public async Task DelegateNotifyFillStatistics(string applicationName, FillStatistics fillStatistics)
{
if (_exchangeHubService.Clients == null)
{
return;
}
await _exchangeHubService.Clients.All.NotifyFillStatistics(applicationName, fillStatistics);
}
public async Task RequestedFillStatistics(string applicationName, string symbol)
{
AbstractExchangePlugin abstractExchangePlugin =
_exchangePluginService.PluginExchanges.FirstOrDefault(x => x.ApplicationName == applicationName);
if (abstractExchangePlugin == null)
{
return;
}
Product product = new Product {
ID = symbol
};
FillStatistics fillStatistic = await abstractExchangePlugin.UpdateFillStatistics(product);
await Clients.Caller.NotifyFillStatistics(abstractExchangePlugin.ApplicationName, fillStatistic);
}
public virtual async Task <FillStatistics> UpdateFillStatistics(Product product, List <Fill> fills = null)
{
Product validatedProduct = Products.FirstOrDefault(p => p.ID == product.ID);
if (validatedProduct == null)
{
return(null);
}
//We want to get the last price we sold
//This will allow us to find out what price range to buy
fills ??= await UpdateFillsAsync(validatedProduct);
Accounts ??= new List <Account>();
List <MiniFill> miniFillSellAboveList = new List <MiniFill>();
List <MiniFill> miniFillBuyBelowList = new List <MiniFill>();
//Quote Currency Balance: example EUR / BTC
Account selectedQuoteCurrencyAccount = Accounts.FirstOrDefault(account => account.Currency == validatedProduct.QuoteCurrency);
if (selectedQuoteCurrencyAccount == null)
{
return(null);
}
//Base Currency Balance: example BTC / ETH
Account selectedBaseCurrencyAccount = Accounts.FirstOrDefault(account => account.Currency == validatedProduct.BaseCurrency);
if (selectedBaseCurrencyAccount == null)
{
return(null);
}
bool buyCompleted = false;
bool sellCompleted = false;
decimal quoteCurrencyAccumulatedBalance = 0;
decimal baseCurrencyAccumulatedBalance = 0;
foreach (Fill fill in fills)
{
//Get the final fill price
decimal fillPrice;
decimal fee;
switch (fill.Side)
{
case "sell" when !sellCompleted:
{
//Quote currency fee EUR
fee = fill.Fee.ToDecimal();
//Quote currency price EUR
fillPrice = fill.Price.ToDecimal();
//Quote currency total fee EUR
decimal buyBelowPrice = fillPrice - (fee / fill.Size.ToDecimal());
quoteCurrencyAccumulatedBalance += fillPrice * fill.Size.ToDecimal() + fee;
if (quoteCurrencyAccumulatedBalance > selectedQuoteCurrencyAccount.Balance.ToDecimal())
{
sellCompleted = true;
}
miniFillBuyBelowList.Add(new MiniFill {
Price = buyBelowPrice, Size = fill.Size.ToDecimal()
});
break;
}
case "buy" when !buyCompleted:
{
//Quote currency fee EUR
fee = fill.Fee.ToDecimal();
//Quote currency price EUR
fillPrice = fill.Price.ToDecimal();
//Quote currency total fee EUR
decimal sellAbovePrice = (fee / fill.Size.ToDecimal()) + fillPrice;
baseCurrencyAccumulatedBalance += fill.Size.ToDecimal();
if (baseCurrencyAccumulatedBalance > selectedBaseCurrencyAccount.Balance.ToDecimal())
{
decimal sizeDifference = baseCurrencyAccumulatedBalance -
selectedBaseCurrencyAccount.Balance.ToDecimal();
decimal fillSizeDifference = fill.Size.ToDecimal() - sizeDifference;
if (fillSizeDifference <= 0)
{
fillSizeDifference = 1;
}
sellAbovePrice = (fee / fillSizeDifference) + fillPrice;
buyCompleted = true;
}
miniFillSellAboveList.Add(new MiniFill {
Price = sellAbovePrice, Size = fill.Size.ToDecimal()
});
break;
}
}
}
FillStatistics fillStatistics = new FillStatistics
{
BaseCurrency = selectedBaseCurrencyAccount.Currency,
MiniFillBuyBelowList = miniFillBuyBelowList,
MiniFillSellAboveList = miniFillSellAboveList,
ProductID = validatedProduct.ID,
QuoteCurrency = selectedQuoteCurrencyAccount.Currency
};
FillStatistics ??= new Dictionary <string, FillStatistics>();
if (!FillStatistics.ContainsKey(validatedProduct.ID))
{
FillStatistics.Add(validatedProduct.ID, fillStatistics);
}
else
{
FillStatistics[validatedProduct.ID] = fillStatistics;
}
NotifyFillStatistics?.Invoke(ApplicationName, fillStatistics);
return(fillStatistics);
}
