private IReadOnlyList <OrderBook> GetWantedActualOrderBooks()
{
var result = new List <OrderBook>();
var settings = Settings();
var orderBooks = _orderBooksService.GetAll();
foreach (var orderBook in orderBooks)
{
// Filter by exchanges
if (settings.Exchanges.Any() && !settings.Exchanges.Contains(orderBook.Source))
{
continue;
}
// Filter by base, quote and intermediate assets
var assetPair = orderBook.AssetPair;
var passed = !settings.IntermediateAssets.Any() ||
settings.IntermediateAssets.Contains(assetPair.Base) ||
settings.IntermediateAssets.Contains(assetPair.Quote);
if (!passed)
{
continue;
}
// Filter by expiration time
if (DateTime.UtcNow - orderBook.Timestamp < new TimeSpan(0, 0, 0, settings.ExpirationTimeInSeconds))
{
result.Add(orderBook);
}
}
return(result);
}
public async Task Execute()
{
var lykkeOrderBooks = _orderBooksService.GetAll()
.Where(x => x.Source.Equals(LykkeExchangeName, StringComparison.InvariantCultureIgnoreCase)).ToList();
var lykkeArbitrages = await GetArbitragesAsync(lykkeOrderBooks);
RefreshArbitrages(lykkeArbitrages);
}
public IActionResult GetAllAsync()
{
var orderBooks = _orderBooksService.GetAll();
var model = _mapper.Map <List <OrderBookModel> >(orderBooks);
return(Ok(model));
}
public override Task <GetAllOrderBooksResponse> GetAll(Empty request, ServerCallContext context)
{
var orderBooks = _orderBooksService.GetAll();
var response = new GetAllOrderBooksResponse();
response.OrderBooks.AddRange(_mapper.Map <List <OrderBook> >(orderBooks));
return(Task.FromResult(response));
}