public async Task AuditCompletedOrdersForPair(ArbitragePair pair, CancellationToken cancellationToken)
{
foreach (var order in dbService.GetMakerOrdersByStatus("filled", pair.Id).Where(o => o.BaseExchange == baseExchange.Name && o.CounterExchange == counterExchange.Name))
{
try
{
var baseOrder = await baseExchange.CheckOrder(order.BaseOrderUuid, pair.Symbol);
var counterOrder = await counterExchange.CheckOrder(order.CounterOrderUuid, pair.Symbol);
if (baseOrder != null && counterOrder != null)
{
decimal commission = 0m;
if (baseOrder.Side == OrderSide.Buy)
{
commission = counterOrder.CostProceeds - baseOrder.CostProceeds;
}
else
{
commission = baseOrder.CostProceeds - counterOrder.CostProceeds;
}
dbService.UpdateOrder(order.Id, baseRate: baseOrder.AvgRate, counterRate: counterOrder.AvgRate, baseCost: baseOrder.CostProceeds, counterCost: counterOrder.CostProceeds, commission: commission, status: "complete", baseQuantityFilled: baseOrder.QuantityFilled, counterQuantityFilled: counterOrder.QuantityFilled);
}
// await EmailHelper.SendSimpleMailAsync(gmail, string.Format("Trade {0} - {1}", baseOrder.Symbol, commission), JsonConvert.SerializeObject(new { baseOrder = baseOrder, counterOrder = counterOrder }, Formatting.Indented));
}
catch (Exception e)
{
logger.Error(e);
}
}
}
public static void AuditCompletedOrdersForPair(IDbService dbService, IExchange baseExchange, IExchange counterExchange, ArbitragePair pair)
{
foreach (var order in dbService.GetMakerOrdersByStatus("filled", pair.Id).Where(o => o.BaseExchange == baseExchange.Name && o.CounterExchange == counterExchange.Name))
{
try
{
var baseOrder = baseExchange.CheckOrder(order.BaseOrderUuid, pair.Symbol).Result;
var counterOrder = counterExchange.CheckOrder(order.CounterOrderUuid, pair.Symbol).Result;
if (baseOrder != null && counterOrder != null)
{
decimal commission = 0m;
if (baseOrder.Side == OrderSide.Buy)
{
commission = counterOrder.CostProceeds - baseOrder.CostProceeds;
}
else
{
commission = baseOrder.CostProceeds - counterOrder.CostProceeds;
}
dbService.UpdateOrder(order.Id, baseRate: baseOrder.AvgRate, counterRate: counterOrder.AvgRate, baseCost: baseOrder.CostProceeds, counterCost: counterOrder.CostProceeds, commission: commission, status: "complete", baseQuantityFilled: baseOrder.QuantityFilled, counterQuantityFilled: counterOrder.QuantityFilled);
}
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
}
public static void AuditOrder(string symbol, string baseUuid, string counterUuid, IExchange baseExchange, IExchange counterExchange)
{
var baseOrder = baseExchange.CheckOrder(baseUuid, symbol).Result;
var counterOrder = counterExchange.CheckOrder(counterUuid, symbol).Result;
if (baseOrder != null && counterOrder != null)
{
decimal commission = 0m;
if (baseOrder.Side == "buy")
{
commission = counterOrder.CostProceeds - baseOrder.CostProceeds;
}
else
{
commission = baseOrder.CostProceeds - counterOrder.CostProceeds;
}
}
}
public void AuditCompletedOrdersForPair(ArbitragePair pair, CancellationToken cancellationToken)
{
var orders = dbService.GetMakerOrdersByStatus("filled", pair.Id).Where(o => o.BaseExchange == baseExchange.Name && o.CounterExchange == counterExchange.Name);
if (orders.Any())
{
logger.Trace("Audit {0} orders for {1}", orders.Count(), pair.Symbol);
}
else
{
logger.Trace("No orders for {0}", pair.Symbol);
}
foreach (var order in orders)
{
try
{
var baseOrder = baseExchange.CheckOrder(order.BaseOrderUuid, pair.BaseSymbol).Result;
var counterOrder = counterExchange.CheckOrder(order.CounterOrderUuid, pair.CounterSymbol).Result;
if (baseOrder != null && counterOrder != null)
{
decimal commission = 0m;
if (baseOrder.Side == OrderSide.Buy)
{
commission = counterOrder.CostProceeds - baseOrder.CostProceeds;
}
else
{
commission = baseOrder.CostProceeds - counterOrder.CostProceeds;
}
dbService.UpdateOrder(order.Id, baseRate: baseOrder.AvgRate, counterRate: counterOrder.AvgRate, baseCost: baseOrder.CostProceeds, counterCost: counterOrder.CostProceeds, commission: commission, status: "complete", baseQuantityFilled: baseOrder.QuantityFilled, counterQuantityFilled: counterOrder.QuantityFilled);
}
}
catch (AggregateException ae)
{
ae.Handle((x) =>
{
if (x is ApiException) // This we know how to handle.
{
string content = ((ApiException)x).Content;
if (content.Contains("Order does not exist")) // Dont know why we are seeing this but update status
{
dbService.UpdateOrder(order.Id, status: "notexists");
}
else
{
logger.Error(content);
}
}
return(true);
});
}
catch (Exception e)
{
logger.Error(e);
}
}
}
