private async Task UpdateCurrencyCycles()
{
IExchange exchange = this.exchange;
if (!exchange.Connected)
{
await exchange.ConnectReadOnly();
}
this.tickers = await exchange.GetTicker();
Matrix <ArbitragePath> arbitrage1 = Matrix <Ticker> .FromArray(NullRing <Ticker> .Instance, this.tickers)
.Map(new ArbitragePathSemiring(false), (y, x, value) =>
{
decimal multiplier = 0;
if (value.LowestAskPrice != 0)
{
multiplier = 1m / value.LowestAskPrice * (1m - exchange.FeePercentage * 0.01m);
}
if (x == y)
{
return(new ArbitragePath(multiplier, new List <string> {
exchange.Currencies[(int)x]
}));
}
else
{
return(new ArbitragePath(multiplier, new List <string> {
exchange.Currencies[(int)x], exchange.Currencies[(int)y]
}));
}
});
Matrix <ArbitragePath> arbitrage = arbitrage1;
Matrix <ArbitragePath> arbitrageN = arbitrage1;
for (int tradeCount = 1; tradeCount < this.maximumTradeCount; tradeCount++)
{
arbitrageN = arbitrage1 * arbitrageN;
arbitrage = arbitrage + arbitrageN;
}
await this.Dispatcher.InvokeAsync(() =>
{
if (this.CurrencyCyclesListView.Items.Count != exchange.Currencies.Count)
{
this.CurrencyCyclesListView.Items.Clear();
for (int i = 0; i < exchange.Currencies.Count; i++)
{
this.CurrencyCyclesListView.Items.Add(new CurrencyCycleListViewItem {
Name = exchange.Currencies[i], Exchange = exchange, ArbitragePath = new ArbitragePath(0, new List <string>())
});
}
}
this.suppressExecutionUpdate = true;
int selectedIndex = this.CurrencyCyclesListView.SelectedIndex;
for (int i = 0; i < exchange.Currencies.Count; i++)
{
ArbitragePath arbitragePath = arbitrage[(uint)i, (uint)i];
this.CurrencyCyclesListView.Items[i] = new CurrencyCycleListViewItem {
Name = exchange.Currencies[i], Exchange = exchange, ArbitragePath = arbitragePath
};
}
this.CurrencyCyclesListView.SelectedIndex = selectedIndex;
this.suppressExecutionUpdate = false;
});
this.executionCycle = (CurrencyCycleListViewItem?)this.CurrencyCyclesListView.SelectedItem;
await this.UpdateExecution();
}
