private void TransferOnTime(ArbitrationOpportunity opportunityToExecute)
{
Transfer executedTransfer = null;
switch (_currentRun.ArbitrationMode)
{
case ArbitrationMode.Live:
//No need to keep track of transfers in live mode since they are completed automatically.
executedTransfer = TransferManager.OnTimeTransfer_Live(opportunityToExecute.BuyExchange, opportunityToExecute.SellExchange, opportunityToExecute.BuyAmount, log);
break;
case ArbitrationMode.Simulation:
executedTransfer = TransferManager.OnTimeTransfer_Simulate(opportunityToExecute.BuyExchange, opportunityToExecute.SellExchange, opportunityToExecute.BuyAmount, log);
//In simulation mode, keep track of transfers so that they can be completed manually later.
_transfersInProcess.Add(executedTransfer);
break;
}
//if (executedTransfer != null)
{
PrintToOutputTextBox((String.Format(LOG_MESSAGE, executedTransfer.Id.Value, executedTransfer.Amount, executedTransfer.OriginExchange.Name, executedTransfer.DestinationExchange.Name)));
}
}
private void IntervalElapsed(Object source, ElapsedEventArgs e)
{
ArbitrationOpportunity opportunityToExecute = null;
List <ArbitrationOpportunity> opportunityList = null;
//Timer needs to chill while arbitration is looked for.
_timer.Enabled = false;
//Update the balances first, to give time for orders that may have been initiated on the previous round to execute.
//Only need to update account balances in live mode.
if (_currentRun.ArbitrationMode == ArbitrationMode.Live)
{
UpdateExchangeAccountInfo();
}
DisplayExchangeBalances();
try
{
//Before looking for another arbitration opportunity, see if the previous one was executed correctly.
if (_previousOpportunity != null)
{
//Verify the arbitration trade executed as expected.
try
{
//See if the orders filled (only necesary in live mode)
if (CurrentRun.ArbitrationMode == ArbitrationMode.Live)
{
_opportunityValidator.ValidateArbitrationTradeOrderExecution(_previousOpportunity);
}
//Compare the balances - this will detect if realized profit is different than computed profit, which would indicate there is a serious problem somewhere
log.Info(_opportunityValidator.ValidateExchangeBalancesAfterTrade(_previousOpportunity));
}
catch (ArbitrationTradeValidationException error)
{
LogAndDisplayString(error.Message, LogLevel.Warning);
log.Info(error.ExchangeBalanceDetailMessage);
}
}
//Reset _previousOpportunity, so it is not verified again
_previousOpportunity = null;
//Prepare the opportunity validator so it can compare balances before and after a trade
_opportunityValidator.SetFiatAndBitcoinBalanceBeforeArbitrationTrade();
try
{
opportunityList = FindArbitrationOpportunities();
if (opportunityList != null && opportunityList.Count > 0)
{
opportunityToExecute = DetermineOpportunityToExecute(opportunityList);
}
}
catch (Exception exception)
{
log.Warn("There was a problem looking for arbitration: " + Environment.NewLine + exception.Message);
log.Debug(exception.StackTrace);
}
//If an opportunity was found, execute it
if (opportunityToExecute != null)
{
ExecuteArbitrationTrade(opportunityToExecute);
//Save the arbitration opportunity so it can be verified on the next round.
_previousOpportunity = opportunityToExecute;
}
//Do the logging and display after the fact, to reduce lage between order book get and order execution
DisplayAndLogArbitrationOpportunityList(opportunityList);
//Only need to keep track of transfers in simulation mode.
if (_currentRun.ArbitrationMode == ArbitrationMode.Simulation)
{
//Complete any transfers that are done processing.
TransferManager.CompleteTransfers(_transfersInProcess);
}
//Based on the transfer mode of the current run, process any transfers that are due.
try
{
if (_currentRun.TransferMode == TransferMode.RollupOnTrades)
{
TransferRollupOnTrades();
}
else if (_currentRun.TransferMode == TransferMode.RollupByHour)
{
TransferRollupByHours();
}
//Note, for transfer mode 'None,' don't need to do anything.
}
catch (Exception exception)
{
OnError("There was a problem processing the transfers.", exception, "There was a problem processing the transfers: ");
}
//If this manager hasn't been stopped since the timer fired (which would be the case if there were a fatal error or the stop button was clicked), turn the timer back on.
if (!_stopped)
{
_timer.Enabled = true;
}
}
catch (Exception exception)
{
OnError("There was an error in this arbitration run, stopping the run.", exception, "Unexpected error with the arbitration run: ");
}
}
