public static ExchangeTriangulation[] GetTriangulationsForExchange(Exchange exchange)
{
var cycleFinder = new CycleFinder(exchange);
var cycles = cycleFinder.GetCycles();
// From each cycle now generate the triangulation object!
var triads = new List <ExchangeTriangulation>();
foreach (var cycle in cycles)
{
var triad = new ExchangeTriangulation();
for (int i = 0; i < cycle.Count; i++)
{
// Get the trade pair representing currency[i] -> currency[i+1]
var fromCurrency = cycle[i];
var toCurrency = cycle[(i + 1) % cycle.Count];
// Check if this is a forward edge.
try
{
var forwardPair = exchange.ExchangeTradePairs.SingleOrDefault(x => x.TradePair.FromCurrency.Id == fromCurrency.Id && x.TradePair.ToCurrency.Id == toCurrency.Id);
if (forwardPair != null)
{
triad.Edges.Add(new ExchangeTriangulationEdge()
{
IsReversed = false, CurrentPrice = new TradePairPrice()
{
ExchangeTradePair = forwardPair
}
});
}
else
{
var backwardPaid = exchange.ExchangeTradePairs.Single(x => x.TradePair.FromCurrency.Id == toCurrency.Id && x.TradePair.ToCurrency.Id == fromCurrency.Id);
triad.Edges.Add(new ExchangeTriangulationEdge()
{
IsReversed = true, CurrentPrice = new TradePairPrice()
{
ExchangeTradePair = backwardPaid
}
});
}
}
catch (Exception ex)
{
Console.ReadLine();
}
}
triads.Add(triad);
}
// return the triads.
return(triads.ToArray());
}
internal TriangulationOpportunity(ExchangeTriangulation triangulation)
{
this.triangulation = triangulation;
this.initialEdge = this.triangulation.Edges[0];
this.OpportunityBaseCurrency = initialEdge.IsReversed ? initialEdge.CurrentPrice.TradePair.ToCurrency : initialEdge.CurrentPrice.TradePair.FromCurrency;
}
