public SelfHost()
{
_log = new ServiceEventLogger(ServiceName.InitService, new DbRepositoryService());
_limitMinutes = Int32.Parse(ConfigurationManager.AppSettings["IntervalMinutes"]);
_timer = new Timer(_limitMinutes * 60000);
_timer.Elapsed += OnTimerElapsed;
}
public BittrexArbitrage(ServiceEventLogger log)
{
_pairs = new List <BittrexData>();
_timer = new Timer(40000);
_log = log;
_timer.Elapsed += OnTimerElapsed;
}
public SyncBalanceService(ServiceEventLogger log)
{
int timeout = Int32.Parse(ConfigurationManager.AppSettings["SyncBalancesTimeoutMinutes"]);
_dbRepo = (DbRepositoryService)log.DbRepository;
_log = log;
_timer = new Timer(timeout * 60000);
_timer.Elapsed += OnTimerElapsed;
}
public RestExchangeListener(DbGatewayService dbGateway, ServiceEventLogger log)
{
var config = (BotcoinConfigSection)ConfigurationManager.GetSection("botcoin");
_instrument = (CurrencyName)Enum.Parse(typeof(CurrencyName), config.RestExchanges.Instrument.Split(',')[0].Trim().ToUpper());
_dbGateway = dbGateway;
_tcp = new TcpService();
_log = log;
}
public RestScheduler(ServiceEventLogger log)
{
var config = (BotcoinConfigSection)ConfigurationManager.GetSection("botcoin");
_connections = new List <Tuple <CurrencyName, IPEndPoint> >();
_tcpClient = new TcpService();
_obj = new object();
_timeout = config.Settings.RestScheduler.TimeoutSeconds * 1000;
_log = log;
_timer = new Timer();
_timer.Elapsed += OnTimerElapsed;
}
public TickerService(Dictionary <CurrencyName, Instrument> restInstruments,
//Dictionary<CurrencyName, Instrument> wsInstruments,
ExchangeSettingsData[] settings,
ServiceEventLogger log)
{
_bitfinex = new BitfinexClient(settings.Where(s => s.Exchange == ExchangeName.Bitfinex).Single().RestUrl);
_timer = new Timer(60 * 60000);
_log = log;
_restInstruments = restInstruments;
//_wsInstruments = wsInstruments;
_timer.Elapsed += OnTimerElapsed;
}
public PricesPublisher(ServiceEventLogger log)
{
_restInstruments = new Dictionary <CurrencyName, Instrument>();
_restExchanges = new Dictionary <ExchangeName, BaseExchange>();
_wsExchanges = new Dictionary <ExchangeName, BaseExchange>();
_wsInstruments = new Dictionary <CurrencyName, Instrument>();
_dbGateway = (DbGatewayService)log.DbRepository;
_dbRepo = new DbRepositoryService();
_restSubscriber = new RestExchangeListener(_dbGateway, log);
_tcp = new TcpService();
_log = log;
Instrument.InitWebsocketInstruments(_wsInstruments);
Instrument.InitRestInstruments(_restInstruments);
_restSubscriber.ExchangePricesUpdate += RestRequestHandler;
}
public SelfHost()
{
var log = new ServiceEventLogger(DataType.ServiceName.Arbitrage, new DbRepositoryService());
_msgHandling = new MessageHandling(log, new RestScheduler(log));
_matching = new MatchingEngine(log, _msgHandling);
_rateService = new CurrencyRateService();
_tcp = new TcpService();
_msgHandling.MatchingEngine = _matching;
_msgHandling.ExchangePrices += _matching.OnExchangePrices;
if (!EventLog.SourceExists(ServiceName))
{
EventLog.CreateEventSource(ServiceName, ServiceName + "Log");
}
}
public VwapIndicator(ServiceEventLogger log)
{
_initTimers = new Dictionary <int, Timer>();
_timers = new Dictionary <int, Timer>();
_frames = new Dictionary <int, List <DateTime> >();
_dbRepo = (DbRepositoryService)log.DbRepository;
