void ISimulationDataProvider.OnNewItem(IInputDataWithTime item)
{
ArbitrageStatisticsItem st = (ArbitrageStatisticsItem)item;
TickerCollection coll = Listener.ArbitrageList.FirstOrDefault(c => c.BaseCurrency == st.BaseCurrency && c.MarketCurrency == st.MarketCurrency);
if (coll == null)
{
return;
}
coll.Arbitrage.LowestAskHost = st.LowestAskHost;
coll.Arbitrage.HighestBidHost = st.HighestBidHost;
coll.Arbitrage.Time = st.Time;
coll.Arbitrage.LowestAskEnabled = st.LowestAskEnabled;
coll.Arbitrage.HighestBidEnabled = st.HighestBidEnabled;
coll.Arbitrage.LowestAsk = st.LowestAsk;
coll.Arbitrage.HighestBid = st.HighestBid;
coll.Arbitrage.Spread = st.Spread;
coll.Arbitrage.Amount = st.Amount;
coll.Arbitrage.MaxProfit = st.MaxProfit;
coll.Arbitrage.MaxProfitUSD = st.MaxProfitUSD;
if (coll.Arbitrage.UsdTicker != null)
{
coll.Arbitrage.UsdTicker.Last = st.RateInUSD;
}
coll.Arbitrage.History.Add(st);
OnArbitrageChanged(Listener, new ArbitrageChangedEventArgs()
{
Arbitrage = coll.Arbitrage, TickersInfo = coll
});
}
public ActionResult <IEnumerable <string> > Get()
{
List <TickerCollection> items = ClassicArbitrageListener.ArbitrageList.Where(a => a.MaxProfitUSD > 0).ToList();
string[] res = new string[1];
StringBuilder b = new StringBuilder();
b.Append('[');
for (int i = 0; i < items.Count; i++)
{
TickerCollection info = items[i];
b.Append('{');
b.Append("\"time\":"); b.Append('"'); b.Append(info.LastUpdate.ToString()); b.Append("\",");
b.Append("\"update_time\":"); b.Append('"'); b.Append(info.UpdateTimeMs.ToString()); b.Append("\",");
b.Append("\"name\":"); b.Append('"'); b.Append(info.Name); b.Append("\",");
b.Append("\"ask\":"); b.Append(info.LowestAsk.ToString("0.00000000")); b.Append(',');
b.Append("\"bid\":"); b.Append(info.HighestBid.ToString("0.00000000")); b.Append(',');
b.Append("\"spread\":"); b.Append(info.Spread.ToString("0.00000000")); b.Append(',');
b.Append("\"max_profit_usd\":"); b.Append(info.MaxProfitUSD.ToString("0.000")); b.Append(',');
b.Append("\"ask_webpage\":"); b.Append('"'); b.Append(info.LowestAskTicker.WebPageAddress); b.Append("\",");
b.Append("\"bid_webpage\":"); b.Append('"'); b.Append(info.HighestBidTicker.WebPageAddress); b.Append("\",");
b.Append('}');
if (i < items.Count - 1)
{
b.Append(',');
}
}
b.Append(']');
res[0] = b.ToString();
return(res);
}
void UpdateArbitrageInfo(TickerCollection info, ITickerCollectionUpdateListener listener)
{
info.ObtainDataSuccessCount = 0;
info.ObtainDataCount = 0;
info.NextOverdueMs = 6000;
info.StartUpdateMs = timer.ElapsedMilliseconds;
info.ObtainingData = true;
info.UpdateTimeMs = 0;
for (int i = 0; i < info.Count; i++)
{
info.Tickers[i].Exchange.UpdateOrderBookAsync(info.Tickers[i], 10, (e) => {
if (e.Result)
{
e.Ticker.OrderBook.UpdateHistory();
}
if (e.Result)
{
info.ObtainDataSuccessCount++;
}
info.ObtainDataCount++;
if (info.ObtainDataCount == info.Count)
{
info.IsActual = info.ObtainDataSuccessCount == info.Count;
info.IsUpdating = true;
info.ObtainingData = false;
info.UpdateTimeMs = (int)(timer.ElapsedMilliseconds - info.StartUpdateMs);
if (listener != null)
{
listener.OnUpdateTickerCollection(info, true);
}
}
});
}
//Task task = Task.Factory.StartNew(() => {
// for(int i = 0; i < info.Count; i++) {
// if(info.Tickers[i].UpdateOrderBook(OrderBook.Depth)) {
// //if(info.Tickers[i].UpdateTrades() && info.Tickers[i].TradeStatistic.Count > 0)
// // info.Tickers[i].OrderBook.TradeInfo = info.Tickers[i].TradeStatistic.Last();
// //info.Tickers[i].OrderBook.CalcStatistics();
// info.Tickers[i].OrderBook.UpdateHistory();
// info.ObtainDataSuccessCount++;
// }
// info.ObtainDataCount++;
// }
//});
//await task;
info.LastUpdate = DateTime.UtcNow;
}
async void UpdateArbitrageInfo(TickerCollection info, ITickerCollectionUpdateListener listener)
{
info.ObtainDataSuccessCount = 0;
info.ObtainDataCount = 0;
info.NextOverdueMs = 6000;
info.StartUpdateMs = timer.ElapsedMilliseconds;
info.ObtainingData = true;
Task task = Task.Factory.StartNew(() => {
