/// <summary>
/// Creates new instance of <see cref="LatestDataRequest"/> object.
/// </summary>
/// <param name="symbol">Asset name for data retrieval.</param>
/// <param name="exchange">Crypto exchange for data retrieval.</param>
public LatestDataRequest(
String symbol,
CryptoExchange exchange)
{
Symbol = symbol.EnsureNotNull(nameof(symbol));
Exchange = exchange;
}
public static (string best, string leastWorst, decimal profit) GetBestPair(
Dictionary <CryptoExchange, Dictionary <CryptoExchange, Dictionary <string, decimal> > > compare,
CryptoExchange from,
CryptoExchange to
)
{
var best = compare[from][to].MaxBy(x => x.Value).Key;
var leastWorst = compare[to][from].MaxBy(x => x.Value).Key;
var profit =
(1m + compare[from][to][best])
* (1m + compare[to][from][leastWorst])
- 1m;
return(best, leastWorst, profit);
}
public Dictionary <CryptoExchange, Dictionary <string, decimal> > GetAll(CryptoExchange from)
{
if (!Exchanges.ContainsKey(from))
{
return(null);
}
var result = new Dictionary <CryptoExchange, Dictionary <string, decimal> > ( );
foreach (var to in Exchanges.Keys)
{
result[to] = GetPair(from, to);
}
return(result);
}
public Dictionary <string, decimal> GetPair(CryptoExchange from, CryptoExchange to)
{
if (!Exchanges.ContainsKey(from) || !Exchanges.ContainsKey(to))
{
return(null);
}
var result = new Dictionary <string, decimal> ( );
var symbols =
Exchanges[from].ExchangeData.Keys
.Intersect(Exchanges[to].ExchangeData.Keys)
.ToList( );
foreach (var symbol in symbols)
{
var buy = Exchanges[from].ExchangeData[symbol].BuyPrice;
var sell = Exchanges[to].ExchangeData[symbol].SellPrice;
result[symbol] = (sell - buy) / buy;
}
return(result);
}
public (string best, string leastWorst, decimal profit) GetBestPair(CryptoExchange from, CryptoExchange to)
{
var compare = GetAll( );
return(GetBestPair(compare, from, to));
}
