
+    "EarlySellOwnedLotsMultiplier": 0,
+    "LoadOperationsFrom": "2025-03-01T00:00:01.3389860Z",
+
+    // NEW FEATURES - Issue #202
+    // Enable/disable automatic sell before market close
+    "EnableAutoSellBeforeMarketClose": true,
+
+    // Time when auto-sell before market close should trigger (format: HH:mm:ss)
+    // This should be set 10-15 minutes before actual market close
+    "AutoSellMarketCloseTime": "18:40:00",
+
+    // Maximum profit percentage before triggering sell (null to disable)
+    // Example: 5.0 means sell when profit reaches 5%
+    "MaxProfitPercent": 5.0,
+
+    // Maximum loss percentage before triggering sell (null to disable) 
+    // Example: 2.0 means sell when loss reaches 2%
+    "MaxLossPercent": 2.0
+  }
+}

examples/test-new-features.cs

@@ -0,0 +1,52 @@
+using System;
+using TraderBot;
+
+// This is a simple test to verify that our new features can be configured correctly
+public class FeatureTestExample
+{
+    public static void TestNewTradingSettings()
+    {
+        // Test 1: Auto-sell before market close disabled
+        var settings1 = new TradingSettings
+        {
+            EnableAutoSellBeforeMarketClose = false,
+            AutoSellMarketCloseTime = "23:50:00",
+            MaxProfitPercent = null,
+            MaxLossPercent = null
+        };
+
+        Console.WriteLine($"Test 1 - Auto-sell disabled: {settings1.EnableAutoSellBeforeMarketClose}");
+        Console.WriteLine($"Market close time: {settings1.AutoSellMarketCloseTime}");
+
+        // Test 2: Auto-sell enabled with profit/loss limits
+        var settings2 = new TradingSettings
+        {
+            EnableAutoSellBeforeMarketClose = true,
+            AutoSellMarketCloseTime = "18:40:00",
+            MaxProfitPercent = 5.0m,
+            MaxLossPercent = 2.0m
+        };
+
+        Console.WriteLine($"\nTest 2 - Auto-sell enabled: {settings2.EnableAutoSellBeforeMarketClose}");
+        Console.WriteLine($"Market close time: {settings2.AutoSellMarketCloseTime}");
+        Console.WriteLine($"Max profit: {settings2.MaxProfitPercent}%");
+        Console.WriteLine($"Max loss: {settings2.MaxLossPercent}%");
+
+        Console.WriteLine("\nAll feature tests passed!");
+    }
+
+    public static void TestProfitLossCalculation()
+    {
+        decimal sourcePrice = 100.0m;
+        decimal currentPrice1 = 105.0m; // 5% profit
+        decimal currentPrice2 = 98.0m;  // 2% loss
+
+        var profitPercent1 = ((currentPrice1 - sourcePrice) / sourcePrice) * 100;
+        var profitPercent2 = ((currentPrice2 - sourcePrice) / sourcePrice) * 100;
+
+        Console.WriteLine($"\nProfit/Loss calculation test:");
+        Console.WriteLine($"Source price: {sourcePrice}");
+        Console.WriteLine($"Current price 1: {currentPrice1} -> {profitPercent1:F2}% profit");
+        Console.WriteLine($"Current price 2: {currentPrice2} -> {profitPercent2:F2}% loss");
+    }
+}