//+------------------------------------------------------------------+
//|                                              S5_Direcao_v1_0.mqh |
//|                                                            DELTA |
//|                                             HEDGING HORN CAPITAL |
//|                                     https://www.hhcapital.com.br |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, HEDGING HORN CAPITAL"
#property link      "https://www.hhcapital.com.br"
#property version   "DELTA HOMOLOGACAO v1_0"
#property description "HFT MARKET MAKING. MINI INDICE."

//+===================================================================================================================================================================================+
//| 0 - SESSAO DE CABECALHO / ADMISSAO                                                                                                                                                
//+===================================================================================================================================================================================+
//+------------------------------------------------------------------+
//| 0.1 - IMPORTACOES                                                |
//+------------------------------------------------------------------+
#include "MarketBook.mqh"
#include "S0_Admissao_v1_0.mqh"

//+===================================================================================================================================================================================+
//| 5 - SESSAO DE PRECOS / DIRECAO                                                                                                                                                    
//+===================================================================================================================================================================================+
//+------------------------------------------------------------------+
//| 5.1 - FUNCAO QUE DA GET NOS SPREADS E SET NOS PRECOS DA ORDEM    |
//+------------------------------------------------------------------+
void CalculaPrecoOrdem(operacao &Operacao, fluido &Fluidos, slot &Slots[])
{
   //Calcula os spreads
   if(Slots[0].ponta == 0) 
   {
      CalculaSpreadOrdemC(Operacao, Fluidos, Slots);
      SetPrecosOrdemCompra(Operacao, Fluidos, Slots);
   }
   else
   {
      CalculaSpreadOrdemV(Operacao, Fluidos, Slots);
      SetPrecosOrdemVenda(Operacao, Fluidos, Slots);
   }
   
   return;
}

//+------------------------------------------------------------------+
//| 5.2 - FUNCAO QUE CALCULA OS SPREADS DA ORDEM DE COMPRA           |
//+------------------------------------------------------------------+
void CalculaSpreadOrdemC(operacao &Operacao, fluido &Fluidos, slot &SlotsC[])
{
   double nivel = Fluidos.iSlot + 1;
   double desvio = Fluidos.desvioPercent;
   
   SlotsC[Fluidos.iSlot].spreadEnvio = MathRound( ((Fluidos.media * Fluidos.spreadOffsetPercent) + (Fluidos.media * Fluidos.desvioPercent * nivel)) / Fluidos.tickMin) * Fluidos.tickMin;
   SlotsC[Fluidos.iSlot].spreadAlvo = Fluidos.pontosAlvo;
   SlotsC[Fluidos.iSlot].spreadStop = MathRound( (Fluidos.media * Fluidos.stopPercent) / Fluidos.tickMin) * Fluidos.tickMin; 
   
   return;   
}

//+------------------------------------------------------------------+
//| 5.3 - FUNCAO QUE CALCULA OS SPREADS DA ORDEM DE VENDA            |
//+------------------------------------------------------------------+
void CalculaSpreadOrdemV(operacao &Operacao, fluido &Fluidos, slot &SlotsV[])
{
   double nivel = Fluidos.iSlot + 1;
   double desvio = Fluidos.desvioPercent;
   
   SlotsV[Fluidos.iSlot].spreadEnvio = MathRound( ((Fluidos.media * Fluidos.spreadOffsetPercent) + (Fluidos.media * Fluidos.desvioPercent * nivel)) / Fluidos.tickMin) * Fluidos.tickMin;
   SlotsV[Fluidos.iSlot].spreadAlvo = Fluidos.pontosAlvo;
   SlotsV[Fluidos.iSlot].spreadStop = MathRound( (Fluidos.media * Fluidos.stopPercent) / Fluidos.tickMin) * Fluidos.tickMin;  
   
   return;
}

//+------------------------------------------------------------------+
//| 5.4 - FUNCAO QUE DA SET NOS PRECOS DA ORDEM DE COMPRA            |
//+------------------------------------------------------------------+
void SetPrecosOrdemCompra(operacao &Operacao, fluido &Fluidos, slot &SlotsC[])
{
   //SET PRECO ENVIO
   SlotsC[Fluidos.iSlot].precoEnvio = Fluidos.media - SlotsC[Fluidos.iSlot].spreadEnvio;
   
   if(MathMod(SlotsC[Fluidos.iSlot].precoEnvio, Fluidos.tickMin) != 0)
   {
      SlotsC[Fluidos.iSlot].precoEnvio = SlotsC[Fluidos.iSlot].precoEnvio - MathMod(SlotsC[Fluidos.iSlot].precoEnvio, Fluidos.tickMin);
   }
   
