public MinimumTradeVolume(AssetPair market, Money minimumBuy, Money minimumSell) : this(market)
{
MinimumBuy = minimumBuy;
MinimumSell = minimumSell;
}
public PairVolumeData(AssetPair pair)
{
Pair = pair.Normalised;
Id = Pair.Id;
}
private static IReadOnlyList <Network> GetProviders(AssetPair pair)
{
return(AsyncContext.Run(() => AssetPairProvider.I.GetNetworksAsync(pair, true)).ToList());
}
public OrderBook AsPair(AssetPair pair)
{
return(pair.Id == Pair.Id ? this : Reversed);
}
public OrderMarketResponse(AssetPair market)
{
Market = market;
}
/// <summary>
/// Will search for the price in both directions (normal / reversed).
/// </summary>
public static MarketPrice GetPrice(this PriceGraph graph, Network network, AssetPair pair)
{
return(graph?.PricesByNetwork?.Get(network)?.GetPrice(pair));
}
public AggVolumeDataContext(AssetPair pair, ILogger logger = null) : base(logger)
{
Pair = pair;
}
private NetworkPairVolume(Network network, AssetPair pair)
{
UtcCreated = DateTime.UtcNow;
Network = network;
Pair = pair;
}
public NetworkPairVolume(Network network, AssetPair pair, decimal volume24) : this(network, pair)
{
HasVolume24Base = true;
Volume24Base = new Money(volume24, pair.Asset1);
}
public PublicVolumeResponse(Network network, AssetPair pair, decimal volume24) : this(new NetworkPairVolume(network, pair, volume24))
{
}
public PublicVolumeResponse(Network network, AssetPair pair, decimal?vol24Base, decimal?vol24Quote = null) : this(new NetworkPairVolume(network, pair, vol24Base, vol24Quote))
{
}
private static AssetPairNetworks DiscoverReversable(AssetPair pair)
{
var provs = GetProviders(pair);
return(provs.Any() ? new AssetPairNetworks(pair, provs) : null);
}
private static AssetPairNetworks Discover(AssetPair pair, bool canReverse)
{
return(DiscoverReversable(pair) ?? (canReverse ? DiscoverReversable(pair.Reversed) : null));
}
private static AssetPairNetworks DiscoverSpecified(AssetPair pair, Network network)
{
var provs = GetProviders(pair).Where(x => x.Equals(network)).ToList();
return(provs.Any() ? new AssetPairNetworks(pair, provs) : null);
}
public NetworkPairVolumeData(AssetPair pair)
{
Pair = pair;
Id = pair.Id;
}
public static ObjectId GetHash(AssetPair pair, TimeResolution market, Network network)
{
return($"prime:{pair.Asset1.ShortCode}:{pair.Asset2.ShortCode}:{(int)market}:{network.Id}".GetObjectIdHashCode(true, true));
}
/// <summary>
/// Will search for the price in both directions (normal / reversed).
/// </summary>
public static MarketPrice GetPrice(this PriceGraph graph, AssetPair pair)
{
return(graph?.Prices?.GetPrice(pair));
}
public AssetPairNetworks(AssetPair pair, IReadOnlyList <Network> networks)
{
Pair = pair;
Networks = networks;
}
/// <summary>
/// Will search for the price in both directions (normal / reversed).
/// </summary>
public static MarketPrice GetPrice(this IEnumerable <MarketPrice> prices, Network network, AssetPair pair)
{
var m = prices.FirstOrDefault(x => x.Pair.Id == pair.Id && x.Network.Id == network.Id);
if (m != null)
{
return(m);
}
m = prices.FirstOrDefault(x => x.Pair.Id == pair.Reversed.Id && x.Network.Id == network.Id);
return(m?.Reversed);
}
public AssetPairDataContext(AggregatedAssetPairData data, ILogger logger = null) : base(logger)
{
Pair = data.AssetPair;
Document = data;
}
public OhlcDataAdapter(AssetPair pair) : this(new OhlcResolutionContext() { Pair = pair })
{
}
public IReadOnlyList <MarketPrice> Get(AssetPair pair)
{
lock (_lock)
return(_prices.ContainsKey(pair.Id) ? _prices[pair.Id].ToList() : new List <MarketPrice>());
}
public OrderBook(Network network, AssetPair pair, IEnumerable <OrderBookRecord> asks, IEnumerable <OrderBookRecord> bids) : this(network, pair)
{
asks.ForEach(Add);
bids.ForEach(Add);
}
public (TimeSpan duration, decimal percentage) PercentageDirection(Network network, AssetPair pair, TimeSpan span)
{
var prices = Get(pair).Where(x => x.Network.Id == network.Id).ToList();
if (prices.Count < 2)
{
return(TimeSpan.Zero, 0);
}
var ordered = prices.Where(x => x.UtcCreated.IsWithinTheLast(span)).OrderBy(x => x.UtcCreated).ToList();
if (ordered.Count < 2)
{
return(TimeSpan.Zero, 0);
}
var earliest = ordered.First();
var latest = ordered.Last();
var duration = latest.UtcCreated - earliest.UtcCreated;
return(duration, earliest.PercentageDifference(latest));
}
private PublicVolumeResponse GetVolumeDataAgg(IAggVolumeDataProvider prov, AssetPair pair)
{
var apir = ApiCoordinator.GetAggVolumeData(prov, new AggVolumeDataContext(pair));
return(apir.IsNull ? null : apir.Response);
}
public MinimumTradeVolume(AssetPair market) : this()
{
Market = market;
}
public OhlcContext(AssetPair pair, TimeResolution resolution, TimeRange range, ILogger logger = null) : base(logger)
{
Pair = pair;
Resolution = resolution;
Range = range;
}
private AssetPairNetworks DiscoverIntermediariesLoop(AssetPair pair)
{
var ints = Intermediaries.Select(intermediary => DoIntermerdiaryReverseable(pair, intermediary)).Where(provs => provs != null).ToList();
return(ints.OrderByDescending(x => x.Sort).ThenByDescending(x => x.TotalNetworksInvolved).FirstOrDefault());
}
