private async Task CheckOutNewTickersForRequiredVolume()
{
var tradingSettings = _configurationService.GetTradingSettings();
var allCurrencyPairs = await _stockRestConnector.GetCurrencyPairs();
var baseCurrencyPairs = allCurrencyPairs.Where(item => !_activePositionWorkers.ContainsKey(item.Id) &&
tradingSettings.QuoteCurrencies.Any(currencyId => String.Equals(item.QuoteCurrencyId, currencyId, StringComparison.OrdinalIgnoreCase)));
var allTickers = await _stockRestConnector.GetTickers();
var tradingTickers = allTickers
.Where(tickerItem =>
baseCurrencyPairs.Any(currencyPairItem => String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id)))
.Where(tickerItem =>
{
var tickerCurrencyPair = baseCurrencyPairs.First(currencyPairItem =>
String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id));
decimal volumeToCompare;
if (String.Equals(tickerCurrencyPair.QuoteCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase))
{
volumeToCompare = tickerItem.VolumeInQuoteCurrency;
}
else
{
var btcConvertFactor = 0m;
var requestCurrencyPair = allCurrencyPairs.FirstOrDefault(item =>
String.Equals(tickerCurrencyPair.QuoteCurrencyId, item.QuoteCurrencyId, StringComparison.OrdinalIgnoreCase) &&
String.Equals(item.BaseCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase));
if (requestCurrencyPair != null)
{
btcConvertFactor = allTickers.First(item =>
String.Equals(item.CurrencyPairId, requestCurrencyPair.Id, StringComparison.OrdinalIgnoreCase)).LastPrice;
}
else
{
requestCurrencyPair = allCurrencyPairs.FirstOrDefault(item =>
String.Equals(tickerCurrencyPair.QuoteCurrencyId, item.BaseCurrencyId, StringComparison.OrdinalIgnoreCase) &&
String.Equals(item.QuoteCurrencyId, Constants.BTC, StringComparison.OrdinalIgnoreCase));
if (requestCurrencyPair != null)
{
btcConvertFactor = 1 / allTickers.First(item =>
String.Equals(item.CurrencyPairId, requestCurrencyPair.Id,
StringComparison.OrdinalIgnoreCase)).LastPrice;
}
}
volumeToCompare = btcConvertFactor > 0 ? tickerItem.VolumeInQuoteCurrency / btcConvertFactor : 0;
}
return(volumeToCompare > tradingSettings.MinCurrencyPairTradingVolumeInBTC);
})
.ToList();
var tradingCurrencyPairs = baseCurrencyPairs.Where(currencyPairItem => tradingTickers.Any(tickerItem =>
String.Equals(tickerItem.CurrencyPairId, currencyPairItem.Id, StringComparison.OrdinalIgnoreCase))).ToList();
var periodsForAnalysis = new[]
{
tradingSettings.Period.GetLowerFramePeriod(),
tradingSettings.Period,
tradingSettings.Period.GetHigherFramePeriod()
};
foreach (var currencyPair in tradingCurrencyPairs)
{
foreach (var candlePeriod in periodsForAnalysis)
{
var candles = await _stockRestConnector.GetCandles(currencyPair.Id, candlePeriod, 30);
_candleLoadingService.UpdateCandles(currencyPair.Id, candlePeriod, candles);
}
await _candleLoadingService.InitSubscription(currencyPair.Id, periodsForAnalysis);
_candleLoadingService.CandlesUpdated += (o, e) =>
{
if (_activePositionWorkers == null)
{
return;
}
if (_activePositionWorkers.ContainsKey(e.CurrencyPairId))
{
return;
}
if (e.Period != tradingSettings.Period)
{
return;
}
CheckOutForNewPosition(currencyPair).Wait();
};
}
}
