protected override void Do()
{
var bba = _exec.GetBBA(Instrument.ETHUSD()).Result;
var kethusd = 1m;
if (bba != null)
{
kethusd = (bba.Item1 + bba.Item2) / 2.0m;
_settings.ETHUSD = kethusd; // Update ETHUSD quote in settings
kethusd *= 1000.0m;
}
var dom = _exec.GetDOM(_settings.Instrument).Result;
//TODO: Remove own orders from DOM before calcs
var balance = new DOMBalance(_settings.Instrument, dom, _settings.RadiusPercent, _settings.RequiredLiquidityUSD);
Console.WriteLine($"midPrice=${balance.MidPrice:0.#} low=${balance.MidPrice - balance.MidPrice * (decimal)_settings.RadiusPercent:0.#} high=${balance.MidPrice + balance.MidPrice * (decimal)_settings.RadiusPercent:0.#}");
Console.WriteLine($"buyAmount={balance.BuyAmount / balance.MidPrice / 1000.0m:0.#}K XBT sellAmount={balance.SellAmount / balance.MidPrice / 1000.0m:0.#}K XBT "
+ $"buyDisb={balance.BuyDisbalance / kethusd:0.#}K ETH sellDisb={balance.SellDisbalance / kethusd:0.#}K ETH");
// If buy side volume is more than expected then fill some orders
if (balance.BuyDisbalance < 0)
{
_om.EatBidSide(-balance.BuyDisbalance);
}
// If sell side volume is more than expected then fill some orders
if (balance.SellDisbalance < 0)
{
_om.EatAskSide(-balance.SellDisbalance);
}
var buyPrice = balance.MidPrice - balance.MidPrice * (decimal)_settings.RadiusPercent;
var sellPrice = balance.MidPrice + balance.MidPrice * (decimal)_settings.RadiusPercent;
if (balance.MidPrice.HasValue)
{
_om.AmendMMOrders(buyPrice ?? 0, balance.BuyDisbalance, sellPrice ?? 0, balance.SellDisbalance);
}
}
