private void ForeachExchanges(Instrument instrument, Func <IExchange, IExchange, bool> action)
{
foreach (var ex1 in _exchanges.Values)
{
lock (ex1)
{
if (!instrument.ContainsOrders(ex1))
{
continue;
}
foreach (var ex2 in ex1.Exchanges)
{
if (!instrument.ContainsOrders(ex2))
{
continue;
}
lock (ex2)
{
if (action(ex1, ex2))
{
break;
}
}
}
}
}
}
private bool TryToExchange(IExchange ex1, Instrument ins, out IExchange exBuy, out IExchange exSell)
{
var data = InitTransData(ins.GetBalanceStep(), ins);
exBuy = null; exSell = null;
foreach (var ex2 in ex1.Exchanges)
{
if (!ins.ContainsOrders(ex2))
{
continue;
}
lock (ex2)
{
if (ex1.TradingState == TradingState.NoCrypt)
{
if (ex2.TradingState == TradingState.NoUsd || ex2.TradingState == TradingState.Ok)
{
_profitRatios[ex2.GetExchangeName()] = _balance.GetProfitRatio(ex1, ex2, ins, data);
}
}
data.AskPrice1 = data.BidPrice2 = 0;
}
}
if (_profitRatios.Count == 0)
{
return(false);
}
var min = _profitRatios.OrderBy(kvp => kvp.Value).First();
var max = _profitRatios.OrderBy(kvp => kvp.Value).Last();
_profitRatios.Clear();
return(true);
}
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();
}
}
});
}
}