private void SelectedGameScreen_SelectGame(string message)
{
switch (message)
{
case "Set Indian Poker Screen":
this.SetVisible(Screen.IndianPoker);
MatchingData matchingData = new MatchingData();
matchingData.GameID = (byte)KindOfGame.IndianPokser;
matchingData.matchingMsg = (byte)Matching.StartMatching;
matchingData.Ack = 1;
indianPokserClient.SendMessage(Header.Matching, matchingData);
//if(indianPokserClient.RequestMatch()) // 서버에 매치요청 보냄
//{
//}
break;
case "Set Maze of Memory Screen":
this.SetVisible(Screen.MazeofMemory);
break;
default:
break;
}
}
public double GetProfitRatio(IExchange ex1, IExchange ex2, Instrument ins, MatchingData data)
{
data.AskPrice1 = ins.GetAskPrice(ex1);
data.BidPrice2 = ins.GetBidPrice(ex2);
SetUsdAmounts(ex1, ex2, data);
return(data.ProfitRatio);
}
private void SetUsdAmounts(IExchange ex1, IExchange ex2, MatchingData data)
{
data.BuyUsdAmount = data.AskPrice1 * data.Amount;
data.SellUsdAmount = data.BidPrice2 * data.Amount;
data.Profit = Math.Round(data.SellUsdAmount - data.BuyUsdAmount, ex1.CountryCurrencyDecimal);
data.Fees = (data.BuyUsdAmount * ex1.TradingFee) + (data.SellUsdAmount * ex2.TradingFee);
data.Profit = Math.Round(data.Profit - data.Fees, ex1.CountryCurrencyDecimal);
data.ProfitRatio = Math.Round(data.Profit / data.SellUsdAmount * 100, ex1.CountryCurrencyDecimal);
}
public bool Serialize(MatchingData packet)
{
bool ret = true;
int request = (int)packet.request;
ret &= Serialize(request);
return(ret);
}
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();
}
//매칭 요청
public void SendLocalMatchingRequest()
{
MatchingData matchingData = new MatchingData();
matchingData.request = MatchingPacketId.MatchingRequest;
Debug.Log("매칭 데이터 : " + matchingData);
MatchingPacket packet = new MatchingPacket(matchingData);
networkManager.SendReliable <MatchingData>(packet);
}
private void InitPrices(MatchingData data, double bidPrice, double askPrice, double bidOrderAmount, double askOrderAmount)
{
data.AskPrice1 = askPrice;
Utils.ThrowIf(data.AskPrice1 == 0, "AskPrice1 == 0");
data.BidPrice2 = bidPrice;
Utils.ThrowIf(data.BidPrice2 == 0, "BidPrice2 == 0");
data.AskAmount = askOrderAmount;
data.BidAmount = bidOrderAmount;
}
//Match button clicked
private void matchButton_Click(object sender, EventArgs e)
{
EEG_Logger p = new EEG_Logger(); //Creating a new object of the class and acting upon it
for (int i = 0; i < 10; i++)
{
pBar.PerformStep();
p.Run();
Thread.Sleep(1660); //Slow down the process, so the user can see what's happening and also to pull data for a specified amount of time
//1660 for 15.03 Seconds
}
Centroid temp_centroid = new Centroid("temp", 0);
temp_centroid = read_CSV().read_matching_records(); //Reading the .csv file
File.Delete("outfile.csv");
pBar.Value = 0;
MessageBox.Show("Matching complete.");
MatchingData m = new MatchingData();
this.label4.Text = m.match_data(collection, temp_centroid);
this.label4.Visible = true;
Thread.Sleep(1500);
//This is to calculate our error rate to make see how accurate we are at predicting the right word
DialogResult answer = MessageBox.Show("Did we match the right word?", "Speak Your Mind", MessageBoxButtons.YesNo);
if (answer == DialogResult.Yes)
{
int yesCount;
yesCount = Convert.ToInt32(this.userInfoStringParsed[16]) + 1;
this.userInfoStringParsed[16] = yesCount.ToString();