_log = log;
Periods = new Tuple <int, string>[]
{
new Tuple <int, string>(3, "3m")
//new Tuple<int, string>(5, "5m"),
//new Tuple<int, string>(15, "15m"),
//new Tuple<int, string>(30, "30m"),
//new Tuple<int, string>(45, "45m"),
//new Tuple<int, string>(60, "1h"),
//new Tuple<int, string>(120, "2h"),
//new Tuple<int, string>(240, "4h"),
//new Tuple<int, string>(480, "8h")
};
}
public static void SubscribeTicker(BitstampExchange exch, ServiceEventLogger log)
{
exch.TickerTimer.Elapsed += (s, e) =>
{
try
{
var dbRepo = (DbRepositoryService)exch.Log.DbRepository;
var ticker = exch.Exchange.GetTicker();
dbRepo.SaveTicker(new TickerEventArgs
{
Instrument1 = CurrencyName.BTC,
Instrument2 = CurrencyName.USD,
Exchange = ExchangeName.Bitstamp,
BitstampTicker = ticker
});
}
catch (Exception ex)
{
log.WriteError(String.Format("[{0}] {1} {2}", ex.GetType(), ex.Message, ex.StackTrace));
}
};
}
public MatchingEngine(ServiceEventLogger log, MessageHandling msgHandling)
{
_singleInstrument = new CancellationPattern();
_manyInstruments = new CancellationPattern();
_orderPlacement = new OrderPlacement();
_cancelMonitoring = new CancellationPattern();
_wsExchanges = new Dictionary <ExchangeName, BaseExchange>();
_exchanges = new Dictionary <ExchangeName, IExchange>();
_profitRatios = new Dictionary <ExchangeName, double>();
_instruments = new Dictionary <CurrencyName, Instrument>();
_wsInstruments = new Dictionary <CurrencyName, Instrument>();
_balance = new BalanceManagement();
_matchingEvent = new AutoResetEvent(false);
_stopEvent1 = new AutoResetEvent(false);
_stopEvent2 = new AutoResetEvent(false);
_bittrex = new BittrexArbitrage(log);
_orderBook = new OrderBook();
_obj = new object();
_dbRepo = (DbRepositoryService)log.DbRepository;
_syncService = new SyncBalanceService(log);
_msgHandling = msgHandling;
_log = log;
Instrument.InitWebsocketInstruments(_wsInstruments);
_instruments.Add(CurrencyName.BTC, new InstrumentBTC());
_instruments.Add(CurrencyName.BCH, new InstrumentBCH());
_instruments.Add(CurrencyName.LTC, new InstrumentLTC());
_instruments.Add(CurrencyName.ETH, new InstrumentETH());
_instruments.Add(CurrencyName.XRP, new InstrumentXRP());
_instruments.Add(CurrencyName.DSH, new InstrumentDASH());
_instruments.Add(CurrencyName.IOTA, new InstrumentIOTA());
_spreadMono = new SpreadMono(this, _dbRepo, ExchangeName.OkEx);
_spreadIota = new SpreadIOTA(this, _dbRepo);
_spread = new InstrumentSpreadBTC(this, _dbRepo);
}
public SelfHost()
{
_log = new ServiceEventLogger(ServiceName.TradeDataBot, new DbRepositoryService());
_exchanges = new List <IExchange>();
}
public MessageHandling(ServiceEventLogger log, RestScheduler scheduler)
{
DbRepository = new DbRepositoryService();
_restScheduler = scheduler;
_log = log;
}
public BinanceVwapIndicator(ServiceEventLogger log) : base(log)
{
}
static SelfHost()
{
Log = new ServiceEventLogger(ServiceName.WebApi, new DbRepositoryService());
}
public BitmexVwapIndicator(BitmexExchange ex, List <string> contracts, ServiceEventLogger log) : base(log)
{
_contracts = contracts;
_bitmex = ex;
}
public SelfHost()
{
_log = new ServiceEventLogger(ServiceName.OrderBook, new DbGatewayService(ServiceName.Arbitrage));
_publisher = new PricesPublisher(_log);
}
