internal void CheckDoubleArbitrage(int ArbBidTag, int ArbAskTag)
{
int counter = 0;
Arbitrage a1 = null, a2 = null;
foreach (var item in dictSPairs)
{
if (item.Value.m_firstBidSecondAskArbitrage != null && item.Value.m_firstBidSecondAskArbitrage.BankBidGAsk == ArbBidTag)
{
//continue if itself
if (ArbAskTag == item.Value.m_firstBidSecondAskArbitrage.BankAskLBid)
{
a1 = item.Value.m_firstBidSecondAskArbitrage;
continue;
}
counter++;
a2 = item.Value.m_firstBidSecondAskArbitrage;
}
}
if (counter == 1 && a1 != null && a2 != null)
{
//run trade for
DoubleArbitrage1B2A da = new DoubleArbitrage1B2A();
da.Symbol = m_symbol;
da.FirstArbitrage = a1;
da.SecondArbitrage = a2;
TradeDoubleArbitrage.Instance.TradeBegin(da);
}
counter = 0;
a1 = null;
a2 = null;
foreach (var item in dictSPairs)
{
if (item.Value.m_firstBidSecondAskArbitrage != null && item.Value.m_firstBidSecondAskArbitrage.BankAskLBid == ArbAskTag)
{
//continue if itself
if (ArbBidTag == item.Value.m_firstBidSecondAskArbitrage.BankBidGAsk)
{
a1 = item.Value.m_firstBidSecondAskArbitrage;
continue;
}
counter++;
a2 = item.Value.m_firstBidSecondAskArbitrage;
}
}
if (counter == 1 && a1 != null && a2 != null)
{
//run trade for
DoubleArbitrage2B1A da = new DoubleArbitrage2B1A();
da.Symbol = m_symbol;
da.FirstArbitrage = a1;
da.SecondArbitrage = a2;
TradeDoubleArbitrage.Instance.TradeBegin(da);
}
}
public void TradeBegin(DoubleArbitrage2B1A item)
{
Task.Factory.StartNew(() =>
{
string key = GetKey(item.FirstArbitrage.BankAskLBid, item.FirstArbitrage.Symbol, false);
lock (syncObj)
{
if (listLockedQuotes.Contains(key))
{
return;
}
listLockedQuotes.Add(key);
}
try
{
System.Threading.Thread.Sleep(1000);
if (item.FirstArbitrage.IsFinished || item.SecondArbitrage.IsFinished)
{
return;
}
item.ExpectedAsk = item.FirstArbitrage.ArbitrageDetails.Last().B2Ask1;
item.ExecutedBid = item.FirstArbitrage.ArbitrageDetails.Last().B1Bid1;
item.ExecutedBid = Math.Max(item.ExecutedBid, item.SecondArbitrage.ArbitrageDetails.Last().B1Bid1);
item.TradeDate = DateTime.UtcNow;
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.DoubleArbitrage2B1A.Add(item);
arbContext.SaveChanges();
}
}
finally
{
lock (syncObj)
{
listLockedQuotes.Remove(key);
}
}
}
, TaskCreationOptions.LongRunning);
}