this.userInfoString = "";
foreach (string s in this.userInfoStringParsed)
{
this.userInfoString += (s + ",");
}
this.userInfoString = this.userInfoString.Substring(0, this.userInfoString.Length - 1);
}
else if (answer == DialogResult.No)
{
int noCount;
noCount = Convert.ToInt32(this.userInfoStringParsed[17]) + 1;
this.userInfoStringParsed[17] = noCount.ToString();
this.userInfoString = "";
foreach (string s in this.userInfoStringParsed)
{
this.userInfoString += (s + ",");
}
this.userInfoString = this.userInfoString.Substring(0, this.userInfoString.Length - 1);
}
}
private DynamicParameters SaveAccountProcParams2(MatchingData data, int tradeId, double balance)
{
var args = new DynamicParameters();
args.Add("@tradeId", tradeId);
args.Add("@exchange2", (int)data.Exchange2);
args.Add("@currencyRate2", data.CurrencyRate2);
args.Add("@amount", data.Amount);
args.Add("@balance", balance);
return(args);
}
//메시지 전달
private bool SendMessage2(short id, int value)
{
MatchingData message = new MatchingData();
message.GameID = (byte)KindOfGame.IndianPokser;
message.Ack = 1;
message.matchingMsg = (byte)Matching.StartMatching;
//byte[] sendMessage = packetDefine.MakePacket(message);
//stream.Write(sendMessage, 0, sendMessage.Length);
return(true);
}
private MatchingData InitTransData(double amount, Instrument instrument)
{
var data = new MatchingData {
CreatedAt = DateTime.UtcNow
};
data.TransactionState = TradingState.Reject;
data.Instrument = instrument.GetInstrument();
data.Amount = amount;
return(data);
}
private List <MatchingData> getData()
{
//Remove all data without chosen topics
string[] chosenTopics = GameObject.FindGameObjectWithTag("GameLogic").GetComponent <GameStats>().getChosenTopics();
//Get the real fake data from data object
List <MatchingData> dataList = GameObject.FindGameObjectWithTag("GameLogic").GetComponent <GamesData>().getMatchingData();
List <MatchingData> shuffledData = dataList.OrderBy(x => UnityEngine.Random.value).ToList();
MatchingData d = shuffledData[0];
data = d;
shuffledData.Remove(d);
return(shuffledData);
}
public bool Deserialize(ref MatchingData element)
{
// 데이터가 정의되어있지 않다면
if (GetDataSize() == 0)
{
return(false);
}
bool ret = true;
int request = 0;
ret &= Deserialize(ref request);
element.request = (MatchingPacketId)request;
return(ret);
}
/// <summary>
/// Adds a sub-event (child) to this event if it doesn't exist, or increase the duration by the
/// duration of the provided event.
/// </summary>
/// <param name="ChildData">The sub-event to add to this event.</param>
public void AddChild(TimingData ChildData)
{
TimingData MatchingData;
if (Children.TryGetValue(ChildData.Name, out MatchingData))
{
MatchingData.ExclusiveDuration += ChildData.ExclusiveDuration;
foreach (TimingData ChildChildData in ChildData.Children.Values)
{
MatchingData.AddChild(ChildChildData);
}
}
else
{
Children.Add(ChildData.Name, ChildData);
}
}
private DynamicParameters SaveAccountProcParams(MatchingData data, int tradeId)
{
var args = new DynamicParameters();
args.Add("@tradeId", tradeId);
args.Add("@exchange1", (int)data.Exchange1);
args.Add("@exchange2", (int)data.Exchange2);
args.Add("@currencyRate1", data.CurrencyRate1);
args.Add("@currencyRate2", data.CurrencyRate2);
args.Add("@amount", data.Amount);
args.Add("@buyUsdAmount", data.BuyUsdAmount);
args.Add("@sellUsdAmount", data.SellUsdAmount);
