//public void FindBestDirectMove(ExchangePairParam param)
//{
// decimal? holdPrimaryPercentDiff = null;
// var currentExchange = param.Exchanges.First(m => m.Name == param.ExchangeCurrentlyHoldingFunds);
// var possibleHighestList = param.Exchanges
// .Where(m=>m.Name != currentExchange.Name)
// .OrderByDescending(m => m.Coins.First(n => n.Symbol == param.PrimaryCoin).Coins.First(n => param.ValueCoin.Contains(n.Symbol)).Price).ToList();
// foreach (var possibleHighest in possibleHighestList)
// {
// foreach (var highestTrackBackCoin in possibleHighest.Coins.Where(m => m.Symbol != param.PrimaryCoin))
// {
// var lowestTrackBackCoin = currentExchange.Coins.FirstOrDefault(m =>
// m.Symbol == highestTrackBackCoin.Symbol &&
// m.Coins.Any(n => n.Symbol == param.PrimaryCoin));
// if (lowestTrackBackCoin != null &&
// lowestTrackBackCoin.Coins.Any(m => m.Symbol == param.PrimaryCoin) &&
// highestTrackBackCoin.Coins.Any(m => m.Symbol == param.PrimaryCoin))
// {
// var primaryFromValue = currentExchange.Coins.First(m => m.Symbol == param.PrimaryCoin).Coins.First(m => param.ValueCoin.Contains(m.Symbol)).Price;
// var primaryToValue = possibleHighest.Coins.First(m => m.Symbol == param.PrimaryCoin).Coins.First(m => param.ValueCoin.Contains(m.Symbol)).Price;
// var checkPrimaryPercentDiff = _mathService.PercentDiff(primaryFromValue, primaryToValue);
// //var trackbackFromValue = highestTrackBackCoin.Coins.First(m => m.Symbol == param.PrimaryCoin).Price;
// //var trackbackToValue = lowestTrackBackCoin.Coins.First(m => m.Symbol == param.PrimaryCoin).Price;
// //var checkTrackBackPercentDiff = _mathService.PercentDiff(trackbackFromValue, trackbackToValue);
// //var checkTotalPercentDiff = checkPrimaryPercentDiff + checkTrackBackPercentDiff;
// if (holdPrimaryPercentDiff == null || checkPrimaryPercentDiff < holdPrimaryPercentDiff.Value)
// {
// param.LowestExchange = currentExchange;
// param.HighestExchange = possibleHighest;
// param.PrimaryPercentDiff = checkPrimaryPercentDiff;
// //param.TrackbackToCoin = lowestTrackBackCoin;
// //param.TrackbackFromCoin = highestTrackBackCoin;
// //param.TrackbackPercentDiff = checkTrackBackPercentDiff;
// //param.TotalPercentDiff = checkTotalPercentDiff;
// holdPrimaryPercentDiff = checkPrimaryPercentDiff;
// }
// }
// }
// }
//}
public void FindBestTrackbackMove(ExchangePairParam param)
{
var weight = 0m;
foreach (var highestTrackBackCoin in param.HighestExchange.Coins.Where(m => m.Symbol != param.PrimaryCoin))
{
var lowestTrackBackCoin = param.LowestExchange.Coins.FirstOrDefault(m =>
m.Symbol == highestTrackBackCoin.Symbol &&
m.Coins.Any(n => n.Symbol == param.PrimaryCoin));
if (lowestTrackBackCoin != null &&
lowestTrackBackCoin.Coins.Any(m => m.Symbol == param.PrimaryCoin) &&
highestTrackBackCoin.Coins.Any(m => m.Symbol == param.PrimaryCoin))
{
//var primaryFromValue = param.HighestExchange.Coins.First(m => m.Symbol == param.PrimaryCoin).Coins.First(m => m.Symbol == param.ValueCoin).Price;
//var primaryToValue = param.LowestExchange.Coins.First(m => m.Symbol == param.PrimaryCoin).Coins.First(m => m.Symbol == param.ValueCoin).Price;
//var checkPrimaryPercentDiff = PercentDiff(primaryFromValue, primaryToValue);
var trackbackFromValue = highestTrackBackCoin.Coins.First(m => m.Symbol == param.PrimaryCoin).Price;
var trackbackToValue = lowestTrackBackCoin.Coins.First(m => m.Symbol == param.PrimaryCoin).Price;
var checkTrackBackPercentDiff = _mathService.PercentDiff(trackbackFromValue, trackbackToValue);
var checkTotalPercentDiff = param.PrimaryPercentDiff + checkTrackBackPercentDiff;
var checkWeight = _pricingService.CalculateTrackbackWeight(param.HighestExchange.Name, param.LowestExchange.Name, highestTrackBackCoin.Symbol, param.PrimaryCoin, checkTrackBackPercentDiff);
if (param.PrimaryPercentDiff < -0.05m &&
checkTrackBackPercentDiff < 0.01m &&
checkTrackBackPercentDiff > -0.1m &&
checkTotalPercentDiff < -0.05m &&
((checkTotalPercentDiff < param.TotalPercentDiff && checkWeight >= weight) || param.TrackbackPercentDiff == 0))
{
//param.LowestExchange = param.LowestExchange;
//param.HighestExchange = param.HighestExchange;
//param.PrimaryPercentDiff = checkPrimaryPercentDiff;
param.TrackbackToCoin = lowestTrackBackCoin;
param.TrackbackFromCoin = highestTrackBackCoin;
param.TrackbackPercentDiff = checkTrackBackPercentDiff;
param.TotalPercentDiff = checkTotalPercentDiff;
weight = checkWeight;
}
}
}
}
