public void UpdateBalances()
{
if (_ex.Currency != CurrencyName.USD)
{
CurrencyRate = _ex.DbGateway.GetCurrencyRate(_ex.Currency);
}
var account = _ex.DbGateway.GetLastBalances(_ex.GetExchangeName());
UsdBalance = account.UsdBalance;
BtcBalance = account.BtcBalance;
BchBalance = account.BchBalance.HasValue ? account.BchBalance.Value : 0;
LtcBalance = account.LtcBalance.HasValue ? account.LtcBalance.Value : 0;
EthBalance = account.EthBalance.HasValue ? account.EthBalance.Value : 0;
XrpBalance = account.XrpBalance.HasValue ? account.XrpBalance.Value : 0;
DashBalance = account.DashBalance.HasValue ? account.DashBalance.Value : 0;
Utils.ThrowIf(UsdBalance < 0, "[{0}] USD balance {1}", _ex.GetExchangeName(), UsdBalance);
Utils.ThrowIf(BtcBalance < 0, "[{0}] BTC balance {1}", _ex.GetExchangeName(), BtcBalance);
Utils.ThrowIf(BchBalance < 0, "[{0}] BCH balance {1}", _ex.GetExchangeName(), BchBalance);
Utils.ThrowIf(LtcBalance < 0, "[{0}] LTC balance {1}", _ex.GetExchangeName(), LtcBalance);
Utils.ThrowIf(EthBalance < 0, "[{0}] ETH balance {1}", _ex.GetExchangeName(), EthBalance);
Utils.ThrowIf(XrpBalance < 0, "[{0}] XRP balance {1}", _ex.GetExchangeName(), XrpBalance);
Utils.ThrowIf(DashBalance < 0, "[{0}] DASH balance {1}", _ex.GetExchangeName(), DashBalance);
}
public void HandlingOrder(Action <IExchange> createOrder,
IExchange exchange,
AutoResetEvent evt,
Instrument ins,
ExchangePricesEventArgs args)
{
var type = ins.GetOrderType(args);
var ex = exchange.GetExchangeName();
if (SignAsRemoved(ex, type, args))
{
Lock(exchange, () =>
{
SaveOrder(ex, type);
if (!args.IsOrderDeleted)
{
SaveOrder(ex, type, args.OrderId);
createOrder(exchange);
if (ins.ContainsOrders(exchange))
{
evt.Set();
}
}
});
}
}
public void ExecuteOrdersAsync(IExchange ex1, IExchange ex2, MatchingData data)
{
string order1 = null;
string order2 = null;
Task <string> task1 = null;
Task <string> task2 = null;
if (FastExchanges.ContainsKey(ex1.GetExchangeName()))
{
task1 = Task <string> .Run(() => PlaceOrder(ex1, data.AskPrice1, data.Amount, OrderSide.BID, data));
order1 = task1.Result;
}
else
{
order1 = PlaceOrder(ex1, data.AskPrice1, data.Amount, OrderSide.BID, data);
}
if (FastExchanges.ContainsKey(ex2.GetExchangeName()))
{
task2 = Task <string> .Run(() => PlaceOrder(ex2, data.BidPrice2, data.Amount, OrderSide.ASK, data));
order2 = task2.Result;
}
else
{
order2 = PlaceOrder(ex2, data.BidPrice2, data.Amount, OrderSide.ASK, data);
}
if (order1 == null && order2 == null)
{
data.TransactionState = TradingState.Fail12;
return;
}
if (order1 == null)
{
data.TransactionState = TradingState.Fail1;
}
else
{
data.Order1 = order1;
}
if (order2 == null)
{
data.TransactionState = TradingState.Fail2;
}
else
{
data.Order2 = order2;
}
ex1.RemoveOrders();
ex2.RemoveOrders();
}
protected bool GetBestPrices(Dictionary <ExchangeName, IExchange> exchanges,
Instrument ins1,
Instrument ins2,
out double maxBid,
out double minAsk,
out IExchange ex1,
out IExchange ex2)
{
maxBid = 0; minAsk = Double.MaxValue;
ex1 = null; ex2 = null;
foreach (var ex in exchanges.Values)
{
lock (ex)
{
if (ex.TradingState != TradingState.Ok)
{
continue;
}
var price = ins1.GetBidPrice(ex);
if (price != 0 && price > maxBid)
{
maxBid = price;
ex2 = ex;
}
price = ins2.GetAskPrice(ex);
if (price != 0 && price < minAsk)
{
minAsk = price;
ex1 = ex;
}
}
}
if (maxBid == 0)
{
return(false);
}
if (minAsk == Double.MaxValue)
{
return(false);
}
if (ex1.GetExchangeName() == ex2.GetExchangeName())
{
return(false);
}
return(true);
}
private void Lock(IExchange exchange, Action action)
{
if (RestExchanges(exchange.GetExchangeName()))
{
Monitor.Enter(exchange);
}
else
{
if (!Monitor.TryEnter(exchange, 10))
{
return;
}
}
action();
Monitor.Exit(exchange);
}
public bool TryExecuteOrders(IExchange exchange1, IExchange exchange2)
{
ExchangeName ex1 = exchange1.GetExchangeName();
if (WebsocketExchanges(ex1))
{
if (_removedOrders[ex1][0].Length == 0)
{
return(false);
}
}
ExchangeName ex2 = exchange2.GetExchangeName();
if (WebsocketExchanges(ex2))
{
if (_removedOrders[ex2][1].Length == 0)
{
return(false);
}
}
return(true);
}
public bool CanUpdateBalances(IExchange ex)
{
return(_dbRepo.CanUpdateBalances(ex.GetExchangeName()));
}
public void SetExchange2(IExchange ex2)
{
CurrencyRate2 = ((BaseExchange)ex2).CurrencyRate;
Exchange2 = ex2.GetExchangeName();
}
public void SetExchange1(IExchange ex1)
{
CurrencyRate1 = ((BaseExchange)ex1).CurrencyRate;
Exchange1 = ex1.GetExchangeName();
}