public static SimpleArbitrage CreateFrom(
decimal estimatedProfits, string baseCurrency, string quoteCurrency,
int buyFrom, decimal buyPrice, decimal buyAmounts,
int sellTo, decimal sellPrice, decimal sellAmounts,
StopLossSetting buyStopLossSetting, StopLossSetting sellStopLossSetting)
{
var arbitrageId = Guid.NewGuid().ToString();
//無條件捨去至 N 位
//It seems Binance only support max to 6.
int roundedNumber = 6;
decimal pow = (decimal)Math.Pow(10, roundedNumber);
decimal roundedBuyAmounts = Math.Floor(buyAmounts * (pow)) / pow;
decimal roundedSellAmounts = Math.Floor(sellAmounts * (pow)) / pow;
var buySlipPrice = buyStopLossSetting.GetSlipPrice(buyPrice, baseCurrency, quoteCurrency);
var buyOrder = new ArbitrageBuyOrder(
Guid.NewGuid().ToString(),
buyFrom,
baseCurrency,
quoteCurrency,
buyPrice,
roundedBuyAmounts,
buySlipPrice
);
var sellSlipPrice = sellStopLossSetting.GetSlipPrice(sellPrice, baseCurrency, quoteCurrency);
var sellOrder = new ArbitrageSellOrder(
Guid.NewGuid().ToString(),
sellTo,
baseCurrency,
quoteCurrency,
sellPrice,
roundedSellAmounts,
sellSlipPrice
);
var arbitrageData = ArbitrageData.FromSimpleArbitrageOpened(buyOrder, sellOrder);
return(new SimpleArbitrage(
arbitrageId,
buyOrder,
sellOrder,
estimatedProfits,
arbitrageData,
SimpleArbitrageStatus.Opened
));
}
public void Update(StopLossSetting stopLossSetting)
{
_context.Entry(stopLossSetting).State = EntityState.Modified;
}
public StopLossSetting Add(StopLossSetting stopLossSetting)
{
return(_context.StopLossSettings.Add(stopLossSetting).Entity);
}