args.Add("@transCode", data.TransactionState.ToString());
args.Add("@currencyCode", data.Instrument.ToString());
return(args);
}
public TradingState Trading(IExchange ex1, IExchange ex2, Instrument ins, MatchingData data, double maxBid, double minAsk, int depth = 0)
{
data.SetExchange1(ex1);
data.SetExchange2(ex2);
InitPrices(data, maxBid, minAsk, ins.GetBidOrderAmount(ex2), ins.GetAskOrderAmount(ex1));
SetUsdAmounts(ex1, ex2, data);
if (data.ProfitRatio < 0)
{
return(depth == 1 ? TradingState.Negative : Trading(ex2, ex1, ins, data, maxBid, minAsk, 1));
}
var state = CheckBalancesImpl(ex1, ex2, ins, data);
if (state != TradingState.Ok)
{
return(state);
}
state = _profitStrategy.GetProfitState(data, ins.GetProfitRatios(), multiplier =>
{
if (multiplier != 1)
{
SetUsdAmounts(ex1, ex2, data);
}
return(CheckBalancesImpl(ex1, ex2, ins, data));
});
if (state != TradingState.Ok)
{
return(state);
}
if (data.Profit < ins.GetMinUsdProfit())
{
return(TradingState.NoProfit);
}
return(TradingState.Ok);
}
private DynamicParameters SaveTradeProcParams(MatchingData data)
{
var args = new DynamicParameters();
args.Add("@createdAt", data.CreatedAt);
args.Add("@exchange1", (int)data.Exchange1);
args.Add("@exchange2", (int)data.Exchange2);
args.Add("@order1", data.Order1);
args.Add("@order2", data.Order2);
args.Add("@profitRatio", data.ProfitRatio);
args.Add("@currentProfitRatio", data.CurrentProfitRatio);
args.Add("@profit", data.Profit);
args.Add("@amount", data.Amount);
args.Add("@askAmount", data.AskAmount);
args.Add("@bidAmount", data.BidAmount);
args.Add("@askPrice1", data.AskPrice1);
args.Add("@bidPrice2", data.BidPrice2);
args.Add("@instrumentId", (int)data.Instrument);
args.Add("@transCode", data.TransactionState.ToString());
return(args);
}
public TradingState GetProfitState(MatchingData data, List <Tuple <double, double> > profitRatios, Func <double, TradingState> checkBalances)
{
if (data.ProfitRatio < profitRatios.Last().Item1)
{
return(TradingState.NoProfit);
}
double buyAmount = Math.Min(data.AskAmount, data.BidAmount);
double balanceMultiplier = 1;
foreach (var ratio in profitRatios)
{
if (data.ProfitRatio >= ratio.Item1)
{
balanceMultiplier = ratio.Item2;
break;
}
}
data.Amount = Math.Min(buyAmount, data.Amount * balanceMultiplier);
return(checkBalances(balanceMultiplier));
}
//메시지 전달
private bool SendMessage(short id, int value)
{
MatchingData message = new MatchingData();
message.MessageID = (byte)MessageID.IndianPokser;
message.Ack = 1;
message.matchingMsg = (byte)Matching.StartMatching;
byte[] sendMessage = packetDefine.MakePacket(message);
stream.Write(sendMessage, 0, sendMessage.Length);
return(true);
//a
//a
//string msg = "matching";
//byte[] header = BitConverter.GetBytes(id);
//byte[] body = BitConverter.GetBytes(value);
//int length = header.Length + body.Length;
//byte[] leng = BitConverter.GetBytes(length);
//byte[] packet = new byte[length+sizeof(int)];
//Array.Copy(header, 0, packet, 0, header.Length);
//Array.Copy(leng, 0, packet, header.Length, leng.Length);
//Array.Copy(body, 0, packet, header.Length + leng.Length, body.Length);
//try
//{
// stream.Write(packet, 0, packet.Length);
// stream.Flush();
// return true;
//}
//catch
//{
// Console.WriteLine("메시지 전송 실패");
// return false;
//}
}
