static void Main(string[] args)
{
Arbitrage coldArb = null;
List<Arbitrage> warmArbList = new List<Arbitrage>();
for (int i = 0; i < 10000; i++)
{
Arbitrage newArb = new Arbitrage(DateTime.Now, 1, 2, "dfas");
for (int j = 0; j < 10; j++)
{
newArb.ArbitrageDetails.Add(new ArbitrageDetail(DateTime.Now));
}
warmArbList.Add(newArb);
coldArb = newArb;
}
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.Arbitrages.Add(coldArb);
arbContext.SaveChanges();
}
Stopwatch sw = new Stopwatch();
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.Configuration.AutoDetectChangesEnabled = false;
//arbContext.Configuration.ValidateOnSaveEnabled = false;
sw.Start();
foreach( var item in warmArbList )
arbContext.Arbitrages.Add(item);
sw.Stop();
Console.WriteLine("Time of adding 10000 elements : " + sw.ElapsedMilliseconds + " ms");
sw.Reset();
sw.Start();
arbContext.SaveChanges();
sw.Stop();
Console.WriteLine("Time of saving 10000 elements : " + sw.ElapsedMilliseconds + " ms");
}
}
private void Run(SingleAdviser<int> first, SingleAdviser<int> second, Level2 f, Level2 s, ref Arbitrage arb)
{
if ( f.Bids.Count == 0 || s.Asks.Count == 0 || s.Ask - f.Bid > -float.Epsilon)
{
if (null != arb)
{
arb.EndDateTime = DateTime.UtcNow;
arb.Duration = (arb.EndDateTime - arb.StartDateTime).TotalMilliseconds;
ArbitrageDetail prevArbDetail = arb.ArbitrageDetails.Last();
prevArbDetail.EndTickTime = arb.EndDateTime;
prevArbDetail.duration = (prevArbDetail.EndTickTime - prevArbDetail.StartTickTime).TotalMilliseconds;
double test = Math.Abs(arb.ArbitrageDetails.Sum(p => p.duration));
if (test - arb.Duration > 0.0000000001)
{
Console.WriteLine("DurationError");
}
Arbitrage refArbitrage = arb;
//Task.Factory.StartNew(() =>
//{
// using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
// {
// arbContext.Arbitrages.Add(refArbitrage);
// arbContext.SaveChanges();
// }
//});
arb = null;
if (!dictSPairs.Any(p => p.Value.m_firstBidSecondAskArbitrage != null))
{
ArbitrageTimeStatistics ars = ArbitrageTimeStatistics.Instance(f.Symbol);
ars.TotalSecondsArbitradge += (DateTime.UtcNow - ars.StartArbitrageDateTime).TotalSeconds;
ars.StartArbitrageDateTime = DateTime.MinValue;
Console.WriteLine("Symbol={3}; ArbitrageTime={0} seconds; Percent={1}%; InHourSeconds={2}", ars.TotalSecondsArbitradge,
ars.TotalSecondsArbitradge * 100 / (DateTime.UtcNow - ArbitrageTimeStatistics.StartAppDateTime).TotalSeconds,
ars.TotalSecondsArbitradge * 3600 / (DateTime.UtcNow - ArbitrageTimeStatistics.StartAppDateTime).TotalSeconds,
f.Symbol);
}
}
}
else
{
DateTime utcNow = DateTime.UtcNow;
if (arb == null)
arb = new Arbitrage(utcNow, first.Tag, second.Tag, m_symbol);
ArbitrageDetail arbDetail = new ArbitrageDetail(utcNow);
if (f.Asks.Count > 0)
{
arbDetail.B1Ask1 = f.Asks[0].Price;
arbDetail.B1Ask1Volume = f.Asks[0].Volume;
}
arbDetail.B1Bid1 = f.Bids[0].Price;
arbDetail.B1Bid1Volume = f.Bids[0].Volume;
arbDetail.B2Ask1 = s.Asks[0].Price;
arbDetail.B2Ask1Volume = s.Asks[0].Volume;
if (s.Bids.Count > 0)
{
arbDetail.B2Bid1 = s.Bids[0].Price;
arbDetail.B2Bid1Volume = s.Bids[0].Volume;
}
if (arb.ArbitrageDetails.Count != 0)
{
ArbitrageDetail previos = arb.ArbitrageDetails.Last();
previos.EndTickTime = arbDetail.StartTickTime;
previos.duration = (previos.EndTickTime - previos.StartTickTime).TotalMilliseconds;
}
arbDetail.spread = s.Ask - f.Bid;
arb.ArbitrageDetails.Add(arbDetail);
if (ArbitrageTimeStatistics.Instance(f.Symbol).StartArbitrageDateTime == DateTime.MinValue)
ArbitrageTimeStatistics.Instance(f.Symbol).StartArbitrageDateTime = DateTime.UtcNow;
//CheckDoubleArbitrage(first.Tag, second.Tag);
}
}
