public static void FindCrossesOnMarket(ref List <ExchangePair> crossRatesByMarket,
Dictionary <string, int> curStartChain, BasicCryptoMarket market, bool needToSaveInTimeService = true)
{
double[,] currenciesMatrixPurchaseMin = new double[market.Currencies.Count, market.Currencies.Count];
double[,] currenciesMatrixSellMax = new double[market.Currencies.Count, market.Currencies.Count];
int[, ,] visitedPurchaseMin = new int[market.Currencies.Count, market.Currencies.Count, market.Currencies.Count];
int[, ,] visitedSellMax = new int[market.Currencies.Count, market.Currencies.Count, market.Currencies.Count];
int[,] nextPurchase = new int[market.Currencies.Count, market.Currencies.Count];
int[,] nextSell = new int[market.Currencies.Count, market.Currencies.Count];
for (int i = 0; i < market.Currencies.Count; i++)
{
foreach (string cur in curStartChain.Keys.ToArray())
{
if (market.Currencies[i] == cur)
{
curStartChain[cur] = i;
}
}
for (int j = 0; j < market.Currencies.Count; j++)
{
nextPurchase[i, j] = i;
nextSell[i, j] = i;
visitedPurchaseMin[i, j, i] = 1;
visitedPurchaseMin[i, j, j] = 1;
visitedSellMax[i, j, i] = 1;
visitedSellMax[i, j, j] = 1;
if (i == j)
{
currenciesMatrixPurchaseMin[i, j] = 1;
currenciesMatrixSellMax[i, j] = 1;
continue;
}
currenciesMatrixPurchaseMin[i, j] = int.MaxValue;
currenciesMatrixSellMax[i, j] = 0;
}
}
foreach (KeyValuePair <string, ExchangePair> pair in market.Pairs)
{
string[] currencies = pair.Key.Split('-');
int index1 = market.Currencies.IndexOf(currencies[0]);
int index2 = market.Currencies.IndexOf(currencies[1]);
currenciesMatrixPurchaseMin[index1, index2] = (double)pair.Value.PurchasePrice;
currenciesMatrixPurchaseMin[index2, index1] = (double)(Math.Round(1 / pair.Value.SellPrice, 20));
currenciesMatrixSellMax[index1, index2] = (double)pair.Value.SellPrice;
currenciesMatrixSellMax[index2, index1] = (double)(Math.Round(1 / pair.Value.PurchasePrice, 20));
}
//Алгоритм Флойда-Уоршелла нахождения кратчайших путей между всеми парами вершин
for (int k = 0; k < market.Currencies.Count; k++)
{
for (int i = 0; i < market.Currencies.Count; i++)
{
foreach (int curIndex in curStartChain.Values)
{
if (i != curIndex && visitedPurchaseMin[curIndex, i, nextPurchase[k, i]] != 1 &&
currenciesMatrixPurchaseMin[curIndex, i] - currenciesMatrixPurchaseMin[curIndex, k] *
currenciesMatrixPurchaseMin[k, i] > 0.00000001)
{
currenciesMatrixPurchaseMin[curIndex, i] = currenciesMatrixPurchaseMin[curIndex, k] * currenciesMatrixPurchaseMin[k, i];
visitedPurchaseMin[curIndex, i, nextPurchase[k, i]] = 1;
nextPurchase[curIndex, i] = nextPurchase[k, i];
}
}
}
}
for (int k = 0; k < market.Currencies.Count; k++)
{
for (int i = 0; i < market.Currencies.Count; i++)
{
foreach (int curIndex in curStartChain.Values)
{
if (i != curIndex && visitedSellMax[curIndex, i, nextSell[k, i]] != 1 && currenciesMatrixSellMax[curIndex, i] - currenciesMatrixSellMax[curIndex, k] * currenciesMatrixSellMax[k, i] < -0.00000001)
{
currenciesMatrixSellMax[curIndex, i] = currenciesMatrixSellMax[curIndex, k] * currenciesMatrixSellMax[k, i];
visitedSellMax[curIndex, i, nextSell[k, i]] = 1;
nextSell[curIndex, i] = nextSell[k, i];
}
}
}
}
for (int i = 0; i < market.Currencies.Count; i++)
{
for (int j = 0; j < market.Currencies.Count; j++)
{
if (i != j && currenciesMatrixPurchaseMin[i, j] < currenciesMatrixSellMax[i, j] && curStartChain.Values.Contains(i))
{
ExchangePair crossRatePair = new ExchangePair();
try {
crossRatePair.PurchasePath = GetPath(i, j, new List <int>(), nextPurchase, market.Currencies, market.Currencies[j]);
crossRatePair.SellPath = GetPath(i, j, new List <int>(), nextSell, market.Currencies, market.Currencies[j]);
} catch (Exception e) {
//Console.WriteLine($"Exception: {e.Message}");
continue;
}
crossRatePair.Market = market.MarketName;
try {
crossRatePair.PurchasePrice = (decimal)currenciesMatrixPurchaseMin[i, j];
crossRatePair.SellPrice = (decimal)currenciesMatrixSellMax[i, j];
if (crossRatePair.PurchasePrice > 0 && crossRatePair.SellPrice > 0)
{
crossRatePair.IsCross = true;
crossRatePair.Spread = Math.Round((crossRatePair.SellPrice - crossRatePair.PurchasePrice) / crossRatePair.PurchasePrice * 100, 4);
if (crossRatePair.Market == "Bittrex" && crossRatePair.PurchasePath.Split('-')[0] == "BTC" && needToSaveInTimeService)
{
ShowRates(crossRatePair.PurchasePath.Split('-'), true, market);
ShowRates(crossRatePair.SellPath.Split('-'), false, market);
TimeService.AddCrossRateByMarketBittrex(crossRatePair);
}
crossRatesByMarket.Add(crossRatePair);
}
} catch (Exception e) {
//Console.WriteLine($"Exception! {e.Message}");
}
}
}
}
}