private string PlaceOrder(IExchange ex, double price, double amount, OrderSide side, MatchingData data)
{
OrderResponse order = null;
try
{
order = ex.PlaceOrder(Math.Round(price, ex.CountryCurrencyDecimal),
Math.Round(amount, ex.CryptoCurrencyDecimal),
data.Instrument,
side);
}
catch (Exception e)
{
if (side == OrderSide.BID)
{
data.FailReason1 = e.Message;
}
else
{
data.FailReason2 = e.Message;
}
return(null);
}
if (order.Success)
{
if (side == OrderSide.BID)
{
data.FailReason1 = order.ErrorReason;
}
else
{
data.FailReason2 = order.ErrorReason;
}
return(null);
}
if (side == OrderSide.BID)
{
data.BuyUsdAmount = (1 - ex.TradingFee) * data.BuyUsdAmount;
}
else
{
data.SellUsdAmount = (1 - ex.TradingFee) * data.SellUsdAmount;
}
return(order.OrderId);
}
public void SaveTransaction(MatchingData data, Action <Exception> onException)
{
using (var db = DbConnection)
{
var count = db.Query <int>(DbQueryStr.TradeExist, data).Single();
if (count > 0)
{
return;
}
db.Open();
var args = SaveTradeProcParams(data);
var trans = db.BeginTransaction();
int tradeId = 0;
int accountId = 0;
try
{
#if true
var sql = @"
insert into dbo.Trade (
CreatedAt, ExchangeId1, ExchangeId2, OrderId1, OrderId2, ProfitRatio, Profit,
CurrentProfitRatio, AskAmount, BidAmount, Amount, BidPrice2, AskPrice1, CurrencyId, TransCode
)
values (
@createdAt, @exchange1, @exchange2, @order1, @order2, @profitRatio, @profit, @currentProfitRatio,
@askAmount, @bidAmount, @amount, @bidPrice2, @askPrice1, @instrumentId, @transCode
);
select cast(scope_identity() as int)";
tradeId = db.Query <int>(sql, args, transaction: trans).Single();
if (data.TransactionState == TransactionState.Fail2 || data.TransactionState == TransactionState.OK)
{
var cryptoAmount = data.Amount;
var amount = -(data.BuyUsdAmount * data.CurrencyRate1);
sql = @"select top 1 Id, Balance from dbo.Account where ExchangeId = @ExchangeId order by Id desc";
var account = db.Query <Account>(sql, new { ExchangeId = data.Exchange1 }, transaction: trans).Single();
var balance = Math.Round(account.Balance + amount, 2);
if (balance < 0)
{
}
sql = @"insert into dbo.Account (ExchangeId, OperationCode, TradeId, CurrencyRate, Amount, Balance)
values (@exchange1, 'BUY', @tradeId, @currencyRate1, @amount, @balance);
select cast(scope_identity() as int)";
accountId = db.Query <int>(sql, SaveAccountProcParams1(data, tradeId, balance), transaction: trans).Single();
if (data.Instrument == CurrencyName.BTC)
{
InsertInstrument(db, trans, accountId, cryptoAmount, account.Id, "Btc");
}
else
{
throw new NotImplementedException();
}
}
if (data.TransactionState == TransactionState.Fail1 || data.TransactionState == TransactionState.OK)
{
var cryptoAmount = -data.Amount;
var amount = data.SellUsdAmount * data.CurrencyRate2;
sql = @"select top 1 Id, Balance from dbo.Account where ExchangeId = @ExchangeId order by Id desc";
var account = db.Query <Account>(sql, new { ExchangeId = data.Exchange2 }, transaction: trans).Single();
var balance = Math.Round(account.Balance + amount, 2);
sql = @"insert into dbo.Account (ExchangeId, OperationCode, TradeId, CurrencyRate, Amount, Balance)
values (@exchange2, 'SEL', @tradeId, @currencyRate2, @amount, @balance);
select cast(scope_identity() as int)";
accountId = db.Query <int>(sql, SaveAccountProcParams2(data, tradeId, balance), transaction: trans).Single();
if (data.Instrument == CurrencyName.BTC)
