public void Start()
{
m_setting = Setting.GetInstance();
if (m_setting.Exchange == null || string.IsNullOrEmpty(m_setting.Parameter.Symbol))
{
Console.WriteLine("Does not find setting.xml file. Type any key to exist ...");
Console.Read();
return;
}
m_mockTrade = m_setting.IsMockTrade;
m_exchange = m_setting.Exchange;
m_account = new StockAccount();
m_fairValueMgr = FairValueMgr.GetInstance();
m_quoteMgr = QuoteMgr.GetInstance();
m_hedgeMgr = AutoHedgeMgr.GetInstance();
m_quoteParameter = m_setting.Parameter;
//Test
ExchangeOKDEX okdex = m_exchange as ExchangeOKDEX;
string privateKey = m_setting.ExchangeSettingMap["PrivateKey"];
string key = okdex.GetPublicKey(privateKey);
//quote logic
m_quoteThread = new Thread(() => m_quoteMgr.Start());
m_quoteThread.Start();
//Update fair value logic
m_marketDataThread = new Thread(() => m_fairValueMgr.Start(m_setting.Parameter.Symbol));
m_marketDataThread.Start();
//Hedge logic
m_hedgeThread = new Thread(() => m_hedgeMgr.Start());
m_hedgeThread.Start();
}
public void Start(string symbol)
{
MyMarketData = new MarketData(symbol);
ExchangeOKEX okexExchange = new ExchangeOKEX();
ExchangeBinance binanceExchange = new ExchangeBinance();
while (!m_marketMaker.Stop())
{
ExchangeBase exchange = m_marketMaker.GetExchange();
QuoteMgr quoteMgr = m_marketMaker.GetQuoteMgr();
AutoResetEvent quoteEventObj = quoteMgr.GetQuoteEventObject();
//Get reference price
MarketData okexMarketData = new MarketData(symbol);
okexExchange.UpdateMarketData(okexMarketData);
MarketData binanceMarketData = new MarketData(symbol);
binanceExchange.UpdateMarketData(binanceMarketData);
if (okexMarketData.DepthData.Mid > 0 && binanceMarketData.DepthData.Mid > 0)
{
//calculate fair value and market state
double avgMidPrice = (okexMarketData.DepthData.Mid + binanceMarketData.DepthData.Mid) / 2;
MyMarketData.FairValue = avgMidPrice;
if (Math.Abs(okexMarketData.DepthData.Mid / binanceMarketData.DepthData.Mid - 1) >= 0.01)
{
MyMarketData.IsNormal = false;
}
else
{
MyMarketData.IsNormal = true;
}
//Get current price
exchange.UpdateMarketData(MyMarketData);
//If not mock trade. Execute anti-arbitrage check
if (exchange.GetType() != typeof(ExchangeMock))
{
}
MyMarketData.DepthData.UpdateTime = DateTime.Now;
quoteEventObj.Set();
}
Thread.Sleep(50);
}
}