for (int i = 0; i < info.Count; i++)
{
if (info.Tickers[i].UpdateArbitrageOrderBook())
{
//if(info.Tickers[i].UpdateTrades() && info.Tickers[i].TradeStatistic.Count > 0)
// info.Tickers[i].OrderBook.TradeInfo = info.Tickers[i].TradeStatistic.Last();
//info.Tickers[i].OrderBook.CalcStatistics();
info.Tickers[i].OrderBook.UpdateHistory();
info.ObtainDataSuccessCount++;
}
info.ObtainDataCount++;
}
});
await task;
Interlocked.Decrement(ref concurrentTickersCount); //todo
if (info.ObtainDataCount == info.Count)
{
info.IsActual = info.ObtainDataSuccessCount == info.Count;
info.IsUpdating = true;
info.ObtainingData = false;
info.UpdateTimeMs = (int)(timer.ElapsedMilliseconds - info.StartUpdateMs);
//Debug.WriteLine(string.Format("{0} = {1}", info.Name, info.UpdateTimeMs));
if (listener != null)
{
listener.OnUpdateTickerCollection(info, true);
}
}
info.LastUpdate = DateTime.UtcNow;
}
public void Update(TickerCollection collection, ITickerCollectionUpdateListener listener)
{
Interlocked.Increment(ref concurrentTickersCount);
UpdateArbitrageInfo(collection, listener);
}
public ArbitrageInfo(TickerCollection collection)
{
Owner = collection;
Tickers = Owner.Tickers;
}
public void Update(TickerCollection collection, ITickerCollectionUpdateListener listener)
{
UpdateArbitrageInfo(collection, listener);
}
public ActionResult <string> Get(string id)
{
if (id == "log")
{
ResizeableArray <LogMessage> items = LogManager.Default.Messages;
StringBuilder b = new StringBuilder();
b.Append('[');
for (int i = items.Count - 1; i >= 0; i++)
{
LogMessage info = items[i];
b.Append('{');
b.Append("\"type\":"); b.Append('"'); b.Append(info.Type); b.Append("\",");
b.Append("\"name\":"); b.Append('"'); b.Append(info.Name); b.Append("\",");
b.Append("\"time\":"); b.Append('"'); b.Append(info.Time.ToLongTimeString()); b.Append("\",");
b.Append("\"text\":"); b.Append('"'); b.Append(info.Text); b.Append("\",");
b.Append("\"description\":"); b.Append('"'); b.Append(info.Description); b.Append("\",");
b.Append("}\n");
if (i < items.Count - 1)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
else if (id == "profit" || id == "items")
{
ResizeableArray <TickerCollection> items = id == "profit"?
ResizeableArray <TickerCollection> .FromList(ClassicArbitrageListener.ArbitrageList.Where(a => a.MaxProfitUSD > 0).ToList()):
ClassicArbitrageListener.ArbitrageList;
StringBuilder b = new StringBuilder();
b.Append('[');
for (int i = 0; i < items.Count; i++)
{
TickerCollection info = items[i];
b.Append('{');
b.Append("\"time\":"); b.Append('"'); b.Append(info.LastUpdate.ToString()); b.Append("\",");
b.Append("\"update_time\":"); b.Append('"'); b.Append(info.UpdateTimeMs.ToString()); b.Append("\",");
b.Append("\"isActual\":"); b.Append('"'); b.Append(info.IsActual); b.Append("\",");
b.Append("\"name\":"); b.Append('"'); b.Append(info.Name); b.Append("\",");
b.Append("\"ask\":"); b.Append(info.LowestAsk.ToString("0.00000000")); b.Append(',');
b.Append("\"bid\":"); b.Append(info.HighestBid.ToString("0.00000000")); b.Append(',');
b.Append("\"spread\":"); b.Append(info.Spread.ToString("0.00000000")); b.Append(',');
b.Append("\"max_profit_usd\":"); b.Append(info.MaxProfitUSD.ToString("0.000")); b.Append(',');
b.Append("\"ask_webpage\":"); b.Append('"');
if (info.LowestAskTicker != null)
{
b.Append(info.LowestAskTicker.WebPageAddress);
}
b.Append("\",");
b.Append("\"bid_webpage\":"); b.Append('"');
if (info.HighestBidTicker != null)
{
b.Append(info.HighestBidTicker.WebPageAddress);
}
b.Append("\",");
b.Append('}');
if (i < items.Count - 1)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
else if (id == "timing")
{
ResizeableArray <TickerCollection> items = ClassicArbitrageListener.ArbitrageList;
StringBuilder b = new StringBuilder();
b.Append('[');
for (int i = 0; i < items.Count; i++)
{
TickerCollection info = items[i];
b.Append('{');
b.Append("\"name\":"); b.Append('"'); b.Append(info.Name); b.Append("\",");
b.Append("\"timeFromLastUpdateSec\":"); b.Append('"'); b.Append((DateTime.UtcNow - info.LastUpdate).TotalMilliseconds.ToString()); b.Append("\",");
