public void DoArbitrage(Dictionary <ExchangeName, IExchange> exchanges, Action <BittrexArbitrageData> saveArbitrageData)
{
foreach (var pair in _pairs)
{
double maxBid, minAsk;
IExchange ex1, ex2;
var data = new BittrexArbitrageData
{
Instrument1 = pair.Instrument1.GetInstrument(),
Instrument2 = pair.Instrument2.GetInstrument()
};
if (!GetBestPrices(exchanges, pair.Instrument1, pair.Instrument2, out maxBid, out minAsk, out ex1, out ex2))
{
continue;
}
data.Exchange1 = ex1.GetExchangeName();
data.Exchange2 = ex2.GetExchangeName();
data.BuyPrice = maxBid;
data.SellPrice = minAsk;
lock (pair)
{
data.Ratio = pair.Instrument1.GetInstrument() == CurrencyName.BTC ? minAsk / maxBid : maxBid / minAsk;
data.ProfitRatio = pair.BaseRatio == Double.MaxValue ? 0 : Math.Round(100 - (100 * data.Ratio / pair.BaseRatio), 3);
data.BittrexRatio = pair.BaseRatio;
}
if (data.Profit > MinProfitRatio)
{
double sellUsd = maxBid * pair.Instrument1.GetBalanceStep();
double buyAmount = sellUsd / minAsk;
data.Fees = ex1.TradingFee * sellUsd + ex2.TradingFee * sellUsd;
data.ProfitRatio -= Math.Round(data.Fees, ex1.CountryCurrencyDecimal);
saveArbitrageData(data);
}
}
}
public Task SaveBittrexArbitrageAsync(BittrexArbitrageData data)
{
return(Task.Run(() => _dbRepo.SaveBittrexArbitrageAsync(data)));
}