{
InsertInstrument(db, trans, accountId, cryptoAmount, account.Id, "Btc");
}
else
{
throw new NotImplementedException();
}
}
#else
db.Execute("SaveTrade", args, commandType: CommandType.StoredProcedure, transaction: trans);
tradeId = args.Get <int>("@tradeId");
args = SaveAccountProcParams(data, tradeId);
db.Execute("SaveAccount", args, commandType: CommandType.StoredProcedure, transaction: trans);
#endif
if (!String.IsNullOrEmpty(data.FailReason))
{
db.Execute(DbQueryStr.SaveFailReason, data, transaction: trans);
}
trans.Commit();
}
catch (Exception ex)
{
trans.Rollback();
onException(ex);
}
}
}
private List <CseProductInfo> GetProductsFromCseAction(int minNumberOfOffers)
{
var timer = new TimerProvider(_context, "get-campaign-apis-sql");
var apis = GetCseApisAndCurrencyForCurrentCampaignId();
timer.StopTimer();
if (apis.Count == 0)
{
return(new List <CseProductInfo>());
}
var cseDataProvider = new CseToMongoEtlProvider();
var productsList = new List <CseProductInfo>();
var rawProductsList = new List <CseProductInfo>();
var merchantsList = new List <CseMerchantInfo>();
int totalNumberOfOffers = 0;
while (true)
{
for (int i = 0; i < apis.Count; i++)
{
MatchingData matchingData = null;
try
{
matchingData = GetProtuctsFromCseByKeyword(apis[i]);
if (matchingData == null)
{
matchingData = new MatchingData();
}
}
catch (Exception ex)
{
_logger.ErrorFormat("failed get data from cse [{0}], ex: [{1}]", apis[i], ex.Message);
_context.AddCseExecutionFailure(apis[i].ToString(), "Failed");
}
_context.AddCseNumberOfRawResults(apis[i].ToString(), matchingData.Matches.Count.ToString());
if (matchingData.Matches.Count == 0)
{
continue;
}
_context.AddCseExecutionFailure(apis[i].ToString(), "OK");
List <CseProductInfo> products = null;
List <CseMerchantInfo> merchants = null;
cseDataProvider.ParseProductAndMerchants(apis[i], "widget", matchingData.ds, out products, out merchants);
if (products.Count == 0)
{
continue;
}
merchantsList.AddRange(merchants.Select(x => (CseMerchantInfo)x.Clone()));
rawProductsList.AddRange(products.Select(x => (CseProductInfo)x.Clone()));
var filterProvider = new FilterProvider(_context);
products = filterProvider.FilterSameStore(products);
products = filterProvider.FilterPriceRange(products);
if (products.Count == 0)
{
continue;
}
productsList.AddRange(products);
productsList = filterProvider.FilterDuplicateStores(productsList);
productsList = filterProvider.FilterDuplicateProductId(productsList);
if (productsList.Count == 0)
{
continue;
}
totalNumberOfOffers = CountProdcutOffers(productsList);
if (totalNumberOfOffers >= minNumberOfOffers)
{
break;
}
}
totalNumberOfOffers = CountProdcutOffers(productsList);
if (totalNumberOfOffers >= minNumberOfOffers)
{
break;
}
if (!_context.IsDefaultPrice)
{
var filterProvider = new FilterProvider(_context);
rawProductsList = filterProvider.FilterDuplicateStores(rawProductsList);
rawProductsList = filterProvider.FilterDuplicateProductId(rawProductsList);
totalNumberOfOffers = CountProdcutOffers(rawProductsList);
if (totalNumberOfOffers >= minNumberOfOffers)
{
productsList = rawProductsList;
break;
}
}
if (!ShrinkKeywordStart())
{
break;
}
}
ThreadPool.QueueUserWorkItem(state =>
{
dynamic param = state as dynamic;
cseDataProvider.AddCseResultToMongoDb("widget", _context.Op, param.products, param.merchants, false);