   //SET PRECO ALVO
   SlotsC[Fluidos.iSlot].precoAlvo = SlotsC[Fluidos.iSlot].precoEnvio + SlotsC[Fluidos.iSlot].spreadAlvo;
   if(MathMod(SlotsC[Fluidos.iSlot].precoAlvo, Fluidos.tickMin) != 0)
   {
      SlotsC[Fluidos.iSlot].precoAlvo = SlotsC[Fluidos.iSlot].precoAlvo - MathMod(SlotsC[Fluidos.iSlot].precoAlvo, Fluidos.tickMin);
   }
   
   //SET PRECO STOP
   SlotsC[Fluidos.iSlot].precoStop = (MathRound(Fluidos.media/Fluidos.tickMin) * Fluidos.tickMin) - SlotsC[Fluidos.iSlot].spreadStop;
   
   if(MathMod(SlotsC[Fluidos.iSlot].precoStop, Fluidos.tickMin) != 0)
   {
      SlotsC[Fluidos.iSlot].precoStop = SlotsC[Fluidos.iSlot].precoStop - MathMod(SlotsC[Fluidos.iSlot].precoStop, Fluidos.tickMin);
   }
}

//+------------------------------------------------------------------+
//| 5.5 - FUNCAO QUE DA SET NOS PRECOS DA ORDEM DE VENDA             |
//+------------------------------------------------------------------+
void SetPrecosOrdemVenda(operacao &Operacao, fluido &Fluidos, slot &SlotsV[])
{
   //SET PRECO ENVIO  
   SlotsV[Fluidos.iSlot].precoEnvio = Fluidos.media + SlotsV[Fluidos.iSlot].spreadEnvio;
   
   if(MathMod(SlotsV[Fluidos.iSlot].precoEnvio, Fluidos.tickMin) != 0)
   {
      SlotsV[Fluidos.iSlot].precoEnvio = SlotsV[Fluidos.iSlot].precoEnvio + (Fluidos.tickMin - MathMod(SlotsV[Fluidos.iSlot].precoEnvio, Fluidos.tickMin));
   }
   
   //SET PRECO ALVO
   SlotsV[Fluidos.iSlot].precoAlvo = SlotsV[Fluidos.iSlot].precoEnvio - SlotsV[Fluidos.iSlot].spreadAlvo;
   if(MathMod(SlotsV[Fluidos.iSlot].precoAlvo, Fluidos.tickMin) != 0)
   {
      SlotsV[Fluidos.iSlot].precoAlvo = SlotsV[Fluidos.iSlot].precoAlvo + (Fluidos.tickMin - MathMod(SlotsV[Fluidos.iSlot].precoAlvo, Fluidos.tickMin));
   }
   
   //SET PRECO STOP
   SlotsV[Fluidos.iSlot].precoStop = (MathRound(Fluidos.media/Fluidos.tickMin) * Fluidos.tickMin) + SlotsV[Fluidos.iSlot].spreadStop; 
   
   if(MathMod(SlotsV[Fluidos.iSlot].precoStop, Fluidos.tickMin) != 0)
   {
      SlotsV[Fluidos.iSlot].precoStop = SlotsV[Fluidos.iSlot].precoStop + (Fluidos.tickMin - MathMod(SlotsV[Fluidos.iSlot].precoStop, Fluidos.tickMin));
   }
}

//+===================================================================================================================================================================================+
//| FIM DO PROGRAMA                                                                                                   
//+===================================================================================================================================================================================+