public Task <MarketPairsResponse> GetMarketPairs(MarketPairsRequest request, CancellationToken cancellationToken) => this.SendAsync <MarketPairsRequest, MarketPairsResponse>(request, HttpMethod.Post, "/api/ORCA/v1/market-pairs", cancellationToken);
public MarketPairsResponse MarketPairs(MarketPairsRequest request)
{
if (request?.SignalsFilter == null)
{
throw new ArgumentNullException(nameof(request));
}
ICoreService coreService = Application.Resolve <ICoreService>();
ITradingService tradingService = Application.Resolve <ITradingService>();
ISignalsService signalsService = Application.Resolve <ISignalsService>();
IEnumerable <ISignal> allSignals = signalsService.GetAllSignals();
if (allSignals != null)
{
if (request.SignalsFilter.Count > 0)
{
allSignals = allSignals.Where(s => request.SignalsFilter.Contains(s.Name));
}
var groupedSignals = allSignals.GroupBy(s => s.Pair).ToDictionary(g => g.Key, g => g.AsEnumerable());
IEnumerable <MarketPairApiModel> marketPairs = from signalGroup in groupedSignals
let pair = signalGroup.Key
let pairConfig = tradingService.GetPairConfig(pair)
select new MarketPairApiModel
{
Name = pair,
TradingViewName = $"{tradingService.Config.Exchange.ToUpperInvariant()}:{pair}",
VolumeList = signalGroup.Value.Select(s => new NameValue <long?>(s.Name, s.Volume)),
VolumeChangeList = signalGroup.Value.Select(s => new NameValue <double?>(s.Name, s.VolumeChange)),
Price = tradingService.GetPrice(pair).ToString("0.00000000"),
PriceChangeList = signalGroup.Value.Select(s => new NameValue <decimal?>(s.Name, s.PriceChange)),
RatingList = signalGroup.Value.Select(s => new NameValue <double?>(s.Name, s.Rating)),
RatingChangeList = signalGroup.Value.Select(s => new NameValue <double?>(s.Name, s.RatingChange)),
VolatilityList = signalGroup.Value.Select(s => new NameValue <double?>(s.Name, s.Volatility)),
Spread = tradingService.Exchange.GetPriceSpread(pair).ToString("0.00"),
ArbitrageList = from market in Enum.GetNames(typeof(ArbitrageMarket)).Where(m => m != tradingService.Config.Market)
let arbitrage = tradingService.Exchange.GetArbitrage(pair, tradingService.Config.Market, new List <ArbitrageMarket> {
Enum.Parse <ArbitrageMarket>(market)
})
select new ArbitrageInfo
{
Name = $"{arbitrage.Market}-{arbitrage.Type.ToString()[0]}",
Arbitrage = arbitrage.IsAssigned ? arbitrage.Percentage.ToString("0.00") : "N/A"
},
SignalRules = signalsService.GetTrailingInfo(pair)?.Select(ti => ti.Rule.Name) ?? Array.Empty <string>(),
HasTradingPair = tradingService.Account.HasTradingPair(pair),
Config = pairConfig
};
return(new MarketPairsResponse
{
MarketPairs = marketPairs.ToList()
});
}
else
{
return(null);
}
}