}, new
{
products = new List <CseProductInfo>(rawProductsList.Select(x => (CseProductInfo)x.Clone())),
merchants = new List <CseMerchantInfo>(merchantsList.Select(x => (CseMerchantInfo)x.Clone()))
});
return(productsList);
}
private TradingState CheckBalancesImpl(IExchange ex1, IExchange ex2, Instrument ins, MatchingData data)
{
double amount = data.Amount;
#region BUY
double minValue = data.AskPrice1 * ((BaseExchange)ex1).MinUsdValueRatio;
Func <double> reduceAmount = () => (ex1.UsdBalance - minValue) / data.AskPrice1;
Func <TradingState> rejectUsd = () => { ex1.TradingState = TradingState.NoUsd; return(ex1.TradingState); };
Func <TradingState> rejectCrypt = () => { ex2.TradingState = TradingState.NoCrypt; return(ex2.TradingState); };
if (ex1.UsdBalance <= ex1.GetMinTradeValue(CurrencyName.USD))
{
return(rejectUsd());
}
if (ex1.UsdBalance < data.BuyUsdAmount)
{
if (ex1.UsdBalance - minValue <= ex1.GetMinTradeValue(CurrencyName.USD))
{
return(rejectUsd());
}
data.Amount = reduceAmount();
}
else
{
if (ex1.UsdBalance - data.BuyUsdAmount <= ex1.GetMinTradeValue(CurrencyName.USD))
{
data.Amount = reduceAmount();
}
}
#endregion
#region SELL
var cryptoBalance = ins.GetCryptoBalance(ex2);
if (cryptoBalance <= ex2.GetMinTradeValue(ins.GetInstrument(), data.BidPrice2))
{
return(rejectCrypt());
}
if (cryptoBalance < data.Amount)
{
data.Amount = cryptoBalance;
}
#endregion
if (amount != data.Amount)
{
SetUsdAmounts(ex1, ex2, data);
}
ex1.TradingState = ex2.TradingState = TradingState.Ok;
return(TradingState.Ok);
}
private async void MatchingImpl(IExchange ex1, IExchange ex2, Instrument ins, MatchingData data)
{
if (data.TransactionState == TradingState.Ok ||
data.TransactionState == TradingState.Back)
{
if (!_orderBook.TryExecuteOrders(ex1, ex2))
{
return;
}
_orderPlacement.ExecuteOrdersAsync(ex1, ex2, data);
}
if (data.TransactionState == TradingState.NoPrice ||
data.TransactionState == TransactionState.Negative ||
data.TransactionState == TradingState.Reject)
{
return;
}
if (data.HasRejectedState || data.TransactionState == TradingState.Negative ||
data.TransactionState == TradingState.Fail12)
{
await _dbRepo.SaveMatchingAsync(data);
}
else
{
_dbRepo.SaveMatchingAsync(data, ex1, ex2).Wait();
}
}
public TradingState BackTrading(IExchange ex1, IExchange ex2, Instrument ins, MatchingData data)
{
data.SetExchange1(ex1);
data.SetExchange2(ex2);
InitPrices(data, ins.GetBidPrice(ex2), ins.GetAskPrice(ex1), ins.GetBidOrderAmount(ex2), ins.GetAskOrderAmount(ex1));
var amount = data.Amount;
SetUsdAmounts(ex1, ex2, data);
if (data.ProfitRatio < ProfitRatio)
{
return(TradingState.Negative);
}
var buyAmount = Math.Min(data.AskAmount, data.BidAmount);
if (buyAmount < data.Amount)
{
return(TradingState.Reject);
}
if (data.ProfitRatio > 0)
{
data.Amount = Math.Min(buyAmount, data.Amount);
}
double avgAmount = (ins.GetCryptoBalance(ex1) + ins.GetCryptoBalance(ex2)) / 2;
if (buyAmount < avgAmount)
{
return(TransactionState.Reject);
}
data.Amount = Math.Min(buyAmount, data.Amount);
SetUsdAmounts(ex1, ex2, data);
var state = CheckBalancesImpl(ex1, ex2, ins, data);
if (state != TradingState.Ok)
{
return(state);
}
return(TradingState.Back);
}
public Task SaveMatchingAsync(MatchingData data, IExchange ex1 = null, IExchange ex2 = null)
{
return(Task.Run(() => _dbRepo.SaveMatching(data, ex1, ex2)));
}