b.Append("\"updateTime\":"); b.Append('"'); b.Append(info.UpdateTimeMs.ToString()); b.Append("\",");
b.Append("\"isActual\":"); b.Append('"'); b.Append(info.IsActual); b.Append("\",");
b.Append("}\n");
if (i < items.Count - 1)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
else if (id == "updating")
{
ResizeableArray <TickerCollection> items = ClassicArbitrageListener.ArbitrageList;
StringBuilder b = new StringBuilder();
b.Append('[');
for (int i = 0; i < items.Count; i++)
{
if (!items[i].ObtainingData)
{
continue;
}
TickerCollection info = items[i];
b.Append('{');
b.Append("\"name\":"); b.Append('"'); b.Append(info.Name); b.Append("\",");
b.Append("\"timeFromLastUpdateSec\":"); b.Append('"'); b.Append((DateTime.UtcNow - info.LastUpdate).TotalMilliseconds.ToString()); b.Append("\",");
b.Append("\"updateTime\":"); b.Append('"'); b.Append(info.UpdateTimeMs.ToString()); b.Append("\",");
b.Append("\"isActual\":"); b.Append('"'); b.Append(info.IsActual); b.Append("\",");
b.Append("}\n");
if (i < items.Count - 1)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
else if (id == "history")
{
StringBuilder b = new StringBuilder();
b.Append('[');
int end = Math.Max(0, ArbitrageHistoryHelper.Default.History.Count - 1 - 100);
for (int i = ArbitrageHistoryHelper.Default.History.Count - 1; i >= 0 && i >= end; i--)
{
ArbitrageStatisticsItem info = ArbitrageHistoryHelper.Default.History[i];
b.Append('{');
b.Append("\"time\":"); b.Append('"'); b.Append(info.Time); b.Append("\",");
b.Append("\"name\":"); b.Append('"'); b.Append(info.BaseCurrency + "-" + info.MarketCurrency); b.Append("\",");
b.Append("\"ask\":"); b.Append(info.LowestAsk.ToString("0.00000000")); b.Append(',');
b.Append("\"bid\":"); b.Append(info.HighestBid.ToString("0.00000000")); b.Append(',');
b.Append("\"spread\":"); b.Append(info.Spread.ToString("0.00000000")); b.Append(',');
b.Append("\"max_profit_usd\":"); b.Append(info.MaxProfitUSD.ToString("0.000")); b.Append(',');
b.Append('}');
if (i > end)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
else if (id == "positive_history")
{
StringBuilder b = new StringBuilder();
b.Append('[');
int end = 0;
for (int i = ArbitrageHistoryHelper.Default.History.Count - 1; i >= 0 && i >= end; i--)
{
ArbitrageStatisticsItem info = ArbitrageHistoryHelper.Default.History[i];
if (info.MaxProfitUSD <= 0)
{
continue;
}
b.Append('{');
b.Append("\"time\":"); b.Append('"'); b.Append(info.Time); b.Append("\",");
b.Append("\"name\":"); b.Append('"'); b.Append(info.BaseCurrency + "-" + info.MarketCurrency); b.Append("\",");
b.Append("\"ask\":"); b.Append(info.LowestAsk.ToString("0.00000000")); b.Append(',');
b.Append("\"bid\":"); b.Append(info.HighestBid.ToString("0.00000000")); b.Append(',');
b.Append("\"spread\":"); b.Append(info.Spread.ToString("0.00000000")); b.Append(',');
b.Append("\"max_profit_usd\":"); b.Append(info.MaxProfitUSD.ToString("0.000")); b.Append(',');
b.Append('}');
if (i > end)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
else
{
TickerCollection coll = ClassicArbitrageListener.ArbitrageList.FirstOrDefault(a => a.Name == id);
if (coll == null)
{
return(string.Empty);
}
StringBuilder b = new StringBuilder();
b.Append('[');
int end = Math.Max(0, coll.Arbitrage.History.Count - 1 - 10);
for (int i = coll.Arbitrage.History.Count - 1; i >= 0 && i >= end; i--)
{
ArbitrageStatisticsItem info = coll.Arbitrage.History[i];
b.Append('{');
b.Append("\"time\":"); b.Append('"'); b.Append(info.Time); b.Append("\",");
b.Append("\"ask\":"); b.Append(info.LowestAsk.ToString("0.00000000")); b.Append(',');
b.Append("\"bid\":"); b.Append(info.HighestBid.ToString("0.00000000")); b.Append(',');
b.Append("\"spread\":"); b.Append(info.Spread.ToString("0.00000000")); b.Append(',');
b.Append("\"max_profit_usd\":"); b.Append(info.MaxProfitUSD.ToString("0.000")); b.Append(',');
b.Append('}');
if (i > end)
{
b.Append(',');
}
}
b.Append(']');
return(b.ToString());
}
}
