public override void Handle(List <Exchange> p_exchanges)
{
foreach (var exchange in p_exchanges)
{
foreach (var ask in exchange.asks)
{
OrderItemBalance orderItemBalance = new OrderItemBalance(exchange.balance, ask.order);
_orderItemBalances.Add(orderItemBalance);
}
}
// we'll use integrated quick sort to sort in ascending order by order price
_orderItemBalances.Sort((x, y) => x.order.price.CompareTo(y.order.price));
}
public override void Handle(List <Exchange> p_exchanges)
{
foreach (var exchange in p_exchanges)
{
foreach (var bid in exchange.bids)
{
OrderItemBalance orderItemBalance = new OrderItemBalance(exchange.balance, bid.order);
_orderItemBalances.Add(orderItemBalance);
}
}
// we'll use integrated quick sort to sort in ascending order by order price
_orderItemBalances.Sort((x, y) => x.order.price.CompareTo(y.order.price));
// but when we're selling, we wanna get max possible price, so let's reverse list to descending order
_orderItemBalances.Reverse();
}
public override BestPrice GetBestPrice()
{
decimal totalAmount = .0M;
decimal totalPrice = .0M;
int i = 0;
bool finished = false;
bool notPossible = false;
List <OrderItemBalance> orders = new List <OrderItemBalance>();
while (!finished)
{
if (notPossible)
{
throw new Exception("Cannot buy within your account balances.");
}
OrderItemBalance item = _orderItemBalances[i];
decimal itemOrderAmount = item.order.amount;
decimal diff = amount - (totalAmount + itemOrderAmount);
decimal itemPrice = (item.order.price * itemOrderAmount);
// we don't wanna sell too much, if diff is negative, we have to split whole amount
if (diff <= 0)
{
finished = true;
itemOrderAmount = item.order.amount + diff;
itemPrice = (item.order.price * itemOrderAmount);
}
// there are very tiny differences sometimes
if (item.exchangeBalance.BTC <= 0.00000001M || itemOrderAmount <= 0)
{
i++;
finished = false; // we're not finished cause we are poor men :/
notPossible = (i >= (_orderItemBalances.Count - 1));
continue;
}
// if balance is not sufficient, we need to to buy as much as we can
decimal balanceDiff = (item.exchangeBalance.BTC - itemOrderAmount);
if (balanceDiff < 0.000001M)
{
itemOrderAmount = item.exchangeBalance.BTC;
itemPrice = (item.order.price * itemOrderAmount);
finished = false; // we're not finished cause we couldn't use our balance fully
}
// increasing EUR and decreasing amount of BTC
item.exchangeBalance.IncreaseEUR(itemPrice);
item.exchangeBalance.DecreaseBTC(itemOrderAmount);
totalAmount += itemOrderAmount;
totalPrice += itemPrice;
// change to actual values, which depends on balance constraints
item.originalAmount = item.order.amount;
item.originalPrice = item.order.price;
item.order.amount = itemOrderAmount;
item.order.price = itemPrice;
orders.Add(item);
i++;
// zero based index and funny stuff like this
notPossible = (i >= (_orderItemBalances.Count - 1));
}
return(new BestPrice(orders, totalPrice));
}
